GLOBEX Advisory Notices
To | CME Globex Customers
From | CME Globex Account Management
Subject | Update: CME Market Data Change Postponed
Notice Date | 2005-09-22
Notice Number | 092205-1
Effective Date |
Dear CME® Globex® Customers, CME has decided to postpone the previously announced change to the M6 (Trade) market data message to address new customer concerns. M6 messages will continue to be distributed as they are currently: for every trade, after the first, per instrument per day. As explained in the CME Market Data Developer's Guide, page 29, the M6 message should be used to obtain volume information only; the M0 (zero) message should be used to discover last, best price. Further information on the M6 message change will be made available shortly. If you have any questions or concerns, please contact your CME Globex Account Manager at 312.634.8700, or in Europe at +44.207.623.2550. Thank you, CME 800.331.3332