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Comment: Published by Scroll Versions from this space and version 1.3.50

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Info
titleTradeDate
TradeDate may or may not be published on the initial SecurityStatus messages, however it will be updated as it becomes available.


Note
titleFX Products

Clients can chose the CCY pair format eg EUR/USD  or the CME Globex Symbols eg, 6E for FX products including Single Leg Futures, Spreads, FXLink will use the symbol in CCY pair format eg EUR/USD rather than the CME Globex symbols. Please contact MarketFactory Support to set up the preference on the sessions.


Info
titleSpreads

Calendar Spreads (SP, EQ, FX, SD, EC) and FXLink are supported. 

Types of spread as classified by CME

Leg1

Leg2

Buy  Spread

Sell Spread

Comment

SP Standard [SP]

Buy leg

Sell Leg

Buying a Standard Calendar Spread buys leg1, sells leg2

Selling a Standard Calendar Spread sells leg1, buys leg2

User Defined Spreads are not supported.

EQ Calendar Spread [EQ]

Sell Leg

Buy Leg

Buying this Calendar Spread sells leg1, buys leg2

Selling this Calendar Spread buys leg1, sells leg2

Not supported currently.

Deferred Calendar Spread [FX]

Buy leg

Sell Leg

Buying a Deferred Calendar Spread buys leg1, sells leg2

Selling a Deferred Calendar Spread sells leg1, buys leg2


SD Calendar [SD]

Buy leg

Sell Leg

Buying this Calendar buys leg1, sells leg2

Selling this Calendar sells leg1, buys leg2


EC TAS Calendar Spread [EX]

Buy leg

Sell Leg

Buying an EC Calendar Spread buys leg1, sells leg2

Selling an EC Calendar Spread sells leg1, buys leg2



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