Production-speed 10-Deep futures order book market data in the FIX/FAST format is currently available for testing , in the production environment, on Saturdays from 9:00 a.m. to 10:00 a.m. Central Time (CT). Additional testing dates have been added for your convenience, as listed in the table below.
As a reminder, the implementation of the 10-Deep order book will affect all Quote Vendors’ systems, because all systems must be able to process all 10 levels, even if the choice is to display only 5-deep order books. The 10-Deep order book production-speed market data will be only available on Saturday for the specified channel and will remain a 10-deep order book at the start of trading on Sunday.
Please reference the following table for testing dates and market data channels:
Saturday Testing Date |
Products |
FIX/FAST Channel |
March 21, 2009 |
CBOT Commodity Futures |
111 |
CBOT Equity Futures |
113 |
|
March 28, 2009 |
CBOT Interest Rate Futures |
115 |
April 4, 2009 |
NYMEX Crude Futures |
30 |
NYMEX Non-Crude Futures |
31 |
|
NYMEX Metals & COMEX Futures |
32 |
Please contact Market Data Operations (MDO) at mdo@cmegroup.com, on the Wednesday prior to the designated Saturday testing date, if you plan to participate in testing in any capacity.