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The CME Reference Data APIv2 is a set of JSON RESTful web service APIs that provide real-time product and instrument reference data for all CME Group, Hosted Partners and CME Group-cleared markets.

Products contain all available products - BrokerTec, futures, options on futures, spreads and products - on an underlying asset. 

Instruments are the individual traded and cleared contracts.

Information includes:

  • Contract specifications
  • Product codes and symbols for all CME Group venues
  • Trade and order type eligibility
  • Instrument life cycle dates including first and last trade date, all notice dates, delivery dates and settlement dates.

Client systems can automate their product and instrument definitions by pulling the information from the CME Reference Data APIs, reducing the manual work involved in setting up new products. All customers are strongly encouraged to develop to the CME Reference Data APIs and integrate it into their product definition architecture.

Data will be updated every 15 minutes.

For pre-listed instruments with next day activation, clients should start polling CME Reference Data API version 2 for the instruments after 3:00pm CST

BrokerTec product information is not supported in the Security Definition Flat File (secdef.dat) alongside CME Futures and Options products.

Contents

Testing and Certification

Certification is not required for CME Reference Data API version 2.  

Restricted Access

CME Reference Data API version 2 uses OAuth, an open protocol that supports secure authorization in a simple, standard method and decouples authentication from authorization.

See: Client API Service Adoption using OAuth 2.0 Protocol

Authorization and Entitlement

A registered OAuth API ID is required to access the CME Reference Data API version 2 services.  API IDs for CME Group Logins are created and managed in the Customer Center under My Profile.

New Clients

New clients - should start by Creating a CME Group Login.

  • Once a client creates and activates their CME Group Login ID, they can login to Customer Center under My Profile and create an OAuth API ID

Clients with Existing CME Group Logins

  • Clients with existing CME Group Login ID can login to Customer Center and under My Profile create an OAuth API ID
  • Clients with existing CME Group Login ID and existing Basic Auth API ID can convert the Basic Auth API ID to an OAuth API ID under the API Management section of the CME Group Login under My Profile.

Requesting for Entitlement

Client's API IDs must be entitled and registered by the Enterprise Access and Entitlements (EASE) team to view and consume the BrokerTec content. 

Default Entitlements

Entitlement registration is not required to access Futures and Options attributes; clients can simply log into the API with their API ID credentials.

Accessing CME Reference Data API Version 2 Endpoints

To access CME Reference Data API version 2 endpoints in the New Release and Production environments, an OAuth API ID and access token are required.

The following endpoints are used by client applications to communicate with the OAuth Authorization Server to request and refresh access tokens.

Client systems are allowed to use any API tool of their choice to request and refresh access tokens to access CME Reference Data API version 2 endpoints using the OAuth protocol.

See Client API Service Adoption using OAuth 2.0 Protocol for an example of using a token.

OAuth 2.0 Authorization Server Endpoints Access Token Retrieval Endpoints

The below endpoints are available to request and refresh access tokens in the New Release and Production environments. 

OAuth 2.0 Authorization Server Endpoints
DetailNew ReleaseProduction
OAuth Token Endpoint

https://authnr.cmegroup.com/as/token.oauth2

https://auth.cmegroup.com/as/token.oauth2

Tokens will expire after 30 minutes.

Authorized API ID's may access three endpoints in the New release and Production environments:

New Release Endpoints:

  • /v2/products
  • /v2/instruments
  • /v2/displayGroups

Production Endpoints:

  • /v2/products
  • /v2/instruments

  • /v2/displayGroups

Hours of Availability

The CME Reference Data APIs are real-time APIs available 24 hours a day, 7 days a week. Clients systems should consider all returned data to be accurate as of the time of the request submission. Since the products are updated dynamically, multiple requests may return different results.

There are  weekly maintenance periods that occur on Friday from 10:00 pm CT to Saturday 4:00 am CT and Sunday from 11:30 am CT – 11:50 am CT. During these times, data may be unavailable or unreliable.

Returned Attributes

All attributes for a product or instrument are always returned. Attributes that are undefined or have no value for a particular product or instrument will return "null."

Sorted Results

CME Reference Data API does not support sorted results.

To make responses more manageable, CME Reference Data API returns results in pages or by scrolling.

The metadata "type" will return page or scroll, depending on the response.

Pagination

By default, 20 results per page are included, but up to 1000 results per page can be requested by using the size parameter. CME Reference Data API also supports a page parameter to allow clients to jump to a specific page in the result set.

The parameters below will only be shown if they are applicable. For example, you won’t see next if you are on the last page , nor would you see prev if you are on the first page.

Name

Description

Additional Details

selfhref URL for the query.


prevhref URL for the previous page of query results.
firsthref URL for the first page of query results.Page=0 is the value for the first page.
nexthref URL for the next page of query results.
lasthref URL for the last page of query result.The page value on this reference will be one less than the totalPages value.

Pagination Metadata

Name

Description

Additional Details

sizeNumber of results returned per page.

Optional query parameter. The maximum size value is 1000 and the minimum size value is 1. If size is not specified, the default is 20. If size is specified but is less than 1 (e.g., size=0 or size=-9 ), the default of 20 is used. If size is specified but is greater than 1000 (e.g., 2000), 1000 will be used.

totalElementsTotal number of items returned by the query.
totalPagesNumber of pages required to list all items.Only included when results are paginated.
numberCurrent page number; numbering starts with 0.
typeDescribes whether pagination or scrolling is used for the data return.Will return page for responses with less than 10,000 results; for results greater than 10,000 will return scroll.

Pagination Metadata Example

These examples are based on a query of all products where size=1000 and page=1:

"_links": {

"first": {
"href":  "__/v#/products/?page=0&size=1000"
},
"prev": {
"href": "__/v#/products/?page=0&size=1000"
},
"self": {
"href":  "__/v#/products/?size=1000&page=1"
},
"next": {
"href":  "__/v#/products/?page=2&size=1000"
},
"last": {
"href":  "__/v#/products/?page=6&size=1000"
}

},
"_metadata": {

"size": 1000,
"totalElements": 3674,
"totalPages": 4,
"number": 1,
"type": "page"
}

}

Scrolling

Scrolling will return 20 products per scroll as a default. Like pagination, the return size can be increased up to 1000.

The scroll link will be valid for 5 seconds.

Name

Description

Additional Details

nexthref URL for the next set of query results.

Scroll Metadata

Name

Description

Additional Details

totalElementsThe total number of records returned.
scrollIDThe Scroll ID for the returned set of data.
typeDescribes whether pagination or scrolling is used for the data return.Will return scroll.

Scrolling Example

"_links": {

"next": {

"href":  "__/v#/instruments/?scrollId=DnF1ZXJ5VGhlbkZldGNoBQAAAAAAABMoFnZrMFlvQUItVEpHdFFwZmI4dHN3QXcAAAAAAAAPlRZNc3lBUlNFMFJlbW11SVBFS0dNX19BAAAAAAAAEykWdmswWW9BQi1USkd0UXBmYjh0c3dBdwAAAAAAAA-XFk1zeUFSU0UwUmVtbXVJUEVLR01fX0EAAAAAAAAPlhZNc3lBUlNFMFJlbW11SVBFS0dNX19B"
}

},

"_metadata": {

"totalElements": 3764,
"scrollId": "DnF1ZXJ5VGhlbkZldGNoBQAAAAAAABMoFnZrMFlvQUItVEpHdFFwZmI4dHN3QXcAAAAAAAAPlRZNc3lBUlNFMFJlbW11SVBFS0dNX19BAAAAAAAAEykWdmswWW9BQi1USkd0UXBmYjh0c3dBdwAAAAAAAA-XFk1zeUFSU0UwUmVtbXVJUEVLR01fX0EAAAAAAAAPlhZNc3lBUlNFMFJlbW11SVBFS0dNX19B",
"type": "scroll"

}

Collection Header

CME Reference Data API does not support attributes in collection headers.

Errors

CME Reference Data API uses standard HTTP response codes to indicate success or failure of an API request. In general, codes in the 2xx range indicate success; codes in the 4xx range indicate an error resulting from the query request; and codes in the 5xx range indicate an error with the CME Group servers.

Status Code

Explanation

200

OK

  • An empty result set and a 200 error code indicates a successful query that returned no results.
400Request was missing required information or was malformed
403

Forbidden - returned when the particular HTTPS method is not allowed (e.g., POST, PATCH, PUT, DELETE...)


404Requested item not found
5xxThere is a server error on the CME Group side

Searches

CME Reference Data API supports GET requests for all product or instrument records, using the following calls:

  • All product records: _/v#/products
  • All instrument records: _/v#/instruments

Sending Query Requests

The following request can be made using an OAuth authorized API ID and access token.

Client systems send Query Requests by invoking the HTTPS GET method to a URL of the form: https://{{path}}/v2/products, https://{{path}}/v2/instruments or https://{{path}}/v2/displayGroups

EnvironmentPath
New Releaseapi.refdata.nr.cmegroup.com
Productionapi.refdata.cmegroup.com
The API ID must receive entitlement registration to access BrokerTec data.

Special Characters

There are certain characters (/ , # , \ , < , >, space) which are reserved and unsafe characters and should not be used in queries and if used should be encoded.

Note the + (plus) is not supported and the ? should be used as a substitute. The ? is one of the wildcard characters currently supported in RD API.

Characters

Encoding

/

%2F

#

%23

\

%5C

%3C

%3E

space

%20

+

Not supported


Encoded Examples:

Query

Encoded Query

longName=8_11/21 09/03-10/20

longName=8_11%2F21%2009%2F03-10%2F20

longName=EUROGC+_LCR_MIN_SIZE_25MM

longName=EUROGC?_LCR_MIN_SIZE_25MM

longName=GC<10*

longName=GC%3C10*

globexGroupCode=#USBD

globexGroupCode=%23USBD

Query Searches

Query searches consist of one or more items that include an attribute, operator and value that are implemented as part of an HTTPS GET request. Query attributes are listed below. Only the "=" operator is currently supported. A wildcard "*" can be included in the value to return all products or instruments that match a partial value. Terms can be combined with question mark (?) for the first parameter, and an ampersand (&) for subsequent parameters to return only the results that match ALL of the search terms. Values are case-insensitive.

 Query Samples

Query

Query Type

Description

_/v#/productsProductReturns information on every product cleared or hosted at CME Group.
_/v#/instrumentsInstrumentReturns information on every instrument cleared or hosted at CME Group.
_/v#/products?globexProductCode=GEProduct with Globex Product Code filterReturns information on all products traded on CME Globex under the product code "GE".

_/v#/instruments?globexSymbol=05*

_/v#/instruments?globexSymbol=*05

_/v#/instruments?globexSymbol=*05*


Instrument with Globex Symbol filter of
"05" and wildcard

* at the end of a string brings up all matches that start with the string.

* at the beginning of a string brings up all matches that end with the string.

* at both the beginning and end of a string brings up all matches that have that string in the middle.

_/v#/instruments?cusip=912828XU9Instrument with exact pattern matchReturns US & Canadian externally registered security identifier.
_/v#/products?securityType=FUTProduct with securityType FilterReturns information on all products traded or cleared as a Futures contract.
_/v#/products?securityType=FUT&exchangeClearing=CMEProduct with securityType and exchangeClearing filtersReturns information on all products cleared as a Futures contract and listed under the CME Rulebook
v#/products?securityType=TBOND&globexEligible=YProduct with securityType and globexEligible filtersReturns information on all US Treasury Bond products and eligible to trade on CME Globex

v#/products?globexGroupCode=USBD& globexEligible=Y

Product with globexGroupCode and globexEligible filters

Returns information on all US Treasury Notes and Bonds products and eligible to trade on CME Globex

/v#/displayGroups?centralGroupName=BENCH/WIDisplay Group central group nameReturns central group and list of instruments

/v2/instruments?lastTradedAfter=Tuesday, September 15, 2020 7:00:00 PM CST&lastTradedBefore=Wednesday, September 16, 2020 7:00:00 PM CST

/v2/instruments?lastTradedAfter=1600214400000&lastTradedBefore=1600300800000

Instrument with last trade date rangeReturns all instruments with last trade date after a certain date and before a certain date.

Record Relationships 

Product and instrument records are tied together by the following relationship definitions:

  • Product
    • Underlying
    • Overlying
    • Instruments
    • BTIC
    • TACO
    • TAS
    • TAM 
  • Instruments:
    • Underlying
    • Overlying
    • Product

These relationships function differently for different product and instrument types. The links will only appear in the results if applicable; for instance, a BTIC product that doesn't have any related overlying products will not return Overlying→Overlying. 

See Query Samples page for examples of record relationships.  

Product Relationships

prod rel diag fo



Customers must drill down to the outright product level to determine the underlying market for TAS, TAM, BTIC, TACO, and REPO products.
TypeUnderlyingOverlyingInstrumentsBTIC UnderlyingTAS UnderlyingTAM UnderlyingTACO Underlying
Future OutrightNot present

References to all products related to the outright future

  • Underlying = original future outright
  • Overlying = all product records related to future outright, including spreads and options
All listed instruments on the outright futureNot presentNot presentNot presentNot present
Future Spread

Leg construction information for the future spread, with references to the outright future legs

  • Underlying = outright future or future spread leg records
  • Overlying = Original future spread

Only present for spreads that are used as legs for spread-of-spreads (e.g., Future Bundles as legs of Bundle Spreads)

Leg construction information, with references to the future spread legs

  • Underlying = original future spread
  • Overlying = other related futures spread records, including spreads and options
All listed instruments for the future spreadNot presentNot presentNot presentNot present
Option Outright

Relationship information for the option outright

  • Underlying = outright future or future spread underlying the option
  • Overlying = option product record
Not presentAll listed instruments for the outright optionNot presentNot presentNot presentNot present
Basis Trade at Index Close (BTIC) FuturesNot present

References to all products related to the BTIC outright future

  • Underlying = original BTIC outright future
  • Overlying = spreads listed on the BTIC outright future
All listed instruments for the BTIC outright future

Underlying product for the BTIC (e.g., E-mini S&P 500 future for the BTIC on E-mini S&P 500)

Not presentNot presentNot present
Trade at Cash Open (TACO) FuturesNot present

References to all products related to the TACO outright future

  • Underlying = original TACO outright future
  • Overlying = spreads listed on the TACO outright future
All listed instruments for the TACO outright futureNot presentNot present
Underlying product for the TACO future (e.g., E-mini S&P 500 future for the TACO on E-mini S&P 500)
Trade at Settlement (TAS) FuturesNot present

References to all products related to the TAS outright future

  • Underlying = original TAS outright future
  • Overlying = spreads listed on the TAS outright future
All listed instruments for the TAS outright futureNot presentUnderlying product for the TAS future (e.g., Sweet Crude Oil futures for the TAS Sweet Crude Oil)Not presentNot present
Trade at Marker (TAM) FuturesNot present

References to all products related to the TAM outright future

  • Underlying = original TAM outright future
  • Overlying = spreads listed on the TAM outright future
All listed instruments for the TAM outright futureNot presentNot presentUnderlying product for the TAM future (e.g., Sweet Crude Oil futures for the TAM London Sweet Crude Oil)Not present
REPO

Underlying = Physical Collateral of the REPO (e.g. US Government Bonds)

Not present

All listed instruments for the REPONot presentNot presentNot presentNot present

US Treasury Actives and European Government Bonds


Not present

References to all products related to the US Actives Outrights

  • Underlying = original US Actives outright
  • Overlying = all product records related to US Actives outright, spreads and US and EU REPO
All listed instruments for the US ActivesNot presentNot presentNot presentNot present

Instrument Relationships

Type

Underlying Instruments

Overlying Instruments

Product

Future OutrightNot present

References to all related instruments

  • Underlying = original future outright
  • Overlying = all instrument records related to the future outright, including spreads and options
Product record
Future Spread

Leg construction information for the future spread, with references to the outright future legs

  • Underlying = outright future or future spread leg records
  • Overlying = Original future spread

Only present for spreads that are used as legs for spread-of-spreads (e.g., Future Bundles as legs of Bundle Spreads)

Leg construction information, with references to the future spread legs

  • Underlying = original future spread
  • Overlying = other related futures spread records, including spreads and options
Product record
Option Outright

Relationship information for the option outright

  • Underlying = outright future or future spread underlying the option
  • Overlying = option product record
Not presentProduct record
US Treasury Actives and European Government Bonds OutrightNot present

References to all related instruments

  • Underlying = original US and EU government bond outright
  • Overlying = all instrument records related to the US and EU government bond outright, including spreads and REPO's
Product record

Spreads are defined as distinct products within the CME Reference Data API, separate from the outright products. To search for all related outright and spread products, use the wildcard character to expand your search parameters.

Spreads in the Product API

  • _/v#/products?symbol=GE query will return outright futures, outright options and the calendar spread
  • _/v#/products?symbol=GE* query will return outright futures, TAS, TAM, BTIC, TACO, outright options and all exchange-defined spreads


User-Defined Spreads are not currently available via the CME Reference Data API services.

Query Parameters

The following parameters can be used to query product information. Either a direct match, or searches using the wildcard "*" can be used for queries.

Any number of parameters can be used together by using ampersand (&) between search terms; however if the same parameter is used twice in the same GET request (for example, exchangeGlobex=XCME&exchangeGlobex=XNYM) only the last one will be used (in this case: exchangeGlobex=XNYM).

Example Query to Return BrokerTec tradable instruments

To return only tradable BrokerTec products for a specific security type. Query using security type Globex eligibility flag = 'Y' (for example,  securityType=TBOND&globexEligible=Y)


Product Parameters

#

Parameter

Valid Values

Description

1assetClass
  • FINANCIALS
  • COMMODITY
  • ALT INVESTMENT

Query for all products in an asset class as reflected on cmegroup.com

Note: Not all products have a defined assetClass.

2assetSubClass

Query for all products in a Product Group as reflected on cmegroup.com

For BrokerTec Products the value will be INTEREST RATES

3blockTradeEligibleY,N

Query for all products eligible or ineligible for block trading

Not applicable to BrokerTec

4clearingSymbol
Query for products by CME Clearing product code
5clearportEligibleY,N

Query for products available on or excluded from CME ClearPort

Not applicable to BrokerTec

6dailyFlagY,N

Query for or excluding daily products

Not applicable to BrokerTec

7ebfEligible

Y,N

Query for products eligible or ineligible for EBF trading

Not applicable to BrokerTec

8efpEligible

Y,N

Query for products eligible or ineligible for EFP trading

Not applicable to BrokerTec

9exchangeClearing
  • BTUS = BrokerTec US
  • BTEU = BrokerTec Europe
  • NYMEX = New York Mercantile Exchange
  • CBT = Chicago Board of Trade
  • CME = Chicago Mercantile Exchange 
  • COMEX = COMEX (Commodities Exchange Center) 
  • DME = Dubai Mercantile Exchange 
  • MGE= Minneapolis Grain Exchange 
  • FXS= Indicates the Exchange for the FX Spot side of a FX Link trade.
Query for all products by Exchange identifier used in the Post Trade Application.
10

exchangeGlobex

  • BTEC = BrokerTec US
  • BTEE = BrokerTec Europe
  • BTAM = BrokerTec Amesterdam
  • XNYM = New York Mercantile Exchange
  • XCBT = Chicago Board of Trade 
  • XCME = Chicago Mercantile Exchange 
  • XCEC = COMEX (Commodities Exchange Center)
  • XMGE = Minneapolis Grain Exchange 
  • DUMX = Dubai Mercantile Exchange 
  • XKLS = Bursa Malaysia 
  • NYUM = XNYM-DUMX inter-exchange spread 

  • MGCB = XMGE-XCBT inter-exchange spread

  • GLBX = Indicates the Exchange for the FX Spot side of a FX Link trade.

Query for all products by the Market Identifier Code (MIC) as defined by the ISO.


For inter-exchange spreads, this field contains the hybrid value displayed in the Market Data Platform Security Definition (tag 35=d) message tag 207-SecurityExchange.


11exerciseStyle


Query for products by the human-readable options exercise instructions.

Not applicable to BrokerTec

12flexEligible

Y,N

Query for products eligible or ineligible for Flex trading

Not applicable to BrokerTec

13floorCallSymbol

Query for products by the Floor Call Symbol

Not applicable to BrokerTec

14floorEligible

Y,N

Query for products eligible or ineligible for trading on the floor

Not applicable to BrokerTec

15floorPutSymbol

Query for products by the Floor Put Symbol

Not applicable to BrokerTec

16globexEligibleY,NQuery for products eligible or ineligible for trading on CME Globex
17globexGroupCode

Query for products by CME Globex group code (MDP 3.0 tag 1151-Security Group)

18globexProductCode

Query for outright products using the CME Globex Product Code (MDP 3.0 tag 6937-Asset)

For spreads and combinations (securityType=COMBO), the CME Globex Product Code will be postpended with additional information.

To ensure you receive all product records, CME Group recommends querying with a wild card when using this parameter, for example: "globexProductCode=CL*"

Examples of globexProductCodes for combos:

19ilinkEligibleY,N

Query for products eligible for iLink Mass Quote order entry on CME Globex.

20isBticProductY,N

Query for Basis Trade at Cash Open (BTIC) products

Not applicable to BrokerTec

21isTacoProductY,N

Query for Trade at Cash Open (TACO) products

Not applicable to BrokerTec

22isTamProductY,N

Query for Trade at Marker (TAM) products

Not applicable to BrokerTec

23isTasProduct

Y,N

Query for Trade at Settlement (TAS) products

Not applicable to BrokerTec

24marketSegmentID

Query for all products traded on a CME Globex Market Segment

May be null for some BrokerTec products

25massQuoteEligible

Y,N

Query for products eligible or ineligible for Mass Quoting on CME Globex
26masterSymbol

Query for all products under an individual master symbol.

This code is only used to associate outright instruments (futures and options) with the product-level spreads/combos. It is not a meaningful attribute of the product itself.

This is the only way to query for all products associated with a single business product.


For example:

?masterSymbol=ED will return all Eurodollar products including the futures, options, calendar and bundle spreads

BrokerTec - Under Development

27modifiedAfter

Input a time in UNIX millisecond timestamp format to receive all products modified on or after a certain date.

Example: modifiedAfter=1478473019000

Query for all products modified after the specifIed date.
28modifiedBefore

Input a time in UNIX millisecond timestamp format to receive all products modified on or before a certain date.

Example: modifiedBefore=1478473019000

Query for all products modifed before the specified date.
29negativePxEligible

Y,N

Query for all products eligible or ineligible to trade at negative prices on CME Globex
30negativeStrikeEligible

Y,N

Query for all products eligible or ineligible to list strikes at negative prices

Not applicable to BrokerTec

31otcEligible

Y,N

Query for all products eligible or ineligible for OTC trading.

Not applicable to BrokerTec

32page1...[N]Retrieve a specific page from the product service
33productGuidInt


Unique product identifier in integer-only format.

34productName

Legal Product Name.

Query for the human-readable product name.

35rfqCrossEligible

Y,N

Query for products eligible or ineligible for R-Cross on CME Globex
36sector


Query for all products in the specified Subgroup as reflected on cmegroup.com

For BrokerTec Tradable Products the following values:

  • LONG TERM GOV
37securityType
  • FWD = Forward
  • FRA = Forward Rate Agreement
  • OOF = Options on Futures
  • COMBO = Multileg (Combo)
  • IRS = Interest Rate Swaps
  • FUT = Futures or Futures Spreads
  • OOC = Options on Combo
  • TBOND = US Treasury Bond
  • TBILL = US Treasury Bill
  • TNOTE = US Treasury Note
  • TB = Non-US Treasury Bill
  • SOV = UK Gilts
  • EUSOV = EGB (Euro Government Bonds)
  • EUSUP = Euro Supranational
  • REPO = Repo Instrument
  • FAC = Non-mortgaged backed Agency Securities
  • FADN = Agency Discount Notes
  • TIPS =  Treasury Inflation-Protected Securities
  • TINIT =  U.S. Treasury STRIPS
  • TFRN = Floating Rate Notes
Query for all products by type
38size1-1000Specify the number of results returned per page
39strategyType
Query on strategy type, e.g. "RV", "SP", "FX", "BF" etc..
40subSector


Query for all products in the specified Category as reflected on cmegroup.com

May be null for BrokerTec

41symbol

Query for all products using symbol across all venues.

Product code searches using this parameter will return all products with that code across any/all trading venues and CME Clearing:

  • clearingSymbol
  • globexProductCode
  • floorCallSymbol 
  • floorPutSymbol
  • masterSymbol
42tradePxCcy


Query for all products with the specified trade currency
43unitOfMeasure


Query for all products with the specified Unit of Measure for the contract. 

For example, "IPNT" (Index Points) for E-mini S&P Futures.

Unit of measure values are defined here.

44qdmEligibleIndY or NWill return all QDM products
45clearingOrgID

e.g.

BME

CLEARNET

EUREX

FICC

MONTE

LCH

Will return the entity where the trade will be cleared

Instrument Parameters

#

Parameter

Valid Values

Description

1cusip
US & Canadian externally registered security identifier.
2fisn
Financial instrument short name. Used for MiFid reporting.
3globexSecurityId

Query for instrument by Security ID (MDP 3.0 tag 48-SecurityID)

Only applies to instruments listed on CME Globex

4globexSymbol

Query for instrument by CME Globex symbol (MDP 3.0 tag 55-Symbol).

5guidInt
Unique instrument identifier in integer-only format.
6instrumentName


Query for instruments by the human-readable instrument name

May be null for BrokerTec instruments

7isine.g. FR0013341682European externally registered security identifier.
8issuerCountrye.g. US, DE, GBThe country the issuer is domiciled in. The 2 character ISO code will be used.
9issuerLongNamee.g. UNITED STATES TREASURYQuery for all instruments listed with this issuer long name.
10longName

e.g. Exact Match

longName=2_YEAR

e.g. Pattern Match

longName=*_YEAR

Query for all instruments listed with this long name.
11modifiedAfter

Input a time in UNIX millisecond timestamp format to receive all products modified on or after a certain date.

Example:

modifiedAfter=1478473019000

Query for all instruments modified after the specified date
12modifiedBefore

Input a time in UNIX millisecond timestamp format to receive all products modified on or after a certain date.

Example: modifiedBefore=1478473019000

Query for all instruments modified before specified date
13page1...[N]Query to retrieve a specific page
14

productGuidInt


Query for all instruments listed on a particular product.
15repoTermCode

e.g. Examples:

C

C-1W

REG

O

S-N

Query for all instruments listed with this repo term code
16size1-1000Specify the number of results returned per page
17startedBefore

Input a time in UNIX millisecond timestamp format to receive all instruments listed on or after a certain date.

Example: startedBefore=1478473019000

Query for all instruments listed before a repo start date.
18startedAfter

Input a time in UNIX millisecond timestamp format to receive all instruments listed on or after a certain date.

Example: startedBefore=1478473019000

Query for all instruments listed after a repo start date.
19endedBefore

Input a time in UNIX millisecond timestamp format to receive all instruments listed on or after a certain date.

Example: endedAfter=1478473019000

Query for all instruments listed before a repo end date.
20endedAfter

Input a time in UNIX millisecond timestamp format to receive all instruments listed on or after a certain date.

Example: endedAfter=1478473019000

Query for all instruments listed after a repo end date.
21zeroPriceEligible
Query for instruments eligible or ineligible for trading at zero price
22IsUserDefined

true or false


Will return instruments for the following instrument types:

  • Tailor-Made
  • UDI
23isAONInstrumentY or N

Will return all AON instruments

24

instrumentType

FRA = Forward Rate Agreement
IRS = Interest Rate Swaps
FWD = Forward
OOC = Options on Combo
REPO = Repo Instrument
FUT = Futures or Futures Spreads
OOF = Options on Futures
BOND = Notes, Bonds, Bills
COMBO = Multileg (Combo)

Query for instruments by instrument type

25govBondType

Query for all instruments by sub-category for government bonds

See Government Bond Type Query Parameters for full list of sub-category for government bond values

26firstTradedAfter

Input a time in UNIX millisecond timestamp format to receive all instruments with a first trade date after a certain date.

Example: firstTradedAfter=1600705800000

Query for all instruments after a first trade date
27firstTradedBefore

Input a time in UNIX millisecond timestamp format to receive all instruments with a first trade date after a certain date.

Example: firstTradedBefore=1600705800000

Query for all instruments before a first trade date 
28lastTradedAfter

Input a time in UNIX millisecond timestamp format to receive all instruments with a first trade date after a certain date.

Example: lastTradedAfter=1600705800000

Query for all instruments after a last trade date 
29lastTradedBefore 

Input a time in UNIX millisecond timestamp format to receive all instruments with a first trade date after a certain date.

Example: lastTradedBefore =1600705800000

Query for all instruments before a last trade date 
30globexGroupCode

Query for all instruments by CME Globex group code. (MDP 3.0 tag 1151-Security Group)

31exchangeGlobex
  • BTEC = BrokerTec US
  • BTEE = BrokerTec Europe
  • BTAM = BrokerTec Amesterdam
  • XNYM = New York Mercantile Exchange
  • XCBT = Chicago Board of Trade 
  • XCME = Chicago Mercantile Exchange 
  • XCEC = COMEX (Commodities Exchange Center)
  • XMGE = Minneapolis Grain Exchange 
  • DUMX = Dubai Mercantile Exchange 
  • XKLS = Bursa Malaysia 
  • NYUM = XNYM-DUMX inter-exchange spread 
  • MGCB = XMGE-XCBT inter-exchange spread

  • GLBX = Indicates the Exchange for the FX Spot side of a FX Link trade.

Query for all instruments by the Market Identifier Code (MIC) as defined by the ISO.
For inter-exchange spreads, this field contains the hybrid value displayed in the Market Data Platform Security Definition (tag 35=d) message tag 207-SecurityExchange.

The CME Globex exchange code is only populated for instruments listed for trading on CME Globex.
32exchangeClearing
  • BTUS = BrokerTec US
  • BTEU = BrokerTec Europe
  • NYMEX = New York Mercantile Exchange
  • CBT = Chicago Board of Trade
  • CME = Chicago Mercantile Exchange 
  • COMEX = COMEX (Commodities Exchange Center) 
  • DME = Dubai Mercantile Exchange 
  • MGE = Minneapolis Grain Exchange 
  • FXS = Indicates the Exchange for the FX Spot side of a FX Link trade.
Query for all products by Exchange identifier used in the Post Trade Application.

BrokerTec Display Groups

Display Groups contain Central Groups, which are customized combinations of associated instruments used for vendor front-end displays.


TYPEQUERY PARAMETERSDATA EXAMPLEDESCRIPTIOIN
displayGroupsSTRING

GC_SA_NETHER*
GC_BIL_NETH*
BIL_DTB_*
BIL_DSL_*

BENCH/WI

Lists all display groups
centralGroupNameSTRINGFilter attribute
Returns quested Display Group
sortCriteriaSTRING

C = Country+Maturity+Coupon = ISSUECOUNTRY+MATURITY+COUPON

M= Maturity+Coupon = MATURITY+COUPON

L=Leg = DEFAULT


legNumberNUMBER

9


Sort order

The “leg number” is the listed position of the instrument in the Display Group 

Example of Display Group with instruments listed according to legNumber position.

Central Group    Leg#       Sort         Long_Name_Exp

BENCH/WI            1              L              2_YEAR

BENCH/WI            2              L              3_YEAR

BENCH/WI            3              L              5_YEAR

BENCH/WI            4              L              7_YEAR

BENCH/WI            5              L              10_YEAR

BENCH/WI            6              L              30_YEAR

BENCH/WI            7              L              W_7_YR

BENCH/WI            8              L              10_YEAR

BENCH/WI            9              L              30_YEAR

Product and Instrument Attribute Details

Spread Attributes

Spread attributes are applicable to both Product and Instrument, and define the leg construction for combos as well as links to the outright legs. These attributes are only applicable to spreads.

AttributeDescriptionType
marketSide

Side (Buy/Sell) for each leg.

 String
legNumber

The relative position of each outright instrument within a spread

For example, for an SP calendar spread, the expiring first front leg will reflect legNumber=1 and the later expiring back leg will reflect legNumber=2

 String
ratioThe quantity multiplier for each leg traded as part of a spread. String

Product Attributes

The Product service contains information about all products traded and cleared at CME Group. The collection is returned in an embedded object with an array for each product.

Attributes for Daily Options on Futures, Combos, TAS, TAM, TACO and BTIC Products

For Spreads (securityType=COMBO) and TAS, TAM, TACO or BTIC products, attributes that are part of the contract specifications on www.cmegroup.com if applicable, such as Minimum Price Fluctuation and Price Quotation, are available in the underlying future. 

For daily options on futures, attributes that are part of contract specifications on www.cmegroup.com, are available in the Day 1 daily product.

  • For example, with Crude Oil Short-Term Options contract specs, Crude Oil Short-Term Options D01- Crude Oil Short-Term Options D31 are the daily products. The contract specs for Crude Oil Short-Term Options D02- Crude Oil Short-Term Options D31 (Globex Product Codes C02 - C31) will be found in Crude Oil Short-Term Options D01 (Globex Product Code C01).

Contract Specs are supported on the CME Group website, and identified, along with the Contract Spec attribute source, in the table below.

Default Attributes - Minimum Tick, Listing Rules, Trading Schedules and Termination of Trade Default Values

  • Minimum Tick: If values for globexMinTick, minClearPortTick, minimumHalfTick, minClearPortFloorTick, minOutrightTick, minQtrlySerialTick are null, customers should use the value in defaultMinTick.
  • Listing Rules: if values for listing rules fields (fields with ListingRules as a suffix, such as globexListingRules and serialListingRules) are null, customers should use the value in defaultListingRules.
  • Trading Schedules: If values for globexSchedule, clearportSchedule, and floorSchedule are null, customers should use the value in stdTradingHours. These attributes are in development.
  • Termination of Trade: If values for termination of trade fields (all fields prefixed by tot, such as totGlobex and totClearPort) are null, customers should use the value in totDefault.
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Attribute

Description

Found in Web Contract Specifications?

Web Attribute Name

Type

Exchange 

1assetClassUnderlying asset type.N
StringALL
2assetSubClassSub class within asset class (for example: Credit, Foreign Exchange).N
StringALL
3assignmentMethod

Method used for assignment of futures upon options delivery:

  • Actual values
  • Random
  • Pro-Rata
N
StringALL
4blockTradeEligibleBlock Trade eligible productsN
StringALL
5calendarTickRulesTick behavior for calendar spreadsN
StringF&O
6clearingCabPxAll applicable cabinet prices for cleared trades.N
StringF&O
7clearingOrgID

The entity where the trade will be cleared. Values include:

  • BME
  • BONY
  • CLEARNET
  • EUREX
  • FICC
  • MONTE
N
String

BrokerTec

8clearingSymbolThe product code used in CME Clearing for post-trade processing and back-office functions.N
StringALL
9clearportEligibleCME ClearPort eligible products.N
StringF&O
10clearportSchedule

CME ClearPort trading hours.

Attribute is under development.

N
StringF&O
11commodityStandardsThe commodity standards for physically-delivered contracts.N
StringF&O
12contraryInstructionsAllowedBoolean flag to identify whether Contrary Instructions are allowed ("Y", "N").N
StringALL
13dailyFlagY/N flag to indicate if product is daily.N
StringF&O
14daysOrHoursIndicates for variable quantity products whether the instrument is effected in days or hours.N
StringF&O
15defaultListingRulesThe standard product listing rules as defined in the Rulebook.YListed ContractsStringF&O
16defaultMinTickDefault minimum trading/clearing tick for the product before the application of special tick rules for individual instruments.YMinimum Price FluctuationStringF&O
17ebfEligible

Indicates if product is EBF eligible. (Y/N)

N
StringF&O
18efpEligible

Indicates if product is EFP eligible. (Y/N)

N
StringF&O
19efrEligibleIndicates if product is EFR eligible. (Y/N)N
StringF&O
20exchangeClearingExchange identifier used in the CME Group Post Trade Application.N
StringALL
21exchangeGlobexMarket Identifier Code (MIC) as defined by the ISO. For inter-exchange spreads, this field contains the hybrid value displayed in the Market Data Platform Security Definition (tag 35=d) message tag 207-SecurityExchange.N
StringALL
22exerciseStyle

Human-readable options exercise instructions.

N
StringF&O
23exerciseStyleAmericanEuropean

Indicator for American or European option exercise style.

0 = American style

1 = European style

YExercise StyleStringF&O
24flexEligibleY/N flag to indicate whether product is eligible for FLEX functionality.N
StringF&O
25floorCallSymbolFloor call symbol. FloorCall and FloorPut may be different for some option products.N
StringF&O
26floorEligibleFloor Eligible products.N
StringF&O
27floorListingRulesDescription of the contract listing rules for open outcry eligible contracts.YListed ContractsStringF&O
28floorPutSymbolFloor put symbol. FloorCall and FloorPut may be different for some option products.N
StringF&O
29floorSchedule

Standard open outcry trading hours for floor-traded products.

Attribute is under development.

YTrading HoursStringF&O
30fractionalY/N value to indicate if product price should be displayed in fractional or decimal notation.N
String

ALL


31globexCabPx

Smallest price CME Globex will accept for an option trade.

Returns in a 19 character CME Globex format string.

First character denotes the decimal by which value needs to move left. For example, 2000000000000001000 converts to 10.00.

N
StringF&O
32globexDisplayFactor

Exchange-recommended factor to apply to raw CME Globex prices for display.

Returns in a 19 character CME Globex format string.

First character denotes the decimal by which value needs to move left. For example, 2000000000000000001 converts to 0.01.

N
StringALL
33globexEligibleIndicates if product is CME Globex eligible. (Y/N)N
StringALL
34

globexGroupCode

CME Globex uses this group code to identify logical groupings of products. 

N
StringALL
35globexGroupDescr

For BrokerTec fields, this describes the Globex Group Code.

N
StringALL
36globexGtEligibleY/N flag to indicate if product allows GTC or GTD orders on CME Globex.N
StringALL
37globexListingRulesThe listing rules for instruments on CME Globex.  In some cases, the CME Globex listing is a subset of the full set of exchange-defined contracts.YListed ContractsStringF&O
38globexMinTick

Smallest standard pricing increment for CME Globex markets.

  • Excludes Cabinet price
N
StringF&O
39globexProductCode

CME Globex Product Code (MDP 3.0 tag 6937-Asset)

For spreads and combinations (securityType=COMBO), the CME Globex Product Code will be postpended with additional information.

To ensure you receive all product records, CME Group recommends querying with a wild card when using this parameter, for example: "globexProductCode=CL*"

Examples of globexProductCodes for combos:

YGlobex Product CodeStringALL
40globexSchedule

Standard CME Globex trading hours.

Attribute is under development.

N
StringF&O
41ilinkEligibleiLink Mass Quote Eligible ProductsN
StringALL
42isBticProductBoolean flag to identify BTIC products ("Y", "N").N
StringF&O
43isSyntheticProductBoolean flag to identify synthetic products ("Y", "N").N
StringF&O
44isTacoProductBoolean flag to identify TACO products ("Y", "N").N
StringF&O
45isTamProductBoolean flag to identify TAM products ("Y", "N").N
StringF&O
46isTasProductBoolean flag to identify TAS products ("Y", "N").N
StringF&O
47itcCodeProduct code as reflected on ITC market data.N
StringALL
48itmOtm

Describes status of in-the-money / out-of-the-money. 

Values:

  • CALL-ITM
  • PUT-ITM
  • PUT/CALL-ITM
  • OTM
N
StringF&O
49lastDeliveryRulesRules for the last delivery day of an expiring contract. YListed ContractsStringF&O
50lastUpdated

Timestamp from last time the instrument definition was touched:

  • first listed
  • modified
N

Date

Format: "YYYY-MM-DDThh:mm:ss.SSS+ZZZZ",

ALL
51limitRules

Standard limits or circuit breakers which might apply.

Links to a human-readable source.

YPrice Limit or CircuitStringF&O
52mainFraction

Denominator of main fraction for products priced in fractional terms, as detailed in the Fractional Pricing topic.

E.g., a product that trades in 1/64ths will have "64" in this field.

Will be sent with "null" for non-fractional products.

N
IntegerALL
53markerStlmtRulesTAM/TAS text from contract specs.YTrade At Marker Or Trade At Settlement RulesStringF&O
54marketSegmentIdNumeric value for CME Globex Market Segment on which the product is traded.N
StringALL
55massQuoteEligibleBoolean flag to indicate if product is eligible for Mass Quote messages on CME Globex.N
StringF&O
56masterSymbol

This code is only used to associate outright instruments (futures and options) with the product-level spreads/combos. It is not a meaningful attribute of the product itself.

This is the only way to query for all products associated with a single business product.

For example: Eurodollar futures, Eurodollar options and the intraspread use master code ED, clearing symbol ED, and CME Globex product code GE. The Eurodollar futures bundle combo uses master code ED, clearing symbol EDBUN and CME Globex product code GE : FB. To see all of the futures, options and combinations, only the masterSymbol query will return them all.

N
StringALL
57

maxGlobexOrdQty

Maximum value allowed for a single quote or order on CME Globex.N
StringALL
58mdp3ChannelMarket Data Platform channel for CME Globex bookN
StringALL
59midcurveOptionsRulesGeneral rules for mid-curve options.YListed ContractsStringF&O
60midcurveTickRulesTick behavior for midcurve options.YListed Contracts
StringF&O
61minCabinetTickRulesThe human-readable rules for minimum the cabinet tick for eligible options products.YMinimum Price FluctuationStringF&O
62minClearPortFloorTick

Minimum tick that applies to both CME ClearPort and trading floor.

YMinimum Price FluctuationStringF&O
63minClearPortTickMinimum tick applicable to CME ClearPort.YMinimum Price FluctuationStringF&O
64minDaysToMatThe minimum number of days remaining on an allocated collateral before it must be substituted.N
IntegerBrokerTec
65

minGlobexOrdQty

Minimum order or quote size required on CME Globex.

For BrokerTec orders, this will reflect the minimum initial order.

N
StringALL
66minimumHalfTickDescription of half-tick behavior.YMinimum Price FluctuationStringF&O
67minimumTickNoteFootnote for minimum tick behaviors.YMinimum Price FluctuationStringF&O
68minIncrementalOrderMinimum incremental order.N
IntegerALL
69minOutrightTickDescription of minimum tick for outrights.YMinimum Price FluctuationStringF&O
70minQtrlySerialTickDescription of minimum tick for Quarterly and serial productsYMinimum Price FluctuationStringF&O
71negativePxEligibleY/N flag to indicate if product may use negative book and trade pricesN
StringALL
72negativeStrikeEligibleY/N flag to indicate if options can be listed with a negative strike price.N
StringF&O
73otcEligibleOTC Eligible productsN
StringF&O
74optStyle

Style of option: Future or Equity

  • FUTOP
  • EQTY
N
StringF&O
75parOrMoneyCollateral is valued with, or without, accrued interest, when being allocated.N
StringBrokerTec
76priceBand

Price range enabled for order entry on CME Globex F&O as defined in the GCC Price Banding topic.

Returns in a 19 character CME Globex format string.

First character denotes the decimal by which value needs to move left. For example, 2000000000000001000 converts to 10.00.

N
StringALL
77priceMultiplierMultiplier to convert Clearing price to actual economic value.N
DecimalALL
78priceQuotationHow price quotes are described on the website for the product.YPrice QuotationStringF&O
79productGuid

Unique product identifier

N
StringALL
80productGuidIntUnique product identifier in integer-only format.N
IntegerALL
81productName

Legal Product Name.

For Combos, drill down to underlying products for a more accurate product name.

For some weeklies, the legal product name will be the same for all related products. For example:

"AUD/USD Wednesday Volatility-Quoted Euro Style Option"

N
StringALL
82pxQuoteMethodDefines the method for price quotes.N
StringALL
83pxUnitofMeasureDefines the unit of measure of the price if different from the product.N
StringALL
84pxUnitofMeasureQtyDefines the unit of measure quantity of the price if different from the product.N
IntegerALL
85quarterlyListingRulesDescribes the listing rule for quarterly products.YListed ContractsStringF&O
86reducedTickNotesDescription of when reduced ticks apply.YMinimum Price FluctuationStringF&O
87regularListingRulesDescribes the standard product listing rule.YListed ContractsStringF&O
88reportablePositionsLinks to the relevant information for reportable positions.N
StringUnder Development
89repoYearsDaysThe number of days in year used in REPO consideration calculations.N
StringBrokerTec
90rfqCrossEligibleBoolean flag to indicate if product is Cross eligible on CME Globex and requires an RFQ prior to Cross submission.N
String

F&O

BrokerTec (Under Development)

91sector

Sector associated with product.

For example:

Product E-mini S&P futures are in sector "US INDEX."

For some products, such as combos, and products with a Btic underlying, the sector will be found at the underlying product level.

Synthetic products will not have sector information.

N
StringALL
92securityType

Type of derivative, e.g. FUT for future

N
StringALL
93serialListingRulesDescribes the listing rule for serial products.YListed Contracts
StringF&O
94settlementAtExpirationHow settlement at expiration is handled.YSettlement at ExpirationStringF&O
95settlementProcedure

Methodology used to determine settlement.

Links to a human-readable source.

YSettlement ProceduresStringF&O
96settleMethod

Settlement Method. Indicates if product is financially or physically settled.

Note: For Security type COMBO or OOC (Options On Combos) the settleMethod is defined on the underlying product and will be null for the spread or OOC.

Valid values:

  • Financially Settled.
  • Deliverable - Product is physically settled.
YSettlement MethodStringF&O
97settlePxCcyThe currency for the settlement price.N
StringALL
98settlementType

Type of settlement:

  • FUT
  • CASH
N
StringALL
99settleUsingFixingPx

Boolean flag to identify whether settled using fixed price ("Y", "N").

N
StringF&O
100stdTradingHours

Website hours for CME Globex, Floor and CME ClearPort. The API concatenates the venue trading hours if there are multiple.

Attribute is under development.

YTrading HoursStringF&O
101strategyTypeSpread type code; used to understand spread construction, pricing, and leg price assignment.N
StringALL
102strikePriceInterval

Describes the strike price interval.

Links to a human-readable source.

YStrike Price Listing ProceduresStringF&O
103subFraction

Denominator of sub fraction for products priced in fractional terms, as detailed in the Fractional Pricing topic.

E.g., a product that trades in 1/2 1/64ths will have "2" in this field.

Will be sent with "null" for non-fractional products and for fractional products that do not have a sub-fraction.


N
StringALL
104subSector

Sub-sector associated with product.

For example:

E-Mini S&P 500 futures are in sub-sector "SMALL CAP INDEX."

N
StringF&O
105subtypeUsed to distinguish between when issued and actives on the bond side, and general collateral, general collateral Bank of NY, and specials on the repo side.N
StringBrokerTec
106totClearportTermination of trading rules on the CME ClearPort venue.YTermination of TradingStringF&O
107totDefaultDefault termination of trading rules.YTermination of TradingStringF&O
108totFloorTermination of trading rules for the Floor venue.YTermination of TradingStringF&O
109totGlobex

Termination of trading rules on the CME Globex venue.

YTermination of TradingStringF&O
110totLtd

Termination of trading rules which are applicable on the last trade date.

YTermination of TradingStringF&O
111totMidcurveTermination of trading rules for midcurve products.YTermination of TradingStringF&O
112totQuarterly

Termination of trading rules for quarterly products.

YTermination of TradingStringF&O
113totSerialTermination of trading rules for serial products.YTermination of TradingStringF&O
114tradePxCcy

The currency for the trade price.

N
StringALL
115tradingCutOffTimeCut off time for trading.N

String

Samples:

  •  "05:00:00 - QUARTERLY /16:00:00 - NON-QUARTERLY , 05:00:00"
  • "13:20:00"
F&O
116unitOfMeasure

Unit of measure for the product. 

For example, "IPNT" (Index Points) for E-mini S&P Futures.

Unit of measure values are defined in the MDP 3.0 - Tag 996-UnitOfMeasure Table of Values.

N
StringALL
117unitOfMeasureQtyUnit of measure quantity for the product.N
StringALL
118valuationMethod

Type of valuation method used

Valid values:

  • Premium Style - EQTY
  • Futures Style - FUT
  • Cash Adjusted Futures Style - FUTDA
  • Forward - FWD
  • RPO = Repo Specific 

  • RPOGC=Repo General Collateral

  • RPOBS=Repo Specific / GC - Buy Sell Back (only Spain)

  • RPOSC=Repo Specific / GC - EONIA bond

  • RPOGF=Repo GCF / DBV / GC+

  • BOND=Notes and bonds

  • BILL=Bills

N
StringALL
119varCabPxHigh

For non-CME Globex trades, option products may be negotiated in pure dollar terms between $1 and the varCabPxHigh value.  The high price is always less than the premium value equivalent of the lowest standard tick.

N
StringF&O
120varCabPxLow

Lowest premium cabinet price the product is eligible to be traded at.

N
StringF&O
121variableQtyFlagY/N flag to indicate if instrument size varies from maturity to maturity.N
StringF&O
122variableTickTableVariable tick table for trading on CME Globex.N
StringF&O
123qdmEligibleIndY/N flag to indicate if instrument is qdm eligible.N

BrokerTec
124repoYearDays

The number of days in year used in REPO consideration calculations.

360

365


N
String

BrokerTec


125dirtyPriceTick

This is the tick for the dirty price (price + accrued interest). Dirty price is used to value repo collateral.


N
NumberBrokerTec
126dirtyPriceRounding

Numerical codes to indicate rounding type.

0 (nearest)

1 (rounds up)

2 (rounds down)

N
NumberBrokerTec
127contractNotionalAmountThe currency amount of a single unit of the security. N
NumberBrokerTec
128

globexMatchAlgo


Match algorithm indicator for CME Globex markets.

N


String

ALL

129

gcBasketIdentifier


CUSIP or ISIN of Repo Basket

N


String

BrokerTec

130spreadPricingConvention

Spread Pricing Convention

Valid Values:

Common - the contract would only be priced on a date when both legs are priced

Non-Common - individual legs would continue to take the price for every applicable day, regardless if the other one did not have a good price for that day.



VARCHAR2 (20 Char)

Instrument Attributes

The following information will be returned in JSON format, based on the customer's queries. The collection is returned in an embedded object with an array for each instrument.

QDM instruments are not listed or tradable on CME Globex, however QDM instruments can have globexSecurityid assigned for internal purposes only. Clients should reply on product level attributes not the globexSecurityid to determine if the instrument is Globex Eligible for trading.

Attributes Without Tick Information

If an instruments does not have tick values, reference the tick values at the product level. Tick values may return in the numeric or exponential notation.

For BrokerTec US and EU Repo orders where the allowable order quantities change at mid-session, 10:00 am eastern time, customers should use the following attributes:

  • minIntraGlobexOrdQty 
  • minIntraGlobexOrdQty 
  • maxIntraGlobexOrdQty

Oops, it seems that you need to place a table or a macro generating a table within the Table Filter macro.

The table is being loaded. Please wait for a bit ...

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API Label

Description

Found in Web Calendar Specifications?

Web Attribute Name

Type

Exchange

1bilAccRejTimer

Bilateral accept reject timer - number of seconds.

Post trade attibute only available via CME Reference Data API version 2.

N
IntegerBrokerTec
2clrAliasClearing aliasN
StringF&O
3cfiCode

CFI Codes in RD API match those used in clearing systems, but will not necessarily match those used on Globex.

N
StringALL
4couponDayCount

The convention used for accruing interest. Values include:

  • ACTACT = ACT/ACT (ICMA)
  • ACTAFB = ACT/ACT (AFB)
  • ACT365 = ACT/365 (FIXED)
  • ACT360 = ACT/360
  • US30360 = 30/360 (SIA)
  • EU30360 = 30E/360 (EUROBOND BASIS)
N
StringBrokerTec
5couponFreqPeriodNumber of periods in a year. Data example is for a Semiannual coupon frequency unit.N
IntegerBrokerTec
6couponFreqUnitHow often are there are coupon payments.N
StringBrokerTec
7couponRateThe fixed rate at which a bond or loan pays out on a periodic basis (rate of interest * principal).N
IntegerALL
8couponTypeDescribes the type of interest payment such a discount, fixed, float, and variable.N
StringBrokerTec
9cusipUS & Canadian externally registered security identifier.N
StringBrokerTec
10datedDateThe date at which interest begins to accrue. This will be the same as the issue date except 1) when the issue date falls on a weekend or holiday and 2) when the debt issue gets rolled into an existing cusip (called a reopening). In the first case, for US Treasuries, the dated date becomes the 15th or the last day of the month while the issue date becomes the first business date after the dated date. In the second case, the dated date becomes the issue date of the cusip the new debt is being rolled into.N

Date

Format:
"YYYY-MM-DD"
BrokerTec
11debtSecurityMaturityThe date the debt security matures.N

Date

Format:
"YYYY-MM-DD"
BrokerTec
12endDateDate a repo endsN
DateBrokerTec
13finalSettlementDateFinal settlement date.YSettlement

Date

Format:
"YYYY-MM-DD"
F&O
14firstDeliveryDateFirst delivery date.YFirst Delivery

Date

Format:
"YYYY-MM-DD"
F&O
15firstNoticeDateFirst notice date.YFirst Notice

Date

Format:
"YYYY-MM-DD"
F&O
16firstPositionDateFirst position dateNFirst Position

Date

Format:
"YYYY-MM-DD"
F&O
17

firstTradeDate

Clearing first trade date (actual contract trade date)YFirst Trade

Date

Format:
"YYYY-MM-DD"
ALL
18fisnFinancial instrument short name. Used for MiFid reporting.N
StringBrokerTec
19flexIndicator

Y/N flag that indicates if instrument is Flex-defined.

N
StringF&O
20

fnlInvDate

Final inventory date

N

Date

Format:
"YYYY-MM-DD"
F&O
21valuationMethod

Type of valuation method applied.

Valid values:

  • Premium Style - EQTY
  • Futures Style - FUT
  • Cash Adjusted Futures Style - FUTDA
  • Forward - FWD
  • RPO = Repo Specific 

  • RPOGC=Repo General Collateral

  • RPOBS=Repo Specific / GC - Buy Sell Back (only Spain)

  • RPOSC=Repo Specific / GC - EONIA bond

  • RPOGF=Repo GCF / DBV / GC+

  • BOND=Notes and bonds

  • BILL=Bills

N
StringALL
22

gbxAlias

CME Globex alias

N
StringALL
23globexLastTradeDateLast date instrument is tradable on CME Globex CLOB.N

Date

Format:
"YYYY-MM-DD"
ALL
24gcBasketIndentifierUnderlying cusip or isin for repo special

StringBrokerTec
25

globexFirstTradeDate

The calendar date when the instrument becomes tradable on CME Globex. 

  • Only sent if instrument is eligible to be listed on CME Globex

Attribute is under development.

N

Date

Format:
"YYYY-MM-DD"
ALL
26contractMonth

For monthly, quarterly and serial instruments identifies the named month and year in format YYYYMM.

For all other instruments, identifies the month, year and date in format YYYYMMDD.

N
StringALL
27globexSecurityId6 digit identifier for each CME Globex instrument; same value as in tag 48-SecurityID on iLink and MDP.
N
StringALL
28globexSymbolCME Globex instrument product symbol.N
StringALL
29govBondType

Sub-category for government bonds.



String

BrokerTec

30guidUnique instrument identifier in alpha-numeric format.N
StringALL
31guidIntUnique instrument identifier in integer format.N
IntegerALL
32initialInventoryDueDateFirst inventory date also considered the First Holding Date.N

Date

Format:
"YYYY-MM-DD"
F&O
33instrumentNameHuman-readable instrument name for display purposes.N
StringF&O
34isBticProductBoolean flag to identify whether the overlying product is a BTIC product ("Y", "N").N
StringF&O
35

isSyntheticInstrument

Boolean flag to identify Synthetic instruments ("Y", "N").

N
StringF&O
36

isTamProduct

Boolean flag identify whether the overlying product is a TAM product ("Y", "N").

N
StringF&O
37

isTasProduct

Boolean flag to identify whether the overlying product is a TAS product ("Y", "N").

N
StringF&O
38isinEuropean externally registered security identifier.N
StringBrokerTec
39issueDateThis is the issue date (which is the first settlement date with the issuing counterparty).N

Date

Format:
"YYYY-MM-DD"
BrokerTec
40issuerCountryThe country the issuer is domiciled in. The 2 character ISO code will be used.N
StringBrokerTec
41issuerLeiIssuers Legal Entity IDN
StringBrokerTec
42issuerLongNameThe entity issuing the debt instrument.N
StringBrokerTec
43issuerSubTypeSub category for assets N
StringBrokerTec
44issuerTypeThe bond type which will flag supra national debt securities. These values will be available on the collateral - thus the list includes non-tradeable instruments.N
StringBrokerTec
45IsUserDefined

Identifies a Tailor-Made or UDI.

UDS instruments (Under Development)

N
StringALL
46

itcAlias

ITC alias

N
StringALL
47lastDeliveryDateLast delivery date.YLast Delivery

Date

Format:
"YYYY-MM-DD"
F&O
48lastEFPDate Last EFP DateN

Date

Format:
"YYYY-MM-DD"
F&O
49lastInventoryDueDateLast inventory date also considered the Last Holding Date.N

Date

Format:
"YYYY-MM-DD"
F&O
50

lastIntDate

Last intent date

N

Date

Format:
"YYYY-MM-DD"
ALL
51lastNoticeDateLast notice date.YLast Notice

Date

Format:
"YYYY-MM-DD"
F&O
52lastTradeDateLast date instrument is tradable across all venues and trade typesYLast Trade

Date

Format:
"YYYY-MM-DD"
ALL
53lastUpdated

Timestamp from last time the instrument definition was touched:

  • first listed
  • modified
N

Date

Format: YYYY-MM-DDThh:mm:ss.SSS+ZZZZ

ALL
54longNameUsed to list the instrument for trading in the US. In EU, this plus the term code is used for the listing.N
StringBrokerTec
55nonConsecutiveMonthSpreadTickUsed for instruments where there are both monthly and quarterly contracts (often used with FX spreads), and the quarterly product has monthly products in between. There will be 2 different spread ticks, one for consecutive-month spreads and one for non-consecutive month spreads.N
DoubleF&O
56originalContractSize

Sent for Decay-eligible instruments.

Indicates the contract size before decay begins.

N
StringF&O
57positionRemovalDatePosition removal date.N

Date

Format:
"YYYY-MM-DD"
ALL
58priceBand

Differential value for price bands on CME Globex.

N
StringF&O
59priceBandDl
Decimal locator for price band (priceBand).N
StringF&O
60productGuidIntUnique product identifier in integer-only format.N
IntegerALL
61putCallIndicator

Indicates whether an option instrument is a put or call.

0 - Put
1 - Call

N
StringF&O
62

pxUomCcy

Price unit of measure currency

N
StringUnder development
63repoTermCodeThe overnight or term code used for determining the repo start date relative to the trade date, and end date if a fixed term (e.g. 1W, !M)N
StringBrokerTec
64settleDaysHow many days after a trade the debt security settles.N
IntegerBrokerTec
65settlementTickUsed when instruments settle in a smaller tick than they are traded at; this field supports the settlement tick.N
DoubleALL
66spreadTick

Spread tick. Used for any spread where there is no “non-consecutive-month” spread tick.

N
DoubleF&O
67startDateDate a repo startsN
DateBrokerTec
68strikePx

Strike price for an option.

The option strike price format in RD APIv2 is the Clearing format and does not align with the MDP 3.0 Security Definition message (FIX Tag 202-StrikePrice) price format. Additional information on CME Globex strike price format can be found in MDP 3.0 CME Globex Pricing.

Example: RD APIv2 Strike Price Format = 10.70 vs MDP 3.0 Security Definition Strike Price Format = 1070.

N
DoubleF&O
69strikePxCcyStrike price currency for an option.N
StringF&O
70

tccAlias

TCC alias

N
StringALL
71tradeTickTrade price tick. May differ from the settlementTick.N
DoubleALL
72uomCcyUnit of measure currencyN
StringALL
73vttHighTickFor some instruments, the tick is price dependent. This field defines the widest tick the instrument can trade at.N
DoubleF&O
74vttLowTickFor some instruments, the tick is price dependent. This field defines the smallest tick the instrument can trade at.N
DoubleF&O
75vttPriceThresholdFor some instruments, the tick is price dependent. This field defines the price threshold at which the minimum tick changes.N
DoubleF&O
76workupPrivateTimer

Where workup session are used, this would be the duration in seconds for the private phase.

0 (= Disabled)
> 0 (= Number of seconds)

N
IntegerBrokerTec
77workupPublicTimer

Where workup session are used, this would be the duration in seconds for the publicphase.

0 (= Disabled)
> 0 (= Number of seconds)

N
IntegerBrokerTec
78workupPublicTimerExt

Where workup session are used, this would be the duration in seconds for the extending the public phase.

0 (= Disabled)
> 0 (= Number of seconds)

N
IntegerBrokerTec
79zeroPriceEligibleY/N flag to indicate if instrument may be quoted and/or traded at a zero price.N
StringALL
80maxSubstitionCntNumber of substitutions allowed for the GC; 0 value will indicate the repo is not eligible for substitutions. Also called rights of substitution.

IntegerBrokerTec
81

instrumentType

Description of instrument type.

N


String

ALL

82settleMethodQuery for all products by settlement method.YSettlement MethodStringF&O
83

priceRatio


Used for price calculation in spread and leg pricing for Implied Intercommodity Ratio

N


Number

F&O

84

baseIndexType


Returned value represents base index name

N


Varchar (2)

BrokerTec

85

minGlobexOrdQty


Minimum value allowed for a single order.

N


String

ALL

86

maxGlobexOrdQty


Maximum value allowed for a single order.

N


String

ALL

87

minIncrementalOrder


Minimum incremental order.

N


String

ALL

88

minIntraGlobexOrdQty


MidSession value allowed for a single order.


N


String

BrokerTec

89

maxIntraGlobexOrdQty


MidSession Maximum value allowed for a single order.


N


String

BrokerTec

90

minIntraIncrementalOrder


MidSession Minimum incremental order.


N


String

BrokerTec

91

minInitialOrder


Minimum initial order.

N


Integer

BrokerTec


92

parValue


The par value of the bond.

N


Number

BrokerTec

93

maxSubstitutionCnt


Number of substitutions allowed for the GC; 0 value will indicate the repo is not eligible for substitutions.

N


Integer

BrokerTec

94

isAONInstrument


Boolean flag to identify AON instrument ("Y", "N").

N


String

BrokerTec

95

relatedInstrumentGuidInt


This will be the GUID_INT for the related instrument to the AON.

AON markets on CME Globex are listed as separate instruments. The relatedInstrumentGuidInt field will contain the GUID Integer for the related CLOB instrument. For AON instruments that do not have a related CLOB instrument, relatedInstrumentGuidInt = null


N


Number

BrokerTec

96

firstCouponDate


The first coupon date of the debt maturity

N


Date

Format:

"YYYY-MM-DD"


BrokerTec

97allocationDeadline8/1/2019 17:15:00 (for LCH German Special)N
StringBrokerTec
98airAccruedFunding The accrued funding value for this contract for the specified business date, to seven decimal places.

N


Number
99airDailyFunding Today’s contribution to that aggregate Accrued Funding value, likewise to seven decimal places.N
Number
100airBusinessDate The business date to which these values pertain.N
Date
101airFundingStatus

An indicator which specifies whether these are the final or preliminary values for the specified business date.

Valid values:

  • Prelim
  • Final
N
VARCHAR2
102floatOffset

The float offset (spread) is applied to the reference rate of the US FRN (the 13 week US T Bill) and is determined at the auction.

The spread will remain for the life of an US FRN. 

N
Decimal
103

exchangeGlobex

Market Identifier Code (MIC) as defined by the ISO. For inter-exchange spreads, this field contains the hybrid value displayed in the Market Data Platform Security Definition (tag 35=d) message tag 207-SecurityExchange.

N


String

ALL

104

exchangeClearing

Exchange identifier used in the CME Group Post Trade Application.

N


String

ALL


The information contained in the CME Reference Data API has been compiled by CME Group for the convenience of the user and is furnished without responsibility for accuracy or content. Although every attempt has been made to ensure the accuracy of this information, CME Group assumes no responsibility for any errors or omissions. It is accepted by the user on the condition that errors or omissions shall not be made the basis for any claim, demand or cause of action.

Product Retention Rules

The table below lists the instrument retention rules for expired tradable and matured collateral available via CME Reference Data API version 2.

Product category

Instrument Termination Date

Available via CME Reference Data API Version 2 after the "Termination" Date

Futures and Options

Instrument expiration

(last delivery date for physically-delivered instruments)

14 days after the termination date.

US Repo

EU Repo

GC Allocations

Equal to Repo END DATE14 days after Trade Date or 7 days past End Date / Termination Date of the REPO (whichever is greater).
EGBInstrument maturity date30 days after Trade Date or 14 days past maturity of the EGB (whichever is greater).
Active US TreasuriesActive → OFTR transition date

Active → OFTR transition date.

Note: Instrument will be maintained as non-tradeable collateral (OFTR) until 14 days after maturity

Non-Tradeable Collateral Instrument maturity date14 days after maturity date.

Partner Exchange Impacts

There are no impacts for partner exchanges.

Contact Information

For technical development support, contact Certification Support for Electronic Trading (CSET).

For production requests, please contact the Global Command Center (GCC).

For all other inquiries, please contact Global Account Management (GAM).