Client Management Advisory Notice
From | Systems Liaison
Subject | GLOBEX2 Interface Archiving Change � Effective Sunday, 10/15/2000
Effective Date | 10/11/00
Notice Number | TA#0009
Effective Sunday, October 15, 2000 for trade date Monday, October 16, 2000, the archiving scheme for the GLOBEX2 Interface will be reduced to contain only three days� data. Recently the CME has experienced a tremendous growth in trading volume to the GLOBEX2 match engine. The sizable portion of this growth has come from our FIX API and ORAPI electronic interface customers. Because of this growth, we have reviewed our current trade message archiving procedure. In the current scheme, archiving occurs each Friday and it leaves the previous Wednesday�s through that Friday�s data in the database. By the time of the next archive cycle, we hold more than seven days of data in our database. Beginning this Friday, we propose to archive the trade data each day so that we will not hold more than three days of data at any given time. The ORAPI and FIX API client interfaces will require no changes in conjunction with this database change. However, FIX API clients should be aware that they should not resend any orders more than three days old, since these orders will be considered as new orders by the database. According to the FIX protocol, the resend should not occur more than 24 hours after transmission of the original order. Any orders resent within the three-day period with the possResend flag set to true will be evaluated by the database and either accepted or rejected based on it they had previously reached our systems. Please contact Nina Horowitz at (312) 207-2576, if you have any questions. Thank you.