• New FIX/FAST Template and ITC 2.1 Decommission - POSTPONED

      • To
      • Quote Vendor
      • From
      • Market Data Operation
      • #
      • Q2009-147
      • Notice Date
      • 07 July 2009
      • Effective Date
      • 07 July 2009
    • The previously announced Sunday, July 12, 2009, introduction of the new data blocks below for Market Data Incremental Refresh

       (tag 35-MsgType=X) has been postponed until further notice.

       

      More details along with a new launch date will be forthcoming in future Market Data Operations notices.

      On, Sunday, July 12, 2009, (trade date Monday, July 13), 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.