IMPORTANT: Changes to Product Reference Files Coming In September and October 2011

This Advisory outlines upcoming changes to the FIXML Product Reference Files (FPRFs) scheduled for September and October of this year.

New FPRFs will be made available in new directories, using the same file names that are currently in use.  Existing files will be available until September 21, 2011 for New Release, and October 14, 2011 for Production.  This will allow for a parallel period, and let firms choose to cut over to the new files prior to the September or October cutoff dates.  The following new directories will be created:

• At ftp.cmegroup.com, a pub/fprf directory has been created to hold all Production standard futures and options FPRFs.  Currently, files with a prefix of “ora.” reside within this directory.  On Monday, September 12, 2011, the naming convention will be changed.  The “ora.” prefix will be removed.  Note that you may test with the “ora.” files now; the format of the files will not change; only the file name will change.  These files may also be found in the Firms’ PUB/FPRF directory.
• In the Firms’ PUB/CMD directory, an FPRF directory has been created to hold all non-RED FPRF files.  Both Production and New Release versions of the new FPRFs exist in this new directory with an “ora.” prefix.  Beginning Wednesday, September 7^th for New Release, and September 12^th for Production, the “ora.” prefix will be dropped from the file names.
• In the Firms’ PUB/CMD/RED directory, an FPRF directory has been created to hold all RED FPRF files.  Both the new Production and New Release FPRF files exist in this directory, however only the Production version of the FPRFs contain the “ora.” Prefix.  As described above, on for Monday, September 12, 2011, the “ora.” Prefix will be dropped from the Production FPRFs.

On Wednesday, September 21, 2011, the current New Release versions of the FPRFs, found in the Firms’ PUB/CMD directory will no longer be available.

On Monday, October 17, 2011, the current Production versions of the FPRF files, found in the ftp.cmegroup.com/pub/settle Firms’ PUB/CMD directory will no longer be available.

Below is a summary of the changes to the various files, followed by sample messages, with changes called out (note that strike-outs are things removed, highlighted are elements/attributes added to the messages).

11-311

For the full text of this advisory, please click here