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Mass Quotes - Processing Rules

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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.

Client systems cannot submit quotes for futures via this options path.

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:

 

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