To support the upcoming launch of the E-mini S&P®
MidCap 400® - E-mini Russell 2000® intercommodity spread, the Group Code for the following futures
and future spreads will change to
ME. Currently, these products use Group Code
ER.
- E-mini S&P SmallCap 600® futures and future spreads
- E-mini Russell 2000 futures and future spreads
- E-mini S&P SmallCap 600 - E-mini Russell 2000 future
intercommodity spread
This change will take effect in all environments
(certification, New Release and production)
this weekend, May 11.
The Group Code can be found in FIX tag 55-Symbol, in
the Security Definition message (tag 35-MsgType=d). More information is available in the
FIX/FAST Message
Specifications module
of the FIX/FAST SDK.
Please note: there is no impact to the product symbols
or External Instrument Names. FIX tag 55 is not leveraged in any iLink order entry
messaging.
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