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Dear CME Globex Customers,
Effective this Sunday, May 21, 2006 (for trade date Monday, May 22), to reduce bandwidth utilization, CME is eliminating all Delete N Lines (MC) and Market Sheet (MF) market data messages.
CME currently disseminates both the Five Best Bids/Offers (MA) message and the MC and MF messages for the CME Russell 2000®, CME NASDAQ-100®, CME S&P 500® and CME S&P MidCap 400® futures, providing both full-depth and five-deep market data for these products.
The MA message will continue to be disseminated for all CME products, providing top-five market data.
This change only applies to RLC market data via the CME Market Data Platform and CME Market Data API (MD API).
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
©2006 Chicago Mercantile Exchange Inc (CME). All rights reserved. The Globe Logo, Globex® and CME® are trademarks of CME
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