Major microstructure changes and rough dates that you should know when backtesting with CME market data:
Jan 2, 2013 - Messaging Efficiency Program becomes effective.
Jun 3, 2013 - Self-match prevention functionality launched.
Mar 9, 2014 - New iLink and MSGW architecture (Phase 1) launched for TAS markets.
Sep 28, 2014 - CME introduces MDP 3.0 based on SBE.
Sep 21, 2015 - BTIC launched.
Jan 31, 2016 - New iLink and MSGW architecture pre-launch for remaining markets (Phase 2).
Apr 10, 2016 - New iLink and MSGW architecture in production for remaining markets (Phase 2).
Jul 10, 2016 - Major performance enhancements to CME Globex. (?)
Jul 17, 2016 - Production rollout of iLink nanosecond timestamp enhancement and tag 5979.
May 21, 2017 - Production rollout of MBO for final market segment.
Jul 17, 2017 - Russell index futures and options return to CME.
Sep 24, 2017 - Implied functionality for FX futures and SD calendar spreads.
Dec 18, 2017 - CME launches crypto futures with Bitcoin futures.
Mar 25, 2018 - FX Link launched.
May 13, 2018 - TACO launched.
Jul 29, 2018 - iLink performance enhancements.
Jan 13, 2019 - 9-digit price precision extension.
Feb 3, 2019 - Launch of consolidated iLink fill messages.
May 6, 2019 - Micro E-mini futures launched.
Jun 17, 2020 - Production rollout of binary iLink 3.0 for final market segment.
Jun 27, 2021 - Major performance enhancements to CME Globex.
Jun 27, 2021 - 3:15 - 3:30 PM CT pause eliminated for CME equity index futures and options.
Sep 17, 2021 - Standard-sized S&P 500 index futures and options delisted.
Apr 14, 2023 - Eurodollar futures and options converted to SOFR contracts.
Jun 26, 2023 - Eurodollar futures and options delisted with expiration of June contracts.
Jan 7, 2024 - Major performance enhancements to CME Globex.
Jan 7, 2024 - Mass quote messaging capacity increased.
Mar 25, 2024 - Micro Treasury futures launched.
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