• Saturday Testing in Production Starting This Saturday, July 12, 2008

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2008-134
      • Notice Date
      • 10 July 2008
      • Effective Date
      • 12 July 2008
    • Beginning Saturday, July 12, 2008, CME Group will replay production-speed market data in the production environment for FIX/FAST and RLC formats, for 30 minutes every Saturday until October 4, 2008 from 11:30 a.m. to 12:00 p.m. Central Time (CT).

       

      We recommend that all Quote Vendors purge and reload their instrument databases every week. To support testing during these replay windows, the FIX/FAST Security Definition (tag 35=d) and RLC Instrument Creation (MO) messages from the prior week will be available on the instrument definition channels each Saturday morning starting at 10:00 a.m.

       

      Please reference the following market data channels and formats that will be replayed:

       

      Products

      FIX/FAST Channel

      RLC Channel

      Legacy CME Equity Futures

      7

      7

      Legacy CME Equity Options

      8

      8

      Legacy CME Interest Rate Futures

      9

      9

      Legacy CME Interest Rate Options

      10

      10

      NYMEX Crude Oil Energy Futures

      30

      30

      NYMEX Crude Oil Energy Options

      35

      35

      Legacy CBOT Commodity Futures

      111

      111

      Legacy CBOT Commodity Options

      112

      112

      Legacy CBOT Interest Rate Futures

      115

      115

      Legacy CBOT Interest Rate Options

      116

      116

       

      Channel Definitions

       

      ·          Certified FIX/FAST customers can access the channel definitions in XML format at ftp.cme.com

      ·          RLC channel definitions are available in PDF format at http://www.cmegroup.com/globex/files/MDPProdChannelDefs.pdf

       

      Related Information

       

      ·          Saturday, August 30, 2008, the replay window will not be provided due to the Labor Day Holiday weekend

      ·          All data disseminated during the Saturday replay windows will be captured during the prior mid-week trading sessions

      ·          Support will be available at 312-715-6003 if quote vendors have any questions or concern during the Saturday replay window.

       

      Please contact mdo@cmegroup.com if you have any questions concerning this notice. Thank you