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 |
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4/19/2009 |
Channel 30 – NYMEX Crude Futures |
Channel 31 – NYMEX Non-Crude Futures |
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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.