Beginning Saturday, July 12, 2008,
CME Group will replay production-speed market data in the production environment for FIX/FAST and
RLC formats, for 30 minutes every Saturday until
October 4, 2008 from
11:30 a.m. to 12:00 p.m. Central Time (CT).
We recommend that all Quote
Vendors purge and reload their instrument databases every week. To support testing during these
replay windows, the FIX/FAST Security Definition (tag 35=d) and RLC Instrument Creation (MO)
messages from the prior week will be available on the instrument definition channels each Saturday
morning starting at 10:00 a.m.
Please reference the following
market data channels and formats that will be replayed:
|
Products
|
FIX/FAST Channel
|
RLC Channel
|
|
Legacy CME Equity Futures
|
7
|
7
|
|
Legacy CME Equity Options
|
8
|
8
|
|
Legacy CME Interest Rate
Futures
|
9
|
9
|
|
Legacy CME Interest Rate
Options
|
10
|
10
|
|
NYMEX Crude Oil Energy
Futures
|
30
|
30
|
|
NYMEX Crude Oil Energy
Options
|
35
|
35
|
|
Legacy CBOT Commodity
Futures
|
111
|
111
|
|
Legacy CBOT Commodity
Options
|
112
|
112
|
|
Legacy CBOT Interest Rate
Futures
|
115
|
115
|
|
Legacy CBOT Interest Rate
Options
|
116
|
116
|
Channel Definitions
·
Certified
FIX/FAST customers can access the channel definitions in XML format at
ftp.cme.com
·
RLC
channel definitions are available in PDF format at
http://www.cmegroup.com/globex/files/MDPProdChannelDefs.pdf
Related
Information
·
Saturday, August 30, 2008, the
replay window will not be provided due to the Labor Day Holiday weekend
·
All data disseminated during the
Saturday replay windows will be captured during the prior mid-week trading sessions
·
Support
will be available at 312-715-6003 if quote vendors have any questions or concern during the
Saturday replay window.
Please contact
mdo@cmegroup.com if you have any questions concerning this
notice. Thank you
|