GLOBEX Advisory Notices
To | GLOBEX Customers
From | Chicago Mercantile Exchange
Subject | MD API 2.1 Release
Notice Date | 2004-01-07
Notice Number | 01-07
Effective Date |
Dear GLOBEX Customers, As part of CME's (TM) continued effort to improve our interfaces to GLOBEX(R), we are introducing enhancements to our Market Data API. MD API 2.1 provides improved market data history functionality as well as improved performance metrics and monitoring. Some of the benefits in MD API 2.1 include: -Ability to request a millisecond timestamp from the feedhandler which will allow customers to request the feedhandler millisecond directly from the MD API. -Enhanced querying capabilities for historical data using a combination of the timestamp and subject or sequence number and subject. -The ability to request the MO (Instrument Characteristics) messages by subject name. -Creation of a "metric status" message which will contain performance calculations to leverage sub-second timestamps at the feedhandler. In addition to making enhancements to the API, we are also revising the MD API MO message creation for futures and spreads. This change will allow our customers to better prepare in advance for new contracts being added to the production environment. Today, the MO message only lists contracts that are traded on GLOBEX. As new products and contracts are added, the MO message is updated on the Sunday the contract goes live. With the release of MD API 2.1 we will add contracts and products to the MO message two weeks before they go live in the production environment. The activation date in the MO message will define the future date the contract will go live. We request all customers test the revised MO message in our certification environment to ensure that your application is not impacted by this change. We have added the following contract with a future activation date to our certification environment to facilitate testing: Contract name = 6MZ5 Internal IXM = CME000090019 Activation date/time = 2004-02-18:16:49:00 Expiration date/time = 2005-01-16:09:16:00 Settlement price = .0000000 In addition to the revised MO message, which is currently available, the MD API 2.1 functionality will be available in our certification environment on Tuesday, January 13, 2004 after our maintenance window at 3:00 CT. Both the MD API 2.1 and the revised MO message are scheduled for production release on Sunday, February 7, 2004. MD API 2.1 is fully backwards compatible but we will require any customer that takes advantage of the new functionality to certify with CSET. We recommend all customers test their applications to ensure compatibility even if they do not choose to use the new functionality. For a copy of the updated MD API 2.1 Developer's Guide please go to http://www.cme.com/mdapi. Our certification environment is available Sunday 4:00 p.m. to Friday 4:00 p.m. CT with weekly maintenance scheduled every Tuesday from 11:00 a.m. to 3:00 p.m. CT. To schedule a time to certify your MD API 2.1 applications, or for more information on this upcoming release, please contact your Technology Marketing Account Manager at mailto:technologymarketing@cme.com or 312-634-8700.