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BM&FBOVESPA Market Data Feeds and Order Routing – News Letter 14

Changes to PUMA UMDF Market Data Feed in Certification Environment
Since September 11, 2012, a new distribution of the PUMA UMDF instrument groups has been available in the certification environment. The change was necessary to adapt this environment to the start of trading in the S&P 500 futures contract. On October 1, 2012, distribution of SELIC instruments in the certification environment is scheduled to start via existing channels 3 and 4.
New Version of MegaDirect Order Entry Interface Available in Certification Environment
Version 4 of the MegaDirect order entry interface for the BOVESPA segment is available in the certification environment. Participants who use versions 2 and 3 must have them updated, in order to maintain compatibility with the BM&FBOVESPA PUMA Trading System matching engine. MegaDirect users must perform the tests mentioned in External Communication 023/2012-DI by no later than September 28, 2012.
EntryPoint Order Entry Interface Available in Production Environment
The EntryPoint trading interface for the BOVESPA segment is now available in the production environment. Although it does not entail significant performance benefits (lower latency) at this time, it mitigates the risk of impacts during BOVESPA segment migration to the BM&FBOVESPA PUMA Trading System.

Customers who will use this new interface must observe the requirement for uniqueness in the ClOrdID (11) tag in the order entry, change and cancellation messages, to prevent any crossed references between orders of the same customer and instrument from generating inconsistencies in the participant’s management. The customer is responsible for correctly filling out the tag, as announced in External Communication 021/2012-DI.

Alterations to ProxyDiff Market Data Feed in Certification Environment
The ProxyDiff market data feed is now available in the certification environment in accordance with the alterations described in External Communication 024/2012-DI. This market data feed includes a large number of test cases (e.g. clash of messages with the same Order ID, and numeric and alphanumeric groups of quotations) that will be implemented in the production environment during and after migration to the BM&FBOVESPA PUMA Trading System in the BOVESPA segment. All customers who use the ProxyDiff market data feed must perform the tests by September 28, 2012.

See full IT News letter Nr.14

Source: BM&FBOVESPA, IT News Letter Nr. 14, 17.09.2012

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Filed under: BM&FBOVESPA, Brazil, Data Management, Exchanges, Market Data, , , , , , ,

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