• Market Depth Change to 10-Deep for DME Futures - Effective Sunday, June 14, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-109
      • Notice Date
      • 21 May 2009
      • Effective Date
      • 14 June 2009
    • Effective Sunday, June 14, 2009, 10-deep market data will be launched for DME futures on CME Globex (Market Data Platform channel 28). This launch will impact all client systems because all systems must process all 10 levels, even if you choose to display 5-deep order books.


      There is no change for implied market data book depth.


      The 10-deep futures order book for DME instruments on channel 28 will be available in New Release for customer testing on Monday, June 1.


      Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.