Don't count on them to fix this. They may say the are but most likely will just drag this out. Traders using them for futures need to stay on top of this, keep hounding them and posting here.
Which contract is that for? I know for grains its not fifo,its some size based/pro-rata algo bullshit that the cme uses to have their best customers get the first fills.I'm not sure which other contracts also use this.
Ask and ye shall receive. CME Matching Algorithms https://www.cmegroup.com/globex/int...nctionality/elements/matching-algorithms.html http://www.cmegroup.com/globex/introduction/ Customers can determine the matching algorithm assigned to each product from FIX tag 1142-Match Algorithm, in the FIX/FAST Security Definition (tag 35=d) market data message. The matching engine applicable to CME products can also be found for each product on the CME website. The issue here relates to loss of time priority for FIFO markets where the modification of FIX tag #77 causes the order to be resubmitted at the back of the queue.
http://www.cmegroup.com/globex/files/PriceBanding.pdf This shows everything, just look for the symbol in the matching algo column.