• Saturday Testing in Production for FIX/FAST - Additional Testing Dates Update

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      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2008-199
      • Notice Date
      • 16 October 2008
      • Effective Date
      • 16 October 2008
    • 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

      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

      Kevin.Brady@cmegroup.com 

      312-648-3653

       

      ·          Lakisha Speights

      Lakisha.Speights@cmegroup.com

      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