Market Data Advisory Notices
To | Quote Vendors
From | Market Data Operations
Subject | Equities Group Code Consolidation - Effective This Weekend
Notice Date | 2008-05-08
Notice Number | Q2008-085
Effective Date | 2008-05-11
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. Please note: there is no impact to the product symbols or External Instrument Names. FIX tag 55 is not leveraged in any iLink order entry messaging.