CME MDP 3.0 Market Data Security Definition Updates

CME MDP 3.0 Market Data Security Definition Updates

Starting Thursday, June 25, CME Group will populate existing fields in the CME Market Data 3.0 Security Definition tag 35-MsgType=d messages. The following fields and markets will be impacted:

  • tag 1682-MDSecurityTradingStatus – Impacts listed derivatives, BrokerTec, and Update EBS on MDP UDP Incremental Security Definition messaging.

  • tag 37513-InstrumentGUIDImpacts listed derivatives on both MDP UDP Incremental and Instrument Replay Security Definition messaging.

Impacts listed derivatives on both MDP UDP Incremental and Instrument Replay Security Definition messaging.

Contents

Revision History

Date

Description

Date

Description

Tuesday, July 7, 2026

Updated the Production launch date for Channels 326, 327, 329, and 333.

Monday, June 22, 2026

Updated content for Security Status changes for Security Definition Fields.

Thursday, June 18, 2026

Updated the tag 1682-MDSecurityTradingStatus and tag 37513-InstrumentGUID descriptions.

Wednesday, June 10, 2026

Initial publication of this client impact assessment.

Key Events and Dates

Date

Milestone

Date

Milestone

Thursday, June 25, 2026

New Release Phase 1 channels to receive populated fields.

Thursday, July 9, 2026

New Release Phase 2 channels to receive populated fields.

Saturday, August 15, 2026

Production Phase 3 channels to receive populated fields.

Sunday, August 16, 2026

Production Phase 4 channels to receive populated fields.

Saturday, August 29, 2026

Production Phase 5 channels to receive populated fields.

Sunday, August 30, 2026

Production Phase 6 channels to receive populated fields.

Testing and Certification

Certification is not required for customer systems already certified to CME MDP 3.0 Market Data. However, testing is strongly recommended.

Security Definition Fields and Descriptions

The following table outlines the impacted markets and existing fields populated by MDP 3.0.

Security Status changes in the following scenarios will NOT result in a 35-MsgType=d message update:

  • MD Security Trading Status Group Level change.

  • MD Security Trading Status Instrument Level change due to Velocity Logic event.

  • Manual changes to trading status of instruments.

Tag

FIX Name

Type

Semantic Type

Valid Values

Market Impact

Description

Tag

FIX Name

Type

Semantic Type

Valid Values

Market Impact

Description

1682

MDSecurityTradingStatus

SecurityTradingStatus

int

  • 2=Trading Halt

  • 4=Close            

  • 17=Ready to trade (start of session)

  • 18=Not available for trading

  • 21=Pre Open  

Listed derivatives, BrokerTec and EBS

Identifies the current state of the instrument.

37513

InstrumentGUID

uInt64NULL

int

 

Listed derivatives

External unique instrument ID

Channel Launch Schedule

Below is the launch schedule for the New Release and Production channels impacted by this change.

CME MDP Conflated TCP Channels are impacted by these updates. Repo channels are out of scope for these updates.

New Release Launch Schedule

Channel Name

Channel Number

Launch Date

Channel Name

Channel Number

Launch Date

CME Globex Equity Options - E-mini S&P 500 outrights

311

After 4 p.m. CT Thursday, June 25, 2026

CME Globex Interest Rate Options

313

CME Globex FX Futures

314

CME Globex Equity Futures - excludes E-mini S&P 500

318

CME Globex Equity Options - excludes E-mini S&P 500

319

CME Globex FX Options

321

CME Globex Equity Options - Micro E-mini S&P 500 and E-mini S&P 500 option spreads

323

CME Crypto Futures

326

CME Crypto Options

327

Event-based contracts

329

CME Globex FX Spot+

330

CBOT Globex Equity Index Futures

342

CBOT Globex Equity Index Options

343

CBOT Globex Interest Rate Options

345

Eris Options

350

COMEX Globex Options

361

NYMEX Globex Emissions Options

381

NYMEX Globex Crude & Crude Refined Options

383

NYMEX Globex Metals, Softs, and Alternative Market Options

385

NYMEX Globex Nat Gas & other Non-Crude Energy Options

387

GME Globex Options

441

CME Globex Equity Futures - E-mini S&P 500 futures

310

After 4 p.m. CT Thursday, July 9, 2026

CME Globex Interest Rate Futures

312

CME Globex Commodity Futures

316

CME Globex Commodity Options

317

Single Stock Futures

324

Event Contracts II

333

CBOT Globex Commodity Futures

340

CBOT Globex Commodity Options

341

CBOT Globex Interest Rate Futures

344

CBOT Globex Interest Rate Futures II

348

COMEX Globex Futures

360

NYMEX Globex Emissions Futures

380

NYMEX Globex Crude & Crude Refined Futures

382

NYMEX Globex Metals, Softs, & Alternative Market Futures

384

NYMEX Globex Nat Gas & other Non-Crude Energy Futures

386

BMD Globex Futures

430

BMD Globex Options

431

GME Globex Futures

440

US Actives CME MDP Premium

490

BrokerTec U.S. Actives - CME MDP Conflated UDP

500

BrokerTec U.S. Actives - CME MDP Conflated TCP

510

BrokerTec EGBs CME MDP Premium

492

BrokerTec EGBs CME MDP Conflated UDP

502

BrokerTec EGBs CME MDP Conflated TCP

511

BrokerTec Chicago

504

BrokerTec Chicago CME MDP Conflated UDP

505

BrokerTec Chicago CME MDP Conflated TCP

506

EBS Market New York - CME MDP 1 Millisecond Conflated UDP

518

EBS Ultra New York - CME MDP 5 Millisecond Conflated UDP

528

EBS Credit Screened New York - CME MDP 20 Millisecond Conflated TCP 

532

EBS Ultra New York - CME MDP 20 Millisecond Conflated TCP

545

EBS Ultra London - CME MDP 5 Millisecond Conflated UDP

529

EBS Credit Screened London - CME MDP 20 Millisecond Conflated TCP

533

EBS Ultra London Russian Ruble - CME MDP 5 Millisecond Conflated TCP

538

EBS Ultra London - CME MDP 20 Millisecond Conflated TCP

546

EBS Ultra London - CME MDP 1 Millisecond Conflated UDP

519

EBS Ultra OFF SEF NDF London - CME MDP 5 Millisecond Conflated UDP 

520

EBS Ultra OFF SEF NDF London - CME MDP 5 Millisecond Conflated UDP

521

EBS Ultra OFF SEF NDF London - CME MDP 1 Millisecond Conflated UDP

530

EBS Ultra OFF SEF NDF London - CME MDP 100 Millisecond Conflated UDP

531

EBS Credit Screened MTF NDF London - CME MDP 20 Millisecond Conflated TCP

534

EBS Credit Screened MTF NDF London - CME MDP 50 Millisecond Conflated TCP

535

Production Launch Schedule

 

Channel Name

Channel Number

Launch Date

Channel Name

Channel Number

Launch Date

CME Crypto Futures

326

Saturday, August 15, 2026

CME Crypto Options

327

Event-based contracts

329

CME Globex Equity Options - E-mini S&P 500 outrights

311

Sunday, August 16, 2026

CME Globex Interest Rate Options

313

CME Globex FX Futures

314

CME Globex Equity Futures - excludes E-mini S&P 500

318

CME Globex Equity Options - excludes E-mini S&P 500

319

CME Globex FX Options

321

CME Globex Equity Options - Micro E-mini S&P 500 and E-mini S&P 500 option spreads

323

CME Globex FX Spot+

330

CBOT Globex Equity Index Futures

342

CBOT Globex Equity Index Options

343

CBOT Globex Interest Rate Options

345

Eris Options

350

COMEX Globex Options

361

NYMEX Globex Emissions Options

381

NYMEX Globex Crude & Crude Refined Options

383

NYMEX Globex Metals, Softs, and Alternative Market Options

385

NYMEX Globex Nat Gas & other Non-Crude Energy Options

387

GME Globex Options

441

Event Contracts II

333

Saturday, August 29, 2026

CME Globex Equity Futures - E-mini S&P 500 futures

310

Sunday, August 30, 2026

CME Globex Interest Rate Futures

312

CME Globex Commodity Futures

316

CME Globex Commodity Options

317

Single Stock Futures

324

CBOT Globex Commodity Futures

340

CBOT Globex Commodity Options

341

CBOT Globex Interest Rate Futures

344

CBOT Globex Interest Rate Futures II

348

COMEX Globex Futures

360

NYMEX Globex Emissions Futures

380

NYMEX Globex Crude & Crude Refined Futures

382

NYMEX Globex Metals, Softs, & Alternative Market Futures

384

NYMEX Globex Nat Gas & other Non-Crude Energy Futures

386

BMD Globex Futures

430




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