FIX/FAST Market Data Updates

FIX/FAST AutoCert+ in the Certification Environment
To prepare for upcoming launches in New Release, this Monday, July 14, the AutoCert+ certification suite for FIX/FAST market data will be moved from the New Release environment to the Certification environment. Customers will be able to complete their testing and certification in the Certification environment, which will always mirror the current production functionality and environment.

To support the AutoCert+ move to Certification environment, CME Group is launching the attached new  Market Data Platform multicast channels and ports. Please note: customers may need to complete changes to their network settings to connect to the new channels.

 Saturday Testing in Production
Starting this Saturday, July 12, and continuing through Saturday, October 4, CME Group will replay production-speed market data in the production environment for FIX/FAST and RLC formats for 30 minutes, from 11:30 a.m. to noon Central time (CT).

There will be no replay window on the Labor Day holiday weekend, on Saturday, August 30.

The data disseminated during each Saturday’s replay window will be captured during the prior mid-week trading.

CME Group recommends all system providers 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.

Support will be available; customers may call 312.715.6003 with any questions during the replay windows.

The following market data channels for FIX/FAST and RLC formats will be available:

Channel definitions, including IPs and ports, are available online:

• Certified FIX/FAST customers can access the channel definitions in XML format at  ftp.cme.com
• RLC channel definitions are available in  PDF format

Please contact your CME Globex Account Manager with any questions at 312.634.8700; in Europe at +44.20.7796.7100; or in Asia at +852.3101.7696.

 Key FIX/FAST Migration Milestones
As previously announced, the deadline for converting from the legacy RLC message format to FIX/FAST is October 17, 2008. To assist CME Group customers successfully complete their migration, key milestone recommended dates are detailed below.