Questions about the exchanges in the CME Group, including the CME's trading engine, Globex

learn more… | top users | synonyms

0
votes
0answers
39 views

How difficult/easy it is to migrate from CME FAST to CME MDP3.0?

Has anyone gone through this migration? Just wanted to have an idea of the amount of effort required.
2
votes
1answer
44 views

Are CME security id's unique and constant over time?

For any given day, CME security IDs are unique - a number will always refer to a single product. Are they unique over time as well? That is, might a new security have a security id that used to be ...
0
votes
1answer
57 views

Symbols for options on gold futures

I have a historical data set containing only options on gold futures. If I print out a unique list of option symbols I get: ...
1
vote
2answers
188 views

Real-time market data from the exchanges: what should we be aware of?

We receive daily end-of-day data from a data vendor (i.e. not direct from an exchange) and are comfortable with this. We are now wanting to receive live data, and after a few enquiries we are feeling ...
2
votes
1answer
340 views

Should I use QuickFix or a 3rd-party commercial API to connect to the CME

I already use QuickFixN to connect to FX ECNs, and am now looking to branch out into futures. Googling it, it seems as if there are a lot of 3rd party APIs which are written to do this, but is there ...
2
votes
1answer
635 views

Ordering of CME Level 2 FIX Market data?

The following link contains a file containing CME Level 2 FIX Market/Orderbook data for Corn futures: ftp://ftp.cmegroup.com/datamine_sample_data/md/mdff_cbt_20130714-20130715_7813_0.zip However, ...
2
votes
0answers
54 views

How to interpret CME's specification regarding grains options expirations?

Looking at the contract specifications for Soybean Meal and Soybean Oil (same for Corn, Wheat, and other major stuff I checked) serial options on CME I see the following expiration rule: the last ...
0
votes
1answer
337 views

Where does CME store Security IDs for FIX messages?

Where does CME store Security IDs for FIX messages? I cannot find them anywhere? So given Security ID XX I can go and work out what product this actually is?
0
votes
0answers
255 views

CME historical option data provider

Is there any other historical end-of-day CME option data provider rather then CME DataMine? I've searched all the internet and found only CBOE traded options.