GLOBEX Advisory Notices
To  
From Chicago Mercantile Exchange
Subject CME SDK Updates
Notice Date 2004-09-10
Notice Number 09102004-2
Effective Date  

Dear GLOBEX® Customers,

In support of Chicago Mercantile Exchange's commitment to customer satisfaction, we will begin sending periodic updates informing our users of any changes that have been made to our CME iLinkSM and Market Data API Software Development Kits (SDKs). As we make updates to our SDKs we will provide you with a brief summary of the changes and which documents have been impacted. Our SDKs are available on CME's Web site at:

iLink SDK

MD API SDK

Below are the most recent additions/changes:

iLink

  • Added information related to the handling of sequence numbers and sequence number recovery process (Developer's Guide)
  • Added information regarding the requirement for customers to stay connected until 17:00 (Central time) in order to receive GLOBEX elimination messages (Developer's Guide)
  • Updated information on new functionality in iTOPS 2.0 for Calendar Spreads (Developer's Guide)
  • Updated CTICode and CustomerOrFirm to show all possible combinations (Message Spec)
  • Updated Client Certification Guide to be consistent with CME's Autocert tool

MD API

  • Expanded MA message to 512 bytes long by adding another price level block (Message Spec)
  • Changed MO message, field Tick Display Format Type. Removed all tick values, referred user to Calculating Tick document (Message Spec)
  • Added a note to the MY message that GLOBEX implied spreading only supports a depth of order book to 5 levels (Message Spec)
  • Updated Client Certification Guide to be consistent with CME's Autocert tool

If you have additional questions on these changes please contact GLOBEX Account Management at 312-634-8700.

Thank you,

Chicago Mercantile Exchange