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 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.