• FIX Tag 969 Change for VTT-Eligible Options

      • To
      • Quote Vendor
      • From
      • Market Dara Operations
      • #
      • Q2009-060
      • Notice Date
      • 20 March 2009
      • Effective Date
      • 22 March 2009

    • Currently, all Variable Tick Table-eligible ((VTT) options on futures instruments, ( tag 969-MinPriceIncrement) in the Security Definition message (tag 35-MsgType=d) shows the value "0". This information is not provided on VTT-eligible futures.  Beginning Sunday, March 22 (trade date Monday, March 23), tag 969 for VTT-eligible options on futures instruments will be eliminated. This change is currently available for customer testing for all options markets in New Release.

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

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