Market Data Notices: July 1, 2013

Market Data Enhancements for CME Globex
Starting Sunday, July 21 (trade date Monday, July 22) CME Group will be enhancing the FIX/FAST market data messaging for all markets to accurately reflect market status of halted contracts.

Scenarios for a halted instrument include the following:

• Prelisted contracts prior to activation date
• Defective contract that has been deactivated
• Market event that requires deactivation, e.g. Partner Exchange request

A detailed schedule of New Release and Production availability is available  online.

Implied Allocation Enhancements
Starting Sunday, August 11 (trade date Monday, August 12), CME Group will implement enhancements to allocation of trade quantity in implied markets as follows:

These enhancements will optimize the allocation process for match events in implied markets.

In internal testing, these enhancements resulted in reduced iLink round trip time (RTT) variability for large match events in Pro-Rata and K-Algo markets.

If you have any questions, please contact the  CME Global Command Center in the U.S. at +1 312 456 2391, in Europe at +44 20 7623 4708 or in Asia at +65 6223 1357.

Source IP Changes for MexDer on the Market Data Platform
Effective Sunday, August 11 (trade date Monday, August 12), CME Group will be changing the multicast source IPs for the MexDer Mercado Mexicano de Derivados (MexDer) market data channels. 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. Port, multicast addresses, and source IPs for MexDer Market Data Platform are available in the config.xml file on the  FTP site.

These changes will be available in New Release on Monday, July 15.

As a reminder, CME Group does not recommend restricting data flow via the source IPs, as these may change without notice.

If you have any questions or concerns, please contact your  Global Account Manager with any questions or concerns at 312-634-8700, in Europe at 44-20-3379-3754 or in Asia at +65 6593 5505. If you experience any connectivity issues,   CME Global Command Center in the U.S. at +1 312 456 2391, in Europe at +44 20 7623 4708 or in Asia at +65 6223 1357.

 Configuration File Standardization
Effective Sunday, August 25, CME Group will standardize the Channel ID Labels within the config.xml from the  CME Group FTP site. A new config.xml will be available for customer download in production starting Sunday, August 25.

Please Note: CME Group recommends customer systems download the config.xml from the CME Group ftp site every week, prior to Sunday startup.

The new config.xml will be available in New Release on Monday, July 15, 2013.

 Inter-Exchange Spread Channel Decommission
Effective Sunday, August 25 (trade date Monday, August 26), the inter-exchange spreads market data channel (channel 801) will be decommissioned. The spreads’ market data instruments will be disseminated on the channel of the first leg. The market data for the legs will continue to be sent on the respective outright channels.

A new config.xml will be available for customer download in production starting Sunday, August 25. The new config.xml includes the removal of MDP channel 801 and modifications to Channel ID Labels.

The market data for the legs will continue to be sent on the respective outright market data platform channels.

These changes are will be available in New Release for customer testing on Monday, July 15, 2013.

Market Data Enhancement for Market Segment ID
Effective Sunday, August 25 and September 8 (trade dates Monday, August 26 and September 9), CME Globex will support a new FIX/FAST tag 1300-MarketSegmentID on the security definition (tag 35-MsgType=d) message. This new tag will identify products within a Market Segment.

This launch will be phased in on the following schedule:

• August 25
  • NYMEX metals, softs and alternative markets
  • COMEX futures
• September 8
  • All other markets listed on CME Globex

The new FIX/FAST tag 1300-MarketSegmentID will be available for testing in New Release on Monday, July 1.

The template files that were implemented on March 3, 2013 must be utilized when these new enhancements are implemented. New template id ‘140’ will be used for the Security Definition message which includes the Market Segment ID.

Market Data Enhancements for CME Globex – Trade ID and Reset Statistics
Starting on Sunday, August 25 (trade date Monday, August 26), CME Group will introduce the following market data enhancements. .

• August 25
  • NYMEX Metals, Softs, and Alternative Markets
  • COMEX futures
• September 8
  • All other markets listed on CME Globex

These enhancements include:

• New FIX tag 1003-TradeID will be sent on Market Data Incremental Refresh Messages (tag 35-MsgType=X) for Trades (tag 269-MDEntryType=2)
  • Represents a unique Trade Entry ID per Instrument and Trading Date.
  • Matches the trade number from  tag 17-ExecID in the Execution Report – Fill Notice for iLink Order Entry Messages. The characters following the ‘TN’ in the ExecID are called the Trade Number and will match the new tag 1003-TradeID.
• Changes to Trading Statistic Reset
  • Security Status (tag 35-MsgType=f) Message will be sent with the following tags prior to or during the Pre-Open Session.
    • Tag 326-SecurityTradingStatus=Any Valid Value
    • Tag 1174-SecurityTradingEvent=4

More information on Trading Statistic Reset is available in the  Client System Wiki

These changes will be available for customer testing in New Release on Monday, July 1.

Please Note: The template files that were implemented on March 3, 2013 must be utilized when the tag 1003-TradeID is implemented. New template ids '141 through 147' will be used for the Incremental Refresh Trade messages which include the tag 1003-TradeID.

New CME Globex Market Data Protocol
CME Group is introducing Market Data Platform (MDP) 3.0, a low latency and direct data access solution designed to improve customers’ ability to process and act on real-time price information. The protocol will launch on new production parallel channels beginning in Q4 2013.

MDP 3.0 includes:

• Simple Binary Encoding (SBE); replaces the current FAST compression model
• FIX 5.0 (SP2) Market by Price messaging formats
• Event-driven market price and trade information
• Enhanced market state dissemination
• Increased timestamp granularity
• Trade identifier on both market data and order entry messages

The  client impact assessment provides detailed functionality and messaging information.

A new MDP 3.0 certification suite will be available in AutoCert+ in Q3 2013. Customer systems receiving market data via CME Globex must complete this mandatory certification.

MDP 3.0 functional specifications are now available  online. The functional specification is provides the complete MDP 3.0 functionality details, whereas the client impact assessment outlines the differences in functionality between FIX/FAST and MDP 3.0.

MDP 3.0 will be available in New Release for customer testing in Q3 2013. Further information on the deployment plan and timing for all customer-facing environments will be published in upcoming CME Globex and Market Data Notices.

Please contact your  Global Account Manager with any questions or concerns at 312-634-8700, in Europe at 44-20-3379-3754 or in Asia at +65 6593 5505 for additional information.

 CME Europe on CME Globex
Effective Sunday, September 8 (trade date Monday, September 9), CME Europe markets will be available via CME Globex for iLink order routing and market data, pending regulatory recognition. Only non-US customers are eligible to trade on CME Europe. Eligible customers who would like to trade CME Europe products must establish all appropriate agreements and accounts to be authorised to trade CME Europe products and clear through CME Clearing Europe.

The launch includes the following impacts:

• New  futures calendar spread type
  • Pending regulatory recognition, this spread will be implied. For the initial launch in New Release it will be non-implied to facilitate testing.
• New tag value to identify the exchange
• New products in FX Futures
• New market data channels to disseminate market data
• New streamlined Fix/Fast market data to publish block information

The  client impact assessment provides detailed functionality and messaging for customer systems interested in supporting CME Europe products via CME Globex.

Onboarding information is available  online.

Please note: The schedules mentioned within the CME Europe Globex Onboarding Reference Guide are now available.

A new CME Europe mandatory certification suite is currently available in AutoCert+. Customer systems that plan to support CME Europe via CME Globex must complete this certification.

The implementation is currently available in New Release for customer testing.

DJ-UBS Roll Select Commodity Index Futures Calendar Spreads
Effective Sunday, July 14 (trade date Monday, July 15), calendar spreads for DJ-UBS Roll Select Commodity Index futures (tag1151-SecurityGroup=DRS, tag 55-Symbol=RS) will be listed for trading on the CME Globex platform.

The calendar spreads will use the value SP in tag 762-SecuritySubType.

These new futures spreads will be available for customer testing in New Release on Monday, July 1.

 Freight Route TC14 (Baltic) Futures
Effective Sunday, July 28 (trade date Monday, July 29), Freight Route TC14 (Baltic) futures (tag1151-SecurityGroup=FRC, tag 55-Symbol=FT) will be listed for trading on CME Globex.

Freight Route TC14 (Baltic) futures is a financially settled contract for seaborne tanker freight rates. The TC14 price assessment measures the cost of freight for clean products vessels of 38,000 tonnes for voyages from the US Gulf to North West Europe, and is published by the Baltic Exchange.

These futures will be available for customer testing in New Release on Monday, July 15.

These contacts are listed with, and subject to, the rules and regulations of NYMEX.

 FIX tag 55-Symbol Change Central Appalachian Coal Futures
Effective Sunday, July 28, the FIX tag 55-Symbol value for Central Appalachian Coal futures will be changed from UX to CO.

This change will be available in New Release for customer testing on Monday, July 15.

 Data Center Migration
CME Group previously announced the  expansion of our CME Globex London Hub infrastructure to include a new point of presence (PoP) at the Equinix LD4/LD5 campus in Slough. As a result, customers currently located at the Verizon UK5 data center must migrate to the Equinix, Slough data center by Monday, June 30, 2014.

An email notification has been sent to existing Verizon UK5 customers with migration details and next steps.

Please contact your  Global Account Manager in the U.S. at +1 312 634 8700, in Europe at +44 20 3379 3754 or in Asia at +65 6593 5505 for further information.

 Certification Environment Access
CME Group would like to introduce a new Certification Environment connectivity option called Cert Data Center. The new Cert Data Center connectivity option allows customers to directly connect to our certification environment via a 1G fiber cross-connect. Cert Data Center access is available at following data centers:

• CME Co-Location Facility
• 350 E. Cermak
• Equinix London Slough

CME CERTLink and London CME CERTLink connectivity options are no longer available. CME Globex Services will contact existing CME CERTLink and London CME CERTLink customers to migrate their connectivity to either Cert VPN or Cert Data Center connectivity option.