Scheduled CME UAT maintenance window - every Wednesday 5am-12noon CST. Please refrain from testing during this time as environment may be unstable. 

The client needs to provide clear requirements as to which of the various Market Data Groups they wish to subscribe against. The table EBS on CME Globex Market Data Services Overview should be referenced and provides details such as:

• Conflation Interval
• Book Depth (see also PassthruFields, below)
• Credit Screened, or not
• Etc

For products which have an early trade date roll which moves the trade date to the following week, eg, PHP, CME will not publish updated instrument definition until start of the new session on Sunday.

In this case, the LegSettlDate and MaturityDate will be be NULL for these products for the intervening period from the trade date roll to Friday close.

Due to Credit exhaustion, EBS can send a duplicate new price level or a change or a delete event for a price level that did not exist in the book. MarketFactory book manager will handle the unknown updates as described in the table below:

• The product thresholds and limits published in SecurityStatus message are specified in base currency.
• Liquidity for FXSpot+ orders can be from other FXSpot+ orders, or from FXLink spread orders. It is therefore possible for MDEntrySize to be a non-rounded amount indicating implied liquidity.
• If an order is partially filled, and the remaining quantity falls below the Minimum Order cancel threshold for the product, the remaining order will be canceled by CME.

Whisperer clients will receive the below fields as BodyPassthru in the SecurityStatus messages for the products eligible for Conditional Price Increment:

• AltMinPriceIncrement
• AltMinQuoteLife
• AltPriceIncrementConstraint
• MaxBidAskConstraint

Supported instruments, minimum tick, and minimum quote life as per the Conditional Price Increment CME confluence page.

With this launch, the price dissemination precision for the eligible EBS products will be increased from 5dp to 6dp.