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
|