• Today - Partial Rollback of New FIX/FAST Tags

      • To
      • CME Globex Customers
      • From
      • CME Globex Account Management
      • #
      • 20090828
      • Notice Date
      • 28 July 2009
    • Today - Partial Rollback of New FIX/FAST Tags for ITC 2.1 Data
      Effective today, July 28, 2009, the message enhancements to the Market Data Incremental Refresh messages (tag 35-MsgType=X), listed in the notice below, have been removed from the following channels due to price formatting issues. The new implementation date for these channels will be announced via the CME Globex and Market Data Notices.

       

      • Channel 111 CBOT Commodity Futures
      • Channel 112 CBOT Commodity Options
      • Channel 115 CBOT Interest Rate Futures
      • Channel 116 CBOT Interest Rate Options
      • Channel 118 MGEX Futures
      • Channel 119 MGEX Options
      • Channel 120 KCBT Futures
      • Channel 121 KCBT Options

      The new message enhancements remain in production for all other channels.

      There are no template changes required for this rollback.

      On Sunday, July 26, 2009, (trade date Monday, July 27), enhancements for the Market Data Incremental Refresh (tag 35-MsgType=X) messages were launched to facilitate the conversion of ITC messages to FIX/FAST format for CME Globex market data. These enhancements required a new template. The following data are now included in Incremental Refresh messages:

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

      CME Group recommends customer systems pull the templates from the   CME Group ftp site every week, prior to Sunday start.

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

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