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This is very interesting because again today my BMI feed was behind
my broker's prices by up to 25 sec betw 9:03 - 9:07 and broker's prices
were up to date as evidenced by fills.
It appears then that if what CME says is correct, fills were based on the
delayed CME data in which case why should I care what the actual exchange
prices were during that time? The only problem would then be the BMI delay.
Jan Philipp
----- Original Message -----
From: "Bob Heisler" <Bheisler@xxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Thursday, February 28, 2002 5:19 AM
Subject: CME
> Letter from the CME:
>
> CHICAGO MERCANTILE EXCHANGE INC.
>
> Client Management
>
> QVC-03
> FEBRUARY 26, 2002
>
> TO: Market Data Vendors
>
> FROM: Market Data Operations
>
> RE: IMPORTANT - Today's Slowdown of CME Quote Vendor Network
>
> Today, the existing CME Quote Vendor Network experienced a slowdown in
> transmitting messages, between 9:00 a.m. and 9:30 a.m., Chicago Time. The
> cause has been determined to be an increased amount of GLOBEX market data
> that could not be sufficiently accommodated on the existing network during
> that time frame. As you are aware, this is the primary reason for our
> planned conversion to the new network
>
> We are in the process of investigating ways to prevent this from recurring
> while we finalize our plans for implementing the new network. One
solution
> being considered is to transmit one of the major GLOBEXa2 products along
> with the RTH products, down port one of the existing network, rather than
> port three. Of course, whatever GLOBEX product we choose, it would retain
> the Exchange ID of H, to indicate a GLOBEX. Please let us know
immediately
> if you see this as a problem. In addition to this proposal, other interim
> options are being reviewed. As soon as a decision is made, we will notify
> you. Testing will then be scheduled, and the change will be moved into
> production as soon as possible to prevent any future slowdowns.
>
> Thank you for your continued support.
>
>
>
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