/SecDef
| Name | Abbr | Datatype | Description | Enumerations |
|---|---|---|---|---|
| SecurityReportID |
RptID
| int | CME ClearPort will generate this to uniquely identify each response (across the entire platform). | |
| ClearingBusinessDate |
BizDt
| LocalMktDate | Clearing date that security definitions are valid for. | |
| SecurityRequestID |
ReqID
| String | Repeats back the ReqID the user specifies on the request to uniquely identify and tie together their specific request/response pair. | |
| SecurityResponseType |
RspTyp
| int | Repeats 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
| String | Text further explaining the Request Result | |
| SecurityRequestResult |
ReqRslt
| int | Returns 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.
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 | |
| →→ InstrAttribType |
Typ
| int | Typically 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
| String | Symbol used for identifying the product in CME ClearPort and in Clearing. | |
| → UnderlyingSecurityIDSource |
Src
| String | Used for specifying source of the Underlying Security ID. | H - Clearing House / Clearing Organization |
| → UnderlyingSecurityType |
SecTyp
| String | Used 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
| MonthYear | Month and Year of the underlying contract a maturity Supported Formats: YYYYMM (i.e. 201003) YYYYMMDD (20100323) DAILY YYYYMMwN (201003w1) WEEKLY | |
| → UnderlyingSecurityExchange |
Exch
| Exchange | Needed 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 |
| InstrumentLeg (repeating) |
Leg | |||
| ProductClassificationGroup (repeating) |
ProdClsfnGrp
| |||
| → ProductClassification |
ProdClsfn
| |||
| →→ ProductClassReason |
Rsn
| int | In the CME ClearPort API every product will have a product classification block. | 7 - Sector |
| →→ ProductClassValue |
Val
| String | The value of the Product Classification. Supported Values: Coal Electricity Crude Oil Natural Gas Petroleum Products Petroleum Crack Spreads Emissions Freight Metals Grains* Meats* Dairy* Interest Rates* Foreign Exchange* Weather* * More Product Groups will be added as the ClearPort Product Exchange is expanded. | |