Beginning Saturday, July 12, 2008,
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