Effective Monday, August 13, 2007
, CME Group is making the FIX/FAST Market Data format available in
the New Release environment for customer testing. This new market data format is based on FIX (which
provides the core message structure and syntax) and FAST (which increases optimization) protocols. CME Group is moving to the FIX/FAST format,
which is the basis for the new industry standard for market data to accomplish the following
objectives:
·
increase efficiency
·
reduce end-to-end latency, and
·
improve bandwidth scalability, and is the basis of a new industry standard for
market data.
The FIX/FAST Software Development Kit, which includes Market Data Platform channel
definitions and reference code, is available online at
www.cme.com/fixfast
. IP addresses and port designations can be found
at
http://www.cme.com/trading/files/MDPFFNRChannelDefs.pdf
.
Quote vendors are urged to begin testing
as soon as possible
, as the production migration to FIX/FAST is scheduled to take place during third
quarter, 2007.
Please note: The TCP replay functionality will
not
be available initially in the New Release environment. An announcement will be made upon its
availability.
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