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. The current governmental shutdown may impact the launch date.
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 |
|