I might be crazy ... but

, ,
1

Imported from previous forum

2

I can’t see to find a single good example for CME fixfast
That includes

  • The templates ( at least the one involved in the message example )
  • The complete data from the stream ( doesn’t skip the header )
  • An anotated decode of the message
3

I can’t see to find a single good example for CME fixfast That includes

  • The templates ( at least the one involved in the message example )
  • The complete data from the stream ( doesn’t skip the header )
  • An anotated decode of the message

-Which example are you referring to? The template in our documentation is very similar to our current templates however there may be minor differences. The latest templates are located on our FTP site in the following directory:

/NRCert/Templates/Active

For production templates access you must certify first.

-You should see FIX headers with our data. Can you give me an example as to what you are referring to?

-We give an example of decoding a message in our FIX/FAST core doc in section 3.4 on page 14:

http://www.cme.com/trading/files/SDKFFCore.pdf

For additional questions feel free to email cset@cmegroup.com.

4

I can’t see to find a single good example for CME fixfast That
includes

  • The templates ( at least the one involved in the message example )
  • The complete data from the stream ( doesn’t skip the header )
  • An anotated decode of the message

-Which example are you referring to? The template in our documentation
is very similar to our current templates however there may be minor
differences. The latest templates are located on our FTP site in the
following directory:

/NRCert/Templates/Active

For production templates access you must certify first.

-You should see FIX headers with our data. Can you give me an example as
to what you are referring to?

-We give an example of decoding a message in our FIX/FAST core doc in
section 3.4 on page 14:

http://www.cme.com/trading/files/SDKFFCore.pdf

For additional questions feel free to email cset@cmegroup.com.

-I’ve looked at this a great deal. All the header data is missing.
-2 out of 13 MDEntryTypes are covered
T-here is no complete message e.g 0x230xf30x010x…
-The template XML file lists














This example actually says that the template is “MDIncRefresh” id=“30”
typo ?

How did we go from the EntryType ( which I think is a typo and should be MDEntryType) to the required data file.

This example is a a bit small ( compared to ITC2 , CBOE index and futures format )

5

I can’t see to find a single good example for CME fixfast That
includes

  • The templates ( at least the one involved in the message
    example )
  • The complete data from the stream ( doesn’t skip the header )
  • An anotated decode of the message

-Which example are you referring to? The template in our documentation
is very similar to our current templates however there may be minor
differences. The latest templates are located on our FTP site in the
following directory:

/NRCert/Templates/Active

For production templates access you must certify first.

-You should see FIX headers with our data. Can you give me an example
as to what you are referring to?

-We give an example of decoding a message in our FIX/FAST core doc in
section 3.4 on page 14:

http://www.cme.com/trading/files/SDKFFCore.pdf

For additional questions feel free to email cset@cmegroup.com.

-I’ve looked at this a great deal. All the header data is missing. -2
out of 13 MDEntryTypes are covered T-here is no complete message e.g
0x230xf30x010x… -The template XML file lists

This example actually says that the template is “MDIncRefresh”
id=“30” typo ?

How did we go from the EntryType ( which I think is a typo and should be
MDEntryType) to the required data file.

This example is a a bit small ( compared to ITC2 , CBOE index and
futures format )

  • Our data has fix headers on them as defined in our message spec on page 4:

http://www.cme.com/files/SDKiLinkMessageSpecs.pdf

I’m concerned you have a FAST decoding issue.

  • If you want more FAST decoding examples you can email cset@cmegroup.com. The example provided in the docs is just an example. It is not a template used in production or the test environments. We kept the template example general because our dynamic template system will make keeping the docs updated with the latest templates nearly impossible.

For additional CME FIX/FAST specific support questions you MUST email cset@cmegroup.com.

6

[ original email was from Darshan Khedekar - darshan.khedekar.ext@deutsche-boerse.com ]
As CME’s Market data feed is under discussion I may ask how frequently does CME change its templates. Are the template completely dynamic in the sense that they change at real time after real time analysis of the data? Or are they changed more frequently but off-line after off-line end of day data analysis?

Does CME already use the SCP 1.0 / 1.1 (under review) features for template exchange?

How does CME plan to re-use the template id range for e.g if you have 30 data sets to be exchanged with templates changing every day you could soon run out of id’s?

  • Darshan

I can’t see to find a single good example for CME fixfast That
includes

  • The templates ( at least the one involved in the message
    example )
  • The complete data from the stream ( doesn’t skip the header )
  • An anotated decode of the message

-Which example are you referring to? The template in our
documentation is very similar to our current templates however there
may be minor differences. The latest templates are located on our
FTP site in the following directory:

/NRCert/Templates/Active

For production templates access you must certify first.

-You should see FIX headers with our data. Can you give me an
example as to what you are referring to?

-We give an example of decoding a message in our FIX/FAST core doc
in section 3.4 on page 14:

http://www.cme.com/trading/files/SDKFFCore.pdf

For additional questions feel free to email cset@cmegroup.com.

-I’ve looked at this a great deal. All the header data is missing. -2
out of 13 MDEntryTypes are covered T-here is no complete message e.g
0x230xf30x010x… -The template XML file lists

This example actually says that the template is “MDIncRefresh”
id=“30” typo ?

How did we go from the EntryType ( which I think is a typo and should
be MDEntryType) to the required data file.

This example is a a bit small ( compared to ITC2 , CBOE index and
futures format )

  • Our data has fix headers on them as defined in our message spec
    on page 4:

http://www.cme.com/files/SDKiLinkMessageSpecs.pdf

I’m concerned you have a FAST decoding issue.

  • If you want more FAST decoding examples you can email
    cset@cmegroup.com. The example provided in the docs is just an
    example. It is not a template used in production or the test
    environments. We kept the template example general because our dynamic
    template system will make keeping the docs updated with the latest
    templates nearly impossible.

For additional CME FIX/FAST specific support questions you MUST email
cset@cmegroup.com.