Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | New Information to be Added in the ITC 2.1 Category Code "Q" Market Data Message - Effective Sunday, January 6, 2008
Notice Date | 2007-12-19
Notice Number | Q2007-312
Effective Date | 2008-01-06
Effective Sunday, January 6, 2008, CME Group will begin sending additional information in existing data fields within the ITC 2.1 Category Code “Q” (Settlement Price and Limits Message) market data message. Currently, when CME sends the Category Code “Q” messages, they contain either a settlement price or high/low limits. With this change, when CME sends the settlement prices, Category Code “Q” messages will contain both settlement price and high/low limit information. Note: When CME normally reports the price limits (which is currently twice per day), we will not populate the settlement price. There is no change to the Category Code “Q” message format; this change only results in additional content where there was no information previously.