GLOBEX Advisory Notices
To | CME Globex Customers
From | CME Globex Account Management
Subject | Equities Group Code Consolidation
Notice Date | 2008-05-06
Notice Number | 20080506
Effective Date | 1969-12-31
Equities Group Code Consolidation
To support the upcoming launch of the E-mini S&P® MidCap 400® - E-mini Russell 2000® intercommodity spread, the Group Code for the following futures and future spreads will change to ME. Currently, these products use Group Code ER. E-mini S&P SmallCap 600® futures and future spreads E-mini Russell 2000 futures and future spreads E-mini S&P SmallCap 600 - E-mini Russell 2000 future intercommodity spread This change will take effect in all environments (certification, New Release and production) this weekend, May 11. The Group Code can be found in FIX tag 55-Symbol, in the Security Definition message (tag 35-MsgType=d). More information is available in the FIX/FAST Message Specifications module of the FIX/FAST SDK.