• Security Definition Flat File - Effective May 31, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-110
      • Notice Date
      • 28 May 2009
      • Effective Date
      • 31 May 2009
    • Effective May 31, 2009, CME Group will begin generating a Security Definition flat file (secdef.dat) for the FIX/FAST production environment Sundays through Thursdays at approximately 8:30pm Central time, which will be available at ftp.cmegroup.com . This file will consist of the Security Definition Tag 35-MsgType=d message information for the start of the next trading day, including instrument data and daily settlement prices decoded.


      Please review the following limitations of the Security Definition flat file below:


      ·          Seccdef.dat will not refresh throughout the trading day

      ·          New instruments will not be added during the day



      CME Group strongly recommends the FIX/FAST Security Definition file only be used in addition to, or as a backup for, standard Security Definition message processing. Best practices require that Quote Vendors obtain all Security Definition information from the Incremental Data channel or the Instrument Definition loop channel to ensure that intra-day instrument additions are captured.



      Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.