• Additional Preliminary Prior Day Volume and Open Interest Messages - Effective March 1, 2010

      • To
      • Quote Vendors
      • From
      • Market Data Operations
      • #
      • Q2010-06
      • Notice Date
      • 08 January 2010
      • Effective Date
      • 01 March 2010

    • Effective March 1, 2010, CME Group will being disseminating  Preliminary Prior Day Volume and Open Interest messages (both in ITC and FIX/FAST) for the previous trading date every Monday  through Friday at approximately 1:00 a.m. (Chicago Time) for CME, CBOT, NYMEX, COMEX and DME. We will continue to send the Preliminary Prior Day Volume and Open Interest on Sundays at approximately 3:00 p.m. Chicago Time.  This 1:00 a.m. transmission will be in addition to the current Preliminary and Final Volume and Open Interest messages dissemination schedule.  

       

       

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

       

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