• NYMEX Market Data Migration to MDP - Timeline -- November 2008 - September 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2008-247
      • Notice Date
      • 12 November 2008
      • Effective Date
      • 12 November 2008
    • Please see the updated NYMEX/COMEX Timeline below.  Prior to the NYMEX/COMEX Floor migration, CME Group has only disseminated market data with “Central” timestamps.  With the addition of these two floor channels to CME MDP, we will be disseminating only this subset of market data with “Eastern” timestamps.

       

       

      NYMEX Market Data Migration to MDP –Timeline

      November 2008 – September 2009 

       

                                                                             

      NOTE: CME has created a document detailing the differences between CME and NYMEX flavors of ITC.  Please see the following link to view this document:  http://www.cmegroup.com/tools-information/lookups/advisories/market-data/files/CME_GROUP_NYMEX_ITC_a.pdf

       

      January 2009

      01/12

      ·          Floor data for NYMEX and COMEX to be discontinued over NYMEX ITC 2.1 Multicast Feed via Radianz

      ·          Only data  remaining on NYMEX ITC 2.1 Multicast Feed via Radianz is Dubai Mercantile Exchange (DME)

      o    Customers not taking DME data should work directly with Radianz to be disconnected

      February 2009

      02/02

      ·          DME market data will be added to CME Globex over MDP

      o    Available in CME flavor of ITC and FIX/FAST

      o    Channel 28 – DME Globex in FIX/FAST format

      o    Channel 29 – DME Globex in ITC format

      ·          DME Blocks from CPC to be added on channel 129

      o    Available in NYMEX flavor of ITC

      August 2009

      8/17

      ·          Floor COMEX products move to FIX/FAST

      o    All COMEX Floor products no longer available in ITC 2.1

      o    Available in FIX/FAST on new IPs over Channel 45 – COMEX Floor

      ·          Floor Platinum and Palladium products move to FIX/FAST

      o    Platinum and Palladium products no longer available in ITC 2.1

      o    Available in FIX/FAST on new IPs over Channel 44 – NYMEX Floor

      September 2009

      9/14

      ·          Floor NYMEX Futures products move to FIX/FAST

      o    All NYMEX Future Floor products no longer available in ITC 2.1

        • Available in FIX/FAST on new IPs over Channel 44 – NYMEX Floor

      9/28

      ·          Floor NYMEX Options products move to FIX/FAST

      o    All NYMEX Options Floor products no longer available in ITC 2.1

      o    Available in FIX/FAST on new IPs over Channel 44 – NYMEX Floor

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

       

        

       

       

       

       

       

      Additional Information:

       

      Ticker Tests

      Ticker Tests will be schedule on Fridays/Saturdays prior to NYMEX and COMEX products moving from ITC to FIX/FAST, dates to be determined

       

      FIX/FAST Documentation

      http://www.cmegroup.com/globex/resources/fix-fast-market-data-format.html

       

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