CME Group will provide production-speed 10-Deep futures order book market data on Saturday, March 7, 2009, in the production environment for the FIX/FAST format from 9:00 a.m. to 10:00 a.m. Central Time (CT). The implementation of the 10-Deep order book on March 22, will affect all Quote Vendors’ systems, because all systems must be able to process all 10 levels, even if the choice is to display only 5-deep order books. The 10-Deep order book production-speed market data will be only available this Saturday and will be rolled back to 5-deep order book on these channels prior to the start of trading on Sunday, March 8, 2009.
Please reference the following market data channels that will be available for 10 Deep Futures testing:
Products FIX/FAST Channel CBOT Commodity Futures 111 CBOT Equity Futures 113
CBOT Commodity Futures
CBOT Equity Futures
Please contact Market Data Operations (MDO) at firstname.lastname@example.org, if you have any questions concerning this notice.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.