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Please note that we are in the process of upgrading our Market Depth servers to introduce NYMEX, COMEX, and LIFFE Derivatives Depth. As part of this change, the CME and CBOT “Outright” book is being combined with the “Implied” book to create what’s referred to as the Consolidated Book. The Consolidated Book offers improved accuracy and will align more closely to the Level 1 data. This change is slated to begin this week and is scheduled to be completed by the week ending 5/16/11.
If you are a current CME Depth subscriber, please note that the order count is not a supported feature of the Consolidated Book so those counts will be removed during the rollout. Currently the Counts are listed under the MMID column as depicted below. After the transition to the Consolidated Book, the order counts will no longer be displayed.
Please visit Account Maintenance if you wish to add any of the new Market Depth services (NYMEX, COMEX, and/or LIFFE Derivatives Depth) once they become widely available as of 5/16/11:
For a list of FAQ’s along with instructions to remove the MMID column, please see the following KnowledgeBase article:
If you have any questions or require assistance with this change, please let us know.
Thank you,
Ray P.
Interactive Data
If you are a current CME Depth subscriber, please note that the order count is not a supported feature of the Consolidated Book so those counts will be removed during the rollout. Currently the Counts are listed under the MMID column as depicted below. After the transition to the Consolidated Book, the order counts will no longer be displayed.
Please visit Account Maintenance if you wish to add any of the new Market Depth services (NYMEX, COMEX, and/or LIFFE Derivatives Depth) once they become widely available as of 5/16/11:
For a list of FAQ’s along with instructions to remove the MMID column, please see the following KnowledgeBase article:
If you have any questions or require assistance with this change, please let us know.
Thank you,
Ray P.
Interactive Data