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/DerivSecList


NameAbbrDatatypeDescriptionEnumerations
SecurityReportID RptID intCME ClearPort will generate this to uniquely identify each response (across the entire platform).
SecurityRequestID ReqID StringRepeats back the ReqID the user specifies on the request to uniquely identify and tie together their specific request/response pair.
SecurityRequestResult ReqRslt intReturns feedback based on the request.0 - Valid request

1 - Invalid or unsupported request

2 - No instruments found that match selection criteria

3 - Not authorized to retrieve instrument data

4 - Instrument data temporarily unavailable

ClearingBusinessDate BizDt LocalMktDateClearing date for whichsecurity definitions are valid.
StandardHeader Hdr
UnderlyingInstrument Undly
→ UnderlyingSecurityID ID StringSymbol used for identifying the product in CME ClearPort and in Clearing.
→ UnderlyingSecurityIDSource Src StringUsed for specifying source of the Underlying Security ID.H - Clearing House / Clearing Organization

→ UnderlyingSecurityType SecTyp StringUsed to indicate the type of underlying security being reported; Future, Option on Physical, Option on Future, or Multi-leg for spreads.FUT - Future

FWD - Forward

MLEG - Multi Leg (Combo)

→ UnderlyingSecurityMaturityMonthYear MMY MonthYearMonth and Year of the underlying contract a maturity in YYYYMM format.
Supported Formats:
YYYYMM (i.e. 201003)
YYYYMMDD (20100323) DAILY
YYYYMMwN (201003w1) WEEKLY

→ UnderlyingSecurityExchange Exch ExchangeNeeded to specify Product Exchange of the Security (symbol may clash).CBT - Chicago Board of Trade

CME - Chicago Mercantile Exchange

COMEX - Commodities Exchange, Inc

DME - Dubai Mercantile Exchange

NYMEX - New York Mercantile Exchange

NYMSW - CME Swaps - NYMEX

DerivativeSecurityDefinition DerivSecDef
DerivativeInstrument DerivInstrmt
→ DerivativeInstrumentAttribute (repeating) Attrb
→→ DerivativeInstrAttribType Typ intRefer to definition of InstrAttribType(871)24 - Trade type eligibility details for security.

25 - Instrument Denominator

26 - Instrument Numerator

29 - Tradeable Indicator

30 - Traded at Settlement Eligibility

108 - Alternate TIme Unit

→→ DerivativeInstrAttribValue Val StringActual values for each InstrAttribType. Supported Values:
Typ 24 and Typ 30* (repeating)
  • Val=1 (Block)
  • Val=2 (EFP)
  • Val=22 (OPNT)
  • Val=11 (EFR)
  • Val=54 (LGNOT)
  • Val=58 (SWBLK)

Typ 25 (fractional indicator)
Val=1 (non-fractional)
Val>1 (fractional product)
Typ 26 (present if fractional)
Val=integer
Typ 29
Val=Y (product is tradable)
Val=N (product is not tradable)
Typ 108 (additional Time Unit)
Val = see values for TmUnit

RelSymDerivSecGrp (repeating) RelSym
→ Instrument Instrmt
→→ StrikePrice StrkPx PriceThe strike price of the contract.
→→ Put Or Call PutCall intUsed to express option right0 - Put

1 - Call

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