CME Globex Performance Enhancements
Starting Sunday, December 8 (trade date Monday, December 9), performance enhancements will be launched on the following CME Globex markets. With this launch, internal testing indicates:
- iLink latency will improve up to 30%.
- Per event, iLink fill notices (tag 35-MsgType=8, tag 39-OrdStatus=1 or 2) will be published before or at the same time as the last market data trade message
- For each individual trade, iLink fill notices will be published before or at the same time as the associated market data trade messages
These enhancements are part of our ongoing efforts to provide best-in-class technology and service on CME Globex.
December 8, 2013
- CME Equity futures excluding E-mini S&P; tag 1300-MarketSegmentID=68
December 15, 2013
- NYMEX Non-Crude Energy futures; tag 1300=78
- NYMEX and COMEX Metals and Alternative Market futures; tag 1300=76
KCBT Product Migration to CBOT
Effective Sunday, December 8 (trade date Monday, December 9), Kansas City Board of Trade (KCBT) products will migrate from a KCBT DCM (Designated Contract Market) to Chicago Board of Trade (CBOT) DCM, subject to regulatory review and approval.
These products will use the same Symbol (tag 55) and SecurityGroup (tag 1151) as they do today. With this change, the value in tag 207-SecurityExchange and Market Data Platform channels will be updated as follows:
KCBT Product Migration to CBOT
|
| Product |
tag 1151-SecurityGroup |
tag 55-Symbol |
Current tag 207-SecurityExchange |
New tag 207-SecurityExchange |
Current MDP Channel |
New MDP Channel |
| KC Hard Red Winter (HRW) Wheat Futures |
KE |
KE |
XKBT |
XCBT |
120 |
111 |
| KC Hard Red Winter (HRW) Wheat Options |
OKE |
OK |
XKBT |
XCBT |
121 |
112 |
| KC Hard Red Winter (HRW) Wheat Short-Dated New Crop Options |
KWE |
OK |
XKBT |
XCBT |
121 |
112 |
| KC Hard Red Winter (HRW) Weekly Options |
OE1-OE5 |
OK |
XKBT |
XCBT |
121 |
112 |
| MGEX-KCBT Wheat Spread Options |
MKW |
M6 |
XKBT |
XCBT |
121 |
112 |
| MGEX-KCBT Wheat Spread Synthetic Futures |
WMK |
08 |
XKBT |
XCBT |
120 |
111 |
| KCBT Wheat vs. CBOT Wheat Inter-commodity Spread |
KE |
KB |
KBCB |
XCBT |
120 |
111 |
| MGEX Wheat vs. KCBT Wheat Inter-Exchange Spread |
MWE |
MK |
MGKB |
MGCB |
118 |
118 |
These changes are currently available in New Release for customer testing.
Please Note: For the December 8 launch, customers will not have to cancel their Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for KCBT futures and options. After 16:30 CT on Friday, December 6, all remaining GTC and GTD orders for these products will be moved to their respective new channels and retain their priority in the book. Customers are responsible for verifying their working orders and making modifications as needed during the pre-open on Sunday, December 8.
iLink Enhancement for BM&FBOVESPA and Mexder North to South Order Routing
Effective Sunday, December 15(trade date Monday, December 16), iLink BM&FBOVESPA and Mexder North to South order routing will support FIX tag 373-SessionRejectReason on the SessionLevelReject (tag 35-MsgType=3) messages. This tag will allow BM&FBOVESPA and Mexder North to South Order Routing customers to identify the reject reason.
tag 373-SessionRejectReason Value
|
| Tag |
FIX Name |
Req |
Valid Values |
Format |
Description |
| 373 |
SessionRejectReason |
Y |
100 |
Int (3) |
Indicated reject reason for Partner Exchange network unavailable:
- For BVMF orders, 100 = BVMF network unavailable
- For Mexder orders, 100 = Mexder network unavailable
|
Please Note: tag 373-SessionRejectReason will only be sent on the Session Level Reject message when customers submit BM&FBOVESPA and Mexder orders and the network is unavailable.
Tag 373 SessionRejectReason will be available in New Release for customer testing on Tuesday, December 3.
New Public Source IPs for Certification and New Release Environment
At customers’ requests to increase network flexibility, the Certification and New Release Environments will move from private to public source IPs for iLink, Drop Copy and FIX/FAST market data channels at the close of business on Friday, January 24, 2014. If a firewall or network device is configured with the source IP information, please correct your configuration to use the entire range of eligible addresses.
iLink
- Customers will receive the new public IPs for iLink via an AutoCert+ generated email prior to Friday, January 24, 2014.
Drop Copy
- All testing Drop Copy ID in the Certification and New Release Environments will be deleted on Friday, January 24, 2014. Please contact
Global Account Management to obtain new Drop Copy IDs to access Drop Copy testing environments.
FIX/FAST Market Data Channels
- Port, multicast addresses, and source IPs for FIX/FAST market data channels are available in the config.xml file on the CME Group
FTP site. A new config.xml will be available for customer download in Certification and New Release starting Monday, December 16, 2013.
|