This notice contains updated information as shown in red font below.
As previously announced, FIX/FAST messaging and functionality enhancements are planned for futures and futures spreads on the following products and dates. These enhancements will result in significantly reduce iLink and FIX/FAST response times, already among the fastest in the industry, by an average of 20%.
Product Complex |
New Release Launch |
Cancel GTC/GTD Orders |
Production Launch |
CBOT Commodity Futures KCBT Futures MGEX Futures |
Available Now |
After markets close Friday, March 26 |
Sunday, March 28 |
The messaging and functionality impacts for these changes are available online in the CME and CBOT Commodity and Weather Futures, KCBT, and MGEX Enhancement Client Impact Assessment.
For this weekend's launch, customers are asked to cancel all Good 'Till Cancel (GTC) and Good 'Till Date (GTD) orders for these futures and futures spreads after their respective closes on Friday, March 26. After 16:00 CT on Friday, March 5, all remaining GTC and GTD orders for these products will be cancelled by the CME Globex Control Center (GCC).
Additionally, there will not be a post-close pre-open session on Friday, March 26, for these markets. GTC and GTD orders may be re-entered during an extended pre-open period, 15:00-17:00 CT, on Sunday, March 28. If you have any questions, please contact the CME Globex Control Center at 312.456.2391 or in Europe at 44.20.7623.4708.
We recommend that all Quote Vendors supporting Commodity futures thoroughly test these changes in New Release.
Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.