Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | REMINDER: RLC Message Users ONLY – Market Data Message Batching and Administrative Message Routing Change this Sunday, October 22, 2006
Notice Date | 2006-10-20
Notice Number | Q2006-191
Effective Date | 2006-10-22
This notice details important information concerning upcoming changes this Sunday, October 22, 2006 that only affect RLC Message users. Market Data Message Batching On Sunday, October 22, 2006, CME® will enable market data message batching functionality, which was implemented as part of CME’s deployment of the MDP, but which was never deployed. We are turning on the functionality, at this time, to improve the efficiency of market data dissemination, in response to an increase in market data messaging. The change will result in “batching” multiple market data messages into a single network frame. The batching functionality is currently enabled for all RLC channels in the CME certification environment, including continuous batching of simulated market data messages for CME Class III Milk futures (product code = DC), CME Globex Commodities, Industrial Commodities and the TRAKRSSM Options channel (14). It is also in production on the CME® Globex® Equity Options Channel (8). Administrative Message Routing Changes Also on Sunday, October 22, 2006, to further streamline market data message processing, the following market data message types, currently disseminated via the Administrative Channel, will be disseminated via their respective CME Market Data Platform product channels in the CME production environment: Instrument Creation (MO) messages Trading Day Timetables (MH) messages Group State Change Market (MJ) messages Start of CME Globex Platform (MK) messages Start of Instrument Referential Broadcasting (ML) messages End of Instrument Referential Broadcasting (MM) messages For a two month period, these administrative messages will be broadcast via their respective product channels, as well as, the Administrative Channel, to ensure adequate customer testing time. At the end of the testing period, these messages will then be disseminated via their respective product channels, only. At that time, the Administrative Channel will only be used to broadcast SPI mail messages. There will be no changes to the Instrument Creation (MO) Messages – Replay Only and Instrument Creation (MO) Messages – Replay Only (Excluding CME Eurodollar Options) channels (1 and 16). Please be aware that these changes are currently available for testing on both the Administrative and Product channels in the CME certification environment. If you have any questions regarding this notice, please contact: Marilee Radecki 312.930.8193 mradecki@cme.com Kevin Brady 312.648.3653 kbrady@cme.com Thank you.