SBE - Market Data for CME FutureSports Performance Indexes
CME Group will launch the CME FutureSports Performance Indexes (FSPI), rules-based reference benchmarks designed to measure cumulative team performance over time through the systematic aggregation of officially reported league performance statistics. Data is available as intra-day and end-of-day (EOD) streams.
This topic outlines the necessary information for processing CME FuturesSports Performance Indexes.
Additional Resources |
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Contents
- 1 Revision History
- 2 Key Events and Dates
- 3 Testing and Certification
- 4 Summary of Impacts
- 5 CME FutureSports Performance Indexes Processing
- 5.1 Message Specification
- 5.1.1 Index Message
- 5.1.2 Constituent Message
- 5.1.3 Admin Heartbeat Message
- 5.1 Message Specification
- 6 Market Data Channels
- 7 CME Datamine
- 8 Product Offerings
- 9 Network Configuration Details
- 10 TCP Replay
- 11 Schedule
Revision History
Date | Description |
|---|---|
August 20, 2026 | Added CME Datamine data licensing details. |
August 19, 2026 | Updated Production launch date to August 20, 2026. |
August 12, 2026 | Updated Production launch date to Q3 2026. |
August 11, 2026 | Added Production launch date. |
August 6, 2026 | Initial publication |
Key Events and Dates
Date | Milestone |
|---|---|
Now Available | New Release. |
Thursday, August 20, 2026 | Production launch. |
Testing and Certification
Certification is not required. Testing is strongly recommended.
Summary of Impacts
New NHL market data channel (271)
New - Index Message
New - Constituent Message
New SBE schema and templates
MDStatisticsReportLeagueIndex
MDStatisticsReportLeagueConstituent
Available 24/7
CME FutureSports Performance Indexes Processing
CME FSPI Sports Indexes will be powered by FutureSports and calculated based on live, in-game metrics of teams for every event in a league’s respective season. The indexes will follow a transparent, points-based system based on official league statistics. Positive actions (constituent message) add points to the index, while negative actions (constituent message) subtract them.
Index and Constituent messages are sent as intra-day (tag 286-OpenCloseSettle=107) or end-of-day messages (tag 286-OpenCloseSettle=108). The Index and Constituent messages can be uniquely joined via the Symbol (55), tradingReferenceDate (5796) and transactTime (60) tags. The unique join is for game/events occurring for that team (Symbol) and even date (tradingReferenceDate) - including if there are multiple events across the same day i.e a team plays two matches in one day.
When a constituent message is updated, only the updated constituent values along with the updated index value will be sent to clients for intra-day (tag 286-OpenCloseSettle=107) feeds. If a constituent message needs to be reprinted due to incorrect value, the updated constituent value along with the updated index value will be sent either for intra-day or end-of-day (tag 286-OpenCloseSettle=110) feeds.
Message Specification
The following are message specifications for FSPI.
Index Message
The following message provides statistical data for the FutureSports Performance Indexes. These are sent both intra-day and end-of-day. This message maps to the MDStatisticsReportLeagueIndex template in the SBE MDP FSPI schema.
Tag | FIX Name | Format | Valid Values | Description |
|---|---|---|---|---|
Body | ||||
60 | TransactTime | uInt64 |
| Start of event processing time in number of nanoseconds since Unix epoch |
1683 | MDSubFeedType | uInt16NULL |
| Describes a sub-class for a given class of service |
286 | OpenCloseSettle | ValueTypeFlag |
| Indicates Index value type sent in the message: streaming, resend of previous values, end of day or preliminary snapshot. |
207 | SecurityExchange | SecurityExchange |
| Security Exchange |
7178 | ProductGUID | uInt64NULL |
| Reserved for future use. |
55 | Symbol | Symbol |
| Index instrument symbol, i.e. NHLTOR. |
5796 | TradingReferenceDate | LocalMktDate |
| Business date that index belongs to |
50001 | BatchTotalMessages | uInt8 |
| Total number of messages contained within the batch |
893 | LastFragment | Boolean |
| Indicates whether the message is the last message in a sequence of messages to support fragmentation |
2455 | MDStatisticDesc | String130 |
| Description of team / player the calculated index represents, i.e. Toronto Maple Leafs |
Repeating Group | ||||
2474 | NoMDStatistics | groupSize |
| Displays the number of market data statistics, i.e the number of repeating groups |
->2478 | MDStatisticValue | Decimal32NULL |
| The change delta for the statistical value for the index |
->2479 | MDStatisticValueType | StatisticValueType |
| Type of statistical value |
->2454 | MDStatisticName | String130 |
| Denotes the name of the statistic being represented, i.e. indexLevel or dailyReturnPct |
Example Index message
[35]=DP|
[60]=1784856571644000000|
[55]=NHLANA|
[207]=FSPI|
[286]=108|
[893]=1|
[1683]=2012|
[2455]=Anaheim Ducks|
[2474]=3|
[2454]=indexLevel|
[2478]=66309_1|
[2479]=1|
[2454]=priorIndexLevel|
[2478]=66309-1|
[2479]=1|
[2454]=indexLevelDelta|
[2478]=0|
[2479]=1|
[5796]=20656|
[7178]=null|
[50001]=1|
Constituent Message
The following message provides index and constituent statistical data on FutureSports Performance Indexes. These are sent either intra-day or end-of-day. This message maps to the MDStatisticsReportLeagueConstituent template in the SBE MDP FSPI schema.
Tag | FIX Name | Format | Valid Values | Description |
|---|---|---|---|---|
Body | ||||
60 | TransactTime | uInt64 |
| Start of event processing time in number of nanoseconds since Unix epoch |
1683 | MDSubFeedType | uInt16NULL |
| Describes a sub-class for a given class of service |
286 | OpenCloseSettle | ValueTypeFlag |
| Indicates Index value type sent in the message: streaming, resend of previous values, end of day or preliminary snapshot |
207 | SecurityExchange | SecurityExchange |
| Security Exchange |
7178 | ProductGUID | uInt64NULL |
| Reserved for future use. |
55 | Symbol | Symbol |
| Constituent instrument symbol, i.e. NHLTOR |
5796 | TradingReferenceDate | LocalMktDate |
| Indicates the business date that the constituents were generated on |
50001 | BatchTotalMessages | uInt8 |
| Total number of messages contained within batch |
893 | LastFragment | Boolean |
| Indicates whether the message is the last message in a sequence of messages to support fragmentation |
2455 | MDStatisticDesc | String130 |
| Description of event that that the constituent was calculated on, i.e. Toronto Maple Leafs @ San Jose Sharks 2026-04-03T02:00:00Z |
Repeating Group | ||||
2474 | NoMDStatistics | groupSize |
| Displays the number of market data statistics, i.e. the number of repeating groups |
->2478 | MDStatisticValue | Decimal32NULL |
| The change delta for the statistical value that represents a given constituent. |
->2479 | MDStatisticValueType | StatisticValueType |
| Type of statistical value |
->2454 | MDStatisticName | String130 |
| Displays the event that the constituent data is associated to, i.e. team-statistics-hits |
->37533 | Multiplier | Decimal32NULL |
| The multiplier is the weight of the given constituent in the overall index. |
->37544 | AdjustmentFactor | Decimal32NULL |
| Denotes the weighting of a multiplier, used to weight the significance of an event outcome, e.g. in NHL playoff games vs regular games for that specific constituent |
->37545 | ConstituentDelta | Decimal32NULL |
| The representation of the value multiplied by weight multiplied by multiplier |
→2476 | MDStatisticTime | uInt64 |
| Represents the exact time when a specific market data statistic is calculated. |
Example Constituent message
[35]=DP|
[60]=1784856571644000000|
[55]=NHLANA|
[207]=FSPI|
[286]=108|
[893]=0|
[1683]=2013|
[2455]=St. Louis Blues @ Anaheim Ducks 2026-04-04T02:00:00Z|
[2474]=1|
[2454]=team-statistics-faceoffs-won|
[2476]=1784765666536000000|
[2478]=1_0|
[2479]=1|
[37533]=25-1|
[37544]=10-1|
[37545]=25-1|
[5796]=20656|
[7178]=null|
[50001]=48|
Admin Heartbeat Message
Admin Heartbeat (tag 35-MsgType=0) message is sent on UDP Real-Time Feed and Recovery Feeds in periods of no activity at a configurable time interval and consists of only a standard technical header and a FIX message header. Currently, the configurable time interval is 30 seconds. This message maps to the AdminHeartbeat template ID=319 in the SBE MDP FSPI schema.
Market Data Channels
The following table lists the channels that are disseminated, FSPI SBE schema directory, and FSPI configuration directory. Market data functionality is supported with standard Simple Binary Encoding (SBE).
Channel Name | Environment | Channel ID | SBE Schema File SFTP Directory | Schema File Name | Configuration File SFTP Directory | Configuration File Name |
|---|---|---|---|---|---|---|
CME FSPI NHL Indexes | Production | 271 | /SBEFix/Production/FSPI/Templates/ | template.xml
| /SBEFix/Production/Configuration | config.xml
|
New Release | /SBEFix/NRCert/FSPI/Templates/ | /SBEFix/NRCert/Configuration |
Market Data for CME FutureSports Performance Indexes
Data Multicast Connection Details
View multicast IP and port details for the new market data multicast group (CME Group Login required).
CME Datamine
Data Licensing for CME FSPI NHL Indices can be obtained via CME Datamine.
Product Offerings
CME FSPI NHL Product offerings:
Index Name | Tag 55 - Symbol |
|---|---|
CME FSPI NHL Anaheim Ducks Index | NHLANA |
CME FSPI NHL Boston Bruins Index | NHLBOS |
CME FSPI NHL Buffalo Sabres Index | NHLBUF |
CME FSPI NHL Calgary Flames Index | NHLCGY |
CME FSPI NHL Carolina Hurricanes Index | NHLCAR |
CME FSPI NHL Chicago Blackhawks Index | NHLCHI |
CME FSPI NHL Colorado Avalanche Index | NHLCOL |
CME FSPI NHL Columbus Blue Jackets Index | NHLCBJ |
CME FSPI NHL Dallas Stars Index | NHLDAL |
CME FSPI NHL Detroit Red Wings Index | NHLDET |
CME FSPI NHL Edmonton Oilers Index | NHLEDM |
CME FSPI NHL Florida Panthers Index | NHLFLA |
CME FSPI NHL Los Angeles Kings Index | NHLLAK |
CME FSPI NHL Minnesota Wild Index | NHLMIN |
CME FSPI NHL Montreal Canadiens Index | NHLMTL |
CME FSPI NHL Nashville Predators Index | NHLNSH |
CME FSPI NHL New Jersey Devils Index | NHLNJD |
CME FSPI NHL New York Islanders Index | NHLNYI |
CME FSPI NHL New York Rangers Index | NHLNYR |
CME FSPI NHL Ottawa Senators Index | NHLOTT |
CME FSPI NHL Philadelphia Flyers Index | NHLPHI |