Effective, May 31, 2009, CME Equities, MGEX and KCBT futures contracts traded on CME Globex® will be expanded to 10-deep books in the FIX/FAST format of market data. This implementation will affect all Quote Vendors, in that they must process all 10 levels, even if the choice is to display only 5-deep order books.
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10 Deep Futures in New Release Environment |
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5/3/2009 |
Channel 7 – CME Equities Futures |
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Channel 118 – MGEX Futures |
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Channel 120 – KCBT Futures |
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10 Deep Futures in Production Environment 5/31/2009 Channel 7 – CME Equities Futures Channel 118 – MGEX Futures Channel 120 – KCBT Futures
Production-speed CME Equities 10-Deep futures order book market data in the FIX/FAST format will available for testing , in the production environment, on Saturday, May 30, 2009, from 9:00 a.m. to 10:00 a.m. Central Time (CT).
Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.