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This is the starting point of the CME Group Client Systems Wiki. This space contains technical and business information about current CME Group electronic trading platforms and trading services.

 see recent updates
Date Topic Description
4/9/2014 Pending Client System Impacts   CME STP API Impacts - added new topic. 
4/8/2014 CME Market Data Added 'SA' options spread type to Market Data Tag 762-SecuritySubType Table of Values.
4/8/2014 iLink Order Entry Created new Mass Quote Protections topic to replace the previous MQP topic.
4/2/2014  Margin Service API Margin Service API - Margin - Get  - added definition details.
4/2/2014

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

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

2/26/2014 Created new topic to house Client System Certification, Disaster Recovery, and Network Connectivity topics. No change to existing content.
2/26/2014 Created new topic to house CME Market Data Platform and CME DataMine topics. No change to existing content.
2/26/2014 Created new topic to house Margin Service API, Options Exercise API, and future Clearing APIs topics. No change to existing content.
2/26/2014 Updated 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. 
2/21/2014 Risk Management Services Drop Copy FIX Resend - Added description of overlapping Resend Request behavior.
2/21/2014 Risk Management Services Drop Copy Administrative Messages - Edited note on tag 142-SenderLocationID.
2/12/2014 Trading Services Added video demo for Split FIFO Pro-Rata matching algorithm.
1/31/2014 Margin Service API   ALL-IN-ONE Call - Asynchronous All-In One Call now available. 
1/24/2014 iLink Order Entry Mass Quotes - Added recommendation, "For optimal round-trip performance, Mass Quote messages should include 6-8 two-sided quotes."
1/17/2014 iLink Order Entry Standardized tag 37-OrderID datatype as String(17) in Application Message Formats.
1/17/2014 Pending Client System Impacts Added Trade Summary Matching Scenario Examples to MDP3 - Market Data Incremental Refresh.
1/15/2014 Pending Client System Impacts MDP3 - 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 

1/10/2014 Disaster Recovery Migrated Data Center Consolidation Disaster Recovery Scenarios from Pending Client System Impacts to Disaster Recovery Scenarios.
1/8/2014 Pending Client System Impacts MDP3 - Legacy Market Data Incremental Refresh for Testing Only - updated tag 5799-MatchEventIndicator description of Bit 5.
1/8/2014 Pending 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.

1/8/2014 Pending Client System Impacts MDP3 - Added Channel Reset section.
1/8/2014 Pending Client System Impacts MDP3 - Channel Reset - Updated steps and diagram to reflect enhancements to process.
1/8/2014 Pending Client System Impacts Added new topic: Mass Order Status
1/3/2014 Pending Client System Impacts MDP3 - Channel Reset: Updated value descriptions for tag 269 = E (Implied Bid) and F (Implied Offer).
1/3/2014 CME Globex Added 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. 

1/1/2014

CME Globex Impacts:

MDP3

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.

12/13/2013 CME Market Data Platform

Market Data - Snapshot Full Refresh

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

12/13/2013 iLink Order Entry

CME Globex Self Match Prevention

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

12/13/2013 iLink Order Entry

Quote Cancel Acknowledgment

Edited description of tag 9775-UnsolicitedCancelType.

12/13/2013 CME Market Data Platform

Market Data - Security Status

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

12/13/2013

CME Globex Impacts:

MDP3

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

Updated description of UTCTimestamp for SendingTime.

12/13/2013

CME Globex Impacts:

MDP3

MDP3 - Multiple Depth Book

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

12/13/2013

CME Globex Impacts:

MDP3

Removed note about last best price from bottom of page.
12/13/2013

CME Globex Impacts:

MDP3

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. 
12/6/2013 OSR - Message Processing Updated valid values in tag 39-OrdStatus description.
11/27/2013 iLink Order Entry RFC - Matches with Another Order - Partial Fill - Side - updated scenario.
11/22/2013

CME Globex Impacts:

MDP3

MDP3 - Security Definition

Updated tag 200-MaturityMonthYear description for weekly options products.

11/22/2013

CME Globex Impacts:

MDP3

MDP3 - Market Data Snapshot Full Refresh

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

11/22/2013

CME Globex Impacts:

MDP3

MDP3 - Market Data Security Status

Updated description of tag 75-TradeDate.

11/22/2013

CME Globex Impacts:

MDP3

MDP3 - Legacy Market Data Incremental Refresh for Testing Only

Updated description of tag 731-SettlPriceType for bit 1.

11/22/2013 Disaster Recovery Updated entire topic to reflect data center consolidation.
11/20/2013 iLink 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.'

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

Developer Guide - added new topic.

10/16/2013 Trading Services Introduced 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.
10/16/2013 Disaster Recovery Scenarios Added topic to Pending Client System Impacts.
10/9/2013  Margin Service API 

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

10/4/2013 CME Globex Impacts MDP3 - see top for list of updates.
10/2/2013 CME Market Data Platform Security Definition message - included tag 1300-MarketSegmentID.
10/2/2013 Electronic Trading Concepts Implied Orders - added video examples.
9/27/2013 CME Globex Impacts MDP3 - Template Extension - updated  explanation.
9/27/2013 iLink Order Entry
9/25/2013  Margin Service API Margin Service API - Margin - Get  - added notes and mappings to response xpaths. 
9/20/2013 CME Globex Impacts MDP3 - Example: Multiple Instrument Event with Implied Trades - updated diagram.
9/20/2013 Network 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
9/13/2013 CME Globex Impacts MDP3 - standardized diagrams.
9/11/2013 CME Globex Impacts CME Europe on CME Globex - added mock trading script.
9/11/2013 Margin Service API Margin Service API - Transaction - Add - added XML examples for CDS and Add Bulk Transactions. 
9/11/2013 iLink Order Entry
9/6/2013 iLink Order Entry Application 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.
9/6/2013 Partner 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

9/4/2013 CME Market Data Platform Market Data - Incremental Refresh - added tag 1003-TradeID to the message layout.
8/30/2013  CME Globex Impacts MDP3 - Market Data Snapshot Full Refresh - updated sample messages.
8/30/2013 iLink Order Entry Application Message Formats - removed tag 77 from New Order and Order Cancel-Replace Request mesage layouts.
8/30/2013 CME Globex Impacts

MDP3

8/30/2013 Product Specific Information Emissions - migrated topic from Partner Exchange topic (formerly Green X) to product specific Emissions topic.
8/23/2013 Risk Management Services Cancel on Disconnect - Edited example in "Different SenderCompIDs on Single iLink Session" section to show that both orders are cancellede
8/21/2013 CME Globex Impacts MDP3 - TCP Recovery - added diagram to show TCP Replay format.
8/21/2013 Electronic Trading Concepts Stop Logic - updated functional description.
8/21/2013 iLink Order Entry Session Layer - Resend Request - changed 'highly recommended' to 'required' that client system request the maximum limit.
8/21/2013 iLink Order Entry Application Message Formats - updated tag 37-OrderID definition for all application messages containing this tag sent from CME Globex to the client system.
8/12/2013 CME Globex Impacts MDP3 - 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.
8/9/2013 iLink Order Entry Order Cancel Reject - added value 1003 (Orders may not be cancelled while the market is closed) to tag 102-CXlRejectReasona
8/7/2013  CME Globex Impacts MDP3 - changed tag TimeBracket to tag 37704-EventTimeDelta in the MDP3 - Market Data Incremental Refresh message and related examples.
7/26/2013 Electronic Trading Concepts Order Qualifiers added E3, E4, E5 to list of Interest Rate Products not eligible for Display Quantity.
7/26/2013  CME Globex Impacts MDP3 - added MDP3 Implied Matching Status to the MDP3 - Market Data Security Status topic.
7/19/2013 Network Connectivity
7/12/2013 CME Market Data Platform Market Data - Security Definition - updated tag 872-InstAttribType description.
7/10/2013 Electronic Platform Information Console Volatility Quoted Options topic deprecated.
7/10/2013 CME Globex Impacts

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

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

CME Globex Impacts

CME Europe on CME Globex - added 'Futures Calendar Spreads (SD) for CME Europe' section.
7/2/2013 CME Globex Impacts  MDP3 - Functional Specification - added  topic.
7/2/2013 Network Connectivity Cert Data Center - added  topic.
6/19/2013 iLink Order Entry CME Globex Self Match Prevention - updated to include BMD exception.
6/19/2013 CME Market Data Platform Market Data - Natural Refresh - updated book example.
6/19/2013  CME ClearPort Submitting Entity and Product Information - updated Party Role Validations.
6/14/2013  CME ClearPort CME 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.
6/13/2013 CME Market Data Platform Streamlined Market Data - incorporated content from the "Streamlined Market Data for Block Trades" client impact assessment topic.
6/13/2013 CME Globex Impacts Mass Order Cancel - added topic.
6/5/2013 CME Globex Impacts
5/31/2013  CME ClearPort 
5/31/2013 Electronic Trading Concepts Messaging Controls - removed Order Cancel Request (tag 35-MsgType=F) from table of 100 MPS Application messages.
5/24/2013 Partner Exchanges Incorporated Brazilian Mercantile and Futures Exchange-Sao Paulo Stock Exchange client impact assessment topic.
5/22/2013 Electronic Trading Concepts Messaging Controls - updated with information regarding Order Status Request (OSR) messaging.
5/22/2013 iLink Order Entry RFQ - Client to CME Globex Message Structure - tag 9943-QuoteType updated as a nono-repeating group tag.
5/17/2013 Electronic Trading Concepts Messaging Controls - updated parameters.
5/17/2013 CME Market Data Platform Market Data - Natural Refresh - updated example for Natural Refresh.
5/8/2013 Partner Exchanges Incremental Refresh for BVMF Market Data - edited "Final Settlement" section and renamed it to "Settlement Price."
5/8/2013 CME Globex Impacts CME Europe on CME Globex - updated tag 1151-SecurityGroup value for Euro/Chinese Renminbi.
5/3/2013 Electronic Trading Concepts Messaging Controls - updated threshold and interval information.
5/1/2013 Partner Exchanges MexDer - Product and Market Statisticsand MexDer - Product Information updated.
4/26/2013 CME Market Data Platform Market 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).
4/17/2013 CME 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  CME Globex Impacts Added MexDer Mock Trading topic.
3/27/2013 CME Globex Impacts Added CME Europe on CME Globex topic.
3/21/2013 CME Globex Impacts Added 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 API Margin Service API - Transaction Formats - added links to an FpML schema and FIXML information. 
3/13/2013 CME Globex Impacts Added BVMF Mock Trading topic.
3/8/2013 Electronic Trading Concepts
3/6/2013 CME Globex Impacts
3/1/2013 CME Market Data Platform ITC - 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 Exchanges BMD Security Definition - added tag 462-UnderlyingProduct to table.
2/22/2013  Partner Exchanges Sample Security Definitions for BMD Products - updated sample message for Crude Palm Oil Future Outright (OCPO).u
2/20/2013 Disaster Recovery CME Direct DR - new topic.
2/15/2013 Electronic Platform Information Console Indicative 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.
2/13/2013 iLink Order Entry iLink 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 Services Drop 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 Platform Corrected tag 48-SecurityID data format to Int(12).
2/1/2013  Margin Service API New API added to this site. This API gives all market participants direct access to CME Clearing initial margin engines for portfolio analysis. 
1/31/2013 Network Connectivity CME 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.
1/25/2013 Electronic Trading Concepts

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

1/18/2013 Market Data Platform Market 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 Entry Order 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 Entry Quote 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 Entry Session Layer Validation Conditions - incorporated content from the "CME Globex Performance Release" client impact assessment topic. 
1/18/2013  iLink Order Entry Session Level Reject  - incorporated content from the "CME Globex Performance Release" client impact assessment topic. 
1/18/2013  iLink Order Entry Security 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.

1/16/2013 CME Globex Impacts
1/16/2013  CME Globex 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 Concepts Market 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 Platform Market Data - Security Definition - updated tag 711-NoUnderlyings description. 
1/9/2013  Market Data Platform Market Data Services - updated Security Definition Flat File (secdef.dat) availability timetable.
1/9/2013   Electronic Trading Concepts Match Algorithm Type C - FX Calendar - updated topic for type C match algorithm.
1/9/2013  CME Globex 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 Concepts Velocity Logic - added as a new topic.
12/19/2012 CME Globex Impacts Added MexDer Single Engine topic.
12/14/2012   Electronic Trading Concepts Market 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 Concepts Futures Spreads - updated examples for Bundle Spread (BS).
12/14/2012  iLink Order Entry iLink 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. 
12/12/2012 Electronic Trading Concepts

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

11/30/2012 Risk 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.

11/28/2012 Market 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   CME Globex Impacts Eris Exchange SwapBook 3.0 Upgrade - added information on TCP Replay for Security Definition Only.
11/7/2012   CME Globex Impacts

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

11/2/2012    Disaster Recovery Order Entry Path DR Process - updated information regarding IP addresses for Order Entry and Drop Copy.
11/2/2012  Disaster Recovery Disaster 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 Concepts Futures 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 Information Incorporated 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. 
10/31/2012 iLink Order Entry iLink - Order Qualifiers - updated tag 59-TimeInForce behavior description.
10/17/2012  CME Globex Impacts Eris Exchange SwapBook 3.0 Upgrade - added new client system impact topic.
10/17/2012   Market Data Platform Dow Jones Indices - Added information on market data dissemination times. 
0/12/2012 iLink Order Entry Quote Cancel - updated message layout to include tag →295-NoQuoteEntries to reflect production.
10/10/2012 Order Cancel Reject Added valid value for tag 102-OrderCxlRejectReason: 2045 - This order is not in the book
10/5/2012 Product Specific Information Natural Gas and Power - added comprehensive product list.
10/3/2012  Network Connectivity CME Public IP Prefix Summary
9/21/2012  CME Globex Impacts CME 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. 

9/12/2012 CME Globex Impacts
9/12/2012 Market Data Platform Streamlined Market Data - incorporated OTC Daily Market Data client impact. 
9/12/2012 CME Globex Impacts Natural Gas and Power - added new product list for September 17th New Release to client impact. 
9/5/2012 Network Connectivity CME Public IP Prefix Summary
8/29/2012 Partner Exchanges MexDer - Risk Management Gateway - migrated from Pending Client System Impacts to MexDer - Risk Management Tools.
8/22/2012   Risk Management Services RMI API Cancel Functionality - migrated from Pending Client System Impacts topic to Risk Management API topic.
8/22/2012   Electronic Trading Concepts Settlement 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 Platform Market 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).  
8/17/2012 CME Market Data Platform Top 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      CME Globex Impacts Natural Gas and Power - added new product listing for Monday August 20th New Release availability.
8/15/2012   iLink Order Entry iLink 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   CME Globex Impacts

CME Globex Performance Release Climp - added Fallback Procedure topic.

8/15/2012   Network Connectivity  Added Certification Environment topic. 
8/15/2012   CME Globex Impacts Dow Jones Indices - added new client impact topic for Dow Jones Indices.
8/15/2012   CME Market Data Platform Streamlined Market Data - incorporated Equity Indices (S&P) Enhancements client impact. 
8/10/2012 Network Connectivity Migrated to Client Systems Wiki.
8/10/2012  Partner Exchanges MexDer - 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

8/3/2012 iLink Order Entry Execution 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).
8/1/2012 CME Globex Impacts CME Globex Performance Release Climp - additional information for Mass Quote early adopters.
8/1/2012  CME Globex Impacts Natural Gas and Power - additional products added to product listing and new dates for New Release and Production availability.
8/1/2012  iLink Order Entry iLink Order Types  - updated book update examples per order type.
8/1/2012  iLink Order Entry iLink Solicited vs Unsolicited Order Cancel Acknowledgements - this topic is deprecated due to introduction of tag 378-ExecRestatementReason in the  Execution Report - Order Elimination message. 
7/27/2012 iLink Order Entry Execution Report - Order Status Request Acknowledgment - corrected valid values for tag 39-OrdStatus.
7/25/2012  iLink Order Entry iLink Security Definition - added tag 623-LegRatioQty to the option and future repeating tag groups.
7/25/2012   CME Globex Impacts Natural 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 Services Risk 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 Console Added 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. 
7/13/2012 Partner Exchanges

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

7/13/2012  Partner Exchanges

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

7/13/2012  Partner Exchanges

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

7/11/2012  CME Globex Impacts OTC Daily Market Data - added new client impact assessment.
7/11/2012   Enterprise Platform Information Console Updated maximum number of legs for User-Defined Strategies from 40 to 26 throughout Client Systems Wiki. 
7/6/2012 CME Globex Impacts CME Globex Performance Release Climp - updated mock trading session schedule.
7/5/2012 CME Globex Impacts RMI API Cancel Functionality - RMI API Client System Impact Assessment topic added.
7/3/2012  Partner Exchanges MexDer Risk Management Gateway - updated "Certification" section.
7/3/2012   Partner Exchanges Bursa Malaysia Derivatives  - updated Tag 107-SecurityDesc description and sample Security Definition message for Crude Palm Oil future outright.
6/29/2012 iLink Order Entry Execution Report - Order Elimination - added tag 378-ExecRestatementReason.
6/27/2012 Electronic Trading Concepts Trade 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   CME Globex Impacts Equity Indices Enhancements - updated "Certification" section. 
6/21/2012   Partner Exchanges MexDer Risk Management 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 Concepts Match Algorithms  - deprecated N type algorithm.
6/15/2012 Electronic Trading Concepts Outright Options - updated Cabinet definition.
6/13/2012    

Partner Exchanges

MexDer - incorporated latest client impact assessment.

6/6/2012 iLink Order Entry iLink 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   CME Globex Impacts CME Globex Performance Release Climp - added DR and single IP information. 
5/17/2012 CME Globex Impacts CME Globex Performance Release Climp - Update to iLink Messaging Changes
5/11/2012  iLink Order Entry iLink Order Types - updated Stop-Limit Order not Filled example.
5/11/2012  Risk Management Services Risk 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 Entry Quote Request - RFQ - updated overview topic; RFQ is auto-generated at UDS creation 
5/9/2012  CME Market Data Platform Equity 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:

  • a business user interested in an overview of trading services, concepts, and platforms
  • a client systems developer interested in technical specifications
  • a Risk Administrator or Risk systems developer interested in using or developing to the suite of platform risk management tools.

The map also shows the topology of trading services and concepts, related platforms and platform features, risk management tools and supporting services as well as pending platform impacts. Click on a link in the map to go directly to the topic or expand the navigation tree at left to view the complete content of the Client Systems Wiki.

 

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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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The information within this site has been compiled by CME Group for general purposes only. CME Group assumes no responsibility for any errors or omissions. Additionally, all examples in this brochure are hypothetical situations, used for explanation purposes only, and should not be considered investment advice or the results of actual market experience.

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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