Market Data Advisory Notices
To Quote Vendors
From Market Data Operations
Subject Saturday Testing in Production for FIX/FAST-Additional Testing Dates
Notice Date 2008-09-26
Notice Number Q2008-199
Effective Date 2008-09-26

CME Group will extend the Saturday replay of production-speed market data in the production environment for both FIX/FAST and RLC formats, for 60 minutes through November 22, 2008 , from 11:30 a.m. to 12:30 p.m. Central Time (CT). Please reference the following table for testing dates:

 

Testing Dates

September 20, 2008

October 11, 2008

November 8, 2008

November 22, 2008

September 27, 2008

November 1, 2008

November 15, 2008

--

 

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 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

 

In an effort to better assist Quote Vendors with their conversion to FIX/FAST, CME Group has made the FIX/FAST production multicast information available to all customers. However, please be advised that only FIX/FAST certified applications are permitted to utilize the FIX/FAST channels in the production environment. To obtain the FIX/FAST production multicast information, please contact one of the following Market Data Operations staff.

 

·          Kevin Brady

Kevin.Brady@cmegroup.com  

312-648-3653

 

·          Lakisha Speights

Lakisha.Speights@cmegroup.com

312-338-7110

 

In addition, RLC channel definitions are available in PDF format at http://www.cmegroup.com/globex/files/MDPProdChannelDefs.pdf

 

Related Information

 

·          The replay window will not be provided on the following dates Saturday October 4, 2008, October 11, 2008, and October 25, 2008.

·          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 should 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