Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | RLC "M6 Message" Change - Effective Friday, September 23, 2005
Notice Date | 2005-08-19
Notice Number | Q2005-113
Effective Date |
The following notice is pertinent to only RLC message users on the Market Data Network (MDN), Market Data API (MDAPI ) and new Market Data Platform (MDP). Effective Friday, September 23, 2005, CME® will implement a change to the RLC "M6" message. These message types are currently distributed each day for every trade, subsequent to the first trade of the day in a given instrument. Beginning on Friday, September 23, 2005, the M6 message will be used to: ·Report the first trade at a given price; ·Report a volume total on all subsequent trades for the same instrument at the same price, via a single M6 message. This change will greatly reduce the number of M6 messages sent during peak trading periods and will have corresponding bandwidth and processing savings for our distributors. For MDP users, this change will be effective in the certification environment on Tuesday, August 23, 2005. If you have any questions regarding this notice, please contact: Marilee Radecki 312.930.8193 mradecki@cme.com Kevin Brady 312.648.3653 kbrady@cme.com Thank you.