• Saturday, March 7 Testing in Production for Upcoming 10-Deep Futures Implementation

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-049
      • Notice Date
      • 05 March 2009
      • Effective Date
      • 07 March 2009
    • CME Group will provide production-speed 10-Deep futures order book market data on Saturday, March 7, 2009, in the production environment for the FIX/FAST format from 9:00 a.m. to 10:00 a.m. Central Time (CT). The implementation of the 10-Deep order book on March 22, will affect all Quote Vendors’ systems, because all systems must be able to process all 10 levels, even if the choice is to display only 5-deep order books. The 10-Deep order book production-speed market data will be only available this Saturday and will be rolled back to 5-deep order book on these channels prior to the start of trading on Sunday, March 8, 2009.

      Please reference the following market data channels that will be available for 10 Deep Futures testing:


      FIX/FAST Channel

      CBOT Commodity Futures


      CBOT Equity Futures



      Please contact Market Data Operations (MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.