Completing Certification

After completing the required testing in AutoCert+ and once live on CME Globex, the connecting entity is required to provide Market Regulation a full production audit trail report. The report must be provided within 10 days of going live on CME Globex. The purpose of this review is to verify that:

• The connecting entity’s audit trail meets the minimum data requirements, and
• The audit trail can be produced in a standard human-readable format.

Submitting a Production Sample for Review

Within 10 days of the trading system going live in the production environment, customers must submit a trading sample file.

Production sample trading file requirements:

• Contains the complete order flow messaging generated to and received from the CME Globex platform and iLink session; also known as the FIX log.
• Contains data for one entire trading day.
• Must be presented as a tag delimited .CSV file.

Binary or XML files will not be accepted.

• Must indicate the firm name and values that will populate tags 1603, 1604 and 1605:
• tag 1603-ApplicationSystemName – identifies system generating the message
• tag 1604-ApplicationSystemVersion – identifies the version of the system generating the message
• tag 1605-ApplicationSystemVendor – identifies the vendor of the application system
• Send to Market Regulation - Data Investigation Team

For information on the columns / data requirements that must be included in the CSV file, including details for converting the binary data to a human readable format and tag-value delimiters, refer to the CME Globex Front-End Audit Trail Requirements.