Submitting Mass Quotes allows authorized CME Globex customers to create and maintain a market on a large number of instruments simultaneously. Mass Quote messages are accepted only during the Continuous Trading market state. All resting quotes are cancelled during post-session processing.
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Mass Quotes can contain up to 15 two-sided quote entries. Submit complete Mass Quote messages that fit within a TCP packet to ensure optimal round-trip performance. |
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Mass Quote and Quote Cancel messages containing more than 15 quote sets or entries will be rejected with the Business Reject message (tag 35-MSGType=j), with tag 58-Text=Number of quote entries exceeds the maximum number authorized. Value specified <#QEs-customer-sent> max authorized 15. |
Mass Quotes allow authorized customers to:
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