CME STP FIXML and CME STP FIX

CME STP Client Content Refresh - Now Available

To better serve client content needs, CME Straight Through Processing (CME STP) functional and message specifications on the Client Systems Wiki site have been refreshed and organized for streamlined navigation.

As CME STP includes both FIX and FIXML API protocols, topics are split into two distinct sections and a new CME STP navigation topic is available to quickly find relevant topics. The protocol-specific session and business layer concepts are separated for clarity and message specifications are now aligned by protocol and markets. 

Please note that most browser bookmarks to CME STP technical content may need to be updated. Please update your bookmarks, if necessary, by visiting the CME Straight Through Processing topics in the CME Group Client Systems Wiki site. 

CME STP FIX API on Google Cloud - Postponed

Previously announced availability of CME STP FIX API service on Google Cloud has been postponed. A new production date will be announced in a future article.

View the client impact assessment for additional information.

CME STP FIX API on Google Cloud is currently available in New Release.

CME STP - DigiCert Root CA Certificate Update

CME STP post-trade services use DigiCert as the certificate authority for the Transport Layer Security (TLS) protocol. CME Group is rolling out the changes being implemented by DigiCert to its root and intermediate CA certificates on Saturday, March 15. In order to avoid service disruptions, all client systems of CME STP, are recommended to ensure that they have installed the latest certificate in their Trust Stores.

Certificate details:

• G2 ICA certificate: DigiCert Global G2 TLS RSA SHA256 2020 CA1
• G2 Root certificate: DigiCert Global Root G2
• Certificates can be downloaded from DigiCert’s website.

CME STP FIXML - Disabling of New Release On-Prem FIXML Service - This Week

Effective this Sunday, March 16 (trade date Monday, March 17), CME Group will disable the New Release On-Prem FIXML service. To avoid disruption to development efforts, clients of CME STP FIXML must connect to the Google Cloud service URL.

New Release FIXML Service URLs:

On-Prem URL	Google cloud URL
https://servicesnr.cmegroup.com/cmestp/query	https://posttrade.api.uat.cmegroup.com/cmestp/query

CME STP FIXML on Google Cloud - March 31

Effective Monday, March 31, all client systems must complete a mandatory certification of regional switch processing for CME STP FIXML on Google Cloud.

This certification is not a prerequisite for clients migrating to CME STP FIXML on Google Cloud.

View the client impact assessment for additional information.

CME STP FIX and FIXML - Updates to FX Spot Leg of FX Link Trades - April 13

Effective Sunday, April 13, CME Group will update Trade Capture Reports for FX Spot leg of FX Link trades to harmonize the API across products.

More information is available in the †client impact assessment.

This change is currently available in New Release for customer testing.

CME FX Spot+ - April 13

Effective Sunday, April 13 (trade date Monday, April 14), CME Group will launch CME FX Spot Plus (CME FX Spot+), a new tradable spot FX instrument, leveraging CME FX Link liquidity to bring together OTC spot FX and FX futures.

CME FX Spot+ will enable spot FX market participants to tap into CME FX futures liquidity through an open, transparent central limit order book while giving FX futures users broader access to OTC liquidity. This unique liquidity connection will be made possible by implied matching through CME FX Link, a liquid, tradable spread between OTC spot FX and FX futures.

The FX Spot+ products will be available for the following currency pairs: EUR/USD, GBP/USD, AUD/USD, NZD/USD, USD/JPY, USD/CAD, USD/CHF, and USD/MXN.

 More information is available in:

• CME FX Spot+ client impact assessment for new products, associated messaging, and functionality enhancements
• CME FX Spot+ Credit Overview for credit features applicable to FX Link and CME FX Spot+.
• CME STP client impact assessment for FX Link and FX Spot+.

Exchange Defined Crack Intercommodity Calendar Futures Spread Support in CME STP FIXML - April 27

Effective Sunday, April 27 (trade date Monday, April 28),  a new exchange-defined Crack Intercommodity calendar futures spread (commonly known as a "box spread") will be made available for trading on CME Globex. CME STP FIXML will support Trade Capture Reports for these spreads under MlegRptTyp = "2" and MlegRptTyp="3", with a new security subtype "CB" (/TrdCaptRpt/Instrmt/@SubTyp=CB).

The spread will be available for customer testing in New Release on Monday, March 17.

Exchange Defined Crack Intercommodity Calendar Futures Spread Support in CME STP FIX - April 27

Effective Sunday, April 27 (trade date Monday, April 28),  a new exchange-defined Crack Intercommodity calendar futures spread (commonly known as a "box spread") will be made available for trading on CME Globex. CME STP FIX will support Trade Capture Reports for these spreads under tag 442-MultilegReportingType="2" and tag 442-MultilegReportingType ="3", with a new security subtype "CB" (tag 762-SecuritySubTyp=CB).

The spread will be available for customer testing in New Release on Monday, March 17.

Averaged Price Implied Bundle Spreads Support in CME STP FIXML - May 17

Effective Sunday, May 17 (trade date Monday, May 18),  a new exchange-defined Averaged Price Implied Bundle spreads will be made available for trading on CME Globex. CME STP FIXML will support Trade Capture Reports for these spreads under MlegRptTyp = "2" and MlegRptTyp="3", with a new security subtype "AI" (/TrdCaptRpt/Instrmt/@SubTyp=AI).

These spreads will be available for customer testing in New Release on Monday, March 24.

Averaged Price Implied Bundle Spreads Support in CME STP FIX - May 17

Effective Sunday, May 17 (trade date Monday, May 18),  a new exchange-defined Averaged Price Implied Bundle spreads will be made available for trading on CME Globex. CME STP FIX will support Trade Capture Reports for these spreads under tag 442-MultilegReportingType="2" and tag 442-MultilegReportingType ="3", with a new security subtype "AI" (tag 762-SecuritySubTyp=AI).

These spreads will be available for customer testing in New Release on Monday, March 24.

CME STP Trade View

Exchange Defined Crack Intercommodity Calendar Futures Spread Support in CME STP Trade View - April 27

Effective Sunday, April 27 (trade date Monday, April 28), CME STP Trade View will support the new exchange-defined Crack Intercommodity calendar futures spread (commonly known as a "box spread") on CME Globex.

The spread will be available for customer testing in New Release on Monday, March 17.

Averaged Price Implied Bundle Spreads Support in CME STP Trade View - May 17

Effective Sunday, May 17 (trade date Monday, May 18), CME STP Trade View will support the new exchange-defined Averaged Price Implied Bundle spreads on CME Globex.

These spreads will be available for customer testing in New Release on Monday, March 24.

Contacts

Please contact the following support teams for:

• New Release Environment Support:
  Certification Support for Electronic Trading (CSET) in the U.S. at +1 312 930 2322, in Europe at +44 20 3379 3803 or in Asia at +65 6593 5593.
• Production Environment Support:
  CME Global Command Center (GCC) in the U.S. +1 800 438 8616, in Europe at +44 20 7623 4747 or in Asia at +65 6532 5010.