CME Data changes

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momentum
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CME Data changes

Postby momentum » 21 Mar 2011

What do we, as users, need to do to comply with the CME data changes that are due to come into effect at the beginning of June? Are there any impacts on our strategies to provide information to the CME and does TSS expect any issues to MultiCharts from these new requirements?

http://www.fixprotocol.org/discuss/read/8196645d

Tresor
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Re: CME Data changes

Postby Tresor » 21 Mar 2011

Looks like Big Brother... and may cause unnecessay work at front ends' providers'

• Trader location identifier – identifies geographical origin of an order.

• Automated Trading System (ATS) indicator - identify if an order is submitted manually or by an automated trading system ATS.

• Trading system and version identifier - identify name of the front-end trading system and the version/release of the software.

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Stan Bokov
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Re: CME Data changes

Postby Stan Bokov » 12 Apr 2011

Thank you for bringing up this important point. It will be announced on the trading blog soon, but I may as well post here. There is nothing that you as customers need to do - all the brokers that deal with CME are supplying us with a new version of their APIs that include the appropriate new tags, required by CME. We in turn will make updates to each relevant connection - from the customers' point of view everything will be the same.


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