At the end of this month, the Chicago Mercantile Exchange will migrate the distribution format for one of its end-of-day data services to FIXML, the XML version of the FIX Protocol for electronic trade communication. The CME has been developing FIX for market data messages since last year (IMD, Aug. 9, 2004; Sept. 27, 2004).
The service provides end-of-day trade and reconciliation data for cleared trades, part of the CME's Position Services function. Position Services comprises all trade and
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