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Date: |
January 13, 2006 |
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Recipients: |
Members and Independent Software Vendors |
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Authorized by: |
Jeffrey S. Hersh |
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Title: |
Simulation Environment Update |
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Action Date: |
None |
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Document Recommended for: |
All Departments |
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Related Bulletins |
Bulletin #47/2005 |
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Attachment: |
n/a |
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SUMMARY: |
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This Bulletin contains the most current information regarding the Simulation Environment including end-to-end testing, connectivity, access, products, hours, Master Trader Mnemonic (MTM), Market Making Orders (MMO) and Delta Protection functionalities.
End-to End Clearing Connectivity
CBOT
Trades matched in Simulation will be sent to the CME Front End Clearing (FEC) Certification Environment during the following times:
Monday – 8:00 a.m. – 2:00 p.m. (Chicago time)
Tuesday – 8:00 a.m. – Noon
Wednesday – 8:00 a.m. – 2:00 p.m.
Thursday – 8:00 a.m. – 2:00 p.m.
Friday – 8:00 a.m. – 2:00 p.m.
Trades conducted prior to these times are queued each day and sent to the CME at 8:00 a.m. Trades are removed from the FEC Certification Environment each Saturday. For more information about the Certification Environment, please contact CME Customer Support at 312-207-2525.
On certain dates, end-to-end testing will not be available. The CBOT will provide advance notice to market participants when this occurs. The Simulation Environment is still available on these days but the trades will not be sent to the CME.
To that end, end-to-end testing to the CME Certification Environment will not be available on Tuesday, January 17; Thursday, January 19; and Monday, January 23.
Hosted Exchanges Clearing Simulation
End-to-End Simulation testing is available for the Hosted Exchanges on a scheduled basis. Please contact your Key Account Manager for more details.
Connectivity to the Simulation Environment
Any Members that have not previously used Environment 77 should apply the network routes listed below. ISVs and Member Developers participating in 9.0 Conformance testing have already applied the network routes for access to this Environment.
Chicago Metro Network
Route – 167.204.121.0/24
Chicago Metro Gateways
167.204.124.32
167.204.124.33
167.204.124.34
New York Metro Network
Route - 167.204.122.0/24
New York Metro Gateways
167.204.122.32
167.204.122.33
167.204.122.161
London – No additional network routes need to be added for London access.
London Metro Gateways
167.204.121.96
167.204.121.97
167.204.121.98
167.204.121.224
167.204.121.225
167.204.121.226
Members should no longer point to IP address 167.204.122.65 that was provided during 9.0 Member Simulation testing. This IP address should be removed from the Member’s test infrastructure and access to this host was disabled effective September 26.
Products and Trading Hours
Trading hours are 6:00 p.m. – 4:00 p.m. Chicago time which mirrors the Production Environment. All products in Simulation will have these trading hours.
Simulation ITM logon
Existing Simulation ITM Keys can continue to be used in Environment 77. You should contact your Key Account Manager or Lori Ray if you have any questions regarding Simulation ITM Keys.
Master Trader Mnemonic (MTM) Functionality
An MTM can submit its own orders, view, revise, cancel orders, logoff and lockout its designated ITMs. Bulletin #38/2005 provides a comprehensive description of MTM functionality. Please contact your Key Account Manager to request a setup of the MTM and its designated ITMs in the Simulation Environment.
Market Making Orders (MMO) Functionality
An ITM designated with MMO functionality can submit simultaneous two-sided markets into a single options series or futures month. Bulletin #67/2005 provides a comprehensive description of MMO functionality. Please contact your Key Account Manager for the Simulation MMO Request Form and additional information.
Delta Protection Functionality
An ITM designated with Delta Protection functionality offers a degree of protection against being traded on multiple orders simultaneously. Bulletin #68/2005 provides a comprehensive description of Delta Protection functionality. Please contact your Key Account Manager for the Simulation Delta Protection Request Form and additional information.
Ongoing support for Simulation
Support for Member Simulation trading will be provided by Market Operations at Market_Operations@cbot.com or 312-347-4600.