Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | Saturday Testing in Production Starting this Saturday, July 12, 2008
Notice Date | 2008-07-10
Notice Number | Q2008-134
Effective Date | 2008-07-12
Beginning Saturday, July 12, 2008, CME Group will replay production-speed market data in the production environment for FIX/FAST and RLC formats, for 30 minutes every Saturday until October 4, 2008 from 11:30 a.m. to 12:00 p.m. Central Time (CT). We recommend that all Quote Vendors purge and reload their instrument databases every week. To support testing during these replay windows, the FIX/FAST Security Definition (tag 35=d) and RLC Instrument Creation (MO) messages from the prior week will be available on the instrument definition channels each Saturday morning starting at 10:00 a.m. Please reference the following market data channels and formats that will be replayed:
Products | FIX/FAST Channel | RLC Channel
Legacy CME Equity Futures | 7 | 7
Legacy CME Equity Options | 8 | 8
Legacy CME Interest Rate Futures | 9 | 9
Legacy CME Interest Rate Options | 10 | 10
NYMEX Crude Oil Energy Futures | 30 | 30
NYMEX Crude Oil Energy Options | 35 | 35
Legacy CBOT Commodity Futures | 111 | 111
Legacy CBOT Commodity Options | 112 | 112
Legacy CBOT Interest Rate Futures | 115 | 115
Legacy CBOT Interest Rate Options | 116 | 116
Channel Definitions · Certified FIX/FAST customers can access the channel definitions in XML format at ftp.cme.com · RLC channel definitions are available in PDF format at http://www.cmegroup.com/globex/files/MDPProdChannelDefs.pdf Related Information · Saturday, August 30, 2008, the replay window will not be provided due to the Labor Day Holiday weekend · All data disseminated during the Saturday replay windows will be captured during the prior mid-week trading sessions · Support will be available at 312-715-6003 if quote vendors have any questions or concern during the Saturday replay window. Please contact mdo@cmegroup.com if you have any questions concerning this notice. Thank you