• Market Depth Change to 10-deep for CME Equities, MGEX and KCBT Futures - Effective Sunday, May 31, 2009

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-098
      • Notice Date
      • 30 April 2009
      • Effective Date
      • 31 May 2009
    • Effective, May 31, 2009, CME Equities, MGEX and KCBT 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 New Release Environment

      5/3/2009

      Channel 7 –  CME Equities Futures

      Channel 118 – MGEX  Futures

      Channel 120 – KCBT Futures

       

       

      10 Deep Futures in Production Environment

      5/31/2009

      Channel 7  – CME Equities Futures

      Channel 118  – MGEX  Futures

      Channel 120 – KCBT Futures

       

      Production-speed CME Equities 10-Deep futures order book market data in the FIX/FAST format will available for testing , in the production environment, on Saturday, May 30, 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.