• CME and CBOT Equity Futures Enhancements on November 22, 2009 - Updated Information

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2009-261
      • Notice Date
      • 20 November 2009
      • Effective Date
      • 22 November 2009
    • Effective Sunday, November 22, 2009 CME Group will implement a number of internal improvements to the CME and CBOT Equity futures markets that are expected to reduce iLink order entry round- trip times  for  CBOT Equity futures up to 50% and for CME Equity futures up to 20%


      There will be no changes to functionality or messaging format with these performance improvements.


      To prepare for this implementation, on Friday, November 20, , all Good till Cancel (GTC) and Good till Date (GTD) orders in the CBOT Equity futures markets will be cancelled. Customer may re-enter orders during the normal market pre-open on Sunday, November 22.


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