Message Structures
- CME Group
This topic contains the specifications for the ITC messaging format. CME Group floor market data is disseminated only in ITC. ITC is required for customers that want to receive CME floor market data. All ITC Market Data messages have a message header followed by a message body, product classification and additional field groups. Each field group contains one or more fields defined below.
Category Z – Contract Specification messages do not follow the standard Product Classification. See Category Z sample messages.
ITC Header
Position | Name | Length | Valid Values | Description |
|---|---|---|---|---|
1 | SOH control character | (1) | Binary representation of the number 1 | Control Character |
2 - 3 | Exchange ID | (2) | See table of Exchange ID codes in Appendix | Exchange |
4 - 5 | Vendor ID | (2) | Always blank | Vendor |
6 | Product Classification Code | (1) |
| Product type
|
7 | Category Code | (1) | See table of Category codes in Appendix | Message type |
8 | Type Code | (1) |
| Message sub-type CME Group sends delete and insert messages any time during an open outcry session or before a new day begins for Category Code’s A, N and t messages and the type code will by either a D for delete or an I for insert. There will be an appended 7 bite as-of-sequence number at the end of these messages which will indicate which message should be deleted or where the new price should be inserted. |
9 | Message Day Code | (1) |
| Day of month |
10 - 16 | Message Sequence Number | (7) |
| Sequence number |
17 - 23 | Message Time Stamp | (7) |
| Time will be represented as ‘HHMMSST’ for the time zone in which the exchange is located |
24 | Session ID | (1) |
| Session ID |
25 | STX control character | (1) | Binary representation of the number 2 | Control Character |
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