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Feed Update Announcement: CME FIX/FAST

 Flash (Alert)
 
Abstract
CME Market Data Platform support FIX/FAST and ITC2.1 protocols. According to CME, their FIX/FAST protocol dramatically reduces end-to-end latency, improves bandwidth scalability and provides increased efficiency. Because of this, they are phasing out ITC2.1 for Globex data and moving all support to FIX/FAST.
 
Content
IBM is aware of the following addition to the CME Market Data Platform FIX/FAST feed and will be updating the IBM WebSphere Front Office Feed Handler for CME FIX/FAST accordingly.

Please contact your IBM sales representative if you have any questions.

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CME Market Data Platform FIX/FAST contains Level 1 and Level 2 data. There have been some Level 1 data gaps between ITC2.1 and FIX/FAST data protocols. Because CME is migrating support of some ITC2.1 channels, new Level 1 messages have been added to FIX/FAST.

CME notices:
http://www.cmegroup.com/globex/files/ITCEliminationClImp.pdf
http://www.cmegroup.com/tools-information/lookups/advisories/market-data/Q2009-074.html
http://www.cmegroup.com/tools-information/lookups/advisories/market-data/Q2009-115.html

 
 
 

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Document information
 Product categories:
 Software
 Business Integration and Optimization
 Other Business Integration and Optimization
 WebSphere Front Office for Financial Markets
 Feed Specification
 Operating system(s):
  Linux, Solaris, Windows
 Software version:
  3.0
 Reference #:
  1406717
 IBM Group:
 Software Group
 Modified date:
 2009-10-27

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