• Saturday Testing in Production for Upcoming 10-Deep Futures Implementation - Additional Dates

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-053
      • Notice Date
      • 12 March 2009
      • Effective Date
      • 04 April 2009
    • Production-speed 10-Deep futures order book market data in the FIX/FAST format is currently available for testing , in the production environment, on Saturdays from 9:00 a.m. to 10:00 a.m. Central Time (CT). Additional testing dates have been added for your convenience, as listed in the table below.



      As a reminder, the implementation of the 10-Deep order book 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 on Saturday for the specified channel and will remain a 10-deep order book at the start of trading on Sunday.


       Please reference the following table for testing dates and market data channels:



      Saturday Testing Date


      FIX/FAST Channel

      March 21, 2009

      CBOT Commodity Futures


      CBOT Equity Futures


      March 28, 2009

      CBOT Interest Rate Futures


      April 4, 2009

      NYMEX Crude Futures


      NYMEX Non-Crude Futures


      NYMEX Metals & COMEX Futures



      Please contact Market Data Operations (MDO) at mdo@cmegroup.com, on the Wednesday prior to the designated Saturday testing date, if you plan to participate in testing in any capacity.