Market Data Advisory Notices
To Market Data Distributors
From Market Data Operations
Subject Daylight Savings Time Change on Sunday, March 9, 2008 - Impact on Market Data Distributors
Notice Date 2008-03-06
Notice Number Q2008-051
Effective Date 2008-03-09

As a reminder, effective Sunday, March 9, 2008, Daylight Savings Time (DST) will go into effect at 2:00 a.m.  However, please be aware that for the first week only, after the change takes effect and through the market close on March 14, the DST time change will not be updated within the MDP Wire Message Format/Message Timestamp field.  (This format precedes the actual RLC and ITC 2.1 Message Specifications).  This same condition will apply for the winter DST change, effective November 2 at 2:00 a.m. through the market close on November 7.

 

MDP Wire Message Format/Message Timestamp Field

 

As shown in the following MDP Message Wire Format illustration, the Message Timestamp uses 12:00 a.m. Sunday as its reference time.  Even though the DST change will take place on Sunday, March 9, this information will not be reflected in the Message Timestamp until the following Sunday, March 16.

 

 

Field

Length

Description

HEADER

Message Sequence Number

4 bytes (binary)

This represents the sequence number of the message within the published channel.

Message Timestamp

4 bytes (binary)

This represents a timestamp for the publishing of the message. It is represented as the number of milliseconds since Sunday, 12 A.M. (00:00).

Message Body length

2 bytes (binary)

This represents the length of the message body field.

BODY

Message Body

 

RLC – Compressed

ITC 2.1– Plain text

 

If you have any questions on Sunday, March 9, 2008, please contact CME Group Technology Operations Command Center at 312.930.8160.  Thank you .