• FIX/FAST Enhancements and the ITC 2.1 Decommission

      • To
      • CME Globex Customers
      • From
      • CME Globex Account Management
      • #
      • 20090626
      • Notice Date
      • 26 June 2009
    • As previously announced, the enhancements to the FIX/FAST Market Data Incremental Refresh (tag 35-MsgType=X) message scheduled for this weekend have been rescheduled for Sunday, July 12, to allow additional customer testing time. Information on testing opportunities and required customer actions are detailed below.

      This weekend, CME Group will publish a new FIX/FAST template in production for the X message, with the new tags for:

      • Theoretical Settlement Data Block
      • Open Interest Data Block
      • Cleared Volume Data Block
      • Fixing Price Data Block

      These tags will not be published in production on any of the existing channels. However, CME Group recommends customer systems pull the templates from the  CME Group ftp site every week, prior to Sunday start.

      The template.xml file on the CME Group ftp site will include a new template for the X message, template ID 77. Customers who download the templates every week, as recommended by CME Group, will be able to test the new data blocks on the new Market Data Platform channels.

      All existing channels will continue to use their current templates until July 12.

      Testing FIX/FAST market data with New Data Blocks
      Market data messages with the new tags will be published in production on two new Market Data Platform channels. These new channels will parallel channels 7, CME Equity futures, and 11, CME FX futures. To test with these new channels, customers must download the new template for the X message.

      The configuration information for these two new channels are:

      FIX/FAST Enhancements and the ITC 2.1 Decommission
      ID Feed Multicast Port Source IP
      Mirror 7 A 10301
      B 10301
      Snapshot 7 A 11301
      B 11301
      Mirror 11 A 10311
      B 10311
      Snapshot 11 A 11311
      B 11311

      The information for these new channels will not be available in the config.xml file.

      Testing New Data Blocks Only

      Customers can test these new data blocks and the template for the enhanced Incremental Refresh messages in Certification, on a new Market Data Platform Channel. This channel in certification publishes only the new data blocks; normal FIX/FAST market data is not available. Customers must access the new channels in production to receive the full complement of FIX/FAST market data, including the new data blocks.

      Feed Multicast Port Source IP
      A 15026
      B 15026

      More information on these changes to the Incremental Refresh messages, and the elimination of ITC 2.1, is available  online.