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Welcome to the CME Group Client Systems Wiki. This site contains technical and business information about current CME Group electronic trading platforms and trading services.

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DateTopicDescription
9/26/2014CME Globex

Application Message Formats - Added tag 1091-PreTradeAnonymity to the following topics:

9/26/2014Pending Client System Impacts

MDP3 - Security Definition:

  • Corrected name for tag 9800-PriceDisplayFormat in message layout and tag usage table.
  • Corrected name for tag 870-NoInstAttrib in message layout and tag usage table.
  • Updated tag 969-MinPriceIncrement descriptions in message layout and usage table.
9/24/2014CME STPCME ConfirmHub - added the following new topics: CME ConfirmHub - LiveBlotter and CME ConfirmHub SDR Services
9/19/2014Margin Service APIMargin Service API - Transaction - Add - included CDS iTraxx examples.
9/17/2014Pending Client System ImpactsAdded new topic: Self Match Prevention Enhancements.
9/9/2014Quote RequestUpdated General Rules for Quote Request.
9/3/2014Pending Client System ImpactsAdded new topic: CME Europe Natural Gas Futures
9/3/2014Pending Client System ImpactsAdded new topic: Drop Copy 4.0
8/21/2014Pending Client System ImpactsMDP3 - Market Data Incremental Refresh - Added "Cascading Stop Orders Elected, Stop Price Logic Triggered" example.
8/15/2014CME ClearPort API

Trade Capture Report Inbound, Trade Capture Report Message Outbound, Trade Capture Report Acknowledgment

  • Removed TrdTyp 12 and 23
  • Added multiple repeating groups
  • Added exchange CEU
  • Changed Party ID Source enumeration descriptions
8/15/2014Pending Client System ImpactsMDP3 - Instrument Recovery - Updated "Instruments Recovery" diagram.
8/15/2014Pending Client System Impacts

MDP3 - Trade Summary - Updated "End of Event Indicator."

8/15/2014CME STPCME ConfirmHub - Added new sections for CME ConfirmHub User Guides and API.
8/13/2014CME STPAdded Broker functionality for Subscription and Queries:
8/8/2014CME GlobexExecution Report - Order Creation Cancel or Modify - Updated tag 14-CumQty description.
8/8/2014Pending Client System Impacts

MDP3 - Market Data Incremental Refresh - Updated "Outright Match with Multiple Stop Orders" example.

8/6/2014Margin Service APIMargin Service API - Transaction - Add  - added Vanilla IRS Variable Notational Swap example.
8/1/2014Execution Report - Order EliminationRemoved 4 (Cancel Ack) from valid values for tag 150-ExecType.
7/18/2014Pending Client System ImpactsMDP3 - Removed 'MDP3 - Legacy Market Data Incremental Refresh for Testing Only' message layout.
7/15/2014Pending Client System ImpactsMDP3 - Preliminary Settlement - Removed references to Actual preliminary settlement and updated tag 731 values.
7/11/2014Trading ServicesUpdated Futures Spreads topic Futures Strip type with clarification: "The ratios of the legs must equal 1".
7/9/2014Pending Client System ImpactsIncluded new New iLink Architecture topic.
7/9/2014Risk Management ServicesFirmSoft - added overview video.
7/9/2014CME STPCME Cleared Trades API - added this new topic, related message specification, and sample messages.
7/9/2014Pending Client System ImpactsUpdated example for MDP3 - Market Data Incremental Refresh Outright Match with Multiple Stop Orders and added note regarding "Stop order acting as aggressor".
7/9/2014CME GlobexMigrated CME Europe on CME Globex information from Pending Client System Impacts to Partner Exchanges.
7/9/2014iLink Order EntryMigrated Mass Order Cancel information from Pending Client System Impacts to iLink Order Entry - Business Layer and migrated Order Mass Action Request and Order Mass Action Report to the iLink Application Message Formats.
7/3/2014

Pending Client System Impacts

CME STP Impacts - in the Message Behavior Exceptions table, removed functionality that is currently implemented.
6/27/2014CME GlobexFault Tolerance - Updated steps 2 and 4 under "Logon Procedure with Fault Tolerance."
6/25/2014CME GlobexMexDer - Risk Control Gateway - rebranded from "Risk Management Gateway" to "Risk Control Gateway."
6/25/2014iLink Order Entry

Execution Report - Order Status Request Acknowledgment:

  • Added 'U' value to tag 39-OrdStatus
  • Added tag 372-RefMsgType
  • Added tag 380-BusinessRejectReason
6/25/2014iLink Order Entry

CME Globex Self Match Prevention:

  • Updated note under "FIX Tag for SMP ID."
  • Added Order Cancel Reject message to bullet list under "FIX Tag for SMP ID."
  • Added note for when tag 50 is not required under "Customer Registration Process."
6/25/2014iLink Order EntryMass Order Status - Updated numbered list under "Message Processing."
6/25/2014Pending Client System Impacts

MDP3 - Updated tag 731-SettlPriceType sample values:

6/25/2014iLink Order EntryRelocated tags 1603/1604/1605 from the standard header from client to CME Globex to Logon message from client system to CME Globex.
6/20/2014CME Market DataMarket Recovery and Instrument Definition Rates - Updated Instrument Definition MPS settings in table.
6/20/2014

Pending Client System Impacts

CME STP Impacts - in the Message Behavior Exceptions table, removed functionality that is currently implemented.
6/20/2014CME STPMoved functional description and message specifications from CME STP Impacts to this new main topic.
6/13/2014iLink Order EntryStandard Header - Client System to CME Globex - for tags 1603/1604/1605, removed Note: this tag is not supported for Drop Copy.
6/6/2014CME Market Data

Security Definition Request - Updated tag descriptions with information on UDS options and futures:

  • 555-NoLegs
  • 623-LegRatioQty
  • 566-LegPrice
6/6/2014iLink Order EntryUser Defined Spread - UDS - added UDS Recursion topic to clarify maximum number of component outrights allowed per options UDS versus Recursive options UDS.
6/4/2014Pending Client System ImpactsStreamlined Market Data for Bloomberg Indices - Added new topic.
5/30/2014Margin Service APIMargin Service API - ALL-IN-ONE Call - included sample Response Message and Polling for Your Results information.
5/28/2014Pending Client System ImpactsMDP3 - Security Definition - tag 1146-MinPriceIncrementAmount is UNDER DEVELOPMENT.
5/28/2014CME Market DataUpdated valid values for tag 871-InstrAttribuType Valid Values=119 in Equity Indices Messaging Format.
5/23/2014iLink Order EntryiLink Reject Codes - reconfigured topic to reflect message type containing error code.
5/14/2014Pending Client System ImpactsMDP3 - Added Trade Summary Opt-In topic and updated tag 37-OrderID description in MDP3 - Market Data Incremental Refresh throughout accordingly.
5/7/2014Pending Client System ImpactsCME STP Impacts - updated Message Behavior Exceptions with CME STP API functionality that is under development.
5/2/2014Pending Client System ImpactsCME STP Impacts - added Message Behavior Exceptions table.
4/30/2014Margin Service APIMargin Service API - Transaction - Add - added Rates combination sample messages since users can send multiple Rates Products within one API Request.
4/25/2014Pending Client System Impacts

MDP3 - Removed note about trailing zeroes (000) from SendingTime in binary packet header and tag 60-TransactTime in all message layouts.

4/25/2014Margin Service API Margin Service API - Status - Get - added new page for this new request type. 
4/25/2014Pending Client System ImpactsAdded tag 5799-MatchEventIndicator to MDP3 - Market Data Security Status, MDP3 - Request for Quote, and MDP3 - Security Definition messages.
4/25/2014Pending Client System ImpactsCME Europe on CME Globex Mock Trading - Updated list of eligible instruments.
4/23/2014 Margin Service API  Margin Service API - Transaction - Add - updated Errors section. 
4/23/2014iLink Order EntryMoved Mass Order Status functional description from CME Globex Impacts to iLink Order Entry - Business Layer and Order Mass Status Request and Execution Report - Order Status Request Acknowledgment to the iLink Message Specification.
4/17/2014 Pending Client System Impacts CME STP - updated ReqRslt enumerations in TradeCaptureReportRequestAck message.
4/17/2014 Margin Service API Margin Service API - Margin - Calculate - updated message.
4/16/2014Pending Client System ImpactsAdded new topic User-Defined Spreads for Futures.
4/16/2014Pending Client System Impacts

MDP3

Added Single Aggressor Triggers Stop Spike and Scheduled Groups Opening to Open diagram examples to Market Data Event and Messaging Scenarios.

Included Word Boundaries and SBE Optimization in Schema Versioning section.

Included SBE Header description.

Updated Event-Based Messaging description and expanded list of event-based message types.

Updated MDP3 - Message Header layout and all corresponding diagrams and examples.

Categorized Statistics as Session Statistics and Daily Statistics with corresponding behaviors.

4/16/2014 CME GlobexFault Tolerance - Added notes about iLink Market Segment Gateways.
4/11/2014CME ClearPort APITrade Capture Report Inbound, Trade Capture Report Message Outbound, Trade Capture Report Acknowledgment - added Credit Approval Token.
4/9/2014Pending Client System Impacts CME STP Impacts - added new topic.
4/8/2014CME Market DataAdded 'SA' options spread type to Market Data Tag 762-SecuritySubType Table of Values.
4/8/2014iLink Order EntryCreated new Mass Quote Protections topic to replace the previous MQP topic.
4/2/2014 Margin Service APIMargin Service API - Margin - Get  - added definition details.
4/2/2014

MDP3: FPL Simple Binary Encoding - Updated link to FPL Simple Binary Encoding Specification.

3/26/2014CME Europe on CME Globex - Updated Market Data Platform Channels section.
3/19/2014Updated Key Customer Events and Dates in Mass Order Cancel.
3/19/2014Updated Futures Calendar Spreads (SD) for CME Europe in CME Europe on CME Globex.
3/19/2014ITC Pricing - Removed fractional/decimal indicator J, which is not used by PRS.
3/14/2014MexDer - Product Information - Added M 241205 Bond to product list.
3/14/2014MDP3 - Added note about multiple messages per packet on feeds.
3/12/2014CME Europe on CME Globex - Edited introduction. Added "Biodiesel Products" section.
3/12/2014In the iLink Message Specification, tag 44-Price updated as required (Y) for the New Order Cross message.
3/7/2014Added TAS topic to the Product Specific Information section.
3/7/2014Added scenarios to MDP3 - Market Recovery
3/7/2014

End of Day - FAQ - Updated question about volatility and settlement price.

Added scenarios to Market Data - Market Recovery

2/26/2014Created new topic to house Client System Certification, Disaster Recovery, and Network Connectivity topics. No change to existing content.
2/26/2014Created new topic to house CME Market Data Platform and CME DataMine topics. No change to existing content.
2/26/2014Created new topic to house Margin Service API, Options Exercise API, and future Clearing APIs topics. No change to existing content.
2/26/2014Updated Standard Header - CME Globex to Client System and Point of Order Origination to indicate tags 1603/1604/1605 are returned in the header of the Logon from CME Globex to Client System only.
2/21/2014

CME ClearPort API - FIXML Message Specification

Updated messages, including:

  • Added @TrdTyp 54/58 for Large Notional and Swap Block
  • Changed @VenuTyp S to R
  • Added @Scope to all RegTrdID components.
  • Eliminated KCB exchange.
  • Added @TotTrdQty, @TotTrdMultdQty to outbound TrdCaptRpt and TrdCaptRpt/Leg
  • Added TrdCaptRpt/RptSide/@SideExecID to outbound message only.
  • Added TrdCaptRpt/RptSide/@RiskChkStat and enums 2, 3, and 13 to outbound message only. 
2/21/2014Risk Management ServicesDrop Copy FIX Resend - Added description of overlapping Resend Request behavior.
2/21/2014Risk Management ServicesDrop Copy Administrative Messages - Edited note on tag 142-SenderLocationID.
2/12/2014Trading ServicesAdded video demo for Split FIFO Pro-Rata matching algorithm.
1/31/2014Margin Service API  ALL-IN-ONE Call - Asynchronous All-In One Call now available. 
1/24/2014iLink Order EntryMass Quotes - Added recommendation, "For optimal round-trip performance, Mass Quote messages should include 6-8 two-sided quotes."
1/17/2014iLink Order EntryStandardized tag 37-OrderID datatype as String(17) in Application Message Formats.
1/17/2014Pending Client System ImpactsAdded Trade Summary Matching Scenario Examples to MDP3 - Market Data Incremental Refresh.
1/15/2014Pending Client System ImpactsMDP3 - Updated description of tag 5796-TradingReferenceDate throughout. Updated description of tag 731-SettlPriceType for Bit 1 throughout.
1/10/2014 Margin Service API 

Onboarding and Verification - Added 

1/10/2014Disaster RecoveryMigrated Data Center Consolidation Disaster Recovery Scenarios from Pending Client System Impacts to Disaster Recovery Scenarios.
1/8/2014Pending Client System ImpactsMDP3 - Legacy Market Data Incremental Refresh for Testing Only - updated tag 5799-MatchEventIndicator description of Bit 5.
1/8/2014Pending Client System Impacts

MDP3 - Market Data Incremental Refresh:

-updated tag 5799-MatchEventIndicator description of Bit 5.

-added tag 268-NoMDEntries to tag usage tables. removed Book Reset column from tag usage tables.

-added tag 1180-ApplID to 35=X Data Block layout table.

1/8/2014Pending Client System ImpactsMDP3 - Added Channel Reset section.
1/8/2014Pending Client System ImpactsMDP3 - Channel Reset - Updated steps and diagram to reflect enhancements to process.
1/8/2014Pending Client System ImpactsAdded new topic: Mass Order Status
1/3/2014Pending Client System ImpactsMDP3 - Channel Reset: Updated value descriptions for tag 269 = E (Implied Bid) and F (Implied Offer).
1/3/2014CME GlobexAdded new topic: BMD Market Data - Volume and Open Interest
1/3/2014 Margin Service API 

Margin Service API - What If Analysis - Added

Updated with Version 1.2 XML Schema. 

1/1/2014Pending Client System Impacts

FIX/FAST to MDP3 Channel Mapping - Added

Event Driven Messaging diagrams updated to depict new MDP3 - Market Data Incremental Refresh Trade Summary layout.

Updated message specification with new MDP3 - Market Data Incremental Refresh message layout and designated previous version as MDP3 - Legacy Market Data Incremental Refresh for Testing Only.

12/13/2013CME Market Data Platform

Market Data - Snapshot Full Refresh

Removed the value 22 (Opening Rotation) from tag 1682-MDSecurityTradingStatus.

12/13/2013iLink Order Entry

CME Globex Self Match Prevention

Updated "Example 3: Self match Prevention – Mass Quote."

12/13/2013iLink Order Entry

Quote Cancel Acknowledgment

Edited description of tag 9775-UnsolicitedCancelType.

12/13/2013CME Market Data Platform

Market Data - Security Status

Removed 3 (Instrument authorization) from list of valid values for tag 327-HaltReason. 

12/13/2013Pending Client System Impacts

MDP3 - Binary Packet HeaderMDP3 - Security Definition; MDP3 - Request for Quote; MDP3 - Market Data Security Status

Updated description of UTCTimestamp for SendingTime.

12/13/2013Pending Client System Impacts

MDP3 - Multiple Depth Book

Removed all instances of tag 269-MDEntryType f (Price Band Variation).

12/13/2013Pending Client System ImpactsRemoved note about last best price from bottom of page.
12/13/2013Pending Client System Impacts

MDP3 - Market Data Incremental Refresh

Updated value 269-MDEntryType=g (Threshold Limits and Price Band Variation) in 35=X data block.

12/11/2013 CME Direct CME Direct Installation - added new topic. 
12/6/2013OSR - Message ProcessingUpdated valid values in tag 39-OrdStatus description.
11/27/2013iLink Order EntryRFC - Matches with Another Order - Partial Fill - Side - updated scenario.
11/22/2013Pending Client System Impacts

MDP3 - Security Definition

Updated tag 200-MaturityMonthYear description for weekly options products.

11/22/2013Pending Client System Impacts

MDP3 - Market Data Snapshot Full Refresh

Updated description of tag 75-TradeDate.
Updated description of tag 5796-TradingReferenceDate.

11/22/2013Pending Client System Impacts

MDP3 - Market Data Security Status

Updated description of tag 75-TradeDate.

11/22/2013Pending Client System Impacts

MDP3 - Legacy Market Data Incremental Refresh for Testing Only

Updated description of tag 731-SettlPriceType for bit 1.

11/22/2013Disaster RecoveryUpdated entire topic to reflect data center consolidation.
11/20/2013iLink Order Entry

UDS Combo Expiration and Extension - deleted statement 'Quote or order activity on a UDS during the defined week of expiration extends instrument expiration an additional trading week.'

11/15/2013Options Exercise API  Added this new topic to Pending Client System Impacts.
11/15/2013 Margin Service APIALL-IN-ONE Call - added new topic and updated new Version 1.1 schema.
11/13/2013Pending Client System Impacts
11/8/2013Summary - Options Spread TypesUpdated construction for Horizontal Calendar (HO) Spread.
11/8/2013Options SpreadsUpdated Calendar Diagonal (DG) options spread description.
11/8/2013Pending Client System Impacts CME Europe on CME Globex - Updated Futures Calendars Spreads (SD) for CME Europe section.
11/8/2013CME Market Data PlatformBlock Trades Messaging Format updated description for tag 278-MDEntryID and tag 280-MDEntryRefID is decremented.
11/8/2013iLink Order EntryUpdated UDS Combo Expiration and Extension rules.
11/8/2013iLink Order EntryAdded RFC by Trading Session.
11/6/2013MexDer - Outbound Messages from CME Globex to Client SystemUpdated sample messages in the example under "Execution Report - Order Elimination Acknowledgment."
11/6/2013iLink Order EntryUpdated Quote Request message specification with tag 9943-QuoteType as being a repeating group tag.
11/6/2013CME Market Data PlatformIn the Market Data - Snapshot Full Refresh message, for tag 1682-MDSecurityTradingStatus, the value 5 = Price Indication is deprecated.
10/30/2013Drop Copy Application Message Request AcknowledgmentAdded list of valid values for tag 1354-ApplRespError.
10/25/2013CME Market Data PlatformMarket Data - Trading Statistics Reset Based on Market State Value - update to: tag 326-SecurityTradingStatus can be any value.
10/25/2013iLink Order EntryUpdated New Order and Order Cancel/Replace in the tag 210-MaxShow description: 'In CME Eurodollar Futures products, the maximum display ratio is 1:60.'
10/23/2013CME Market Data PlatformUpdated Market Data - Quote Request tag 54-Side Valid Values and Description.
10/23/2013iLink Order EntryUpdated Quote Request message specification.
10/18/2013Trading ServicesAdded TAS Calendar Spread description to list of available Futures Spreads.
10/18/2013Risk Management ServicesRisk Management Tools - added new topics for Kill Switch and DSF Access Manager.
10/18/2013Margin Service API

Developer Guide - added new topic.

10/16/2013Trading ServicesIntroduced this new topic as an enhanced version of Electronic Trading Concepts. Provides overview of services available from CME Group platforms and additional information such as OTC Trade Reporting.
10/16/2013Disaster Recovery ScenariosAdded topic to Pending Client System Impacts.
10/9/2013 Margin Service API 

Transaction - Add and Authentication and Entitlement- added CSV format and examples.

10/4/2013Pending Client System ImpactsMDP3 - see top for list of updates.
10/2/2013CME Market Data PlatformSecurity Definition message - included tag 1300-MarketSegmentID.
10/2/2013Electronic Trading ConceptsImplied Orders - added video examples.
9/27/2013Pending Client System ImpactsMDP3 - Template Extension - updated explanation.
9/27/2013iLink Order Entry
9/25/2013 Margin Service APIMargin Service API - Margin - Get  - added notes and mappings to response xpaths. 
9/20/2013Pending Client System ImpactsMDP3 - Example: Multiple Instrument Event with Implied Trades - updated diagram.
9/20/2013Network Connectivity

CME Public IP Prefix Summary

Added the following entries to the table:

  • 69.50.115.0 /24 A-Feed MDP Source Range
  • 69.50.119.0 /24 B-Feed MDP Source Range
9/13/2013Pending Client System ImpactsMDP3 - standardized diagrams.
9/11/2013Pending Client System ImpactsCME Europe on CME Globex - added mock trading script.
9/11/2013Margin Service APIMargin Service API - Transaction - Add - added XML examples for CDS and Add Bulk Transactions. 
9/11/2013iLink Order Entry
9/6/2013iLink Order EntryApplication Message Formats

Layouts updated to reflect that the following tag values will always be uppercase on outbound (CME Globex to client system) messages.

  • Tag 1-Account
  • Tag 79-AllocAccount
  • Tag 9771-MMAccount
  • Tag 57-TargetSubID
9/6/2013

Partner Exchanges

MexDer - Outbound Messages from CME Globex to Client System - incorporated content from MexDer Single Engine client impact assessment.
9/6/2013Partner Exchanges

BMD Security Definition

Sample Security Definitions for BMD Products

Incorporated content from BMD Instruments External Name Change client impact assessment.

9/6/2013 Margin Service API

Requests, Enumerations, Objects, TypesTransaction - Add, Transaction - Update, Transaction - List

9/4/2013CME Market Data PlatformMarket Data - Incremental Refresh - added tag 1003-TradeID to the message layout.
8/30/2013 Pending Client System ImpactsMDP3 - Market Data Snapshot Full Refresh - updated sample messages.
8/30/2013iLink Order EntryApplication Message Formats - removed tag 77 from New Order and Order Cancel-Replace Request mesage layouts.
8/30/2013 Pending Client System Impacts

MDP3

8/30/2013Product Specific InformationEmissions - migrated topic from Partner Exchange topic (formerly Green X) to product specific Emissions topic.
8/23/2013Risk Management ServicesCancel on Disconnect - Edited example in "Different SenderCompIDs on Single iLink Session" section to show that both orders are cancellede
8/21/2013Pending Client System ImpactsMDP3 - TCP Recovery - added diagram to show TCP Replay format.
8/21/2013Electronic Trading ConceptsStop Logic - updated functional description.
8/21/2013iLink Order EntrySession Layer - Resend Request - changed 'highly recommended' to 'required' that client system request the maximum limit.
8/21/2013iLink Order EntryApplication Message Formats - updated tag 37-OrderID definition for all application messages containing this tag sent from CME Globex to the client system.
8/12/2013Pending Client System ImpactsMDP3 - added MDP3 Message Structure example. Added note to Schema Versioning and Repeating Group Definitions sections. Updated message specification with repeating group top-level tag behavior.
8/9/2013iLink Order EntryOrder Cancel Reject - added value 1003 (Orders may not be cancelled while the market is closed) to tag 102-CXlRejReason
8/7/2013 Pending Client System ImpactsMDP3 - changed tag TimeBracket to tag 37704-EventTimeDelta in the MDP3 - Market Data Incremental Refresh message and related examples.
7/26/2013Electronic Trading ConceptsOrder Qualifiers added E3, E4, E5 to list of Interest Rate Products not eligible for Display Quantity.
7/26/2013 Pending Client System ImpactsMDP3 - added MDP3 Implied Matching Status to the MDP3 - Market Data Security Status topic.
7/19/2013Network Connectivity
7/12/2013CME Market Data PlatformMarket Data - Security Definition - updated tag 872-InstAttribType description.
7/10/2013Electronic Platform Information ConsoleVolatility Quoted Options topic deprecated.
7/10/2013Pending Client System Impacts

Mass Order Cancel - removed tag 1376-MassActionRejectReason from Order Mass Action Report message. Updated Order Mass Action example.

7/10/2013Electronic Trading ConceptsOrder Qualifiers - updated description for Display Quantity order qualifier.
7/2/2013

Pending Client System Impacts

CME Europe on CME Globex - added Futures Calendar Spreads (SD) for CME Europe section.
7/2/2013Pending Client System Impacts MDP3 - Functional Specification - added  topic.
7/2/2013Network ConnectivityCert Data Center - added  topic.
6/19/2013iLink Order EntryCME Globex Self Match Prevention - updated to include BMD exception.
6/19/2013CME Market Data PlatformMarket Data - Natural Refresh - updated book example.
6/19/2013 CME ClearPortSubmitting Entity and Product Information - updated Party Role Validations.
6/14/2013 CME ClearPortCME ClearPort API - FIXML Message Specification - updated SecType value for Options from OPT to OOF or OOC for: Trade Capture Report - Inbound, Trade Capture Acknowledgment Message, Trade Capture Report Message - Outbound.
6/13/2013CME Market Data PlatformStreamlined Market Data - incorporated content from the "Streamlined Market Data for Block Trades" client impact assessment topic.
6/13/2013Pending Client System ImpactsMass Order Cancel - added topic.
6/5/2013Pending Client System Impacts
5/31/2013 CME ClearPort 
5/31/2013Electronic Trading ConceptsMessaging Controls - removed Order Cancel Request (tag 35-MsgType=F) from table of 100 MPS Application messages.
5/24/2013Partner ExchangesIncorporated Brazilian Mercantile and Futures Exchange-Sao Paulo Stock Exchange client impact assessment topic.
5/22/2013Electronic Trading ConceptsMessaging Controls - updated with information regarding Order Status Request (OSR) messaging.
5/22/2013iLink Order EntryRFQ - Client to CME Globex Message Structure - tag 9943-QuoteType updated as a nono-repeating group tag.
5/17/2013Electronic Trading ConceptsMessaging Controls - updated parameters.
5/17/2013CME Market Data PlatformMarket Data - Natural Refresh - updated example for Natural Refresh.
5/8/2013Partner ExchangesIncremental Refresh for BVMF Market Data - edited "Final Settlement" section and renamed it to "Settlement Price."
5/8/2013Pending Client System ImpactsCME Europe on CME Globex - updated tag 1151-SecurityGroup value for Euro/Chinese Renminbi.
5/3/2013Electronic Trading ConceptsMessaging Controls - updated threshold and interval information.
5/1/2013Partner ExchangesMexDer - Product and Market Statisticsand MexDer - Product Information updated.
4/26/2013CME Market Data PlatformMarket Data - Security Definition - updated data type for tag 623-LegRatioQty from Float(20) to Int(2) and tag 1017-LegOptionDelta from Float(20) to Float(2).
4/17/2013CME Market Data Platform

Market Data Platform: Market Data - Snapshot Full Refresh - tag 1682-MDSecurityTradingStatus is included in the body of the message (formerly included in the FIX Header layout).

4/3/2013 Pending Client System ImpactsAdded MexDer Mock Trading topic.
3/27/2013Pending Client System ImpactsAdded CME Europe on CME Globex topic.
3/21/2013Pending Client System ImpactsAdded BMD Instruments External Name Change topic.
3/15/2013 Margin Service API

Margin Service API - Transaction Formats - in all message samples, moved <Instrmt> block above <RptSide>.

3/15/2013  Margin Service APIMargin Service API - Transaction Formats - added links to an FpML schema and FIXML information. 
3/13/2013Pending Client System ImpactsAdded BVMF Mock Trading topic.
3/8/2013Electronic Trading Concepts
3/6/2013Pending Client System Impacts
3/1/2013CME Market Data PlatformITC - updated Category Code Z - Contract Specifications message examples.
2/27/2013   

Electronic Trading Concepts

Futures Spreads - added Interest Rate Inter-Commodity Spread (DI) and also to related topics.
2/22/2013 iLink Order Entry

Application Message Formats - added note to description of tag 1028-ManualOrderIndicator for all inbound (client system to CME Globex) messages.

2/22/2013 iLink Order Entry

Application Message Formats - changed maximum length of tag 9717-CorrelationClOrdID from 5 bytes to 20 bytes in all outbound (CME Globex to client system) messages.

2/22/2013 iLink Order Entry

Application Message Formats - edited description of tag 9717-CorrelationClOrdID in all inbound (client system to CME Globex) messages.

2/22/2013 Partner ExchangesBMD Security Definition - added tag 462-UnderlyingProduct to table.
2/22/2013 Partner ExchangesSample Security Definitions for BMD Products - updated sample message for Crude Palm Oil Future Outright (OCPO).u
2/20/2013Disaster RecoveryCME Direct DR - new topic.
2/15/2013Electronic Platform Information ConsoleIndicative Opening Price - Theoretical Opening Price (TOP) changed to Indicative Opening Price (IOP) to reflect the fact that the pre-open display price is calculated from existing orders.
2/13/2013iLink Order EntryiLink Order Types - added designated limit reject scenario for Market-Limit Order (Bid) with Market.
2/8/2013 

CME Market Data Platform

Market Data - Security Definition - corrected tag 827-ExpirationCycle as a non-repeating group tag and positioned after tag 55-Symbol.
2/8/2013  Risk Management ServicesDrop Copy Application Message Request Acknowledgment - corrected data format type for tag 1354 in the message. 

2/8/2013  

CME Market Data Platform

Streamlined Market Data for Equity Indices - incorporated content from the "Dow Jones Indices" client impact assessment topic.
2/8/2013  

CME Market Data Platform

Equity Indices Messaging Format - incorporated content from the "Dow Jones Indices" client impact assessment topic. 
2/6/2013 Market Data PlatformCorrected tag 48-SecurityID data format to Int(12).
2/1/2013 Margin Service APINew API added to this site. This API gives all market participants direct access to CME Clearing initial margin engines for portfolio analysis. 
1/31/2013Network ConnectivityCME Public IP Prefix Summary - new IP addresses for Performance Gateway Source Range.
1/30/2013

Market Data Platform

Streamlined Market Data for the Eris Exchange - incorporated content from the "Eris Exchange SwapBook 3.0 Upgrade" client impact assessment topic.
1/25/2013Electronic Trading Concepts

Velocity Logic - updated "Market Remains Open" and "Market Is Reserved" rows in the table.

1/18/2013Market Data PlatformMarket Data - Security Definition - corrected allowable min/max for tag 1017-LegOptionDelta.
1/18/2013

iLink Order Entry

Order Status Request - incorporated content from the "CME Globex Performance Release" client impact assessment topic.
1/18/2013 iLink Order EntryOrder Status Request - OSR - incorporated content from the "CME Globex Performance Release" client impact assessment topic. 
1/18/2013 

iLink Order Entry

Quote Request - incorporated content from the "CME Globex Performance Release" client impact assessment topic. 
1/18/2013 iLink Order EntryQuote Cancel - incorporated content from the "CME Globex Performance Release" client impact assessment topic. 
1/18/2013 

iLink Order Entry

New Order Cross - incorporated content from the "CME Globex Performance Release" client impact assessment topic. 
1/18/2013 iLink Order EntrySession Layer Validation Conditions - incorporated content from the "CME Globex Performance Release" client impact assessment topic. 
1/18/2013 iLink Order EntrySession Level Reject  - incorporated content from the "CME Globex Performance Release" client impact assessment topic. 
1/18/2013 iLink Order EntrySecurity Definition Request - incorporated content from the "CME Globex Performance Release" client impact assessment topic. 
1/18/2013 iLink Order Entry

Mass Quote - incorporated content from the "CME Globex Performance Release" client impact assessment topic.

1/16/2013Pending Client System Impacts
1/16/2013 Pending Client System Impacts

MexDer Single Engine - updated US Dollar Option sample messages.

1/16/2013 

Electronic Trading Concepts

Market State and Instrument State Order Activity Restrictions - updated tag 55-Symbol value.

1/9/2013     Electronic Trading ConceptsMarket State and Instrument State Order Activity Restrictions - updated descriptions of allowed order entry activity per state and added Instrument State description.
1/9/2013  Market Data PlatformMarket Data - Security Definition - updated tag 711-NoUnderlyings description. 
1/9/2013 Market Data PlatformMarket Data Services - updated Security Definition Flat File (secdef.dat) availability timetable.
1/9/2013  Electronic Trading ConceptsMatch Algorithm Type C - FX Calendar - updated topic for type C match algorithm.
1/9/2013 Pending Client System Impacts

MexDer Single Engine - updated CFI code and edited description of Execution Report - Order Elimination Acknowledgment for End of Session. 

1/9/2013  Electronic Trading ConceptsVelocity Logic - added as a new topic.
12/19/2012Pending Client System ImpactsAdded MexDer Single Engine topic.
12/14/2012  Electronic Trading ConceptsMarket State and Instrument State Order Activity Restrictions - added notes about allowed order types and qualifiers for pre-open, pre-open/no cancel, and pause market states.
12/14/2012 Electronic Trading ConceptsFutures Spreads - updated examples for Bundle Spread (BS).
12/14/2012 iLink Order EntryiLink Order Types - added notes concerning when orders will be rejected to "Market-Limit Order (Bid) with Market," "Market Order with Protection," and "Stop Order" sections. 
12/12/2012Electronic Trading Concepts

Messaging Controls - updated list of application messages, updated tables, and added note.

11/30/2012Risk Management Services

Drop Copy Source Session Management Block Parties - for tag 453-NoPartyIDs, the value can now be 1 or more.

11/30/2012 Risk Management Services

Drop Copy Source Session Management Block Parties - tag 452-PartyRole: Added value (54 = Sender Location).

11/28/2012

iLink Order Entry

Session Level Reject - session Level Reject (tag 35-MsgType=3) message includes tag 371-RefTagID sent only in a Quote Governor reject scenario.

11/28/2012Market Data Platform

Market Data - Trade - clarified that an implied order cannot be an aggressor as it relates to tag 5797-AggressorSide.

11/20/2012

Disaster Recovery

CME Regional Failover Customer Mock Trading Session - new mock trading date scheduled.

11/20/2012

iLink Order Entry

Order Cancel Reject - tag 1-Account is included in the layout and sent for a reject of an Order Cancel-Replace Request.

11/7/2012  

Electronic Trading Concepts

Messaging Controls - updated Message Volume Controls threshold information. 
11/7/2012  Pending Client System ImpactsEris Exchange SwapBook 3.0 Upgrade - added information on TCP Replay for Security Definition Only.
11/7/2012  Pending Client System Impacts

Eris Exchange SwapBook 3.0 Upgrade  - added Security Definition Request (35=c) message specification. 

11/2/2012   Disaster RecoveryOrder Entry Path DR Process - updated information regarding IP addresses for Order Entry and Drop Copy.
11/2/2012 Disaster RecoveryDisaster Recovery for CME Globex Market Data - updated information regarding source IP addresses for market data. 
11/2/2012  Decay Variable Quantity Energy Products Migrated from Pending Client System Impacts topic to Variable Quantity Energy Products topic 
11/2/2012   Electronic Trading ConceptsFutures Spreads and Futures - Spreads Availability per Product Complex - incorporated content from Natural Gas and Power topic under Pending Client System Impacts topic.  
11/2/2012  Product Specific InformationIncorporated content from Natural Gas and Power topic under Pending Client System Impacts topic.  

11/2/2012   

Electronic Trading Concepts

Summary - Futures Spreads - incorporated content from Natural Gas and Power topic under Pending Client System Impacts topic. 
10/31/2012iLink Order EntryiLink - Order Qualifiers - updated tag 59-TimeInForce behavior description.
10/17/2012 Pending Client System ImpactsEris Exchange SwapBook 3.0 Upgrade - added new client system impact topic.
10/17/2012 Market Data PlatformDow Jones Indices - Added information on market data dissemination times. 
0/12/2012iLink Order EntryQuote Cancel - updated message layout to include tag →295-NoQuoteEntries to reflect production.
10/10/2012Order Cancel RejectAdded valid value for tag 102-OrderCxlRejectReason: 2045 - This order is not in the book
10/5/2012Product Specific InformationNatural Gas and Power - added comprehensive product list.
10/3/2012 Network ConnectivityCME Public IP Prefix Summary
9/21/2012 Pending Client System ImpactsCME Globex Performance Release Climp - updated mock trading session information.
9/21/2012 

Electronic Trading Concepts

Clarification that orders having a maximum display quantity, also known as iceberg orders, after exhausting the display quantity, are reinstated at the bottom of the order book. 

9/21/2012 

iLink Order Entry

iLink - Order Qualifiers - clarification that orders having a maximum display quantity, also known as iceberg orders, after exhausting the display quantity, are reinstated at the bottom of the order book. 

9/12/2012Pending Client System Impacts
9/12/2012Market Data PlatformStreamlined Market Data - incorporated OTC Daily Market Data client impact. 
9/12/2012Pending Client System ImpactsNatural Gas and Power - added new product list for September 17th New Release to client impact. 
9/5/2012Network ConnectivityCME Public IP Prefix Summary
8/29/2012Partner ExchangesMexDer - Risk Control Gateway - migrated from Pending Client System Impacts to MexDer - Risk Management Tools.
8/22/2012  Risk Management ServicesRMI API Cancel Functionality - migrated from Pending Client System Impacts topic to Risk Management API topic.
8/22/2012  Electronic Trading ConceptsSettlement Prices - updated time that final settlement prices are sent to between 5:30 p.m. and 9:30 p.m. (Monday through Thursday).  
8/22/2012  CME Market Data PlatformMarket Data - Final Settlement - updated time that final settlement prices are sent to between 5:30 p.m. and 9:30 p.m. (Monday through Thursday).  
8/17/2012CME Market Data PlatformTop level topic added to house all market data topics including CME Globex Market Data, Streamlined Market Data, and the new topic ITC.
8/15/2012     Pending Client System ImpactsNatural Gas and Power - added new product listing for Monday August 20th New Release availability.
8/15/2012  iLink Order EntryiLink Message Specification - tag 9717-CorrelationClOrdID is String(5) in all Execution Reports except for Order Status Request Acknowledgment which is String(20).
8/15/2012  Pending Client System Impacts

CME Globex Performance Release Climp - added Fallback Procedure topic.

8/15/2012  Network Connectivity Added Certification Environment topic. 
8/15/2012  Pending Client System ImpactsDow Jones Indices - added new client impact topic for Dow Jones Indices.
8/15/2012  CME Market Data PlatformStreamlined Market Data - incorporated Equity Indices (S&P) Enhancements client impact. 
8/10/2012Network ConnectivityMigrated to Client Systems Wiki.
8/10/2012 Partner ExchangesMexDer - Outbound Messages from CME Globex to Client System - Updated "Execution Report for Order Elimination and Order Cancel Acknowledgment" section and added example. 
8/8/2012

Electronic Trading Concepts

8/3/2012iLink Order EntryExecution Report - Order Creation Cancel or Modify - Correction: tag 378-ExecRestatementReason is sent in Order Cancel Acknowledgment tag 35-MsgType=8, tag 39-OrdStatus=4 (removed from Order Elimination message tag 35-MsgType=8, tag 39-OrdStatus=C).
8/1/2012Pending Client System ImpactsCME Globex Performance Release Climp - additional information for Mass Quote early adopters.
8/1/2012 Pending Client System ImpactsNatural Gas and Power - additional products added to product listing and new dates for New Release and Production availability.
8/1/2012 iLink Order EntryiLink Order Types  - updated book update examples per order type.
8/1/2012 iLink Order EntryiLink Solicited vs Unsolicited Order Cancel Acknowledgements - this topic is deprecated due to introduction of tag 378-ExecRestatementReason in the  Execution Report - Order Elimination message. 
7/27/2012iLink Order EntryExecution Report - Order Status Request Acknowledgment - corrected valid values for tag 39-OrdStatus.
7/25/2012 iLink Order EntryiLink Security Definition - added tag 623-LegRatioQty to the option and future repeating tag groups.
7/25/2012  Pending Client System ImpactsNatural Gas and Power  - added new topic to describe new futures spread types for energy products. 
7/17/2012  Risk Management Services

Risk Management Interface Message Specification - tag 1545-InstrumentScopeSecurity Group is optional within the Instrument Scope Component in the Party Entitlement Definition Request (tag 35-MsgType=CU) message.

7/17/2012 Risk Management ServicesRisk Management Interface Message Specification  - the Components Party Entitlements Ack, Party Detail, Related Party Detail, Entitlement, Entitlement Attributes, Instrument Scope are optional within the Party Entitlement Definition Request Ack (tag 35-MsgType=UB) and will be present only in messages with a ReqStat=1 (accept with changes) and not in outright accepts or outright rejects.
7/17/2012 Risk Management Services

Risk Management Interface Message Specification - ll Components except <PartyEntitlement> are optional in the Party Entitlements Report (tag 35-MsgType=CV) and returned only if there were active blocks for the Related Party ID.

7/17/2012 Enterprise Platform Information ConsoleAdded the link to userfeedback@cmegroup.com to encourage user experience feedback. 
7/17/2012  

Enterprise Platform Information Console

How to Use this Site - Added the link to userfeedback@cmegroup.com to encourage user experience feedback. 
7/13/2012Partner Exchanges

MexDer Risk Control Gateway - updated "Risk Management Gateway" section.

7/13/2012 Partner Exchanges

MexDer Risk Control Gateway - updated "Example: Daily Quantity Violation."

7/13/2012 Partner Exchanges

MexDer Risk Control Gateway - updated "RMG Filter Configurations for Testing in New Release" section.

7/11/2012 Pending Client System ImpactsOTC Daily Market Data - added new client impact assessment.
7/11/2012  Enterprise Platform Information ConsoleUpdated maximum number of legs for User-Defined Strategies from 40 to 26 throughout Client Systems Wiki. 
7/6/2012Pending Client System ImpactsCME Globex Performance Release Climp - updated mock trading session schedule.
7/5/2012Pending Client System ImpactsRMI API Cancel Functionality - RMI API Client System Impact Assessment topic added.
7/3/2012 Partner ExchangesMexDer Risk Control Gateway - updated "Certification" section.
7/3/2012 Partner ExchangesBursa Malaysia Derivatives  - updated Tag 107-SecurityDesc description and sample Security Definition message for Crude Palm Oil future outright.
6/29/2012iLink Order EntryExecution Report - Order Elimination - added tag 378-ExecRestatementReason.
6/27/2012Electronic Trading ConceptsTrade Cancellation and Price Adjustment - updated Overview and GCC Trade Cancellation topic.
6/21/2012   

iLink Order Entry

Order Cancel Reject - tag 54-Side is not required.

6/21/2012  Pending Client System ImpactsEquity Indices Enhancements - updated "Certification" section. 
6/21/2012  Partner ExchangesMexDer Risk Control Gateway - added new section on filter configurations. 
6/18/2012  

CME Market Data Platform

Market Data - Security Definition - updated tag 207-SecurityExchange and tag 616-LegSecurityExchange valid values, deprecated N type algorithm.

6/18/2012  Electronic Trading ConceptsMatch Algorithms  - deprecated N type algorithm.
6/15/2012Electronic Trading ConceptsOutright Options - updated Cabinet definition.
6/13/2012    

Partner Exchanges

MexDer - incorporated latest client impact assessment.

6/6/2012iLink Order EntryiLink Message Specification - added tag 1031-CustOrderHandlingInst to impacted messages.
5/31/2012

CME Market Data Platform

Streamlined FAST Implementation - added note regarding Operator removal.
5/31/2012 

CME Market Data Platform

FAST Implementation - added note regarding Operator removal. 
5/29/2012  

CME Market Data Platform 

Market Data - Security Definition - added values for tag 207-SecurityExchange.

5/29/2012  Pending Client System ImpactsCME Globex Performance Release Climp - added DR and single IP information. 
5/17/2012Pending Client System ImpactsCME Globex Performance Release Climp - Update to iLink Messaging Changes
5/11/2012 iLink Order EntryiLink Order Types - updated Stop-Limit Order not Filled example.
5/11/2012 Risk Management ServicesRisk Management API - added topic under Risk Management Services. 
5/9/2012    

Electronic Trading Concepts

Exchange Traded Instruments on CME Globex - updated graphic example

5/9/2012 iLink Order EntryQuote Request - RFQ - updated overview topic; RFQ is auto-generated at UDS creation 
5/9/2012 CME Market Data PlatformEquity Indices Messaging Format - Updated tag 9988 values.

5/7/2012

Enterprise Platform Information Console

Initial site launch.

  

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This navigation map provides an overview of the information available within the Client Systems Wiki. Target Audience indicates if the information is designed for:

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 Disclaimer

Futures trading is not suitable for all investors, and involves the risk of loss. Futures are a leveraged investment, and because only a percentage of contract value is required to trade, it is possible to lose more than the amount of money deposited for a futures position. Therefore, traders should only use funds that they can afford to lose without affecting their lifestyles. And only a portion of those funds should be devoted to any one trade because they cannot expect to profit on every trade.

All references to options refer to options on futures.

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Dow Jonessm, Dow Jones AIG Commodity Indexsm, The Dowsm, Dow Jones Industrial Averagesm, and DJIAsm are service marks of Dow Jones & Company, Inc. and American International Group, Inc. (AIG) and have been licensed for use for certain purposes by the Board of Trade of the City of Chicago, Inc (CBOT®). CBOT futures and options on futures contracts based on the Dow Jones Industrial Averagesm are not sponsored, endorsed, sold or promoted by Dow Jonessm, and Dow Jonessm makes no representation regarding the advisability of trading such product(s).

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All matters pertaining to rules and specifications herein are made subject to and are superseded by official CME, CBOT, and NYMEX rules. Current rules should be consulted in all cases concerning contract specifications.

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