New FIX/FAST Enhancements – Effective October 18, 2009

Effective Sunday, October 18, 2009, a number of enhancements will be implemented for CME Globex FIX/FAST market data.There will be a new FIX/FAST template for the Security Definition (tag 35=d) message. Please download the new production templates prior to market open on Sunday, October 18, 2009, to ensure you have the most current version of the product templates.

The following new tags will be published in the Security Definition (tag 35-MsgType=d) message:

•               TradingReferenceDate (tag 5796)

•               OpenInterestQty (5792)

•               ClearedVolume (5791)

The following new information will be published in the Market Data Snapshot Full Refresh (tag 35=W) messages:

•               New valid values for tag 269-MDEntryType

•               Fixing price

•               Opening price

For additional information regarding these enhancements, please review the impact assessment Market Data Platform FIX/FAST 4Q09 Enhancements. 

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