20190128 - CME Group

Consolidated iLink Fill Messages - Performance Enhancements

- To
- CME Globex and Market Data Services
- From
- Global Market Solutions and Services
- #
- 20190128
- Notice Date
- 28 January 2019
- Effective Date
- 03 February 2019

Beginning Sunday, February 3 (trade date Monday, February 4), CME Group will launch consolidated iLink fill messages on the following market segments to reduce order entry message processing.

As a result of fewer consolidated fill execution reports being disseminated, MDP 3.0 Trade Summary Messages (tag 35-MsgType=X, tag 269-MDEntryType=2) will be published up to 80 microseconds faster than today, in internal testing.

Consolidated iLink Fill Messages Timeline
Market Segment ID	Market Segment Description	Production Launch
50 68	CME Eurodollar Options CBOT and CME Equity Futures excluding E-mini S&P	Sunday, February 3, 2019
Market Segment ID	Market Segment Description	Production Launch
54 64 72	CBOT and CME Equity Options CME E-mini S&P 500 Futures CBOT Commodity Futures	Sunday, February 24, 2019
Market Segment ID	Market Segment Description	Production Launch
52 60 70 82 88	CME Globex FX Futures and Options II CBOT and CME Commodity Options CME Commodity Futures CME Eurodollar Futures CME Globex FX Futures and Options	Sunday, March 3, 2019
56 58 74 76 78 80 84	NYMEX and COMEX Options CBOT Treasury Options BMD Futures and Options; NYMEX SEF NYMEX and COMEX Metals and Alternative Market Futures NYMEX Non-Crude Energy Futures NYMEX Crude Energy Futures CBOT Treasury Futures	Sunday, March 10, 2019

CME Group is the world’s leading 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.

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Consolidated iLink Fill Messages - Performance Enhancements