Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | Saturday Testing in Production for FIX/FAST-Additional Testing Dates
Notice Date | 2008-09-26
Notice Number | Q2008-199
Effective Date | 2008-09-26
CME Group will extend the Saturday replay of production-speed market data in the production environment for both FIX/FAST and RLC formats, for 60 minutes through November 22, 2008 , from 11:30 a.m. to 12:30 p.m. Central Time (CT). Please reference the following table for testing dates:
Testing Dates
September 20, 2008 | October 11, 2008 | November 8, 2008 | November 22, 2008
September 27, 2008 | November 1, 2008 | November 15, 2008 | --
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 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 In an effort to better assist Quote Vendors with their conversion to FIX/FAST, CME Group has made the FIX/FAST production multicast information available to all customers. However, please be advised that only FIX/FAST certified applications are permitted to utilize the FIX/FAST channels in the production environment. To obtain the FIX/FAST production multicast information, please contact one of the following Market Data Operations staff. · Kevin Brady Kevin.Brady@cmegroup.com 312-648-3653 · Lakisha Speights Lakisha.Speights@cmegroup.com 312-338-7110 In addition, RLC channel definitions are available in PDF format at http://www.cmegroup.com/globex/files/MDPProdChannelDefs.pdf Related Information · The replay window will not be provided on the following dates Saturday October 4, 2008, October 11, 2008, and October 25, 2008. · 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 should 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