• Market Depth Change to 10-deep for NYMEX and COMEX Futures -Effective April 19, 2009

      • To
      • Quote Vendor
      • From
      • Market Data Operation
      • #
      • Q2009-078
      • Notice Date
      • 09 April 2009
      • Effective Date
      • 19 April 2009

    • Effective, April 19, 2009, NYMEX and COMEX futures contracts traded on CME Globex® will be expanded to 10-deep books in the FIX/FAST format of market data. This implementation will affect all Quote Vendors, in that they must process all 10 levels, even if the choice is to display only 5-deep order books.

       

      10 Deep Futures in Production Environment

      4/19/2009

      Channel 30 – NYMEX Crude Futures

      Channel 31 – NYMEX Non-Crude Futures

      Channel 32 – NYMEX Metals & COMEX Futures

       

      Production-speed 10-Deep futures order book market data in the FIX/FAST format will available for testing , in the production environment, on Saturday, April 18, 2009, from 9:00 a.m. to 10:00 a.m. Central Time (CT).

       

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

       

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