Market Data Advisory Notices
To Market Data Distributors
From Market Data Operations
Subject FIX/FAST Market Data in the New Release Environment - Effective Monday, August 13, 2007
Notice Date 2007-08-08
Notice Number Q2007-198
Effective Date 2007-08-13

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.