Dow Jones and S&P Market Data Dissemination
On Saturday, September 28 and Saturday, October 5, CME Group will conduct disaster recovery testing, during which the dissemination of the Dow Jones and S&P streamlined FIX/FAST market data will be impacted as follows:
- Dow Jones and S&P market data will not be disseminated from approximately 05:00 a.m. Central Time (CT) through 15:00 p.m. CT to customers who utilize LNET and JacksonDirect.
- Dow Jones and S&P market data will only be available via the Chicago B feed for all other connectivity options.
- GLink customers will not be impacted and will receive both A and B feeds.
Source IP Changes for BM&FBOVESPA and Mexder on the Market Data Platform
Effective Sunday, November 10 (trade date Monday, November 11), CME Group will be changing the multicast source IPs for the Brazilian Mercantile and Futures Exchange (BM&FBOVESPA) and 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 BM&FBOVESPA Market Data Platform are available in the config.xml file on the FTP site. A new config.xml will be available for customer download in production starting Sunday, October 20.
These changes will be available in New Release on Monday, September 30.
As a reminder, CME Group requires that customers configure servers to connect to the Market Data Platform ports and multicast addresses for each desired channel. 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 in the U.S. at +1 312 634 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.
New User Defined Spread Combination Expiration Rules
Effective Sunday, November 10 and 17 (trade date Monday, November 11 and 18), the expiration rules for User Defined Spreads (UDS) combinations on CME Globex will be changed to better meet customers’ trading needs.
With this change, CME Globex will assign the expiration date and time as either the earliest leg expiration or the end of the current trading week, whichever occurs first. If there is a working Good ‘Till Cancel (GTC) order on the Combo after the close on Friday, the expiration will be extended an additional week. This extension will repeat as many times as necessary until the earliest leg expires. Tag 866-EventDate contains this expiration date and time in the Market Data Platform FIX/FAST Security Definition (tag 35-MsgType=d) message.
Currently, an options strategy remains an active contract on CME Globex for two weeks or until the leg with the shortest maturity expires, unless there is any activity during the week of expiration.
Please note: This change will not impact the expiration rules for the Covered, which continues to expire at the end of the trading date in which it has been created.
This launch will be phased in as follow:
New UDS Combo Expiration and Extension
||CME FX Options & CME Commodity Options
||All other markets listed on CME Globex
This change will be available for customer testing in New Release on Monday, October 7.
Detailed information including functionality and messaging for UDS Combos Expiration and Extension are available in the Client Systems Wiki.
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.
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 dates will be announced in future CME Globex and Market Data Notices.
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+. Customer systems receiving market data via CME Globex must complete this mandatory certification.
MDP 3.0 functional specification is now available online. The functional specification 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.
Further information on the deployment plan and timing for New Release will be published in future CME Globex and Market Data Notices.
Test versions of MDP 3.0 template and PCAP (Packet Capture) test files are currently available online . The PCAP files will contain sample MDP 3.0 packets of various types in binary format.
Please Note: These files are for customer testing only and are subject to change without customer notice.
Please contact your Global Account Manager with any questions or concerns in the U.S. at +1 312 634 8700, in Europe at +44 203 379 3754 or in Asia at +65 6593 5505 for additional information.