Market  Data Advisory Notices
To Market Data Distributors
From Market Data Operations
Subject ATTENTION: RLC Message Users ONLY – Market Data Message Batching and Administrative Message Routing Change this Sunday, October 22, 2006
Notice Date 2006-10-16
Notice Number Q2006-187
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.