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New FIX/FAST Template and ITC 2.1 Decommission - POSTPONED
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- To
- Quote Vendors
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- From
- Market Data Operations
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- #
- Q2009-137
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- Notice Date
- 25 June 2009
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- Effective Date
- 26 June 2009
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The previously announced Sunday, June 28, 2009, introduction of the new template for Market Data Incremental Refresh (tag 35-MsgType=X) has been postponed until July 11, 2009, to allow additional customer testing time.
Effective this Sunday, June 28, 2009, a new template for the Market Data Incremental Refresh (tag 35-MsgType=X) will be published on the CME Group ftp site.
The new data blocks will be available in production only on two new Market Data Platform channels. These new channels will parallel channels 7, CME Equity futures, and 11, CME FX futures. The configuration information for these two new channels are:
ID
Feed
Multicast
Port
Source IP
Mirror 7
A
224.0.26.59
10301
65.164.7.45
65.164.7.46
Mirror 7
B
224.0.27.58
10301
209.133.24.54
209.133.24.55
Snapshot 7
A
224.0.26.66
11301
65.164.7.34
65.164.7.35
Snapshot 7
B
224.0.27.59
11301
209.133.24.15
209.133.24.16
Mirror 11
A
224.0.26.71
10311
65.164.7.45
65.164.7.46
Mirror 11
B
224.0.27.71
10311
209.133.24.54
209.133.24.55
Snapshot 11
A
224.0.26.72
11311
65.164.7.40
65.164.7.41
Snapshot 11
B
224.0.27.72
11311
209.133.24.49
209.133.24.50
*The information for these new channels will not be available in the config.xml file.
On, Sunday, July 11, 2009, (trade date Monday, July 12), enhancements for the Market Data Incremental Refresh (tag 35-MsgType=X) messages will be available to facilitate the conversion of ITC messages to all FIX/FAST for CME Globex. These enhancements will require a new template. The following will be included in Market Data Incremental Refresh (tag 35-MsgType=X) messages:
• “Theoretical Settlement Data Block”
• “Open Interest Data Block”
• “Cleared Volume Data Block”
• “Fixing Price Data Block”
CME Group recommends customer systems pull the templates from the CME Group ftp site every week, prior to Sunday start.
The enhancements for the Market Data Incremental Refresh (tag 35-MsgType=X) messages will be available for testing in New Release a date to be determined. For additional information regarding these enhancements, please review the Elimination of ITC-Format CME Globex Market Data Client System Impact.
The new template and enhanced Incremental Refresh messages are now available in Certification, on a new Market Data Platform Channel:
Feed
Multicast
Port
Source IP
A
224.0.25.86
15026
10.132.19.65
B
224.0.25.211
15026
10.132.19.72
This channel in certification publishes only the new data blocks; normal FIX/FAST market data is not available. Customers must access the new channels in production to receive the full complement of FIX/FAST market data, including the new data blocks.
Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.
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