This topic describes Market Data Security Status (tag 35-MsgType=f) management for CME Globex. The Market Data Security Status message is used to indicate:

Security group market state change
Instrument state change
Implied matching OFF/ ON state
Trade date roll
Workup state change

Contents

1 Security Status Market State Support
2 Security Status Priority
- 2.1 Security Status Priority Example
  - 2.1.1 Message #1 - Open Group Status Change
  - 2.1.2 Message #2 - Instrument Status Change
  - 2.1.3 Message #3 - Close Group Status Change
3 Instrument Expiration for BrokerTec

Security Status Market State Support

This section outlines CME Globex Market Data Security Status (35=f) FIX message tag usage for product groups, instruments and workup processing.

Group Security Status Tag Usage

These group level messages map to the SecurityStatus template in the SBE MDP core message schema.

Tag	Pre-Open	Pre-Open - No Cancel	Opening	Open	Trade Date Roll (While Open)	Pause	Close - Not Final

CME Group Client Systems Wiki

MDP 3.0 - Security Status

Security Status Market State Support

Group Security Status Tag Usage