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SecurityReportID RptID intCME ClearPort will generate this to uniquely identify each response (across the entire platform).
ClearingBusinessDate BizDt LocalMktDateClearing date that security definitions are valid for.
SecurityRequestID ReqID StringRepeats back the ReqID the user specifies on the request to uniquely identify and tie together their specific request/response pair.
SecurityResponseType RspTyp intRepeats back the unique Request Type number.100 - List of Clearport Product Families

101 - Option Series with Product Family info

102 - Option Series without Product Family Info

103 - Futures Contracts with Product Families

104 - Futures Contracts without Product Families

105 - Spreads (underlying OCC's)
Text Txt StringText further explaining the Request Result
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

StandardHeader Hdr
Instrument Instrmt
InstrumentExtension InstrmtExt
→ AttrbGrp (repeating) Attrb
→→ InstrAttribValue Val String

Actual 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)
Typ 29
Val=Y (product is tradable)
Val=N (product is not tradable)
Typ 108 (additional Time Unit)
Val = see values for TmUnit

→→ InstrAttribType Typ intTypically used to represent additional characteristics of the instrument that are not core to the instrument. Code to represent the type of Instrument Attribute.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

UnderlyingInstrument (repeating) 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
Supported Formats:
YYYYMM (i.e. 201003)
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


InstrumentLeg (repeating) Leg
ProductClassificationGroup (repeating) ProdClsfnGrp
→ ProductClassification ProdClsfn
→→ ProductClassReason Rsn intIn the CME ClearPort API every product will have a product classification block.7 - Sector

→→ ProductClassValue Val StringThe value of the Product Classification.
Supported Values:
Crude Oil
Natural Gas
Petroleum Products
Petroleum Crack Spreads
Interest Rates*
Foreign Exchange*
* More Product Groups will be added as the ClearPort Product Exchange is expanded.

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