Globex Advisory Notice

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From John M. Restivo, Associate Director Trading Customer Support
Subject System Update #26 New procedures for FIX API users
Effective Date 03/12/01
Notice Number SU#0126
On Sunday March 5, 2001, a CME FIXSOM process was out of sync with a customer server, which resulted in the CME�s server requesting messages to be resent from the client server. Because the data being re-sent from the customer was more than two days old, (and CME only tracks two days worth of orders) CME did not recognize these as duplicate orders and therefore filled them.

In addition to implementing steps on our side to prevent this from happening again, we are also requiring that the customer re-set their log files on a daily basis.

The following is a review of how to reset your log files without any CME participation:

* The client must disconnect from the FIXSOM server.
* The client side receive and send log files that contain the raw FIX message must be moved from their present directory or renamed.

There are 3 log files: send, receive and event. Only the send and receive log files need to be renamed or removed. These two steps will reset the log files.

Performing these steps will force the CME FIX API-based application to logon with a Reset sequence number flag (FIX Tag 141) set to "Y". The CME FIX API customer application will send the logon message (35=A) with Tag 141="Y". This will cause the CME FIX API server to reset its log files to incoming and outgoing sequence number 1.

The firms can perform this task on their own without the GCC�s or Operations intervention or assistance.

If you have any questions, please call the GCC at 312-456-2391 option 2.