Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | REMINDER: New ITC 2.1 Message Category for Bids and Asks for Spreads Traded on CME® Globex® -- Effective Sunday, December 4, 2005
Notice Date | 2005-12-01
Notice Number | Q2005-170
Effective Date |
Effective Sunday, December 4, 2005 (for trade date Monday, December 5, 2005), CME® will begin disseminating bids/asks on spread data with a bid/ask size that exceeds 99,999 via a new ITC 2.1 message, Category Code “b” (currently sent as a Category Code “B”). The Chicago Board of Trade already uses message type “b”, so distributors may already be familiar with it. For your convenience, a copy of the “b” message type layout is attached.