FIX tag 1147-UnitofMeasureQty and tag 996-UnitofMeasure:
Starting Sunday, July 11, 2010, the values in FIX tag 1147-UnitofMeasureQty and tag 996-UnitofMeasure will be updated for the following futures listed on CME Globex. These tags are currently sent in the Security Definition messages; this launch is designed to make the values for futures accurate and consistent.
Please note: CME Group recommends tags 1147 and 996 only be used for futures and variable quantity products. The information in these tags is not supported for options and future spreads.
FIX tag 1147 and 996 for Futures:
Products |
New Release Launch |
Production Launch |
All CBOT Futures |
Monday, June 7 |
Sunday, July 11 |
All CME Futures except Weather |
Monday, June 7 |
Sunday, July 11 |
All KCBT Futures |
Monday, June 7 |
Sunday, July 11 |
All MGEX Futures |
Monday, June 7 |
Sunday, July 11 |
All COMEX Futures |
Monday, June 21 |
Sunday, July 11 |
All NYMEX Futures |
Monday, June 21 |
Sunday, July 11 |
All CME Weather Futures |
Monday, July 12 |
Sunday, July 18 |
Tags 1147 and 996 are sent in the SecurityDefinition message (tag 35-MsgType=d) and are used together to determine the contract size for the futures instrument. For example, for a Eurodollar futures contracts, tag 1147-UnitofMeasureQty=1000000 and tag 996-UnitofMeasure=USD indicate a contract size of USD $1,000,000. More information on these tags is available in the FIX/FAST Message Specifications and, for variable quantity products, in the Variable Quantity Client Impact Assessment.
With this launch, the following valid values will be added for tag 996-UnitofMeasure:
The following values will no longer be valid for tag 996-UnitofMeasure: