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New FIX/FAST Template and ITC 2.1 Decommission - UPDATED INFORMATION
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- To
- Quote Vendors
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- From
- Market Data Operations
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- #
- Q2009-153
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- Notice Date
- 16 July 2009
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- Effective Date
- 26 July 2009
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On, Sunday, July 26, 2009, (trade date Monday, July 27), 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.
Testing FIX/FAST Market Data with New Data Blocks
The new data blocks are currently production only on two new Market Data Platform channels. These new channels will parallel channels 7, CME Equity futures, and 11, CME FX futures until Saturday July 25, 2009. 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.
The enhancements for the Market Data Incremental Refresh (tag 35-MsgType=X) messages are currently available for testing in New Release. 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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