MDP 3.0 - Market Recovery and Instrument Definition Rates
- CME Group
This page provides market recovery and instrument definition rates per MDP channel.
Market Recovery Rates - Market by Price (MBP)
The following table contains the MBP Market Recovery PPS (Packets per Second) Settings for MDP 3.0 Production. Â
Channel | Definition | PPS (Packets Per Second) |
|---|---|---|
310 | CME Globex Equity Futures | 50 |
311 | CME Globex Equity Options | 120 |
312 | CME Globex Interest Rate Futures | 135 |
313 | CME Globex Interest Rate Options | 100 |
314 | CME Globex FX Futures | 35 |
315 | CME Globex FX Options | 100 |
316 | CME Globex Commodity Futures | 75 |
317 | CME Globex Commodity Options | 25 |
318 | CME Globex Equity Futures - excludes E-mini S&P 500 | 50 |
319 | CME Globex Equity Options - excludes E-mini S&P 500 | 120 |
320 | CME Globex FX Futures II | 35 |
321 | CME Globex FX Options II | 100 |
326 | CME Cryptocurrency Futures | 75 |
327 | CME Cryptocurrency Options | 100 |
340 | CBOT Globex Commodity Futures | 50 |
341 | CBOT Globex Commodity Options | 100 |
342 | CBOT Globex Equity Index Futures | 20 |
343 | CBOT Globex Equity Index Options | 100 |
344 | CBOT Globex Interest Rate Futures | 25 |
345 | CBOT Globex Interest Rate Options | 100 |
346 | CBOT Globex Commodity Futures II | 40 |
348 | CBOT Globex Interest Rate Futures II | 25 |
360 | COMEX Globex Futures | 40 |
361 | COMEX Globex Options | 25 |
380 | NYMEX Globex Emissions Futures | 50 |
381 | NYMEX Globex Emissions Options | 75 |
382 | NYMEX Globex Crude & Crude Refined Futures | 600 |
383 | NYMEX Globex Crude & Crude Refined Options | 100 |
384 | NYMEX Globex Metals, Softs, & Alternative Market Futures | 75 |
385 | NYMEX Globex Metals, Softs, & Alternative Market Options | 25 |
386 | NYMEX Globex Nat Gas & other Non-Crude Energy Futures | 75 |
387 | NYMEX Globex Nat Gas & other Non-Crude Energy Options | 75 |
430 | BMD Globex Futures | 150 |
431 | BMD Globex Options | 100 |
440 | GME Globex Futures | 50 |
441 | GME Globex Options | 75 |
450 | KRX Globex Futures | 25 |
460 | MGEX Globex Futures | 30 |
461 | MGEX Globex Options | 25 |
490 | BrokerTec US Actives - Premium | 10 |
500 | BrokerTec US Actives - Conflated UDP | 10 |
492 | BrokerTec EGBs - Premium | 60 |
502 | BrokerTec EGBs - Conflated UDP | 60 |
528 | CME MDP Conflated UDP - EBS Ultra New York | 100 |
529 | CME MDP Conflated UDP - EBS Ultra London | 100 |
530 | CME MDP Conflated UDP - EBS Ultra OFF SEF NDF | 100 |
531 | CME MDP Conflated UDP - EBS Ultra ON SEF NDF | 100 |
Market Recovery Rates - Market by Order Full Depth (MBOFD)
The following table contains the MBOFD Market Recovery PPS (Packets per Second) settings.
Channel | Definition | PPS |
|---|---|---|
310 | CME Globex Equity Futures | 45 |
311 | CME Globex Equity Options | 260 |
312 | CME Globex Interest Rate Futures | 190 |
313 | CME Globex Interest Rate Options | 55 |
314 | CME Globex FX Futures | 90 |
315 | CME Globex FX Options | 130 |
316 | CME Globex Commodity Futures | 20 |
317 | CME Globex Commodity Options | 30 |
318 | CME Globex Equity Futures - excludes E-mini S&P 500 | 85 |
319 | CME Globex Equity Options - excludes E-mini S&P 500 | 55 |
320 | CME Globex FX Futures II | 135 |
321 | CME Globex FX Options II | 75 |
326 | CME Cryptocurrency Futures | 20 |
327 | CME Cryptocurrency Options | 55 |
340 | CBOT Globex Commodity Futures | 50 |
341 | CBOT Globex Commodity Options | 50 |
342 | CBOT Globex Equity Index Futures | 30 |
343 | CBOT Globex Equity Index Options | 20 |
344 | CBOT Globex Interest Rate Futures | 165 |
345 | CBOT Globex Interest Rate Options | 195 |
346 | CBOT Globex Commodity Futures II | 135 |
348 | CBOT Globex Interest Rate Futures II | 165 |
360 | COMEX Globex Futures | 45 |
361 | COMEX Globex Options | 65 |
380 | NYMEX Globex Emissions Futures | 20 |
381 | NYMEX Globex Emissions Options | 20 |
382 | NYMEX Globex Crude & Crude Refined Futures | 520 |
383 | NYMEX Globex Crude & Crude Refined Options | 235 |
384 | NYMEX Globex Metals, Softs, & Alternative Market Futures | 20 |
385 | NYMEX Globex Metals, Softs, & Alternative Market Options | 20 |
386 | NYMEX Globex Nat Gas & other Non-Crude Energy Futures | 155 |
387 | NYMEX Globex Nat Gas & other Non-Crude Energy Options | 30 |
430 | BMD Globex Futures | 20 |
431 | BMD Globex Options | 20 |
440 | GME Globex Futures | 20 |
441 | GME Globex Options | 20 |
450 | KRX Globex Futures | 20 |
460 | MGEX Globex Futures | 20 |
461 | MGEX Globex Options | 20 |
490 | BrokerTec US Actives - Premium | 10 |
500 | BrokerTec US Actives - Conflated UDP | 10 |
492 | BrokerTec EGBs - Premium | 100 |
502 | BrokerTec EGBs - Conflated UDP | 100 |
Instrument Definition Rates
The following table contains the Instrument Definition MPS Settings for MDP 3.0 Production.
PPS = Packets per Second
Channel | Definition | PPS (Packets Per Second) |
|---|---|---|
310 | CME Globex Equity Futures | 20 |
311 | CME Globex Equity Options | 500 |
312 | CME Globex Interest Rate Futures | 100 |
313 | CME Globex Interest Rate Options | 500 |
314 | CME Globex FX Futures | 100 |
315 | CME Globex FX Options | 600 |
316 | CME Globex Commodity Futures | 250 |
317 | CME Globex Commodity Options | 500 |
318 | CME Globex Equity Futures - excludes E-mini S&P 500 | 25 |
319 | CME Globex Equity Options - excludes E-mini S&P 500 | 600 |
320 | CME Globex FX Futures II | 70 |
321 | CME Globex FX Options II | 600 |
326 | CME Cryptocurrency Futures | 100 |
327 | CME Cryptocurrency Options | 500 |
340 | CBOT Globex Commodity Futures | 100 |
341 | CBOT Globex Commodity Options | 400 |
342 | CBOT Globex Equity Index Futures | 20 |
343 | CBOT Globex Equity Index Options | 100 |
344 | CBOT Globex Interest Rate Futures | 50 |
345 | CBOT Globex Interest Rate Options | 500 |
346 | CBOT Globex Commodity Futures II | 100 |
348 | CBOT Globex Interest Rate Futures II | 50 |
360 | COMEX Globex Futures | 150 |
361 | COMEX Globex Options | 600 |
380 | NYMEX Globex Emissions Futures | 25 |
381 | NYMEX Globex Emissions Options | 200 |
382 | NYMEX Globex Crude & Crude Refined Futures | 800 |
383 | NYMEX Globex Crude & Crude Refined Options | 2,000 |
384 | NYMEX Globex Metals, Softs, & Alternative Market Futures | 100 |
385 | NYMEX Globex Metals, Softs, & Alternative Market Options | 25 |
386 | NYMEX Globex Nat Gas & other Non-Crude Energy Futures | 1,000 |
387 | NYMEX Globex Nat Gas & other Non-Crude Energy Options | 800 |
430 | BMD Globex Futures | 50 |
431 | BMD Globex Options | 50 |
440 | GME Globex Futures | 200 |
441 | GME Globex Options | 300 |
450 | KRX Globex Futures | 20 |
460 | MGEX Globex Futures | 100 |
461 | MGEX Globex Options | 100 |
490 | BrokerTec US Actives - Premium | 10 |
500 | BrokerTec US Actives - Conflated UDP | 10 |
492 | BrokerTec EGBs - Premium | 100 |
502 | BrokerTec EGBs - Conflated UDP | 100 |
528 | CME MDP Conflated UDP - EBS Ultra New York | 50 |
529 | CME MDP Conflated UDP - EBS Ultra London | 50 |
530 | CME MDP Conflated UDP - EBS Ultra OFF SEF NDF | 50 |
531 | CME MDP Conflated UDP - EBS Ultra ON SEF NDF | 50 |
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