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Each Sunday CME Group lists instruments tradable on CME Globex for the coming week. Clients have the ability, for eligible exchange-listed instruments, to create user-defined spreads and combinations of these instruments. Additionally, CME Direct users can create user-defined options outright instruments. Referential data for these instruments is available from a number of services.

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CME Product Referential Data Sources

Referential data for these CME Group traded and cleared instruments is available from the sources described below.

SourceAvailable viaFormatUpdatedProvides
Real Time

Market Data Platform

Incremental FeedFIX

Full list with new products added published Sunday at 11:00 am. Additions, modifications, and deletions added in real-time throughout the week.

Start of week FIX security definitions.

Market Data Platform

Instrument Definition FeedFIX

Full list published to Instrument Recovery Feed Sunday at 11:00 am with continuous loop until Friday at 5:00 pm. Additions, modifications, and deletions added in real-time throughout the week.

Real time FIX security definitions.
CME Reference Data APIWeb service APIJSONReal-time, on-demand.

Reference data for all CME Group, Hosted Partners, and CME Group-cleared markets.

Note: UDS are not currently supported.

Static
Security Definition Flat File (Secdef.dat file)FTPFIX

Security Definitions for all CME Globex instruments. The process to generate the file begins each Sunday through Friday as follows:

All start times are Central Time (CT)

  • Sunday - 12:15 PM and 2:30 PM
  • Sunday through Friday - 2:30 PM
  • Monday - 8:55 AM
  • Monday through Friday - 8:30 PM

Note: NOT RECOMMENDED as primary source for Security Definition information; intra-day instrument additions or changes are not reflected in this file.

Start of week FIX security definitions for all Globex instruments and daily updates.
FIXML Product Reference Files (FPRF)FTPFIXML

Updated daily at 5:00 pm.

Comprehensive definition of all CME Group instruments:

  • Security Definition Message – Futures and Strategies
  • Derivative Security List Message – Options 
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