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The Daily Price Limits files contain the limits for CME® Globex® and Regular Trading Hours
(RTH) as of 1:00 a.m. for the current trade date.
Download
Daily Price Limits files.
The table below includes all of the data fields.
| field description |
bytes |
field content |
|
control character
|
1 |
"a"
|
|
exchange id
|
2 |
"M" (RTH) or "H" (Globex)
|
|
vendor id
|
2 |
blank
|
|
FOI code
|
1 |
"F" (future)
|
|
ITC2 category code
|
1 |
"Q" (a settlement message)
|
|
ITC2 type code
|
1 |
blank
|
|
ITC2 day code
|
1 |
1,2,3,4,5,6,7,8,9,0,A,B,C
thru U
|
|
ITC2 message sequence #
|
7 |
7 digit sequence number - all zeroes
|
|
ITC2 message timestamp
|
7 |
7 digit timestamp (HHMMSSO)
|
|
session id
|
1 |
"R" (RTH) or "G" (Globex)
|
|
control character
|
1 |
"b"
|
|
pcc type
|
1 |
blank
|
|
* ITC2 - CONTRACT
|
|
|
|
contract commodity code
|
3 |
Commodity code
|
|
contract day code
|
1 |
blank
|
|
contract month code
|
1 |
F,G,H,J,K,M,N,Q,U,V,X,Z
|
|
contract year
|
2 |
last 2 digits of the year
|
|
contract filler
|
4 |
(ignore this field)
|
|
* ITC2 - SETTLEMENT-PRICE
|
12 |
blank
|
|
settle price day code
|
1 |
1,2,3,4,5,6,7,8,9,0A,B,C
thru U
|
|
* ITC2 - HIGH-LIMIT-PRICE
|
|
|
|
high price fractional indicator
|
2 |
numeric
|
|
high price
|
7 |
7 digit price
|
|
high price sign
|
1 |
"+"
|
|
high price bate
|
1 |
"T"
|
|
high price indicator
|
1 |
blank
|
|
*ITC2-LOW-LIMIT-PRICE
|
|
|
|
low price fractional indicator
|
2 |
numeric
|
|
low price
|
7 |
7 digit price
|
|
low price sign
|
1 |
"+"
|
|
low price bate
|
1 |
"T"
|
|
low indicator
|
1 |
blank
|
|
ITC2-QF-HL-DAY-IND
|
1 |
1,2,3,4,5,6,7,8,9,0,A,B,C
thru U
|
|
ITC2-QF-ETX
|
1 |
"c"
|
|
