Please note that the effective date of the
following enhancements has been moved back from July 22, at the request of our vendors, to Sunday,
July 29, 2007. In addition, the Cabinet Price field length has been updated as shown in bold-face
type below.
Effective Sunday,
July 29, 2007, CME
® is launching the following enhancements to the Instrument Creation (MO) RLC market
data message in the
New Release environment. These new fields provide important instrument
information, such as the fractional versus decimal price display, originating exchange and explicit
Cabinet price for options. These new fields are scheduled to launch in the
production environment in the first quarter 2008.
Complete specifications for the MO market data
message are available in the
CME Market Data Platform RLC Message
Specifications.
New Fields in MO Messages
|
Position
|
Title
|
Length
|
Description
|
|
798
|
Fractional Pricing Flag
|
1
|
Indicates if instrument should display with
decimal or fractional price
0=Decimal display
1=Fractional Display
|
|
900-903
|
Exchange Code
|
4
|
ISO Standard Exchange identifier
XCME=CME
XNYM=NYMEX and COMEX
XOCH=OneChicago
|
|
904-922
|
Cabinet Price
|
19
|
19byte price field defines cabinet price for
options. First byte is the decimal locator. This field is populated only for options.
|
Please note:
New Release, Certification and Production are
completely independent environments. Product listings and ISIN codes, as found in the CME
Globex
® Internal ID field of the MO message, may be different in each environment. CME recommends that customers use the CME Market Data
Platform channels specific to each environment, as defined in the channel definitions:
|