As previously announced, CME Group will begin a phased implementation of 3-deep books for Globex options in the FIX/FAST format of market data. The 3-deep options changes are currently available for customer testing in New Release.
Please see the updated schedule below for channels and dates of the 3-deep options implementation:
3 Deep Options in Production Environment |
|
February 22, 2009 |
Channel 8 - CME Equity Options |
March 1, 2009 |
Channel 114 - CBOT Equity Options |
Channel 12 - CME FX Options |
Contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.