Market Data Advisory Notices
To Market Data Distributors
From Market Data Operations
Subject FINAL REMINDER: New CME Globex ITC Channels on MDP - Effective December 1, 2007
Notice Date 2007-11-21
Notice Number Q2007-296
Effective Date 2007-12-01

As a reminder, on December 1, 2007 we will complete the parallel production migration period of CME Globex market data in ITC format.   At this time Channel 4-6 will be decommissioned and will be replaced by Channels 200-207.  

 

With this change customers can expect to see an additional change within all messages for FX Options.  Specifically, Channel 5 displays an ‘A’ for American style for options regardless of if they are European or American style.  With these channel changes, customers will see an ‘E’ for European Options and an ‘A’ for American Options over Channel 205.

 

 

Please see below for an example:

 

Current Channel Setup

H   Ob 227914200610340G<STX> XT  Z07P0144000+ A EC  Z077Z075  5 0000950+B 00000755 0000990+A 000112<NUL>

 

New Channels :

H   Ob U00577672204150G<STX> XT  Z07P0142000+ E EC  Z077Z075  5 0000520+B 00000505 0000550+A 0000050<ETX>