Liffe Readies Enhanced LMF Feed, Adding Market Depth

EXCHANGE WATCH

LONDON--The London International Financial Futures and Options Exchange (Liffe) is preparing to launch its enhanced Liffe Market Feed, dubbed LMF-2, in mid December.

LMF-2 will run in parallel with the original LMF until the switchover date, which is early in 2001, and it will include depth of market information, increased message rates and selectivity for quote vendors.

Depth of market includes Level 2 order book data (from individual market makers) to at least ten deep. Message rates will

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