• Daylight Savings Time Change on Sunday, March 9, 2008- Impact on Market Data Distributors

      • To
      • Market Data Distributors
      • From
      • Market Data Operations
      • #
      • Q2008-051
      • Notice Date
      • 06 March 2008
      • Effective Date
      • 09 March 2008
    • As a reminder, effective Sunday, March 9, 2008, Daylight Savings Time (DST) will go into effect at 2:00 a.m. However, please be aware that for the first week only, after the change takes effect and through the market close on March 14, the DST time change will not be updated within the MDP Wire Message Format/Message Timestamp field. (This format precedes the actual RLC and ITC 2.1 Message Specifications). This same condition will apply for the winter DST change, effective November 2 at 2:00 a.m. through the market close on November 7.
       
      MDP Wire Message Format/Message Timestamp Field
       
      As shown in the following MDP Message Wire Format illustration, the Message Timestamp uses 12:00 a.m. Sunday as its reference time. Even though the DST change will take place on Sunday, March 9, this information will not be reflected in the Message Timestamp until the following Sunday, March 16.
       
       
      Field
      Length
      Description
      HEADER
      Message Sequence Number
      4 bytes (binary)
      This represents the sequence number of the message within the published channel.
      Message Timestamp
      4 bytes (binary)
      This represents a timestamp for the publishing of the message. It is represented as the number of milliseconds since Sunday, 12 A.M. (00:00).
      Message Body length
      2 bytes (binary)
      This represents the length of the message body field.
      BODY
      Message Body
       
      RLC – Compressed
      ITC 2.1– Plain text
       
      If you have any questions on Sunday, March 9, 2008, please contact CME Group Technology Operations Command Center at 312.930.8160. Thank you.

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