dxFeed announces a recent refinement in our processing of CME market data to ensure improved alignment with CME Group’s specifications.

As of May 3rd, we have completed the full rollout of enhanced handling for CME Group group-level Security Status messages. While this logic was partially deployed earlier in some parts of our infrastructure, it is now fully enabled across the board.

What has changed:

• Previously, we processed only instrument-level (SecurityID) status messages.
• With this update, we now also process group-level (SecurityGroup, tag 1151) messages, which CME uses to control trading states for entire product groups.
• This enhancement allows trading status updates – including halts and pauses – to be applied consistently to all instruments within a group, not just on an individual basis.

A detailed CME documentation is available here.

If you have any questions or concerns, do not hesitate to reach out to dxFeed Help Desk.