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>
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