Effective Sunday, November 21, the FX futures and options Market Data Platform channels will be split to better manage messaging rates and performance.
Channel 11 - CME FX Futures
- The current channel 11 will continue to broadcast CME FX futures with the exceptions noted below.
- New channel 60 will broadcast the following FX futures:
- Tag 55-Symbol=6C
- Tag 55=6E
- Tag 55=6L
- Tag 55=6M
- Tag 55=6N
- Tag 55=6R
- Tag 55=CZ
- Tag 55=KC
- Tag 55=XR
Channel 12 - CME FX Options
- The current channel 12 will continue to broadcast CME FX options with the exceptions noted below.
- New channel 61 will broadcast the following FX options:
- Tag 55-Symbol=0L
- Tag 55=0M
- Tag 55=0X
- Tag 55=0Z
- Tag 55=2C
- Tag 55=2E
- Tag 55=2N
- Tag 55=3J
- Tag 55=3N
- Tag 55=FR
- Tag 55=MO
- Tag 55=OR
- Tag 55=UO
- Tag 55=X8
- Tag 55=XD
- Tag 55=XT
The change will not impact the volatility-quoted FX options on channel 6.
Channel configuration information is available on the
ftp.cmegroup.com site as outlined in the
Core Functionality module of the FIX/FAST Software Development Kit. These new channels will be available in New Release for customer testing Monday, October 18.