20090728 - CME Group

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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