To support future enhancements for futures and options markets on CME Globex MDP 3.0 and CME Smart Stream on GCP SBE, the MDP 3.0 SBE core schema will be updated to version 13 starting Sunday, October 13, 2024 (trade date Monday, October 14, 2024), and concluding Sunday, January 12, 2025 (trade date Monday, January 13, 2025).

Futures and options on CME Globex is currently utilizing core schema version 9. To ease customer development efforts, the new SBE schema files will support template extension for MDP 3.0 messages. For client systems that do not support template extension, the schema update is not backward compatible, and the MDP 3.0 messages sent from CME Globex cannot be decoded. The schema update will support future functionality, such as, CME FX Spot Plus.

In conjunction with the core schema futures and options update, the futures and options markets will leverage a new separate schema dedicated to TCP recovery for UDP.  

This topic provides an overview of concepts with which clients must be familiar to process the new futures and options SBE market data and Global TCP schemas.  

Contents

Revision History

Key Events and Dates

Testing and Certification

Certification is optional.

SBE Schema Update

A new Simple Binary Encoding (SBE) incremental schema version will be sent on all futures and options market data channels. The new schema will be incremented from version 9 to 13. The new schema for New Release can be found on FTP/SFTP site. The new fields are future use and will not be populated with the schema launch.  More information regarding these enhancements will be published in a future CME Globex notice. 

To facilitate customer development efforts, the new SBE schema will support Template Extensions. For client systems who do not support template extension, the template is not backward compatible and the MDP 3.0 messages sent from CME Globex cannot be decoded.

Impacted SBE Templates Overview

SBE Template Impacts

This section highlights the template impacts.

MDIncrementalRefreshBook

The impact for template MDIncrementalRefreshBook is highlighted below in green.

     <ns2:message name="MDIncrementalRefreshBook46" id="46" description="MDIncrementalRefreshBook" blockLength="11" semanticType="X" sinceVersion="9">
        <field name="TransactTime" id="60" type="uInt64" description="Start of event processing time in number of nanoseconds since Unix epoch" offset="0" semanticType="UTCTimestamp"/>
        <field name="MatchEventIndicator" id="5799" type="MatchEventIndicator" description="Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event" offset="8" semanticType="MultipleCharValue"/>
        <group name="NoMDEntries" id="268" description="Number of entries in Market Data message" blockLength="32" dimensionType="groupSize">
            <field name="MDEntryPx" id="270" type="PRICENULL9" description="Market Data entry price" offset="0" semanticType="Price"/>
            <field name="MDEntrySize" id="271" type="Int32NULL" description="Market Data entry size" offset="8" semanticType="Qty"/>
            <field name="SecurityID" id="48" type="Int32" description="Security ID" offset="12" semanticType="int"/>
            <field name="RptSeq" id="83" type="uInt32" description="Market Data entry sequence number per instrument update" offset="16" semanticType="int"/>
            <field name="NumberOfOrders" id="346" type="Int32NULL" description="In Book entry - aggregate number of orders at given price level" offset="20" semanticType="int"/>
            <field name="MDPriceLevel" id="1023" type="uInt8" description="Aggregate book level" offset="24" semanticType="int"/>
            <field name="MDUpdateAction" id="279" type="MDUpdateAction" description=" Market Data update action" offset="25" semanticType="int"/>
            <field name="MDEntryType" id="269" type="MDEntryTypeBook" description="Market Data entry type" offset="26" semanticType="char"/>
            <field name="TradeableSize" id="37719" type="Int32NULL" description="Tradeable qty" offset="27" sinceVersion="10" semanticType="Qty"/>
        </group>
        <group name="NoOrderIDEntries" id="37705" description="Number of OrderID entries" blockLength="24" dimensionType="groupSize8Byte">
            <field name="OrderID" id="37" type="uInt64" description="Unique Order ID" offset="0" semanticType="int"/>
            <field name="MDOrderPriority" id="37707" type="uInt64NULL" description="Order priority for execution on the order book" offset="8" semanticType="int"/>
            <field name="MDDisplayQty" id="37706" type="Int32NULL" description="Visible qty of order" offset="16" semanticType="Qty"/>
            <field name="ReferenceID" id="9633" type="uInt8NULL" description="Reference to corresponding Price and Security ID, sequence of MD entry in the message" offset="20" semanticType="int"/>
            <field name="OrderUpdateAction" id="37708" type="OrderUpdateAction" description="Order book update action to be applied to the order referenced by OrderID" offset="21" semanticType="int"/>
        </group>
    </ns2:message> 

MDInstrumentDefinitionFuture

The template impact for template MDInstrumentDefinitionFuture is highlighted below in green.

<ns2:message name="MDInstrumentDefinitionFuture54" id="54" description="MDInstrumentDefinitionFuture" blockLength="224" semanticType="d" sinceVersion="9">
        <field name="MatchEventIndicator" id="5799" type="MatchEventIndicator" description="Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event" offset="0" semanticType="MultipleCharValue"/>
        <field name="TotNumReports" id="911" type="uInt32NULL" description="Total number of instruments in the Replay loop. Used on Replay Feed only " offset="1" semanticType="int"/>
        <field name="SecurityUpdateAction" id="980" type="SecurityUpdateAction" description="Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modification (i.e. extension) occurs" offset="5" semanticType="char"/>
        <field name="LastUpdateTime" id="779" type="uInt64" description="Timestamp of when the instrument was last added, modified or deleted" offset="6" semanticType="UTCTimestamp"/>
        <field name="MDSecurityTradingStatus" id="1682" type="SecurityTradingStatus" description="Identifies the current state of the instrument. In Security Definition message this tag is available in the Instrument Replay feed only " offset="14" semanticType="int"/>
        <field name="ApplID" id="1180" type="Int16" description="The channel ID as defined in the XML Configuration file" offset="15" semanticType="int"/>
        <field name="MarketSegmentID" id="1300" type="uInt8" description="Identifies the market segment, populated for all CME Globex instruments" offset="17" semanticType="int"/>
        <field name="UnderlyingProduct" id="462" type="uInt8" description="Product complex" offset="18" semanticType="int"/>
        <field name="SecurityExchange" id="207" type="SecurityExchange" description="Exchange used to identify a security" offset="19" semanticType="Exchange"/>
        <field name="SecurityGroup" id="1151" type="SecurityGroup" description="Security Group Code." offset="23" semanticType="String"/>
        <field name="Asset" id="6937" type="Asset" description="The underlying asset code also known as Product Code" offset="29" semanticType="String"/>
        <field name="Symbol" id="55" type="Symbol" description="Instrument Name or Symbol " offset="35" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32" description="Unique instrument ID" offset="55" semanticType="int"/>
        <field name="SecurityIDSource" id="22" type="SecurityIDSource" description="Identifies class or source of tag 48-SecurityID value" semanticType="char"/>
        <field name="SecurityType" id="167" type="SecurityType" description="Security Type" offset="59" semanticType="String"/>
        <field name="CFICode" id="461" type="CFICode" description="ISO standard instrument categorization code" offset="65" semanticType="String"/>
        <field name="MaturityMonthYear" id="200" type="MaturityMonthYear" description="This field provides the actual calendar date for contract maturity" offset="71" semanticType="MonthYear"/>
        <field name="Currency" id="15" type="Currency" description="Identifies currency used for price" offset="76" semanticType="Currency"/>
        <field name="SettlCurrency" id="120" type="Currency" description="Identifies currency used for settlement, if different from trading currency" offset="79" semanticType="Currency"/>
        <field name="MatchAlgorithm" id="1142" type="CHAR" description="Matching algorithm " offset="82" semanticType="char"/>
        <field name="MinTradeVol" id="562" type="uInt32" description="The minimum trading volume for a security" offset="83" semanticType="Qty"/>
        <field name="MaxTradeVol" id="1140" type="uInt32" description="The maximum trading volume for a security" offset="87" semanticType="Qty"/>
        <field name="MinPriceIncrement" id="969" type="PRICE9" description="Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) eligible" offset="91" semanticType="Price"/>
        <field name="DisplayFactor" id="9787" type="Decimal9" description="Contains the multiplier to convert the CME Globex display price to the conventional price" offset="99" semanticType="float"/>
        <field name="MainFraction" id="37702" type="uInt8NULL" description="Price Denominator of Main Fraction" offset="107" semanticType="int"/>
        <field name="SubFraction" id="37703" type="uInt8NULL" description="Price Denominator of Sub Fraction" offset="108" semanticType="int"/>
        <field name="PriceDisplayFormat" id="9800" type="uInt8NULL" description="Number of decimals in fractional display price" offset="109" semanticType="int"/>
        <field name="UnitOfMeasure" id="996" type="UnitOfMeasure" description="Unit of measure for the products' original contract size. This will be populated for all products listed on CME Globex" offset="110" semanticType="String"/>
        <field name="UnitOfMeasureQty" id="1147" type="Decimal9NULL" description="This field contains the contract size for each instrument. Used in combination with tag 996-UnitofMeasure" offset="140" semanticType="Qty"/>
        <field name="TradingReferencePrice" id="1150" type="PRICENULL9" description="Reference price for prelisted instruments or the last calculated Settlement whether it be Theoretical, Preliminary or a Final Settle of the session." offset="148" semanticType="Price"/>
        <field name="SettlPriceType" id="731" type="SettlPriceType" description="Bitmap field of eight Boolean type indicators representing settlement price type" offset="156" semanticType="MultipleCharValue"/>
        <field name="OpenInterestQty" id="5792" type="Int32NULL" description="The total open interest for the market at the close of the prior trading session." offset="157" semanticType="Qty"/>
        <field name="ClearedVolume" id="5791" type="Int32NULL" description="The total cleared volume of instrument traded during the prior trading session." offset="161" semanticType="Qty"/>
        <field name="HighLimitPrice" id="1149" type="PRICENULL9" description="Allowable high limit price for the trading day" offset="165" semanticType="Price"/>
        <field name="LowLimitPrice" id="1148" type="PRICENULL9" description="Allowable low limit price for the trading day" offset="173" semanticType="Price"/>
        <field name="MaxPriceVariation" id="1143" type="PRICENULL9" description="Differential value for price banding." offset="181" semanticType="Price"/>
        <field name="DecayQuantity" id="5818" type="Int32NULL" description="Indicates the quantity that a contract will decay daily by once the decay start date is reached" offset="189" semanticType="Qty"/>
        <field name="DecayStartDate" id="5819" type="LocalMktDate" description="Indicates the date at which a decaying contract will begin to decay" offset="193" semanticType="LocalMktDate"/>
        <field name="OriginalContractSize" id="5849" type="Int32NULL" description="Fixed contract value assigned to each product" offset="195" semanticType="Qty"/>
        <field name="ContractMultiplier" id="231" type="Int32NULL" description="Number of deliverable units per instrument, e.g., peak days in maturity month or number of calendar days in maturity month" offset="199" semanticType="int"/>
        <field name="ContractMultiplierUnit" id="1435" type="Int8NULL" description="Indicates the type of multiplier being applied to the product. Optionally used in combination with tag 231-ContractMultiplier" offset="203" semanticType="int"/>
        <field name="FlowScheduleType" id="1439" type="Int8NULL" description="The schedule according to which the electricity is delivered in a physical contract, or priced in a financial contract. Specifies whether the contract is defined according to the Easter Peak, Eastern Off-Peak, Western Peak or Western Off-Peak." offset="204" semanticType="int"/>
        <field name="MinPriceIncrementAmount" id="1146" type="PRICENULL9" description="Monetary value equivalent to the minimum price fluctuation" offset="205" semanticType="Price"/>
        <field name="UserDefinedInstrument" id="9779" type="UserDefinedInstrument" description="User-defined instruments flag" offset="213" semanticType="char"/>
        <field name="TradingReferenceDate" id="5796" type="LocalMktDate" description="Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice" offset="214" semanticType="LocalMktDate"/>
        <field name="InstrumentGUID" id="37513" type="uInt64NULL" description="External unique instrument ID" offset="216" sinceVersion="10" semanticType="int"/>
        <group name="NoEvents" id="864" description="Number of repeating EventType entries" blockLength="9" dimensionType="groupSize">
            <field name="EventType" id="865" type="EventType" description="Code to represent the type of event" offset="0" semanticType="int"/>
            <field name="EventTime" id="1145" type="uInt64" description="Date and Time of instument Activation or Expiration event sent as number of nanoseconds since Unix epoch" offset="1" semanticType="UTCTimestamp"/>
        </group>
        <group name="NoMDFeedTypes" id="1141" description="Number of repeating FeedType entries" blockLength="4" dimensionType="groupSize">
            <field name="MDFeedType" id="1022" type="MDFeedType" description="Describes a class of service for a given data feed. GBX- Real Book, GBI-Implied Book" offset="0" semanticType="String"/>
            <field name="MarketDepth" id="264" type="Int8" description="Book depth" offset="3" semanticType="int"/>
        </group>
        <group name="NoInstAttrib" id="870" description="Number of repeating InstrAttribType entries" blockLength="4" dimensionType="groupSize">
            <field name="InstAttribType" id="871" type="InstAttribType" description="Instrument eligibility attributes" semanticType="int"/>
            <field name="InstAttribValue" id="872" type="InstAttribValue" description="Bitmap field of 32 Boolean type instrument eligibility flags" offset="0" semanticType="MultipleCharValue"/>
        </group>
        <group name="NoLotTypeRules" id="1234" description="Number of entries" blockLength="5" dimensionType="groupSize">
            <field name="LotType" id="1093" type="Int8" description="This tag is required to interpret the value in tag 1231-MinLotSize" offset="0" semanticType="int"/>
            <field name="MinLotSize" id="1231" type="DecimalQty" description="Minimum quantity accepted for order entry. If tag 1093-LotType=4, this value is the minimum quantity for order entry expressed in the applicable units, specified in tag 996-UnitOfMeasure, e.g. megawatts" offset="1" semanticType="Qty"/>
        </group>
    </ns2:message>

MDInstrumentDefinitionOption

The impact for template MDInstrumentDefinitionOption is highlighted below in green.

    <ns2:message name="MDInstrumentDefinitionOption55" id="55" description="MDInstrumentDefinitionOption" blockLength="221" semanticType="d" sinceVersion="9">
        <field name="MatchEventIndicator" id="5799" type="MatchEventIndicator" description="Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event" offset="0" semanticType="MultipleCharValue"/>
        <field name="TotNumReports" id="911" type="uInt32NULL" description="Total number of instruments in the Replay loop. Used on Replay Feed only " offset="1" semanticType="int"/>
        <field name="SecurityUpdateAction" id="980" type="SecurityUpdateAction" description="Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modification (i.e. extension) occurs" offset="5" semanticType="char"/>
        <field name="LastUpdateTime" id="779" type="uInt64" description="Timestamp of when the instrument was last added, modified or deleted" offset="6" semanticType="UTCTimestamp"/>
        <field name="MDSecurityTradingStatus" id="1682" type="SecurityTradingStatus" description="Identifies the current state of the instrument. The data is available in the Instrument Replay feed only " offset="14" semanticType="int"/>
        <field name="ApplID" id="1180" type="Int16" description="The channel ID as defined in the XML Configuration file" offset="15" semanticType="int"/>
        <field name="MarketSegmentID" id="1300" type="uInt8" description="Identifies the market segment, populated for all CME Globex instruments" offset="17" semanticType="int"/>
        <field name="UnderlyingProduct" id="462" type="uInt8" description="Indicates the product complex" offset="18" semanticType="int"/>
        <field name="SecurityExchange" id="207" type="SecurityExchange" description="Exchange used to identify a security" offset="19" semanticType="Exchange"/>
        <field name="SecurityGroup" id="1151" type="SecurityGroup" description="Security Group Code " offset="23" semanticType="String"/>
        <field name="Asset" id="6937" type="Asset" description="The underlying asset code also known as Product Code" offset="29" semanticType="String"/>
        <field name="Symbol" id="55" type="Symbol" description="Instrument Name or Symbol. Previously used as Instrument Group Code " offset="35" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32" description="Unique Instrument ID" offset="55" semanticType="int"/>
        <field name="SecurityIDSource" id="22" type="SecurityIDSource" description="Identifies class or source of tag 48-SecurityID value" semanticType="char"/>
        <field name="SecurityType" id="167" type="SecurityType" description="Security Type" offset="59" semanticType="String"/>
        <field name="CFICode" id="461" type="CFICode" description="ISO standard instrument categorization code" offset="65" semanticType="String"/>
        <field name="PutOrCall" id="201" type="PutOrCall" description="Indicates whether an option instrument is a put or call" offset="71" semanticType="int"/>
        <field name="MaturityMonthYear" id="200" type="MaturityMonthYear" description="This field provides the actual calendar date for contract maturity" offset="72" semanticType="MonthYear"/>
        <field name="Currency" id="15" type="Currency" description="Identifies currency used for price" offset="77" semanticType="Currency"/>
        <field name="StrikePrice" id="202" type="PRICENULL9" description="Strike Price for an option instrument" offset="80" semanticType="Price"/>
        <field name="StrikeCurrency" id="947" type="Currency" description="Currency in which the StrikePrice is denominated" offset="88" semanticType="Currency"/>
        <field name="SettlCurrency" id="120" type="Currency" description="Identifies currency used for settlement, if different from trade price currency" offset="91" semanticType="Currency"/>
        <field name="MinCabPrice" id="9850" type="PRICENULL9" description="Defines cabinet price for outright options products" offset="94" semanticType="Price"/>
        <field name="MatchAlgorithm" id="1142" type="CHAR" description="Matching algorithm" offset="102" semanticType="char"/>
        <field name="MinTradeVol" id="562" type="uInt32" description="The minimum trading volume for a security." offset="103" semanticType="Qty"/>
        <field name="MaxTradeVol" id="1140" type="uInt32" description="The maximum trading volume for a security." offset="107" semanticType="Qty"/>
        <field name="MinPriceIncrement" id="969" type="PRICENULL9" description="Minimum constant tick for the instrument" offset="111" semanticType="Price"/>
        <field name="MinPriceIncrementAmount" id="1146" type="PRICENULL9" description="Monetary value equivalent to the minimum price fluctuation" offset="119" semanticType="Price"/>
        <field name="DisplayFactor" id="9787" type="Decimal9" description="Contains the multiplier to convert the CME Globex display price to the conventional price" offset="127" semanticType="float"/>
        <field name="TickRule" id="6350" type="Int8NULL" description="VTT code referencing variable tick table " offset="135" semanticType="int"/>
        <field name="MainFraction" id="37702" type="uInt8NULL" description="Price Denominator of Main Fraction" offset="136" semanticType="int"/>
        <field name="SubFraction" id="37703" type="uInt8NULL" description="Price Denominator of Sub Fraction" offset="137" semanticType="int"/>
        <field name="PriceDisplayFormat" id="9800" type="uInt8NULL" description="Number of decimals in fractional display price" offset="138" semanticType="int"/>
        <field name="UnitOfMeasure" id="996" type="UnitOfMeasure" description="Unit of measure for the products' original contract size. This will be populated for all products listed on CME Globex" offset="139" semanticType="String"/>
        <field name="UnitOfMeasureQty" id="1147" type="Decimal9NULL" description="This field contains the contract size for each instrument. Used in combination with tag 996-UnitofMeasure" offset="169" semanticType="Qty"/>
        <field name="TradingReferencePrice" id="1150" type="PRICENULL9" description="Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session" offset="177" semanticType="Price"/>
        <field name="SettlPriceType" id="731" type="SettlPriceType" description="Bitmap field of eight Boolean type indicators representing settlement price type" offset="185" semanticType="MultipleCharValue"/>
        <field name="ClearedVolume" id="5791" type="Int32NULL" description="The total cleared volume of instrument traded during the prior trading session" offset="186" semanticType="Qty"/>
        <field name="OpenInterestQty" id="5792" type="Int32NULL" description="The total open interest for the market at the close of the prior trading session." offset="190" semanticType="Qty"/>
        <field name="LowLimitPrice" id="1148" type="PRICENULL9" description="Allowable low limit price for the trading day " offset="194" semanticType="Price"/>
        <field name="HighLimitPrice" id="1149" type="PRICENULL9" description="Allowable high limit price for the trading day" offset="202" semanticType="Price"/>
        <field name="UserDefinedInstrument" id="9779" type="UserDefinedInstrument" description="User-defined instruments flag" offset="210" semanticType="char"/>
        <field name="TradingReferenceDate" id="5796" type="LocalMktDate" description="Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice" offset="211" semanticType="LocalMktDate"/>
        <field name="InstrumentGUID" id="37513" type="uInt64NULL" description="External unique instrument ID" offset="213" sinceVersion="10" semanticType="int"/>
        <group name="NoEvents" id="864" description="Number of EventType entries" blockLength="9" dimensionType="groupSize">
            <field name="EventType" id="865" type="EventType" description="Code to represent the type of event" offset="0" semanticType="int"/>
            <field name="EventTime" id="1145" type="uInt64" description="Date and Time of instument Activation or Expiration event sent as number of nanoseconds since Unix epoch" offset="1" semanticType="UTCTimestamp"/>
        </group>
        <group name="NoMDFeedTypes" id="1141" description="Number of FeedType entries" blockLength="4" dimensionType="groupSize">
            <field name="MDFeedType" id="1022" type="MDFeedType" description="Describes a class of service for a given data feed. GBX- Real Book, GBI-Implied Book" offset="0" semanticType="String"/>
            <field name="MarketDepth" id="264" type="Int8" description="Book depth" offset="3" semanticType="int"/>
        </group>
        <group name="NoInstAttrib" id="870" description="Number of InstrAttribType entries" blockLength="4" dimensionType="groupSize">
            <field name="InstAttribType" id="871" type="InstAttribType" description="Instrument Eligibility Attributes" semanticType="int"/>
            <field name="InstAttribValue" id="872" type="InstAttribValue" description="Bitmap field of 32 Boolean type Instrument eligibility flags" offset="0" semanticType="MultipleCharValue"/>
        </group>
        <group name="NoLotTypeRules" id="1234" description="Number of entries" blockLength="5" dimensionType="groupSize">
            <field name="LotType" id="1093" type="Int8" description="This tag is required to interpret the value in tag 1231-MinLotSize" offset="0" semanticType="int"/>
            <field name="MinLotSize" id="1231" type="DecimalQty" description="Minimum quantity accepted for order entry. If tag 1093-LotType=4, this value is the minimum quantity for order entry expressed in the applicable units, specified in tag 996-UnitOfMeasure, e.g. megawatts" offset="1" semanticType="Qty"/>
        </group>
        <group name="NoUnderlyings" id="711" description="Number of underlying instruments" blockLength="24" dimensionType="groupSize">
            <field name="UnderlyingSecurityID" id="309" type="Int32" description="Unique Instrument ID as qualified by the exchange per tag 305-UnderlyingSecurityIDSource" offset="0" semanticType="int"/>
            <field name="UnderlyingSecurityIDSource" id="305" type="SecurityIDSource" description="This value is always '8' for CME" semanticType="char"/>
            <field name="UnderlyingSymbol" id="311" type="UnderlyingSymbol" description="Underlying Instrument Symbol (Contract Name)" offset="4" semanticType="String"/>
        </group>
        <group name="NoRelatedInstruments" id="1647" description="Number of related instruments group" blockLength="24" dimensionType="groupSize">
            <field name="RelatedSecurityID" id="1650" type="Int32" description="Related Security ID" offset="0" semanticType="int"/>
            <field name="RelatedSecurityIDSource" id="1651" type="SecurityIDSource" description="Related Security ID source" semanticType="char"/>
            <field name="RelatedSymbol" id="1649" type="Symbol" description="Related instrument Symbol" offset="4" semanticType="String"/>
        </group>
    </ns2:message>

MDInstrumentDefinitionSpread

The impacts for template MDInstrumentDefinitionSpread are highlighted below in green.

    <ns2:message name="MDInstrumentDefinitionSpread56" id="56" description="MDInstrumentDefinitionSpread" blockLength="255" semanticType="d" sinceVersion="9">
        <field name="MatchEventIndicator" id="5799" type="MatchEventIndicator" description="Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event" offset="0" semanticType="MultipleCharValue"/>
        <field name="TotNumReports" id="911" type="uInt32NULL" description="Total number of instruments in the Replay loop. Used on Replay Feed only" offset="1" semanticType="int"/>
        <field name="SecurityUpdateAction" id="980" type="SecurityUpdateAction" description="Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modification (i.e. extension) occurs" offset="5" semanticType="char"/>
        <field name="LastUpdateTime" id="779" type="uInt64" description="Timestamp of when the instrument was last added, modified or deleted" offset="6" semanticType="UTCTimestamp"/>
        <field name="MDSecurityTradingStatus" id="1682" type="SecurityTradingStatus" description="Identifies the current state of the instrument. The data is available in the Instrument Replay feed only" offset="14" semanticType="int"/>
        <field name="ApplID" id="1180" type="Int16" description="The channel ID as defined in the XML Configuration file" offset="15" semanticType="int"/>
        <field name="MarketSegmentID" id="1300" type="uInt8" description="Identifies the market segment, populated for all CME Globex instruments" offset="17" semanticType="int"/>
        <field name="UnderlyingProduct" id="462" type="uInt8NULL" description="Product complex" offset="18" semanticType="int"/>
        <field name="SecurityExchange" id="207" type="SecurityExchange" description="Exchange used to identify a security" offset="19" semanticType="Exchange"/>
        <field name="SecurityGroup" id="1151" type="SecurityGroup" description="Security Group Code" offset="23" semanticType="String"/>
        <field name="Asset" id="6937" type="Asset" description="The underlying asset code also known as Product Code" offset="29" semanticType="String"/>
        <field name="Symbol" id="55" type="Symbol" description="Instrument Name or Symbol. Previously used as  Group Code " offset="35" semanticType="String"/>
        <field name="SecurityID" id="48" type="Int32" description="Unique instrument ID" offset="55" semanticType="int"/>
        <field name="SecurityIDSource" id="22" type="SecurityIDSource" description="Identifies class or source of the security ID (Tag 48) value" semanticType="char"/>
        <field name="SecurityType" id="167" type="SecurityType" description="Security Type" offset="59" semanticType="String"/>
        <field name="CFICode" id="461" type="CFICode" description="ISO standard instrument categorization code" offset="65" semanticType="String"/>
        <field name="MaturityMonthYear" id="200" type="MaturityMonthYear" description="This field provides the actual calendar date for contract maturity" offset="71" semanticType="MonthYear"/>
        <field name="Currency" id="15" type="Currency" description="Identifies currency used for price" offset="76" semanticType="Currency"/>
        <field name="SecuritySubType" id="762" type="SecuritySubType" description="Strategy type" offset="79" semanticType="String"/>
        <field name="UserDefinedInstrument" id="9779" type="UserDefinedInstrument" description="User-defined instruments flag" offset="84" semanticType="char"/>
        <field name="MatchAlgorithm" id="1142" type="CHAR" description="Matching algorithm" offset="85" semanticType="char"/>
        <field name="MinTradeVol" id="562" type="uInt32" description="The minimum trading volume for a security" offset="86" semanticType="Qty"/>
        <field name="MaxTradeVol" id="1140" type="uInt32" description="The maximum trading volume for a security" offset="90" semanticType="Qty"/>
        <field name="MinPriceIncrement" id="969" type="PRICENULL9" description="Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) eligible" offset="94" semanticType="Price"/>
        <field name="DisplayFactor" id="9787" type="Decimal9" description="Contains the multiplier to convert the CME Globex display price to the conventional price" offset="102" semanticType="float"/>
        <field name="PriceDisplayFormat" id="9800" type="uInt8NULL" description="Number of decimals in fractional display price" offset="110" semanticType="int"/>
        <field name="PriceRatio" id="5770" type="PRICENULL9" description="Used for price calculation in spread and leg pricing" offset="111" semanticType="Price"/>
        <field name="TickRule" id="6350" type="Int8NULL" description="Tick Rule " offset="119" semanticType="int"/>
        <field name="UnitOfMeasure" id="996" type="UnitOfMeasure" description="Unit of measure for the products' original contract size" offset="120" semanticType="String"/>
        <field name="TradingReferencePrice" id="1150" type="PRICENULL9" description="Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session" offset="150" semanticType="Price"/>
        <field name="SettlPriceType" id="731" type="SettlPriceType" description="Bitmap field of eight Boolean type indicators representing settlement price type" offset="158" semanticType="MultipleCharValue"/>
        <field name="OpenInterestQty" id="5792" type="Int32NULL" description="The total open interest for the market at the close of the prior trading session" offset="159" semanticType="Qty"/>
        <field name="ClearedVolume" id="5791" type="Int32NULL" description="The total cleared volume of instrument traded during the prior trading session" offset="163" semanticType="Qty"/>
        <field name="HighLimitPrice" id="1149" type="PRICENULL9" description="Allowable high limit price for the trading day" offset="167" semanticType="Price"/>
        <field name="LowLimitPrice" id="1148" type="PRICENULL9" description="Allowable low limit price for the trading day" offset="175" semanticType="Price"/>
        <field name="MaxPriceVariation" id="1143" type="PRICENULL9" description="Differential value for price banding" offset="183" semanticType="Price"/>
        <field name="MainFraction" id="37702" type="uInt8NULL" description="Price Denominator of Main Fraction" offset="191" semanticType="int"/>
        <field name="SubFraction" id="37703" type="uInt8NULL" description="Price Denominator of Sub Fraction" offset="192" semanticType="int"/>
        <field name="TradingReferenceDate" id="5796" type="LocalMktDate" description="Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice" offset="193" semanticType="LocalMktDate"/>
        <field name="PriceQuoteMethod" id="1196" type="String5" description="Price quotation method" offset="195" sinceVersion="10" semanticType="String"/>
        <field name="RiskSet" id="37721" type="String6" description="Risk Set identifies the list of instruments sharing credit limits set up" offset="200" sinceVersion="10" semanticType="String"/>
        <field name="MarketSet" id="37722" type="String6" description="Market Set defines the bilateral relationship and Self Match Prevention configuration for eligible markets" offset="206" sinceVersion="10" semanticType="String"/>
        <field name="InstrumentGUID" id="37513" type="uInt64NULL" description="External unique instrument ID" offset="212" sinceVersion="10" semanticType="int"/>
        <field name="FinancialInstrumentFullName" id="2714" type="LongName" description="Long name of the instrument" offset="220" sinceVersion="10" semanticType="String"/>
        <group name="NoEvents" id="864" description="Number of repeating EventType entries" blockLength="9" dimensionType="groupSize">
            <field name="EventType" id="865" type="EventType" description="Code to represent the type of event" offset="0" semanticType="int"/>
            <field name="EventTime" id="1145" type="uInt64" description="Date and time of instument Activation or Expiration event sent as number of nanoseconds since Unix epoch" offset="1" semanticType="UTCTimestamp"/>
        </group>
        <group name="NoMDFeedTypes" id="1141" description="Number of FeedType entries" blockLength="4" dimensionType="groupSize">
            <field name="MDFeedType" id="1022" type="MDFeedType" description="Describes a class of service for a given data feed. GBX- Real Book, GBI-Implied Book" offset="0" semanticType="String"/>
            <field name="MarketDepth" id="264" type="Int8" description="Identifies the depth of book" offset="3" semanticType="int"/>
        </group>
        <group name="NoInstAttrib" id="870" description="Number of InstrAttribType entries" blockLength="4" dimensionType="groupSize">
            <field name="InstAttribType" id="871" type="InstAttribType" description="Instrument Eligibility Attributes" semanticType="int"/>
            <field name="InstAttribValue" id="872" type="InstAttribValue" description="Bitmap field of 32 Boolean type Instrument eligibility flags" offset="0" semanticType="MultipleCharValue"/>
        </group>
        <group name="NoLotTypeRules" id="1234" description="Number of entries" blockLength="5" dimensionType="groupSize">
            <field name="LotType" id="1093" type="Int8" description="This tag is required to interpret the value in tag 1231-MinLotSize" offset="0" semanticType="int"/>
            <field name="MinLotSize" id="1231" type="DecimalQty" description="Minimum quantity accepted for order entry. If tag 1093-LotType=4, this value is the minimum quantity for order entry expressed in the applicable units, specified in tag 996-UnitOfMeasure, e.g. megawatts" offset="1" semanticType="Qty"/>
        </group>
        <group name="NoLegs" id="555" description="Number of Leg entries" blockLength="18" dimensionType="groupSize">
            <field name="LegSecurityID" id="602" type="Int32" description="Leg Security ID" offset="0" semanticType="int"/>
            <field name="LegSecurityIDSource" id="603" type="SecurityIDSource" description="Identifies source of tag 602-LegSecurityID value" semanticType="char"/>
            <field name="LegSide" id="624" type="LegSide" description="Leg side" offset="4" semanticType="int"/>
            <field name="LegRatioQty" id="623" type="Int8" description="Leg ratio of quantity for this individual leg relative to the entire multi-leg instrument" offset="5" semanticType="Qty"/>
            <field name="LegPrice" id="566" type="PRICENULL9" description="Price for the future leg of a UDS Covered instrument " offset="6" semanticType="Price"/>
            <field name="LegOptionDelta" id="1017" type="DecimalQty" description="Delta used to calculate the quantity of futures used to cover the option or option strategy" offset="14" semanticType="Qty"/>
        </group>
    </ns2:message>  

Non-Impacting SBE Template Updates

The following new SBE templates will not be utilized on futures and options CME Globex market data channels. 

TCP Recovery for UDP Schema Update

With this release client systems that support TCP Recovery for UDP must migrate to a separate dedicated Global TCP Recovery SBE Schema for UDP.  Therefore, with this release client systems that utilize MDP TCP recovery must support both the Core Globex and Global TCP Recovery SBE Schema for UDP SBE schemas.  The Global TCP Recovery schema is already in use for EBS, Brokertec, Data Insights and Streamlined Market Data. This change does not support template extension.

CME provides an FTP (https://www.cmegroup.com/ftp) and SFTP (sftpng.cmegroup.com) site to disseminate MDP 3.0 schemas. CME Group recommends clients use SFTP over FTP to access configuration files.  See the available FTP schema file location for TCP Recovery SBE Schema for UDP. 

Template Mapping

The table below outlines the template mapping between the current v9 core schema templates and the new Global TCP Recovery SBE Schema for UDP.  

TCP Recovery Connection Details

Contact Information

For technical development support, contact Certification Support for Electronic Trading (CSET).

For production requests, please contact the Global Command Center (GCC).

For all other inquiries, please contact Global Account Management (GAM).