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On Monday January 19th, the New York Board of Trade began publishing its daily SPAN files in the "expanded-unpacked" format.
Temporarily, these files are available side-by-side with the original "unpacked" format which NYBOT has used since it first
adopted SPAN, but NYBOT plans to phase out the original unpacked format in the not-distant future. So firms which are using
the original unpacked format for NYBOT are urged to switch to the new expanded-unpacked format at their earliest convenience.
NYBOT's expanded-unpacked format SPAN files are available on the CME FTP site in the original location at ftp.cme.com/pub/span/data/nyb. These files are available both using the old naming convention -- for example nyb0121s.zip -- and the new, more explicit naming convention -- for example, nyb.20040121.s.pa2.zip.
The original unpacked-format files have been moved to a new ftp.cme.com/pub/span/data/nyb/par subdirectory.
Please note also that NYBOT's expanded-unpacked format SPAN files contained some erroneous data in the optional "type P" records.
These records contain data such as decimal locators and contract value multipliers. When PC-SPAN detects a "type P" record,
it updates its Organization Master datafile which contains the master record of all product codes, and prompts the user to
save the updated Organization Master file.
Effective tonight, NYBOT is removing these erroneous records from its new expanded-unpacked format SPAN files. To make sure
they have correct data in their PC-SPAN Organization Master files, however, firms may wish to download the latest file at
ftp.cme.com/pub/span/util/orgmast.exe or ftp.cme.com/pub/span/util/orgmast-ccl.zip.
For more information please contact the CME SPAN Hotline at 312-648-3888.
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