CME, FIX Set to Increase Speed of Options Data Downloads

CHICAGO-The Chicago Mercantile Exchange is leading an initiative to incorporate a time-saving code into the FIX Protocol. The code will be used for downloading a data dictionary of financial instrument information for contracts listed on the CME, as well as giving users the option of filtering the data they receive at the individual option level, rather than downloading the entire dictionary.

The proposal is designed to mitigate the problem of managing data on the growing volume of options series

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