CME STP FIXML and CME STP FIX

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.

NewCross Type Indicator in CME STP FIXML and FIX - April 14

As of trade date Monday, April 14, the following new field is available in CME STP FIXML and FIX, to support Request For Cross Indicator of Trade and Allocation Messages as noted in the Clearing House Advisory.

FIX tag-Name	FIXML Abbr	Req	Format	Description	Enumerations
549-CrossType	CrssType	N	INT	Type of cross being submitted to a market.	"3" - Request For Cross Indicator

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 is currently available for customer testing in New Release.

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 is currently available for customer testing in New Release.

Exchange-Defined Averaged Price Implied Bundle Spreads Support in CME STP FIXML - May 18

Effective Sunday, May 18 (trade date Monday, May 19), 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 are currently available for customer testing in New Release.

Exchange-Defined Averaged Price Implied Bundle Spreads Support in CME STP FIX - May 18

Effective Sunday, May 18 (trade date Monday, May 19), 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 are currently available for customer testing in New Release.

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 is currently available for customer testing in New Release.

Exchange-Defined Averaged Price Implied Bundle Spreads Support in CME STP Trade View - May 18

Effective Sunday, May 18 (trade date Monday, May 19), CME STP Trade View will support the new exchange-defined Averaged Price Implied Bundle spreads on CME Globex.

These spreads are currently available for customer testing in New Release.

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.