Clearing House Advisory Notices
To | Clearing Member Firms and Back Office Managers
From | Clearing House Department
Subject | Enhancement to TREX "Delete Confirm" messages on Friday, October 22nd
Notice Date | 2004-10-15
Notice Number | 04-185
Effective Date |
Effective Friday, October 22nd, CME will implement a small enhancement to the "Delete Confirm" TREX messages generated when a firm deletes an unmatched pit trade for a CME or CBOT product. Currently, these "Delete Confirm" messages contain the bare minimum of needed data: an action code of "Delete", the executing firm number, and the ID number of the trade being deleted. Other fields are not populated, and in particular the trade quantity field is populated with only a leading zero. With this change, the trade quantity and the trade price fields will always be fully populated, and all fields will be populated with data in accordance with their TREX data types. This change is being made in response to firm requests resulting from Project Denali testing. Please note that not all firms currently receive such messages, and we believe that most do not currently process them.