• CME ClearPort API Notices: November 21, 2017

      • To
      • CME ClearPort API Customers
      • From
      • Global Market Solutions and Services
      • #
      • 201711320api
      • Notice Date
      • 30 November 2017
    • Topics in this issue include:

      Update - Additional Block Migration Enhancements

      † Denotes update to the article

      Effective Monday, December 4 (trade date Tuesday, December 5), an optional Notes field will be available for single- and dual-sided inbound and outbound Trade Capture Report messages at the Report Side level to further support Block and EFRP migrations

      Attribute FIXML Field Name FIXML Component Level Description
      Notes Notes

      Inbound: TrdCaptRpt/RptSide

      Outbound:

      Optional note field for use with Block and EFRP trades.

      Please view sample message for additonal information.

      This change will be available for customer testing in New Release on Thursday, November 30.

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      Information Security Update

      CME Group is committed to our customers’ information security. To deliver the best security and customer experience, effective Sunday, December 17 (trade date Monday, December 18), the listed CME Group services will support Transport Layer Security (TLS) version 1.2 only, and TLS 1.0 and 1.1 will be disabled. Customers are encouraged to upgrade to TLS 1.2 immediately; please contact your system administrator or network provider today to ensure seamless access.

      This change is currently available for customer testing in New Release and Certification.

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      Price Precision Extension

      In the second half of 2018, CME ClearPort API will support an increase to the maximum price precision from seven to nine decimal places to provide greater price granularity for future launches.

      In Q4 2018, the first application of this new price format functionality, pending regulatory approval, will implemented be for 2-Year Treasury Note futures, future spreads and inter-commodity spreads.

      The attributes listed below will be impacted.

      For more on impacted products and CME Globex, iLink messaging, Drop Copy and Market Data impacts, view the CME Globex Client Impact Assessment.

      Trade Capture Reports and Acknowledgements

      Price will be impacted at the Trade Capture Report and Trade Instrument Leg Group levels.

      Level Field Name FIXML Attribute Name
      /TrdCaptRpt - inbound Trade Price LastPx
      /TrdCaptRpt/TrdLeg - inbound Leg Last Price LastPx
      /TrdCaptRptAck - outbound Trade Price LastPx
      /TrdCaptRptAck/TrdLeg - outbound Leg Last Price LastPx
      /TrdCaptRpt - outbound Trade Price LastPx
      /TrdCaptRpt/TrdLeg - outbound Leg Last Price LastPx

      Reference Data

      Level Field Name FIXML Attribute Name
      /SecDef/Instrmt MinPriceIncrement MinPxIncr
      /DerivSecList/DerivSecDef/DerivInstrmt MinPriceIncrement MinPxIncr

      These enhancements will be available for testing in New Release in the first half of 2018.

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