New Market Data Format | CME Market Data Policy

The FIX/FAST Software Development Kit (SDK) is designed to facilitate development and certification to FIX/FAST on the Market Data Platform.

All customers must complete their migration to FIX/FAST from the legacy RLC format market data by October 17, 2008. After October 17, support surcharges will be assessed for each site still receiving RLC format market data.

• $2,000 per week in October
• $4,000 per week in November
• $6,000 per week in December

The legacy RLC format market data will be eliminated no later than the end of December 2008.

FIX/FAST market data format, the latest step in CME Group market data, drastically reduces end-to-end latency and improves bandwidth scalability. The new format is based on FIX and FAST protocols for increased efficiency. FIX provides the core message structure and syntax while the FAST protocol increases optimization. FIX/FAST is the basis of a new industry standard for market data.

Reference Code, to assist customers who wish to begin development, is available online. This code is for development implementation only, and is not designed for production use.

Download the comprehensive FIX/FAST Market Data SDK, or choose from any of the following components.

Market data distributors, please contact Market Data Operations at 312.634.8395 with any questions or concerns.

FIX and FAST are trademarks of FIX Protocol Limited.