Mass Quotes - Processing Rules

Only designated customers are permissioned by their iLink 2 session ID to submit Mass Quote messages for designated products at the Instrument Group level (i.e., E-mini S&P outright options). Mass Quote messages from other market participants are rejected.

Mass Quote messages are accepted only during the Continuous Trading market state. All resting quotes are cancelled during post-session processing.

Mass Quotes Processing Rules contain the following topics:

• Mass Quotes - Parameter Restrictions

• Mass Quotes - Modification Restrictions