CME Group will extend the Saturday replay of production-speed market data in the production environment for both FIX/FAST and RLC formats, for 60 minutes through December 20, 2008, from 11:30 a.m. to 12:30 p.m. Central Time (CT). Please reference the following table for testing dates:
Testing Dates |
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September 20, 2008 |
October 18, 2008 |
November 8, 2008 |
November 22, 2008 |
December 13, 2008 |
September 27, 2008 |
November 1, 2008 |
November 15, 2008 |
December 6, 2008 |
December 20, 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 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
In an effort to better assist Quote Vendors with their conversion to FIX/FAST, CME Group has made the FIX/FAST production multicast information available to all customers. However, please be advised that only FIX/FAST certified applications are permitted to utilize the FIX/FAST channels in the production environment. To obtain the FIX/FAST production multicast information, please contact one of the following Market Data Operations staff.
· Kevin Brady
312-648-3653
· Lakisha Speights
312-338-7110
In addition, RLC channel definitions are available in PDF format at http://www.cmegroup.com/globex/files/MDPProdChannelDefs.pdf
Related Information
· The replay window will not be provided on the following dates Saturday October 4, 2008, October 11, 2008, and October 25, 2008.
· 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 should 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