Market Data Advisory Notices
To | Market Data Distributors
From | Market Data Operations
Subject | REMINDER: RLC “M6 Message” Change -- Effective Sunday, December 18, 2005
Notice Date | 2005-12-15
Notice Number | Q2005-176
Effective Date |
Please note that the change to the RLC “M6 Message”, originally scheduled to take place on Friday, September 23, 2005 and subsequently postponed, will now take place on Sunday, December 18, 2005. 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 Sunday, December 18, 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 Sunday, December 18, 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. Please note that this CME market data change does not require any customer development or certification. 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.