Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | Update on Enhanced Electronic Options Project –Sample ITC 2.1 and RLC Messages
Notice Date | 2005-06-15
Notice Number | Q2005-75
Effective Date |
As detailed in our notice Q2005-37 dated March 28, 2005, CME® will be implementing several enhancements to CME® Globex® to support upcoming options trading initiatives this summer. Specifically, additional Eurodollar option functionality will be deployed in mid-August 2005. New Market Data Network Channels: Once implemented, RLC users will subscribe to Channel 8 on the Market Data Network (MDN) for Eurodollar options. ITC 2.1 users will receive all options data over Channel 7. ITC 2.1 Message Specification Impact: Because CME Globex Eurodollar options combine streaming, actionable quotes and streaming, indicative quotes from Market Makers, ITC 2.1 users will begin receiving indicative quotes on both outrights and spread messages in mid-August, 2005. Please view the attached for sample messages.