Recently, CME Group began accepting morning position adjustments via a morning PCS file. This allows for an automated solution, where traditionally, morning position adjustments were executed only via the CME Group Positions User Interface.
Messages within the new file should be in the same format as the nightly PCS file, and may be submitted even if there has been no change in position. The only difference between the nightly file and the morning file, other than possible quantity differences, is the name of the file itself. The naming convention for the morning PCS file is:
PCSADJ.CMF_xxx.xml, where “xxx” is the firm number submitted in the nightly file.
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