{"type":"doc","content":[{"type":"paragraph","content":[{"text":"The following MDP support services","type":"text","marks":[{"type":"annotation","attrs":{"annotationType":"inlineComment","id":"59df1261-9a5e-47d7-bcbe-cb3dc499fe0b"}}]},{"text":" are available:","type":"text"}]},{"type":"bulletList","content":[{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Schema","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Market Data Configuration","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Security Definition Flat File","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Market Schedule File","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"CME Reference Data API ","type":"text"}]}]}]},{"type":"paragraph","content":[{"text":"An ","type":"text"},{"text":"FTP/SFTP site","type":"text","marks":[{"type":"link","attrs":{"href":"https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/457672149"}}]},{"text":" is used to store the template files, configuration files, and market schedule files for all environments and the ","type":"text"},{"text":"Security Definition Flat File","type":"text","marks":[{"type":"annotation","attrs":{"annotationType":"inlineComment","id":"39f30fa9-0a9d-45f7-9bdd-86a23ff2adc4"}}]},{"text":". ","type":"text"}]},{"type":"table","attrs":{"layout":"default","width":1800.0,"localId":"eeb4306c-5f9e-4085-b4cd-28bae05669ae"},"content":[{"type":"tableRow","content":[{"type":"tableHeader","attrs":{"colspan":1,"rowspan":1,"colwidth":[618.0]},"content":[{"type":"paragraph","content":[{"text":"Service","type":"text","marks":[{"type":"strong"}]}]}]},{"type":"tableHeader","attrs":{"colspan":1,"rowspan":1,"colwidth":[1181.0]},"content":[{"type":"paragraph","content":[{"text":"Description","type":"text","marks":[{"type":"strong"}]}]}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1,"colwidth":[618.0]},"content":[{"type":"paragraph","content":[{"text":"Core Globex Schema","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1,"colwidth":[1181.0]},"content":[{"type":"paragraph","content":[{"text":"MDP is a template-based protocol wherein a given message is interpreted by means of its corresponding template. Each message contains a unique Schema ID that references the template to use to interpret the message. 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Typically it takes approximately 50 - 60 minutes to complete the creation of the file.","type":"text"}]}]},{"type":"paragraph","content":[{"text":"The Security Definition Flat File file contains the Security Definition (tag 35-MsgType=d) message information for the start of the next trading day, including instrument data and daily settlement prices.","type":"text"}]},{"type":"paragraph","content":[{"text":"This file has been decoded and some of the data has been converted to human-readable FIX format.","type":"text"}]},{"type":"panel","attrs":{"panelType":"info"},"content":[{"type":"paragraph","content":[{"text":"Security Definition Flat File Conversion","type":"text","marks":[{"type":"strong"}]}]},{"type":"paragraph","content":[{"text":"The tags that have been converted include:","type":"text"}]}]},{"type":"extension","attrs":{"extensionType":"com.atlassian.confluence.migration","extensionKey":"__confluenceADFMigrationUnsupportedContentInternalExtension__","text":"","parameters":{"cxhtml":"

Tag	FIX Name	FIX Format Conversion
779	LastUpdateTime	UTC Time – Format: YYYYMMDDHHMMSSlllmmm
1145	EventTime	UTC Time – Format: YYYYMMDDHHMMSSlllmmm
5819	DecayStartDate	Local Market Date - Format: YYYYMMDD
5796	TradingReferenceDate	Local Market Date - Format: YYYYMMDD
872	InstAttribValue	32 Boolean Bit Values
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","type":"text"}]},{"type":"paragraph","content":[{"text":"This file is ","type":"text"},{"text":"not","type":"text","marks":[{"type":"underline"},{"type":"strong"}]},{"text":" refreshed throughout the trading day. Once a trading day has started, the following intra-day instrument changes are not reflected in the file until a new one is generated that evening:","type":"text"}]},{"type":"bulletList","content":[{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"New instruments added during the day","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"Covered options spreads that expire at the end of the trading day","type":"text"}]}]},{"type":"listItem","content":[{"type":"paragraph","content":[{"text":"User Defined Spreads (UDS) created during the trading day","type":"text"}]}]}]},{"type":"panel","attrs":{"panelType":"info"},"content":[{"type":"paragraph","content":[{"text":"CME Group strongly recommends using this file either in addition to or as a back up for the market data channels due to risk of unaccounted for intra-day instrument additions and deletions.","type":"text"}]}]},{"type":"paragraph"}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1,"colwidth":[618.0]},"content":[{"type":"paragraph","content":[{"text":"Market Schedule File","type":"text","marks":[{"type":"annotation","attrs":{"annotationType":"inlineComment","id":"0bb025e0-352e-46f7-bd49-f04962f475cc"}},{"type":"link","attrs":{"href":"https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/457704103"}}]}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1,"colwidth":[1181.0]},"content":[{"type":"paragraph","content":[{"text":"The Market Schedule File (TradingSessionList.dat) lists all Security Groups with state changes scheduled for each Trading Date of the current week. It is available ","type":"text"},{"text":"for the Futures and Options New Release and Production environments.","type":"text","marks":[{"type":"textColor","attrs":{"color":"#172b4d"}}]}]},{"type":"panel","attrs":{"panelType":"info"},"content":[{"type":"paragraph","content":[{"text":"This Market Schedule File is available for Futures and Options only.","type":"text"}]}]},{"type":"paragraph","content":[{"text":"The Market Schedule file is created on Sundays and will be available all week. It will ","type":"text"},{"text":"not","type":"text","marks":[{"type":"underline"}]},{"text":" be refreshed throughout the week. ","type":"text"}]},{"type":"paragraph","content":[{"text":"Mid-week changes to the schedule are ","type":"text"},{"text":"not","type":"text","marks":[{"type":"underline"}]},{"text":" updated in the file.","type":"text"}]},{"type":"panel","attrs":{"panelType":"info"},"content":[{"type":"paragraph","content":[{"text":"Use of the Market Schedule File is optional.","type":"text"}]}]},{"type":"paragraph"}]}]},{"type":"tableRow","content":[{"type":"tableCell","attrs":{"colspan":1,"rowspan":1,"colwidth":[618.0]},"content":[{"type":"paragraph","content":[{"text":"CME Reference Data API ","type":"text"}]}]},{"type":"tableCell","attrs":{"colspan":1,"rowspan":1,"colwidth":[1181.0]},"content":[{"type":"paragraph","content":[{"text":"Additional product and instrument referential data can be obtained via ","type":"text"},{"text":"CME Reference Data API","type":"text","marks":[{"type":"link","attrs":{"href":"https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/457215780"}}]},{"text":". Globex tag 48-SecurityID maps to the Reference data API instrument field globexSecurityId.","type":"text"}]}]}]}]},{"type":"paragraph"},{"type":"paragraph"}],"version":1}

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