Client Systems Wiki Revision History

Messaging Controls - Added Reject Threshold and Logout Threshold for New Release of Mass Quote Messaging Thresholds.

11/8/2023

AIR Futures - Updated Sample File table

11/8/2023

Implied ICS Priority List - Updated the overview and Product Code table

11/6/2023

BrokerTec EU Repo VWAP - Updated overview and availability

11/2/2023

End of Day - Updated Dates Available section

10/26/2023

DataMine Machine Learning Service - added new page.

10/26/2023

Order Mass Action Report - Audit Trail Requirements - Changed Presence for Position 20.

10/26/2023

Order Mass Action Report - iLink 3 Audit Trail Requirements - Changed Presence for Position 9.

10/25/2023

CME Group on Google Cloud

CME-FICC XM Reports - Updated table entitled NR_XMFICCPB - XM FICC PB Requirements Report - Column and Description changed for Savings_Pct_Applied.

10/23/2023

Added CME FedWatch API on Google Cloud which describes the new REST API that provides access to rate probability for upcoming FOMC meetings; including Get Forecasts, Get Meetings - Future, Get Meetings - History.

10/20/2023

CVOL End of Day Index - FAQ and Available Products updates

10/20/2023

CVOL Intraday Values - FAQ and Available Products updates

10/19/2023

iLink 3 Order Cancel Request - Tag 37 change in Description column.
iLink 3 Order Cancel Replace Request - Tag 37 change in Description column.

10/18/2023

EBS Market and eFIX Matching Service Enhancements - Added EBS NDF Market Data Channel Enhancements, which describes new EBS NDF Market Data channels and reduced conflation intervals for existing NDF credit screened market data channels.

10/18/2023

EBS Market and eFIX Matching Service Enhancements - Added EBS Spot Market Data Channel Enhancements, which describes new EBS Market Spot Market Data channels and reduced conflation intervals for existing credit screened market data channels.

10/18/2023

EBS Market and eFIX Matching Service Enhancements - Added EBS Conditional Pricing Increments, which enables submission of sub-pip prices for applicable EBS products.

10/17/2023

CME-FICC XM Reports - Updated table entitled NR_XMFICCPB - XM FICC PB Requirements Report.

10/12/2023

CME Smart Stream on GCP JSON - Updated Project Name for Options in New Release Environment.

10/10/2023

CME Reference Data API Version 3 - Added Updated Attributes section.

10/9/2023

CME Reference Data API Version 3 - Added Pagination content.

10/3/2023

CME 13-Week U.S. Treasury Bill Futures - Added final settlement Rulebook link.

9/28/2023

iLink 3 Order Cancel Request - Tag 37 is optional for F&O, BrokerTec and EBS.

9/27/2023

Gold - Updated Gold Kilo Futures and Shanghai tables.

9/25/2023

Drop Copy 4.0 - Removed from diagram "CGW Sessions" and "MSGW Sessions."

9/22/2023

Copper - Added Copper Financial Futures section.

9/21/2023

Aluminum - Updated "All Other Months" Tier 1 examples.

9/19/2023

Platinum - Added Micro Platinum Futures section

9/11/2023

CME STP Core - Informational reminder to only use attributes, tags, values defined in the message specifications.

9/11/2023

CME STP - FIXML Message Specification - Informational reminder to only use attributes, tags, values defined in the message specifications.

9/11/2023

CME STP for BrokerTec Fixed Income Markets - Informational reminder to only use attributes, tags, values defined in the message specifications.

9/11/2023

CME STP FIX Message Specification - Informational reminder to only use attributes, tags, values defined in the message specifications.

9/11/2023

CME STP FIX Support for BrokerTec Trades - Informational reminder to only use attributes, tags, values defined in the message specifications.

9/8/2023

CME Term SOFR Daily Return Indices - added new page.

9/7/2023

iLink 3 Binary Order Entry - Business Layer - moved Tag 107 to "Delete" for Summary of FIX Tag Changes from iLink 2 to iLink 3.

9/7/2023

Settlements FAQ - added new page.

9/6/2023

iLink 3 Execution Report - Trade Outright - added Tag 9264.

8/30/2023

HOGO Intercommodity Ratio Spread on CME Globex - moved this client impact assessment content to permanent location.

8/30/2023

EBS Size Priority Matching - migrated applicable content to other topics and relocated the EBS Size Priority Matching topic into iLink Order Entry to streamline topic structure.

8/30/2023

iLink 3 Application Layer - added Tag 9562 to these iLink3 messages:

ExecutionReportNew
ExecutionReportCancel (cancelling FAK/FOK without MQL based on ClOrdID)
ExecutionReportPendingCancel (cancelling FAK/FOK with MQL based on ClOrdID)
ExecutionReportTradeOutright
ExecutionReportElimination
ExecutionReportStatus
NewOrderSingle
ExecutionReportReject

8/29/2023

iLink 3 Security Definition Request - added Tag 6651, 39026, →6748, →6741.

8/29/2023

iLink 3 Security Definition Response - added Tag 6651, 39026, →39031, →39027, →6748, →6741.

8/29/2023

iLink 3 Order Mass Status Request - modified Enumeration for Tag 585.

8/28/2028

CME Reference Data API Version 3 - Added HTTP Header content.

8/28/2023

MDP Security Definition Changes - relocated into RD API and MDP SecDef to streamline topic structure.

8/28/2023

MDP 3.0 - Message Specification - edited description for MDP Market Recovery UDP; added MBOFD Market Recovery UDP.

8/25/2023

CME Group Federation Single Sign-On Integration - removed BrokerTec GFE from the list of Federation Single Sign-On exceptions.

8/25/2023

MDP 3.0 - Variable Tick Table - Added content rows to the tick table.

8/24/2023

MDP 3.0 - Message Specification - Added MDP Market Recovery UDP content.

8/23/2023

MDP 3.0 - CME Globex Pricing - Updated Variable Tick Table.

8/21/2023

Mass Order Cancel - Updated Entity Identifier.

8/21/2023

CME STP FIX - Use Cases for BrokerTec Trades - Removed two use cases: FIX Client Unsubscribes from CME Group Trades after Successful Subscription, FIX Client Unsubscribes from CME Group Trades Before Successful Subscription

8/21/2023

CME STP FIX - Use Cases - Removed two use cases: FIX Client Unsubscribes from CME Group Trades After Successful Subscription, FIX Client Unsubscribes from CME Group Trades Before Successful Subscription.

8/21/2023

SOFR User Defined Options Spreads - Updated product references, from Eurodollars, to CME Secured Overnight Financing Rate (SOFR).

8/21/2023

SOFR Futures Packs - Updated product references, from Eurodollars, to CME Secured Overnight Financing Rate (SOFR).

8/18/2023

Removed Eurodollar page

8/17/2023

MDP 3.0 - Market By Order Limited Depth Book Processing - Priority and Quantity updates

8/16/2023

MDP 3.0 - Security Status Tag Usage was removed, information is available from MDP 3.0 - Security Status.

8/16/2023

CME Benchmark Administration Premium - Updated intro content

8/16/2023

Spreads and Combinations Available on CME Globex - Updated Implied Intercommodity Spread section

8/15/2023

Page updated with comprehensive information about risk services, including venues and categories.

8/15/2023

CME Reference Data API Version 2 - Updated Instrument Attributes with additional API labels

8/15/2023

iLink 3 - Minimum Acceptable Audit Trail Elements - Data Definitions and Validation Rules

Portfolio Margining for OTC Interest Rate Swaps - removed Eurodollar, updated to SOFR

8/15/2023

Party ID - iLink 3 Audit Trail Requirements - Position 52 To/From CME changed Presence: Mandatory if present in captured message

8/14/2023

Trade Market at Close - TMAC - added this topic under Exceptional Trading Conventions.

8/14/2023

CME Account Management Service API - CME AMS API CME ClearPort and CME Direct - Globex - Specifications - updated limits and utilization details for handling products with unlimited long/short limits

8/14/2023

CME Account Management Service API - CME AMS API Inline Credit Controls Specifications - - updated limits and utilization details for handling products with unlimited long/short limits

8/14/2023

iLink 2 Order Entry - Business Layer

CME DataMine - CME DataMine Datasets - Market Depth: Removed large file links

8/11/2023

Mass Order Cancel - The maximum number of cancelled orders listed in one Order Mass Action Report is configured to 125.

8/10/2023

Business Level Reject - iLink 3 Audit Trail Requirements - Updated Country of origin.

8/10/2023

Business-Level Reject - Audit Trail Requirements - Added Position 21.

8/9/2023

Removed the RepoFunds Rate (RFR) USD page.

8/9/2023

CME Term SOFR Reference Rates - Updated availability dates and FAQ content.

8/7/2023

Spreads and Combinations Available on CME Globex - Updated entire C1 Crack section.

8/7/2023

Spreads and Combinations Available on CME Globex - Added HOGO Intercommodity Ratio Spread section.

8/4/2023

iLink 3 Party Details Definition Request - added Tag 1816 description: Required for CME Group futures and options only.

8/4/2023

iLink 3 Party Details Definition Request Acknowledgement - added Tag 1816 description: Required for CME Group futures and options only.

8/4/2023

iLink 3 Party Details List Report - added Tag 1816 description: Required for CME Group futures and options only.

8/4/2023

Renamed page heading.
From: MDP 3.0 - Credit Screened Processing for EBS
To: MDP 3.0 - Credit Screened Market Best Processing for EBS

8/4/2023

CME Reference Data API Version 3 - Table updated in Updated Error 4xx Results section.

8/4/2023

Spreads and Combinations Available on CME Globex - Updated Buy-Buy Inter-Commodity Spread section.

8/3/2023

Removed the following products from the Metals topics:

Gold Platinum Spread
Gold Silver Ratio Spread
Platinum Palladium Spread

8/1/2023

CME STP Impacts - Added EBS CPT Migration to CME STP and Central Post Trade (CPT) Ticket Output Feed (TOF) to CME STP Migration to support users migrating from the EBS CPT TOF API.

7/28/2023

CME STP - TradeCaptureReportRequest - STP - added enumerations to Input Source.

7/28/2023

CME STP - TradeCaptureReport - STP - added note to 40 - TAS - Traded at settlement.

7/19/2023

MDP 3.0 - System Startup - updated section UDP MDP - System Startup.

7/19/2023

TOP Order Allocation - published new client impact topic.

7/17/2023

EBS Spot FX - added a note and updated file availability date/general information for this CME DataMine dataset.

7/14/2023

Order Entry Path DR Process - For Futures and Options on Futures markets, the MSGW IDs in DR are incremented by 1 from those used in production.

CME BrokerTec Order Entry Path DR Process - The MSGW IDs in CME BrokerTec DR will be the same as those used in Production.

7/12/2023

CME STP for EBS FX Markets - new topic published

7/12/2023

CME STP Core - new topic - details common CME STP features and functions applicable for markets and venues offered by CME Group.

7/12/2023

CME STP for BrokerTec Fixed Income Markets - new topic published with additional topics migrated from Pending Impacts:

7/12/2023

CME Reference Data API Version 3 - new page published

7/7/2023

Execution Report - Request for Quote - iLink 3 Audit Trail Requirements - new page published

7/5/2023

SPAN 2 Margin Approximation Service - new page published

7/3/2023

Order Entry API - Submit Instrument - productType has been updated to optional

7/3/2023

CME BrokerTec Disaster Recovery Guidelines for Connectivity Customers - added DR notification and registration instructions

6/28/2023

JSON Block Trades Data via Google Cloud - new page published

6/23/2023

Fixing Prices - updated FAQ and added sample files

6/22/2023

Implied ICS Priority List - new page published

6/22/2023

CME Reference Data API Version 2 - updated Instrument Parameters

6/22/2023

Committed Cross - Interest Rate Options: BPVM = 45% (increased from 35%)

6/16/2023

CME ClearPort API - Trade Capture Report Acknowledgment Message - TrdInstrmtLegGrp - Outbound: Universal Swap Indicator (USI) has been updated to Unique Transaction Identifier (UTI) in TrdLeg table

6/16/2023

CME ClearPort API - Trade Capture Report Message - TrdInstrmtLegGrp - Inbound: USI updated to UTI in TrdLeg table

6/16/2023

CME ClearPort API - Trade Capture Report Message - TrdInstrmtLegGrp - Outbound: USI updated to UTI in TrdLeg table

6/16/2023

CME ClearPort API - FIXML Message Flows - Bunched Order Allocation Instructions: USI has been updated to UTI

6/16/2023

CME ClearPort API - Post-Clear Allocation Instructions for Cleared Bunched Trades: USI has been updated to UTI

6/16/2023

CME ClearPort API - OTC FX Trade Notification Message Samples - Single-Sided Submission: USI has been updated to UTI

6/16/2023

CME ClearPort API - OTC FX Trade Notification Message Samples - Dual-Sided Submission: USI has been updated to UTI

6/14/2023

Added this top-level topic to include subtopics for Reference Data Warehouse and Reference Data API.

6/14/2023

CME Group on Google Cloud

Reference Data Warehouse on Google Cloud - added new topic and subtopics supporting Reference Data Warehouse on Google Cloud.

6/14/2023

Added new topic and subtopics describing CME Group products and services available on Google Cloud.

6/8/2023

Weather - added new page

5/31/2023

HOGO Intercommodity Ratio Spread on CME Globex - added new page

5/31/2023

CL2 Certification Virtual Private Network - updated requirement and connectivity content

5/31/2023

Client INTERNET Link - updated requirements

5/30/2023

iLink Order Entry - iLink 3 Order Mass Action Report - removed EBS notes.

5/30/2023

iLink Order Entry - iLink 3 Order Mass Action Request - updated to indicate applicable markets; futures, options on futures, BrokerTec

5/30/2023

FAK - FOK Credit Enhancements - added Prime Customer

5/30/2023

CME Global Repository Services

//iLink Order Entry - iLink 3 Binary Order Entry - Business Layer - clarifies CME Globex markets with Order Cancel and Cancel/Replace by ClOrdID enabled

5/26/2023

CFTC Rules Rewrite - FAQ - added June 5, 2023 as the deadline for 'upgrading' historical data.

5/25/2023

Drop Copy Service for iLink - Mass Quote Acknowledgments are not supported.

5/24/2023

EBS Market and eFix Matching Service Enhancements - added new page.

5/24/2023

EBS Size Priority Matching - added new page.

5/24/2023

FAK - FOK Credit Enhancements - added new page.

5/24/2023

MDP Security Definition Changes - added new page.

5/23/2023

Packet Capture Dataset - FAQ Updates

5/23/2023

EBS Reject Codes - Added error code 5102, indicating an error caused by order modification from Display Quantity / Non-Display quantity & vice versa.

5/23/2023

Futures and Options Reject Codes - Added error code 5102, indicating an error caused by order modification from Display Quantity / Non-Display quantity & vice versa.

5/23/2023

EBS Price Discretion Scenarios - Updated with discretionary offset (from limit order price) details.

5/23/2023

MDP 3.0 - Recovery Services for Conflated TCP - Updated with 'Market Data Channel Reset with Conflated TCP' details and diagram.

5/23/2023

iLink Order Entry - iLink 3 Mass Quote - Updated tag 302 description with "Customers must assign an identifier between 1-999".

5/23/2023

iLink Order Entry - iLink 3 Mass Quote Acknowledgment - Updated tag 302 description with "Customers must assign an identifier between 1-999".

5/23/2023

iLink Order Entry - iLink 3 Quote Cancel - Updated tag 302 description with "Customers must assign an identifier between 1-999".

5/23/2023

iLink Order Entry - iLink 3 Quote Cancel Acknowledgment - Updated tag 302 description with "Customers must assign an identifier between 1-999".

5/3/2023

GLink Network Infrastructure Upgrade at Aurora Co-Location Facility - FAQ additions

5/2/2023

Standard and Poors 500 Total Return Index - Added new page.

5/1/2023

Product Parameters - exchangeGlobex - updated NEXS and added XEBS.

5/1/2023

MDP 3.0 - Market Data Security Definition - FX - Tag 207-SecurityExchange: Added NEXS and XEBS values.

4/28/2023

Supported Matching Algorithms - added new algorithm "Institutional Prioritization Match Algorithm".

4/25/2023

Spreads and Combinations Available on CME Globex - Updated EC Calendar Spread.

4/20/2023

Negotiation Reject - Removed tag 39012 values 2 and 8
Establishment Reject - Removed tag 39012 values 2, 8, and 22

4/19/2023

CME RNet - Updated for support of BrokerTec Stream 2.0

4/19/2023

Mandatory Migration - iLink 3 Binary Order Entry Protocol for CGW - Added new client impact assessment.

4/19/2023

iLink 3 SBE Schema Update:

Added EBS information.
Removed BrokerTec and F&O information

4/19/2023

CME Benchmark Administration Premium SBE Schema and RFR Benchmark Launch - Added new client impact assessment.

4/18/2023

Spreads and Combinations Available on CME Globex - Updated Nikkei Inter Commodity spread examples.

4/14/2023

CME Connectivity Offerings - enhanced with comprehensive information about CME Group, BrokerTec, and EBS required agreements/forms and data center and access center locations.

4/12/2023

Risk API - Updated ERD Request Data Model and the Portfolio Data Model table

4/12/2023

SPAN 2 Risk Analysis Framework - Updated ERD Request Data Model and added CCP, Product Group, and Requirement content to the Portfolio Data Model table

4/12/2023

Margin Service API - Transaction Formats - Updated FpML, FIXML, and CSV tables

4/12/2023

Margin Service API - Margin - Get - Updated Response for Futures and Options code block

4/12/2023

Margin Service API - Margin - Calculate - Updated SPAN Request content

4/12/2023

Margin Service API - Updated schema

4/12/2023

Spreads and Combinations Available on CME Globex - Updated Soy Crush.

4/5/2023

Asian Gold Spot - Added new page

4/5/2023

Planned GLink Architecture - Aurora - Edited and relocated

4/5/2023

GLink Network Infrastructure Upgrade at Aurora Co-Location Facility - Added new page

3/27/2023

Mass Quote Protections - Updated "MQP Enforcement Levels."

3/27/2023

BrokerTec EU Repo Trades - Added new page

3/27/2023

Identity Management - new top-level topic includes migrated topics for:

3/27/2023

CME Group Federation Single Sign-On Integration - new page.

3/24/2023

CVOL - Added new page

3/24/2023

CVOL Intraday Values - Added new page

3/24/2023

CVOL End of Day Index - Title updates

3/22/2023

CME STP for BrokerTec Stream 2.0 - Added new client impact assessment.

3/16/2023

Drop Copy for iLink 3 Binary Order Entry - Incorporated "iLink 3 Cancel on Behalf" client impact assessment.

3/16/2023

iLink Order Entry - Incorporated "iLink 3 Cancel on Behalf" client impact assessment.

3/15/2023

Instrument Capacity for Futures and Options - Added new client impact assessment.

3/13/2023

MDP 3.0 - Market Data Incremental Refresh Tag Usage: "Book, Trades, Electronic Volume" - Added Overlay Market Best column.

3/13/2023

MDP 3.0 - Market Data Incremental Refresh - MBP - LongQty - Added 5=Overlay to tag 279.

3/8/2023

Derived Data Enhancement for BrokerTec U.S. Treasuries - Added new client impact assessment.

3/7/2023

CME Group Margin Services

iLink 3 - Simple Binary Encoding - Added template extension examples.

3/6/2023

Portfolio Margining of OTC Interest Rate Swaps - Updated to remove pending contracts. All contracts in list now supported in program.

3/3/2023

Daily Settlement Time Details - updated times for Lumber, Fed Funds, Equities, and Aluminum.

3/2/2023

EBS Reporting - Billing reports availability updated to EREP only.

3/1/2023

Eris PAI Dataset - Misc updates including new sample files

2/28/2023

EBS Operational Readiness Guide - Trade Activity Dashboard contact information added.

2/24/2023

CVOL End of Day Index - Added Asset Class column to the table.

2/23/2023

CME Group Volatility Indexes CVOL - Updated description, Dates Available, and Products Available sections

2/14/2023

Pending Client System Impacts - Launch of 20 Millisecond Conflated TCP Market Data Group - Removed client impact assessment.

2/14/2023

Historical Margin Data - Added new page.

2/10/2023

CME MDP 3.0 Market Data - Added content and links for CME Smart Stream on GCP.

2/10/2023

Pending Client System Impacts - Removed "CME FX Instrument Migration and Market Data Channel Consolidation" client impact assessment.

2/3/2023

CME Adjusted Interest Rate - AIR - Total Return Basis Trade at Index Close - BTIC - Daily Settlement Procedures - Added new page.

2/2/2023

BrokerTec European Government Bonds - EGB - Added new page.

2/1/2023

CME Settlements and Valuations SBE Schema and Final Settlement Update - Added new client impact assessment.

1/30/2023

EBS Ai Trade Capture Report Ack - Failed Request - Added new page.

1/13/2023

iLink 3 Binary Order Entry - EBS Market on CME Globex - Added "Fill and Kill (FAK)" and "Fill or Kill (FOK)" sections with examples.

12/28/2022

EBS Ultra - EBS Ultra data is reflective of the EBS Live Ultra streaming near real-time trade feed of Spot FX & NDF prices sourced from the primary market central limit order book – EBS Market, with near continuous order book and trade data information.

12/28/2022

EBS Product Overview - Removed sections: "EBSC Products," "NEXS Products," "Out of Scope Products."

12/15/2022

Fixing Prices - Renamed from Treasury Fixing Prices.

12/9/2022

CME Reference Data API Version 2 - Incorporated "EBS Reference Data API Migration" client impact assessment.

12/8/2022

Treasury Fixing Prices - Describes the Treasury Fixing Prices dataset available from CME DataMine and is used for the valuation of portfolios.

12/7/2022

EBS Reporting - New billing report - EBS NDF Trade Report (EFS108)

12/6/2022

iLink 3 Binary Order Entry - Incorporated "iLink 3 Order Cancel and Cancel-Replace Requests by ClOrdID" client impact assessment.

12/6/2022

iLink - Rejects for Tag 11-ClOrdID Uniqueness - Incorporated "iLink 3 Order Cancel and Cancel-Replace Requests by ClOrdID" client impact assessment.

12/2/2022

CME Public IP Prefix Summary - added BrokerTec EU PROD, BrokerTec US DR, and BrokerTec EU DR Order Entry Service Gateway Source Range information.

12/1/2022

CME Historical Market Depth Data on Google Cloud Platform - This service enables customer to query data from 2014 to the present day and can handle the heaviest workloads.

11/22/2022

iLink 3 Execution Report - Cancel - Added value 108 to tag 378-ExecRestatementReason.

11/16/2022

Margin Software Release Notes - Updated RPF Data Cross-Reference and Version v2.2.18 sections.

11/14/2022

Event Contracts - Incorporated client impact assessment.

11/10/2022

CL2 Certification Virtual Private Network - added new topic.

11/9/2022

Cancel on Disconnect - "Different SenderCompIDs on Single iLink Session" - Updated example.

11/3/2022

Margin Software - added "Supporting Multiple Technical Configurations" section.

11/3/2022

CME STP FIX - CME FX Link Messaging - Added sentence about Strategy Link ID (tag1851-StrategyLinkID).

11/1/2022

User Access Removal - added this new topic to describe the web service API that revokes entitlements to CME Group services and applications, including API IDs, associated with a CME Group Login ID.

10/25/2022

CME Market Data - Removed pages:

CME Smart Stream Topic Names
- CME Smart Stream on GCP Real-Time Binary Topic Names
- CME Smart Stream on GCP Delayed Binary Topic Names
- CME Smart Stream on GCP JSON Topic Names

10/25/2022

Trading Services - Updated note in Instrument" section.

10/25/2022

TBA Futures - Added new topic.

10/25/2022

ESTR - Added new topic.

10/25/2022

iLink 2 Message Specification - Updated tag 17-ExecID and 37-OrderID descriptions throughout.

10/25/2022

iLink 3 Binary Order Entry - Message Specification - Updated tag 17-ExecID and 37-OrderID descriptions throughout

10/25/2022

CME Globex Matching Algorithm Steps - Updated TOP Percentage description.

10/19/2022

iLink 3 Cancel on Behalf - Added new client impact assessment topic.

10/18/2022

Global

Removed all content related to volatility-quoted options and triangulation.

10/18/2022

Mass Quote Acknowledgment - Accept and Partial Accept - Audit Trail Requirements - Added position 40-Quote Request ID.

10/14/2022

Margin Software Release Notes - updated to add the field "Version Supported in Production."

10/14/2022

CME Optimizer Software User Guide - updated to reflect new screenshots for the September 30, 2022, Optimizer release.

9/30/2022

iLink - CME Globex Identifiers - "Client Order Identifier – Tag 11-ClOrdID" - Updated description of tag 11 uniqueness.

9/29/2022

Treasury Rules-based Offset Engine - updated to reflect changes for the September 30, 2022, Optimizer release.

9/29/2022

CME Optimizer Software Detailed Release Notes - updated to reflect changes for the September 30, 2022, Optimizer release.

9/29/2022

CME Optimizer Software User Guide - updated to reflect changes for the September 30, 2022, Optimizer release.

9/29/2022

Portfolio Margining for OTC Interest Rate Swaps - updated new eligible products for the September 30, 2022, Optimizer release.

9/29/2022

Spreads and Combinations Available on CME Globex - incorporated "Energy Gasoil Crack Spreads on CME Globex" client impact assessment.

9/21/2022

Pending Client System Impacts - Launch of 20 Millisecond Conflated TCP Market Data Group - Added new client impact assessment topic.

9/21/2022

Drop Copy Service for iLink - EBS Market - moved this client impact assessment content to permanent location.

9/15/2022

iLink 3 Binary Order Entry - EBS Market on CME Globex - moved this client impact assessment content to permanent location.

9/14/2022

Event Contracts Master File - updated top of page information about file publishing, filenames, and availability.

9/14/2022

Pending Client System Impacts - CME FX Instrument Migration and Market Data Channel Consolidation - added client system impact topic.

9/14/2022

Spreads and Combinations Available on CME Globex - updated "SB Balanced Strip Spread" section.

9/14/2022

CME Benchmark Administration Premium Message Specification - Incorporated "Streaming CVOL Index Launch and SBE Template Migration" client impact assessment.

9/12/2022

MiFIR Transaction Reporting - moved topic location from top level into Post Trade Services to streamline topic structure.

9/12/2022

Client API Service Adoption using OAuth 2.0 Protocol - moved topic location from top level into Client Systems Support Services to streamline topic structure.

9/9/2022

EBS Operational Readiness Guide - moved from a Pending Client System Impact into this topic structure.

9/9/2022

Client Application Testing and Certification - merged in EBS connectivity information from the previous "EBS Environments Overview" Pending Client System Impact topic that supported EBS integration.

9/9/2022

EBS Credit Overview on CME Globex - moved this page and all associated pages for EBS Risk Management API from the Pending Client System impacts topic to align post-integration topic structure.

9/9/2022

CME-FICC XM Reports - added this new page under the Clearing Reports topic.

9/2/2022

Process Summary - EBS New Release Testing Setup - updated to reflect post-integration steps/screens and moved this topic out of Pending Impacts and under Client Application Testing and Certification.

8/30/2022

Open Source Software - added new page to support Margin Software.

8/29/2022

Portfolio Margining for OTC Interest Rate Swaps - updated Supported Products section.

8/29/2022

CME Optimizer Software Detailed Release Notes - added Optimizer Version 18.0 Release Notes.

8/29/2022

CME Public IP Prefix Summary - removed BrokerTec Prod Order Entry Service Gateway Source Range from 205.209.209.0/24 and added it to 164.74.4.0/24.

8/26/2022

Treasury Rules-based Offset Engine - included this new page under the new CME Clearing Services Impacts topic.

8/23/2022

CME Public IP Prefix Summary - included EBS Market information in this topic.

8/18/2022

"CME Globex EBS Market - Market Data" - incorporated client impact assessment into topics in the CME MDP 3.0 Market Data section.
EBS Spectrum Market Data - edited client impact assessment and moved it to the CME Market Data section.

8/16/2022

EBS Reporting - removed Rainbow reports for EBS Market & EBS Direct.

8/11/2022

Event Contracts Master File - added new page.

8/10/2022

24-7 CME CF Cryptocurrency Indices - added step 5 to API Delivery Set-Up.

8/3/2022

Energy Gasoil Crack Spreads on CME Globex - added new client impact assessment.

8/2/2022

EBS Reporting - added four new Done Deal reports to the Spot & Metals category.

8/2/2022

BrokerTec EU Repo VWAP - added new page.

7/28/2022

NEX SEF CFTC Rules Rewrite - added new page, which includes a FAQ.

7/28/2022

CPT CFTC Rewrite Field Changes FIX and TOF - added new page.

7/28/2022

EBS Operational Readiness Guide - added Quant Analytics onboarding information for new clients.

7/27/2022

Pending Client System Impacts - iLink 3 Order Cancel and Cancel-Replace Requests by ClOrdID - added new client impact assessment.

7/21/2022

Collateral Eligibility Lists - added sample file for Eligible short-term UST ETF.

7/8/2022

CryptoQuant - added new page.

6/22/2022

Spreads and Combinations Available on CME Globex - incorporated "Exchange-Recognized Eurodollar-SOFR Options UDS" client impact assessment.

6/15/2022

Pending Client System Impacts - iLink 3 SBE Schema Update - DEPRECATED - added new client impact assessment.

6/14/2022

MDP 3.0 - Conflated TCP SBE Encoding Example - Added new page.

6/14/2022

MDP 3.0 - SBE Decoding Example - Added new page.

6/9/2022

MDP 3.0 - Market Data Incremental Refresh - Collateral Market Value - Updated tag 48 description to "A unique instrument ID value across markets will not be reused until the next trade date following an instrument expiration or deletion."

6/9/2022

MDP 3.0 - Market Data Incremental Refresh - Session Statistics - Updated tag 48 description to "A unique instrument ID value across markets will not be reused until the next trade date following an instrument expiration or deletion."

6/9/2022

MDP 3.0 - Market Data Incremental Refresh - Daily Statistics - Updated tag 48 description to "A unique instrument ID value across markets will not be reused until the next trade date following an instrument expiration or deletion."

6/9/2022

MDP 3.0 - Market Data Incremental Refresh - LimitsBanding - Updated tag 48 description to "A unique instrument ID value across markets will not be reused until the next trade date following an instrument expiration or deletion."

6/9/2022

MDP 3.0 - Trade Summary - Updated tag 48 description to "A unique instrument ID value across markets will not be reused until the next trade date following an instrument expiration or deletion."

6/9/2022

MDP 3.0 - Market Data Incremental Refresh - Volume - Updated tag 48 description to "A unique instrument ID value across markets will not be reused until the next trade date following an instrument expiration or deletion."

6/9/2022

MDP 3.0 - Request for Quote - Updated tag 48 description to "A unique instrument ID value across markets will not be reused until the next trade date following an instrument expiration or deletion."

6/6/2022

MDP 3.0 - Recovery Services for Conflated TCP - Added new page.

6/6/2022

CME Globex Self-Match Prevention - Updated note concerning rejection of SMP IDs.

6/3/2022

Repo Fund Rates - Added new page.

6/1/2022

Pending Client System Impacts - Cryptocurrency Market Data Channel Launch and Market Segment Update - Removed page.

5/31/2022

CME Reference Data API Version 2 - Added FEX=FEX Global to exchangeClearing in "Product Parameters" and "Instrument Parameters"

5/26/2022

EBS Spot FX - New page added

EBS Historical Data - Updated to accommodate new page (above).

5/26/2022

EBS NDF - New page added

EBS Historical Data - Updated to accommodate new page (above).

5/24/2022

SBE - Block Trades Messaging Format - added 102 = Derived Price to tag 423-PriceType

5/19/2022

CME STP FIX - TradeCaptureReport - Added 102 - Derived price block to tag 423-Price Type (PxTyp) enumerations.

5/19/2022

CME STP - TradeCaptureReport - STP - Added 102 - Derived price block to tag 423-Price Type (PxTyp) enumerations.

5/18/2022

MDP 3.0 - Market Data Security Definition - Fixed Income - Updated tag 562-MinTradeVol description.

5/18/2022

MDP 3.0 - Market Data Incremental Refresh - MBOFD - Added new page.

5/18/2022

EBS Credit Overview on CME Globex - "EBS Market Credit Application Rules" - Updated description for Prime Customer Order Entry bullet.

5/18/2022

MDP 3.0 - Market Data Snapshot Tag Usage - Added VWAP column.

5/18/2022

MDP 3.0 - Market Data Incremental Refresh Tag Usage - Added VWAP column.

5/17/2022

CME Reference Data API Version 2 - Updated descriptions for the following attributes:

initialInventoryDueDate
lastInventoryDueDate
firstPositionDate
firstNoticeDate
lastNoticeDate
firstDeliveryDate
lastDeliveryDate

5/11/2022

CME Globex Test Products - Various updates, added "CME Globex Synthetic Products" section.

5/9/2022

Margin Software Release Notes - added content for May 9, 2022 software version.

5/9/2022

Risk API - see Revision History.

5/9/2022

Margin Software - see Document History.

5/9/2022

SPAN 2 Risk Analysis Framework - updated Margin Results message.

5/6/2022

Drop Copy Service for iLink - BrokerTec Markets - Moved "New Repeating Group" under "Repeating Groups on Drop Copy Message Payloads"

4/26/2022

MDP 3.0 - Market Data Incremental Refresh - Session Statistics - Added the following values to tag 269.

N=Highest Bid
O=Lowest Offer

4/25/2022

CME DataMine

24-7 CME CF Cryptocurrency Indices - added more listed products.

4/20/2022

iLink 3 CPT Reconciliation - Added new page.

4/13/2022

iLink 3 Party Details Definition Request Acknowledgment - Added "Not applicable for fixed income and EBS markets." to tag 1731 description.

4/13/2022

iLink 3 Party Details Definition Request - Added "Not applicable for fixed income and EBS markets." to tag 1731 description.

4/13/2022

iLink 3 Party Details List Report - Added "Not applicable for fixed income and EBS markets." to tag 1731 and 819 descriptions.

4/6/2022

Client impact assessment pages added.

4/1/2022

CME Reference Data API Version 2 - "Record Relationships" - Added note about products settling to the same underlying product.

3/30/2022

Event Contracts - page added.

3/30/2022

iLink 3 Order Cancel Replace - Tag Value Modification - page added.

3/24/2022

CME Globex Front-End Audit Trail Requirements - Updated human-readable FIX format description.

3/23/2022

CME Reference Data API Version 2 - Added the following to Instrument Attributes:

swapEffDate
maturityDate
notionalPerContract
ctdCusip

3/18/2022

Disclaimer

Updated Disclaimer.

3/8/2022

iLink 2 Message Specification - Harmonized all tag 48-SecurityID FIX Types to Int(12).

2/17/2022

iLink 3 Binary Order Entry - Message Specification - for tag 5392-SenderID added note for EBS: For EBS this value must be 3 characters.

2/15/2022

EBS Analytics API Rules of Engagement - Added new topic.

2/11/2022

FIXP Use Cases - Updated Binding → Establishment table.

2/11/2022

CME Reference Data API Version 2 - "Instrument Parameters" - Added INDEX to instrumentType.

2/11/2022

CME STP FIX

CME STP FIX - TradeCaptureReport - Added UnitOfMeasure Values 'wt' (wet metric ton) and FEU (forty-foot equivalent unit) to TCR and TCR components.

2/11/2022

CME STP - TradeCaptureReport - STP - Added UnitOfMeasure Values 'wt' (wet metric ton) and FEU (forty-foot equivalent unit) to TCR and TCR components.

2/7/2022

Spreads and Combinations Available on CME Globex - Integrated the EC Calendar Spread Leg Pricing Enhancement client impact assessment.

2/4/2022

MDP 3.0 - Futures and Options on CME Globex - TCP Recovery for UDP

CME Reference Data API - Record Relationship Linkage Examples - Added CVOL section. Various minor updates.

2/1/2022

Added note: For TCP Recovery the TCP Request message must have valid positive (non-zero) sequence numbers in 1182-ApplBeginSeqNo and tag 1183-ApplEndSeqNo between 1 and 4294967295.

1/24/2022

CME Reference Data API Version 2 - "Instrument Attributes" - Added repeating group for CME Clearing transformed instruments:

clrSymbol
trdgUnitPeriodMult
transformationDate
peakType
transformedInstruments
legID
daysHours

1/21/2022

EBS Reporting - New topic.

1/19/2022

EBS Market and eFix Early Access - New topic.

12/27/2021

BrokerTec on CME Globex Market Functionality - Added section: "Unexecuted Order to Transaction Ratio"

12/21/2021

Spreads and Combinations Available on CME Globex - Updated Fixed Price Ratio Inter-Commodity example.

12/9/2021

Spreads and Combinations Available on CME Globex - Updated DG Calendar Diagonal.

12/7/2021

iLink 2 Resend Request - Added tag 16-EndSeqNo description.

11/30/2021

CME STP - New top-level topic created for this topic.

11/30/2021

CME GC Allocator API - New top-level topic created for this topic.

11/12/2021

iLink 3 Binary Order Entry - BrokerTec Markets - Added note to tag 5409-ShortSaleType description.

11/12/2021

BrokerTec Reject Codes - Added error codes:
- Sent in response to New Order - Single (tag 35-MsgType=D)
  in tag 103-OrdRejReason of the Execution Report - Reject (tag 35-MsgType=8, tag 39-OrdStatus=8)
  - 5010
  - 5512
- Sent in response to Order Cancel-Replace Request (tag 35-MsgType=G) message
  in tag 102-CxlRejReason of the Order Cancel Replace Reject (tag 35-MsgType=9, tag 434-CxlRejResponseTo=2)
  - 5512

11/12/2021

iLink 3 Application Layer - Added note to tag 5409-ShortSaleType description for all application layer messages.

11/12/2021

iLink 3 Execution Report - Trade Outright - Updated tag 1797-OrderEventExecID description.

11/2/2021

CME MDP 3.0 Market Data - Updated MDP 3.0 Functional Specification and Message Specification to incorporate BrokerTec information.

11/2/2021

MDP 3.0 - Conflation Processing - Updated MDP 3.0 Functional Specification and Message Specification to incorporate BrokerTec information.

11/2/2021

MDP 3.0 - Book Management - Updated MDP 3.0 Functional Specification and Message Specification to incorporate BrokerTec information.

11/2/2021

MDP 3.0 - MBP and MBOLD Market Recovery - Updated MDP 3.0 Functional Specification and Message Specification to incorporate BrokerTec information.

11/2/2021

MDP 3.0 - Conflated TCP Market Data Group Processing - Updated MDP 3.0 Functional Specification and Message Specification to incorporate BrokerTec information.

11/2/2021

MDP 3.0 - Message Specification - All new, template-based.

11/2/2021

Fractional Price Processing for BrokerTec Products - All new, template-based.

11/2/2021

BrokerTec on CME Globex Market Functionality - Added new topic.

11/2/2021

CME Data Insights - Settlements and Valuations

BrokerTec Products on CME Globex - Added new topic.

10/28/2021

CME Data Insights - Settlements and Valuations - Updated with AIR TRF Funding Values.

10/27/2021

iLink 3 Binary Order Entry - Message Specification - Updated tag 110-MinQty description:

Minimum quantity of an order for immediate execution.

The value of MinQty must be between 1 and the value in tag 38-OrderQty.

If set to 0 or default null value then it means that minimum quantity is n.

If the quantity present in tag 110 cannot be immediately executed, the entire order is eliminated.

10/27/2021

iLink 3 Execution Report Pending Replace - Updated tag 110-MinQty description:

Minimum quantity of an order for immediate execution.

The value of MinQty must be between 1 and the value in tag 38-OrderQty.

If set to 0 or default null value then it means that minimum quantity is n.

If the quantity present in tag 110 cannot be immediately executed, the entire order is eliminated.

10/27/2021

iLink 3 Execution Report - Reject - Updated tag 110-MinQty description:

Minimum quantity of an order for immediate execution.

The value of MinQty must be between 1 and the value in tag 38-OrderQty.

If set to 0 or default null value then it means that minimum quantity is n.

If the quantity present in tag 110 cannot be immediately executed, the entire order is eliminated.

10/27/2021

iLink 3 Execution Report - Elimination - Updated tag 110-MinQty description:

Minimum quantity of an order for immediate execution.

The value of MinQty must be between 1 and the value in tag 38-OrderQty.

If set to 0 or default null value then it means that minimum quantity is n.

If the quantity present in tag 110 cannot be immediately executed, the entire order is eliminated.

10/27/2021

iLink 3 Order Cancel Replace Request - Updated tag 110-MinQty description:

Minimum quantity of an order for immediate execution.

The value of MinQty must be between 1 and the value in tag 38-OrderQty.

If set to 0 or default null value then it means that minimum quantity is n.

If the quantity present in tag 110 cannot be immediately executed, the entire order is eliminated.

10/27/2021

iLink 3 Execution Report Pending Cancel - Updated tag 110-MinQty description:

Minimum quantity of an order for immediate execution.

The value of MinQty must be between 1 and the value in tag 38-OrderQty.

If set to 0 or default null value then it means that minimum quantity is n.

If the quantity present in tag 110 cannot be immediately executed, the entire order is eliminated.

10/27/2021

iLink 3 Execution Report - Status - Updated tag 110-MinQty description:

Minimum quantity of an order for immediate execution.

The value of MinQty must be between 1 and the value in tag 38-OrderQty.

If set to 0 or default null value then it means that minimum quantity is n.

If the quantity present in tag 110 cannot be immediately executed, the entire order is eliminated.

10/27/2021

iLink 3 New Order - Single - Updated tag 110-MinQty description:

Minimum quantity of an order for immediate execution.

The value of MinQty must be between 1 and the value in tag 38-OrderQty.

If set to 0 or default null value then it means that minimum quantity is n.

If the quantity present in tag 110 cannot be immediately executed, the entire order is eliminated.

10/27/2021

iLink 3 Execution Report - Modify - Updated tag 110-MinQty description:

Minimum quantity of an order for immediate execution.

The value of MinQty must be between 1 and the value in tag 38-OrderQty.

If set to 0 or default null value then it means that minimum quantity is n.

If the quantity present in tag 110 cannot be immediately executed, the entire order is eliminated.

10/27/2021

iLink 3 Execution Report - New Order - Updated tag 110-MinQty description:

Minimum quantity of an order for immediate execution.

The value of MinQty must be between 1 and the value in tag 38-OrderQty.

If set to 0 or default null value then it means that minimum quantity is n.

If the quantity present in tag 110 cannot be immediately executed, the entire order is eliminated.

10/27/2021

iLink 3 Execution Report - Cancel - Updated tag 110-MinQty description:

Minimum quantity of an order for immediate execution.

The value of MinQty must be between 1 and the value in tag 38-OrderQty.

If set to 0 or default null value then it means that minimum quantity is n.

If the quantity present in tag 110 cannot be immediately executed, the entire order is eliminated.

10/15/2021

Mass Quote Protections - "MQP Types" - Updated Execution (Y) example

10/13/2021

Spreads and Combinations Available on CME Globex - Incorporated Fixed Price Ratio Inter-Commodity Futures Spread on CME Globex and South American Soybean - CBOT Soybean Inter-Commodity Futures Spread client impact assessments.

10/11/2021

Basis Trade at Cash Open - Updated with Friday trading information.

Decomissioned Taco Friday Schedule impact assessment

10/4/2021

Spreads and Combinations Available on CME Globex - Added "SD Calendar" section.

9/21/2021

SBE - Block Trades Messaging Format

Updated tag 541-MaturityDate description. Format: YYYYMMDD (i.e. 20071215) Days from epoch.

9/2/2021

iLink 3 Application Layer

Fractional Pricing - Tick and Decimal Conversions - Added half 1/64 tick grid.

8/31/2021

iLink 3 Application Layer - updated tag 151-LeavesQty description globally.

Quantity open for further execution

LeavesQty = OrderQty (tag 38) - CumQty (tag 14)

Only present for outrights and spreads, not spread legs

8/9/2021

EBS Market on CME Globex Public IP Prefix Summary - Added EBS Ai IP addresses.

8/5/2021

Changed all instances of qdmEligibleInd to rbtEligibleInd.
Changed all instances of qdm or QDM to rbt and RBT.
- "Product and Instrument Attribute Details" - Updated description of rbtEligibleInd.

8/4/2021

Fixed Price Ratio Inter-Commodity Futures Spread on CME Globex - Added new page.

8/3/2021

MDP 3.0 - Support Services - Added link to CME Globex Market Schedule File Overview in "Market Schedule File."

7/26/2021

CME Reference Data API Version 2 - "Attributes Without Tick Information"

globexLastTradeDate - updated Type column
globexFirstTradeDate - updated Description and Type columns

7/14/2021

Spreads and Combinations Available on CME Globex - Updated descriptions for:

FS Strip
IP Intercommodity
BC Intercommodity
FX Calendar Spread
SI Commodities Intercommodity
RI Reduced Tick Intercommodity

7/14/2021

EBS Market and eFix Disaster Recovery Overview - added this new page and supporting topics for EBS Disaster Recovery information.

7/14/2021

EBS Central Post Trade Client Connectivity - added this new page.

6/30/2021

TACO and BTIC Friday Trading Schedule - added this client system impact assessment.

6/16/2021

EBS Central Post Trade TOF API - CME Group Integration - added this topic.

6/3/2021

CME Direct

CME Direct Installation - updated .NET version to 4.7.2 or higher.

5/28/2021

EBS Market and eFix Matching Service - Client Solutions - added page.

5/28/2021

GLink Architecture - Aurora - updated switch information from 11 to 12 and updated diagram.

5/27/2021

iLink 3 Execution Report - Trade Addendum Outright updated - not supported for EBS

5/26/2021

Cancel on Disconnect

added note regarding COD during Pre-Open No Cancel State

5/20/2021

Drop Copy Service for iLink - BrokerTec Markets - updated specification layout

Added sample message

5/18/2021

Migrating to the New EBS Workstation - added new page

5/13/2021

CME Reference Data API Version 2 - Replaced deprecated CME Reference Data API topic.

5/12/2021

iLink 3 Binary Order Entry - Business Layer - "From CME Globex to Client System" - Updated the On-demand Execution Report example for the iLink 3 Party Details Definition Request Acknowledgment message.

5/11/2021

iLink 2 Order Entry - updated tag 110 description globally

5/11/2021

iLink 3 Binary Order Entry - updated tag 110 description for:

5/11/2021

CME FX Link Spread - updated current state with Phase 2 post-launch information

5/7/2021

iLink - Order Qualifiers

updated diagrams

5/5/2021

EBS Operational Readiness Guide - Added new page, which describes onboarding and setup steps.

5/5/2021

EBS Connectivity Impacts - included EBS Production Connectivity options and order form links.

5/4/2021

MDP 3.0 - Tag 996-UnitOfMeasure Table of Values - Added kilograms (kg).

4/30/2021

Drop Copy 4.0 - Updated note in "Fault Tolerance" section.

4/30/2021

CME Globex Market Schedule File Overview - Added new page.

4/29/2021

Drop Copy Session Layer - Heartbeat - Updated note about heartbeat interval.

4/29/2021

Client Application Testing and Certification - Updated "Environment Schedules" section.

4/28/2021

EBS Market Integration onto CME Globex

new topic structure

4/26/2021

MDP 3.0 - FTP and SFTP Site Information - Updated FTP site information.

4/26/2021

SBE Streamlined - FTP and SFTP Site Information - Updated FTP site information.

4/23/2021

CME STP FIX - Trade Capture Report Aggregation for Workup BrokerTec Products - Added Use Case pages.

4/23/2021

Drop Copy Service for iLink - BrokerTec Markets

CME STP - Settlement Date Use Case for US Treasury Benchmarks and Curve Ratio Spreads - Added Use Case pages.

4/22/2021

Added note to tag 5409-ShortSale description
Note: if missing or null, CME will default to 0=Long Sell

4/21/2021

Pending Client System Impacts - Testing EBS Market and eFix Matching Service in New Release - added new topic.

4/21/2021

Drop Copy Service for iLink

Pending Client System Impacts - Process Summary - EBS New Release Testing Setup - added end to end testing instructions for EBS Central Post Trade APIs.

4/19/2021

FIX Tags on Drop Copy Message Payloads - BrokerTec Markets

4/13/2021

MDP 3.0 - System Startup - Updated Late Joiner Startup section.

4/13/2021

iLink 3 Execution Report - Trade Outright - Updated tag 1802-OrderEventText description with:

Will be populated with the Settlement Counterparty Public ID for EBS Market.

4/12/2021

EBS Central Post Trade FIX API - CME Group Integration - Added new topic.

4/7/2021

Client INTERNET Link - Updated for BrokerTec support.

4/7/2021

EBS Spectrum Market Data - New page published.

4/7/2021

Drop Copy Service for iLink

Pending Client System Impacts - EBS Market on CME Globex Launch Schedule - updated dates.

3/30/2021

Drop Copy for iLink 3 Binary Order Entry - incorporated content into main specification

3/30/2021

iLink specification now incorporates:

3/30/2021

Cross on CME Globex - Updated "Customer sends RFC" row.

3/23/2021

Pending Client System Impacts - Process Summary - EBS New Release Testing Setup - updated to include a step to request access to Reference Data API and updated notes.

3/2/2021

Mass Quotes - Unsolicited Quote Cancel Acknowledgment Messages

updated

Quote Cancel – iLink Gateway Disconnect and Failure Scenarios section

2/24/2021

Process Summary - EBS New Release Testing Setup - Added topic.

2/23/2021

Futures and Options Reject Codes

Sent in Response to Mass Quote (tag 35-MsgType=i) message
in tag 300-QuoteRejectReason of the Quote Acknowledgment (tag 35-MsgType=b)

added:

7104

7121

7122

1/27/2021

GLink Network Infrastructure Upgrade at Aurora Co-Location Facility - Added this new page.

1/25/2021

iLink 2 Execution Report - Order Status Request Acknowledgment

updated tag 39 values

0=New

1=Partially filled

2=Filled

4=Cancelled

5=Replaced

C=Eliminated

8=Rejected

U=Undefined

6=Pending cancel

E=Pending replace

1/11/2021

EBS Market on CME Globex Public IP Prefix Summary - Added this new page.

1/11/2021

CME Global Repository Services

CME Benchmark Administration Premium - Incorporated this into main body of market data topics.

1/4/2021

CME Global Repository Services - Decommissioned European Trade Repository

12/8/2020

EBS Integration - Environments Overview - Added this new page.

12/3/2020

Pending Client System Impacts - Published the following EBS client impact assessments and new pages:

EBS Market Integration onto CME Globex
EBS Market on CME Globex Launch Schedule
EBS Market on CME Globex Market Functionality
EBS Reference Data API Migration
iLink 3 Binary Order Entry - EBS Market on CME Globex
CME Drop Copy Service for EBS Market on CME Globex
CME Globex EBS Market - Market Data

11/13/2020

iLink 2 Standard Header - CME Globex to Client System

143

TargetLocationID

String(32)

Y*

Contains value sent by client system in tag 142-SenderLocationID.

For an Order Cancel - Execution Report, this tag will contain the value of tag 142 - SenderLocationID from the original order Order Cancel Request.

11/11/2020

CME Globex Market Segment Gateway Safeguards

Trading Services - Migrated MSGW Enhancements to:

Added tag 9553-SplitMsg and tag 5904-DelayDuration to iLink 2.X messages:

Execution Report Order Creation, Cancel, or Modify (tag 35-MsgType=8, tag 39-OrdStatus=0, 4 or 5)
Execution Report Reject (tag 35-MsgType=8, tag 39-OrdStatus=8)
Order Cancel Reject (tag 35-MsgType=9)
Quote Acknowledgment (tag 35-MsgType=b)
Quote Cancel Acknowledgment (tag 35-MsgType=b, tag 297-QuoteAckStatus=1, 3, 4 or 5)
Order Mass Action Report (tag 35-MsgType=BZ)

Added tag 9553-SplitMsg to iLink 2.X messages:

Logon (tag 35-MsgType=A)
Logout (tag 35-MsgType=5)
Heartbeat (tag 35-MsgType=0)
Business Level Reject (tag 35-MsgType=j)
Session Level Reject (tag 35-MsgType=3)
Security Definition (tag 35-MsgType=d)

11/10/2020

MDP 3.0 - Security Definition

updated tag 1147 pricing example for Eurodollar futures as 1147=2500000000000,-9

11/3/2020

"PB Pack Butterfly" - Added bullet list after "Pack Butterfly trades at 2.0"

11/2/2020

Minor corrections
"PK Pack"
- Pack trades at -5.50
  - All legs are adjusted by down 5 points
  - The decimal portion is .2550, so (1 year * 2 = 2) legs will not receive an additional adjustment, and 2 (4 total legs – 2 leg that are not changing) will need an additional adjustment
  - Results
  - Leg1 = 9873 - 5 = 9868
  - Leg2 = 9858.5 - 5 = 9853.5
  - Leg3 = 9834.5 - 5 = 9829.5-6 = 9828.5
  - Leg4 = 9821- 6 = 9815
- "PB Pack Butterfly"
  Added "Pack Butterfly Individual Leg Price Assignment"

10/30/2020

Prefix 205.209.202.0/24

Removed BTEC PROD - Order Entry Service Gateway Source Range

Prefix 205.209.209.0/24

Added BTEC PROD - Order Entry Service Gateway Source Range

10/22/2020

CME STP API Connectivity - Updated address for New Release.

10/20/2020

Updated "BS Bundle Spread" section.
Updated second pricing example for "PB Pack Butterly."

10/16/2020

NASDAQ-100 Implied Volatility Index Futures Daily Settlement Procedure - updated page.

10/12/2020

iLink 2 Security Definition - Updated tag 200-MaturityMonthYear description.

10/9/2020

Updated CME STP API Connectivity

10/6/2020

CME BrokerTec Support Tools

CME BrokerTec Front End Applications DR Process - topics added.

10/2/2020

CME BrokerTec EU or US Disaster Recovery Scenarios - topic added.

10/1/2020

CME BrokerTec Disaster Recovery for CME Globex Market Data - topic added.

9/30/2020

Drop Copy Impacts - CME FX Link Enhancements

Initial publication

9/30/2020

CME FX Link Enhancements

initial publication

9/23/2020

CME BrokerTec Order Entry Path DR Process

Added

9/22/2020

CME STP FIX - Use Cases

Removed:

Added:

Service Availability – Internal Errors

9/14/2020

Replaced "IV Intercommodity Spread" with "IV Implied Intercommodity Spread."

9/14/2020

CME Reference Data API

CME Reference Data API (decommissioned) Please refer to: CME Reference Data API Version 2

"Attributes Without Tick Information"

Added not above table
Added the following attributes
- priceRatio
- minGlobexOrdQty
- maxGlobexOrdQty
- minIncrementalOrder
- minIntraGlobexOrdQty
- maxIntraGlobexOrdQty
- minIntraIncrementalOrder

9/11/2020

Real Time Statistics - Market Behavior Events - Incorporated ITC Decommision client impact assessment.

9/11/2020

CME Data Insights - Incorporated CME Data Insights - Settlements and Valuations client impact assessment.

9/11/2020

Messaging Controls - "Mass Quote Messaging Thresholds"

Replaced "Exceeding the reject threshold will trigger the automatic cancellation of all resting quotes." with "On a best-efforts basis, CME Group will cancel all resting quotes when an iLink sessions exceeds the Mass Quote reject threshold."

9/10/2020

iLink 2 Security Definition Request

tag 623-LegRatioQty description
- Changed Req from N to Y*.
- Removed from description: Required for any UDS combo. Optional for COVERED Future leg.

9/8/2020

CME STP FIX - Use Cases for BrokerTec Trades - Updated Service Availability – Internal Errors

9/8/2020

CME MAC File Layout - topic added.

9/1/2020

CME STP FIX - TradeCaptureReport - Parties for BrokerTec Trades

added the following enumeration to tag 803:

16 - BIC (Bank Identification Code - SWIFT managed)

9/1/2020

CME STP - FIXML CollateralReport for BrokerTec Trades

removed 20016 MaximumCollateralCount

9/1/2020

CME STP FIX - TradeCaptureReport - TrdCapRptSideGrp for BrokerTec Trades

Added enumeration to tag 803 - PartySubIDType
16 - BIC (Bank Identification Code - SWIFT managed)

CME STP FIX - TradeCaptureReport - TrdCapRptSideGrp for BrokerTec Trades

Added tag 9373-Liquidity Flag

9/1/2020

CME STP - TradeCaptureReport - TrdCapRptSideGrp - STP

Added tag 9373-Liquidity Flag

9/1/2020

Futures and Options Reject Codes

added 7614 - Self Match Prevention ID is not associated with the given Firm ID

under

Sent in response to New Order - Single (tag 35-MsgType=D)
in tag 103-OrdRejReason of the Execution Report - Reject (tag 35-MsgType=8, tag 39-OrdStatus=8)

and

Sent in response to Order Cancel Request (tag 35-MsgType=F) message
in tag 102-CxlRejReason of the Order Cancel Reject (tag 35-MsgType=9)

9/1/2020

CME STP FIX Session Management Use Cases - Updated the Loss of Connection to better reflect the user experience.

8/25/2020

CME STP FIXML Support for BrokerTec Trades - Introduced updated Revision History.

8/25/2020

CME STP FIX Support for BrokerTec Trades - Introduced updated Revision History.

8/21/2020

Market and Instrument States

CME Smart Stream Topic Names - Replaced topic name tables with links to spreadsheets.

8/13/2020

Market and Instrument States - Added note to bottom of page about pre-launch period.

5/19/2020

CME BrokerTec Disaster Recovery Process - topic added.

5/8/2020

CME GLink - Updated with BrokerTec information.

5/8/2020

CME EConnect - Updated with BrokerTec information.

5/8/2020

CME Globex Hub - Updated with BrokerTec information.

5/8/2020

CME LNET - Updated with BrokerTec information.

5/8/2020

CME Globex Hub - Aurora - Updated with BrokerTec information.

5/8/2020

CME Group Client Systems Wiki

CME Public IP Prefix Summary - updated introduction with port and session information.

4/30/2020

Client API Service Adoption using OAuth 2.0 Protocol - Added for CME Group Login OAuth.

4/30/2020

CME Group Client Systems Wiki

OAuth 2.0 - Added for CME Group Login OAuth.

4/30/2020

CME Globex - tag 5979-RequestTime

Req=Y | Information carried on a response to convey the time (UTC) when the request was received by the MSGW application.UTC timestamps are sent in number of nanoseconds since UNIX epoch with microsecond precision.

4/30/2020

CME Globex - Updated for all outbound application messages from CME Globex to client, except:

Security Definition (tag 35-MsgType=d)
Unsolicited Quote Cancel Acknowledgement (tag 35-MsgType=b, Tag 9775-UnsolicitedCancelType=A, B, C, D, E, ForH)

4/24/2020

CME Public IP Prefix Summary - updated table to include BrokerTec markets.

4/15/2020

iLink 3 Binary Order Entry

Updated iLink 3Automated Port Closure section.

Updated Messaging Controls section.

4/6/2020

iLink - CME Globex Identifiers

Tag 41-OrigClOrdID should not be present on a New Order (the tag is not required on original submission of a new order chain), an Order Cancel Request, or a New Order Cross.

35=8, Ack / From CME Globex to client system / tag 41-OrigClOrdID / not present 0

4/3/2020

For tag 50-SenderSubID

In FirmSoft and Global Command Center queries for order status and cancellations, this value must be exact, including preceding and following spaces (“ “).

2/28/2020

CME STP FIX

CME STP FIX - Trade Capture Report Request updated:

Updated description of tag 580 - NoTradeDates: Only one date may be specified.

Removed enumeration 2 (Unsubscribe) from tag 263.

2/25/2020

Updated block / unblock instructions to reference CME Globex Credit Controls WebHelp - RMI.

2/21/2020

M iFIR Transaction Reporting

Rolled Changes to User Defined Spread CLIMP into main body as follows:

User Defined Spread - UDS - added UDS Creation and Market States

Added tag 5979-RequestTime to iLink 2 Security Definition

Updated iLink Architecture regarding tag 5979 for Security Definition as included in the message and reflecting time of processing by the MSGW

2/19/2020

Account Management Service - Updated account creation links

2/19/2020

i Link Order Entry

Account Management Service - Updated account creation links

2/19/2020

Account Management Service - Updated account creation links

2/04/2020

CME ClearPort - Removed links to CME ClearPort video until a new version is created.

2/03/2020

iLink 3 - Minimum Acceptable Audit Trail Elements - Data Definitions and Validation Rules - Updated positions for all layouts:

1/30/2020

iLink 3 - Minimum Acceptable Audit Trail Elements - Data Definitions and Validation Rules - New topic added.

1/17/2020

CME Direct Installation

CME Direct Installation - Removed all mention of Windows 7 support.

1/9/2020

Instrument Types Available on CME Globex - Updated futures spread descriptions.

1/2/2020

CME Globex Front-End Audit Trail Requirements

REST Order Entry API - Added new topic.

12/23/2019

CME Globex Front-End Audit Trail Requirements - Tier 2 requirements deprecated.

12/3/2019

CME STP FIXML for BrokerTec Library - New topic

12/3/2019

CME STP FIX for BrokerTec Library - New topic

11/22/2019

CME Smart Stream on GCP - Client impact assessment incorporated.

11/19/2019

Pending Client System Impacts - Mandatory Order Handling Flag for iLink 2.x Client Systems Impact rolled into main body, specifically iLink Order Entry - Session Layer Validation Conditions for New Order and Cancel Replace Request.

11/19/2019

iLink Order Entry - tag 1031-CustOrderHandlingInst removed from Mass Quote Acknowledgment

11/6/2019

iLink Order Entry - Tag 41-OrigClOrdID no longer required in iLink 2 Order Cancel Request.

11/6/2019

iLink - CME Globex Identifiers - updated tag 41-OrigClOrdID note.

11/6/2019

BrokerTec U.S. Treasury Market Data - Migrated as new topic from Pending Client System Impacts.

10/14/2019

Home Page

Home Page - Updated graphic with Risk Management & Monitoring link.

10/14/2019

CME Smart Stream on GCP SBE - New topic added.

10/3/2019

Triangulation - Updated minimum implied matching quantity and examples from 10 to 5.

10/2/2019

MDP 3.0 - MBP and MBOFD Market Recovery - Consolidated MBO and MBP market recovery into new topic.

7/31/2019

iLink 3 Binary Order Entry - New topic added

7/17/2019

BrokerTec U.S. Treasury Market Data - New topic added

7/8/2019

CME STP FIXML Support for BrokerTec Trades - New topic added

7/8/2019

CME STP FIX Support for BrokerTec Trades - New topic added

6/17/2019

MDP 3.0 - Implied Book - Added the following after the sentence "Implied book updates are denoted by tag 269-MDEntyrType=E (implied bid) and F (implied offer)."

"Implied eligible instruments are designated on the Security Definition Message (tag 35-MsgType=d) via tag 1022-MDFeedType=GBI."

6/13/2019

iLink Execution Report - Fill Messaging Behavior - Rolled Consolidated iLink Fill Messages client impact topic into current state specification.

6/13/2019

iLink 2 Execution Report - Fill Notice - Added the Fill Reason repeating tag group.

6/13/2019

iLink 2 Execution Report - Trade Cancel - Added the Fill Reason repeating tag group.

6/13/2019

iLink 2 Execution Report - Trade Correction - Added the Fill Reason repeating tag group.

6/13/2019

Mass Quote Protections - Updated Execution (Y) parameter - Added the Fill Reason repeating tag group.

6/13/2019

iLink - CME Globex Identifiers - Updated Tag 17-ExecID description - Added the Fill Reason repeating tag group.

6/13/2019

CME Globex Market Segment Gateway Safeguards - Published.

4/23/2019

iLink 2 Message Specification - Updated message layout for the iLink 2 Execution Report - Trade Correction message.

4/10/2019

MDP 3.0 - Security Definition - updated tag 1148-LowLimitPrice and tag 1149-HighLimitPrice as Required = N and updated description.

3/29/2019

added iLink tag 5149-Memo to the following messages:

New Order (tag 35-MsgType=D)
Order Cancel/Replace Request (tag 35-MsgType=G)
Order Cancel Request (tag 35-MsgType=F)
Order Mass Action Request (tag 35-MsgType=CA)
Quote Request (tag 35-MsgType=R)
Security Definition Request (tag 35-MsgType=c)
New Order Cross (tag 35-MsgType=s)
- For Request for Cross (“RFC”) order, customers can submit tag 5149 on each buy and sell repeating group. Each acknowledgment and execution report for the buy and the sell orders will contain the corresponding tag 5149 value from the correct buy and sell repeating group.
Mass Quote (tag 35-MsgType=i)
Quote Cancel (tag 35-MsgType=Z)

Tag 5149 is returned on the following iLink messages only when it is sent on the originating message:

Execution Report: Order Creation or Modify (tag 35-MsgType=8, OrdStatus=0 or 5)
Execution Report: Order Cancel (tag 35-MsgType=8, OrdStatus=4)
Execution Report: Fill Notice (tag 35-MsgType=8, tag 39-OrdStatus=1 or 2)
Execution Report: Order Elimination (tag 35-MsgType=8, tag 39-OrdStatus=4 or C)
Execution Report: Reject (tag 35-MsgType=8, tag 39-OrdStatus=8)
Execution Report: Trade Cancel (tag 35-MsgType=8, tag 39-OrdStatus=H)
Order Cancel and Order Cancel/Replace Reject (tag 35-MsgType=9)
Order Mass Action Report (tag 35-MsgType=BZ)
Quote Acknowledgment (tag 35-MsgType=b)
Quote Cancel Acknowledgment (tag 35-MsgType=b, tag 297-QuoteAckStatus=1, 3, 4 or 5)
Security Definition (tag 35-MsgType=d)
Business Level Reject (tag 35-MsgType=j)

added tag 1731-AvgPxGroupID, tag 1598-ClearingTrade PriceType, and tag 819-AvgPXIndicator to the following messages:

New Order (tag 35-MsgType=D)
Order Cancel/Replace Request (tag 35-MsgType=G)
New Order Cross (tag 35-MsgType=s)
- For Request for Cross (“RFC”) order, customers can submit tag 819, tag 1731, and tag 1598 on each buy and sell repeating group. Each acknowledgment and execution report for the buy and the sell orders will contain the corresponding tag values from the correct buy and sell repeating group.
Mass Quote (tag 35-MsgType=i)

These new tags will be returned on the following iLink messages only when it is sent on the originating message:

Execution Report: Order Creation or Modify (tag 35-MsgType=8, OrdStatus=0 or 5)
Execution Report: Order Cancel (tag 35-MsgType=8, OrdStatus=4)
Execution Report: Fill Notice (tag 35-MsgType=8, tag 39-OrdStatus=1 or 2)
Execution Report: Order Elimination (tag 35-MsgType=8, tag 39-OrdStatus=4 or C)
Execution Report: Reject (tag 35-MsgType=8, tag 39-OrdStatus=8)
Execution Report: Trade Cancel (tag 35-MsgType=8, tag 39-OrdStatus=H)
Quote Acknowledgment (tag 35-MsgType=b)

3/29/2019

iLink 2 Standard Header - Client System to CME Globex - Updated tag 50 description.

3/21/2019

MDP 3.0 - Market by Order - Market Recovery

"MBO Market Recovery Message Processing"

Before:

For Message Level Sequencing, MBO does not support instrument level sequencing (tag 83-RptSeq) for recovery; for this purpose, tag 60-TransactTime should be used.

After:

Alternatively, for Message Level Sequencing, client systems can leverage tag 779-LastUpdateTime.

3/19/2019

Drop Copy 4.0 - Removed references to specific number of MSGWs.

3/14/2019

CME Account Management Service API - Added content from deleted page ("CME AMS API Reference Information"), starting with "Getting Started."

3/13/2019

iLink Architecture - If a customer sends a packet with an incomplete message and the first message of the next packet on that session is not the continuation of the message, then the MSGW will discard the incomplete message.

Disconnect the session.
Discard the incomplete message.

3/8/2019

CME Account Management Service API

Risk Management and Monitoring - New section added.

Contents

Account Management Service

Entity Risk Management

Risk Monitor

Mass Quote Protection Service

Account Manager - Legacy

3/7/2019

MDP 3.0 - Market by Order - Market Recovery - Updated template id 38 to 52 and template id 44 to 53 throughout page.

3/5/2019

CME Globex Product Support Overview - Added new topic.

3/4/2019

Session Layer - Resend Request - Updated to reflect CGW and MSGW behavior harmonization

3/4/2019

iLink Architecture - Updated to reflect CGW and MSGW behavior harmonization

3/4/2019

Fault Tolerance - Updated to reflect CGW and MSGW behavior harmonization

3/1/2019

iLink - CME Globex Identifiers - updated descriptions for:

2/20/2019

CME Data Insights - Settlements and Valuations - Added client impact assessments.

2/20/2019

Decommission of ITC Functions - Added client impact assessments.

2/7/2019

CME Market Data - Incorporated Price Precision Extension client impact assessment into:

MDP 3.0 - Market Data Incremental Refresh - Incorporated Price Precision Extension client impact assessment.
MDP 3.0 - Incremental Refresh SBE Template Book Processing for MBOFD - Incorporated Price Precision Extension client impact assessment.
ITC - Incorporated Price Precision Extension client impact assessment.

CME Globex - Incorporated Price Precision Extension client impact assessment into:

1/16/2019

Spreads and Combinations Available on CME Globex - Updated options UDS definitions.

12/18/2018

MDP 3.0 - Market Data Messaging Concepts - Replaced MDP 3.0 - Market Data Messaging section.

12/3/2018

Product Specific Information - Incorporated Eris Swap Futures on CME Globex Client Impact Assessment.

12/3/2018

CME Market Data - Decomissioned Streamlined SBE for ERIS Exchange

10/1/2018

Exceptional Pricing Conventions

CME Globex - Segregated Product Specific Information topics into:

Exceptional Spreads

Exceptional Trading Conventions

9/27/2018

iLink Execution Report - Fill Messaging Behavior - Added new topic.

7/27/2018

CME Globex Matching Algorithms - Enhanced topic including CME Globex Matching Algorithm Steps and Complex Match Example.

7/18/2018

iLink Architecture - Updated failover scenarios.

7/18/2018

Cancel on Disconnect - Updated failover scenarios.

7/2/2018

iLink - CME Globex Identifiers - Updated topic for tag 17-ExecID.

6/29/2018

iLink Session Layer - Logon - Incorporated the CME Globex Secure API Logon information.

Updated Drop Copy Session Layer - Logon to indicate Drop Copy must also follow secure logon protocol.
Removed tags 95-RawDataLength, 96-RawData, and 98-EncryptMethod from iLink and Drop Copy logon messaging.

6/28/2018

CME Group Settlements -Nifty Fifty page discontinued per contract de-listing.

6/27/2018

Drop Copy 4.0 - Added Drop Copy Possible Resend Scenarios

6/21/2018

Matching Algorithms - Changed name of "Split/FIFO" match algorithm (type K) to "Configurable".

6/14/2018

iLink 2 Execution Report - Order Status Request Acknowledgment - Updated 'Req' to 'N' for:

Tag1
Tag 11
Tag 40
Tag 110

Updated 'Req' to 'Y' for tag 9717

6/1/2018

Spreads and Combinations Available on CME Globex - Replaced the "Futures Spreads" and "Options Spreads and Combinations" pages

5/30/2018

Eris Swap Futures on CME Globex - New topic added

5/30/2018

Futures and Options Reject Codes - Updated

5/24/2018

How to Use this Site

How to Use this Site - Updated all sections.

5/17/2018

iLink 2 Execution Report - Trade Correction - Updated iLink message to include tag 442-MultiLegReportingType.

5/1/2018

Spreads and Combinations Available on CME Globex - Incorporated CME FX Link client impact assessment.

CME FX Link Spread - Incorporated CME FX Link client impact assessment.

5/1/2018

Spreads and Combinations Available on CME Globex - Incorporated CME FX Link client impact assessment.

CME FX Link Spread - Incorporated CME FX Link client impact assessment.

4/27/2018

CME STP - CME FX Link Messaging - Incorporated FX Link content into main body.

4/27/2018

CME STP FIX - CME FX Link Messaging - Incorporated FX Link content into main body.

4/25/2018

iLink Architecture - Added CME Globex Timestamps video.

4/25/2018

CME STP - Removed all CDS-related fields and values.

4/24/2018

Messaging Controls - Updated description (no change to parameters; description only).

4/17/2018

Market and Instrument States - Updated.

4/6/2018

SBE - OTC Daily Market Data Messaging Format

Mass Quote Protections - Updated video.

3/29/2018

CME ClearPort API

CME ClearPort API - All references to CDS deprecated.

3/29/2018

SBE - OTC Daily Market Data Messaging Format - All references to CDS deprecated.

3/23/2018

MDP 3.0 - Security Definition - Incorporated Inter-Exchange Reduced Tick Ratio Spread - Fed Fund vs Eurodollar client impact assessment.

3/23/2018

MDP 3.0 - Tag 762-SecuritySubType Table of Values - Incorporated Inter-Exchange Reduced Tick Ratio Spread - Fed Fund vs Eurodollar client impact assessment.

3/23/2018

Futures Spreads - Incorporated Inter-Exchange Reduced Tick Ratio Spread - Fed Fund vs Eurodollar client impact assessment.

3/23/2018

MDP 3.0 - Security Definition - Incorporated Inter-Exchange Reduced Tick Ratio Spread - Fed Fund vs Eurodollar client impact assessment.

3/23/2018

MDP 3.0 - Tag 762-SecuritySubType Table of Values - Incorporated Inter-Exchange Reduced Tick Ratio Spread - Fed Fund vs Eurodollar client impact assessment.

3/23/2018

Futures Spreads - Incorporated Inter-Exchange Reduced Tick Ratio Spread - Fed Fund vs Eurodollar client impact assessment.

3/23/2018

Standard Header - Updated tag 142 description.

3/23/2018

Client Systems Wiki Revision History

Point of Order Origination - Updated tag 142 description.

3/1/2018

Client Systems Wiki Revision History - Updated all instances of "Instrument Group Code" to "Product Code".

2/16/2018

iLink Architecture

iLink Architecture - Updated to reflect that CGW fault tolerance behavior is now the same as MSGW fault tolerance behavior.

2/16/2018

Fault Tolerance

Fault Tolerance - Updated to reflect that CGW fault tolerance behavior is now the same as MSGW fault tolerance behavior.

2/9/2018

CME STP FIX Library - New topic added.

1/30/2018

Added following tag libraries to the iLink 2 FIX Tag Library message specification.

1/30/2018

Added following tag libraries to the MDP 3.0 - FIX Tag Library message specification.

1/30/2018

Added following tag libraries to the CME STP FIXML Library message specification.

1/30/2018

Added following tag libraries to the CME ClearPort FIXML Library message specification.

1/2/2018

ConfirmHub API replaced with CME BaCE API.

12/27/2017

CME STP - Bilateral Trades - Incorporated CME STP Bilateral Trades client impact assessment into main body.

12/27/2017

CME STP FIX - Bilateral Trades - Incorporated CME STP FIX Bilateral Trades client impact assessment into main body.

12/15/2017

Triangulation - Incorporated "Mass Quote Protections for Triangulation" client impact assessment

12/15/2017

Mass Quote Protections - Incorporated "Mass Quote Protections for Triangulation" client impact assessment

12/08/2017

Mass Quote Protections - Updated topic.

12/05/2017

CME STP - Deprecated:

CME ConfirmHub User Guide
CME ConfirmHub Membership Administrator Guide

12/01/2017

iLink - Trade Correction - Incorporated content from Enhanced Trade Execution Reports client systems impact.

12/01/2017

iLink - Trade Cancellation - Incorporated content from Enhanced Trade Execution Reports client systems impact.

12/01/2017

iLink 2 Message Specification – iLink 2 Execution Report - Trade Correction - Incorporated content from Enhanced Trade Execution Reports client systems impact.

11/29/2017

iLink 2 Message Specification - Added iLink 2 FIX Tag Library

11/29/2017

Price Precision Extension - Added client impact assessment.

11/15/2017

CME ClearPort Reference - Added data response samples.

11/6/2017

MiFIR Transaction Reporting- Added topic.

11/1/2017

Triangulation - Incorporated Mass Quote Protections for Triangulation client impact assessment to main topic.

11/1/2017

CME FX Link Messaging in CME STP - Added client impact assessment.

11/1/2017

CME FX Link Messaging in CME STP FIX - added client impact assessment.

10/27/2017

User Defined Spread - UDS - updated number of allowed outright instruments from 26 to 40.

10/23/2017

Network Connectivity - Jackson Direct - deprecated.

10/13/2017

CME Globex Self Match Prevention - Incorporated client impact assessment.

9/26/2017

Streamlined SBE Market Data - Incorporated client impact assessment SBE - Eris Exchange.

9/26/2017

CME Market Data - Decommissioned Streamlined FIX/FAST.

9/20/2017

CME FX Link - added client impact assessment.

9/13/2017

Risk Management ServicesAdded In-Line Credit Controls (ICC) information and updated video with ICC segment.

9/8/2017

CME Globex - Decommissioned all CME Europe content.

9/8/2017

CME STP - Decommissioned all CME Europe content.

9/8/2017

CME ClearPort - Decommissioned all CME Europe content.

9/6/2017

CME STP - Decommissioned all Cleared Trades API content.

8/30/2017

CME MDP 3.0 Market Data - Incorporated Market by Order client impact assessment.

8/28/2017

iLink 2 Message Specification - updated all quantity type tags (i.e., tag 38-Order Qty, tag 110-MinQty, tag 151-LeavesQty to data type Int.)

8/25/2017

CME Globex - Removed MexDer content throughout per decommission.

8/16/2017

iLink 2 Message Specification - tag 58-Text length for messages from CME Globex to Client System updated to String (150).

8/11/2017

CME STP - FIXML Message Specification - updated throughout.

8/11/2017

CME ClearPort API - Reference Data - added topic.

8/7/2017

CME ClearPort Impacts - added CME ClearPort - Cash-Settled OTC FX Options.

8/4/2017

iLink Order Entry - Incorporated Triangulation client impact assessment under Implied Orders topic.

8/4/2017

Mass Quotes - Cancel by Quote Set - Incorporated Cancel by Quote Set ID client impact assessment into new topic

8/4/2017

iLink 2 Quote Cancel - Updated message specification.

8/4/2017

iLink 2 Quote Cancel Acknowledgment - Updated message specification.

7/26/2017

Cross on CME Globex - New topic (overhaul of previous Request for Cross RFC content)

7/21/2017

Deployable Margin Software - Updated throughout

7/13/2017

CME STP - Supported Functions - updated trade and allocation sources.

7/7/2017

SBE - Streamlined Market Data for CME CF Cryptocurrency Indices - Incorporated Streamlined Bitcoin Market Data client impact assessment

7/7/2017

SBE - CME CF Cryptocurrency Indices Messaging Format - Incorporated Streamlined Bitcoin Market Data client impact assessment

7/5/2017

Cross on CME Globex - updated topic.

7/5/2017

Inline Credit Controls Limit Enforcement Schedule - New topic added

6/21/2017

iLink 2 Application Message Formats - tag 167-SecurityType updated as 'N' as not required; added Valid Value 'IRS'

6/21/2017

Added Self-Match Prevention Enhancements

6/16/2017

Incorporated Indicative Opening Enhancements client impact assessment throughout the wiki.

6/16/2017

Incorporated Indicative Opening Enhancements client impact assessment throughout the wiki.

6/16/2017

Incorporated Indicative Opening Enhancements client impact assessment throughout the wiki.

6/13/2017

ICC IFM - Added scenario

6/2/2017

Session Layer - Logon - Updated midweek logout diagram.

6/1/2017

CME Clearing Services - Updated: Running IRS Service Requests. Added: Running Software for IRS Batch Processes

5/31/2017

SBE - Streamlined Market Data for Block Trades - Incorporated Blocks Streamlined Conversion to SBE client impact assessment into new topic.

5/31/2017

SBE - Block Trades Messaging Format - Incorporated Blocks Streamlined Conversion to SBE client impact assessment into new topic.

5/17/2017

Streamlined SBE Market Data - Incorporated Equity Indices Streamlined Conversion to SBE and OTC Daily Streamlined Conversion to SBE client impact assessments into a new topic.

5/5/2017

Submitting Entity and Product Information - Updated topic

5/5/2017

CME ClearPort API - FIXML Message Specification - Updated topic

5/5/2017

FIXML Message Flows - Trade Submission for Single Side Match - Updated topic

5/5/2017

Sample Flow for an HTTPS Single Side Trade Cancelled - Updated topic

5/5/2017

iLink Order Entry - iLink 2 Standard Header - Client System to CME Globex and Point of Order Origination

Updated tag 142-SenderLocationID description

ISO identifier of message originator's location (i.e. geographic location and/or desk).

The first two bytes as per ISO 3166-1, identify only the country (e.g., JP = Japan, CN = China).

The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).

For valid values, refer to ftp.cmegroup.com/fix/coo.

Market Regulation requires only the submission of the two first characters of tag 142–SenderLocationID for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.

5/5/2017

CME Globex Execution Information Enhancements - updated diagram

5/3/2017

Velocity Logic - Deprecated all references to Stop Logic; this function is now referred by Velocity Logic.

4/28/2017

Client Application Testing and Certification - Updated maintenance window times.

4/25/2017

Messaging Controls - Updated with Logout threshold.

4/20/2017

iLink 2 Message Specification - iLink 2 New Order Cross - updated tag 1091-PreTradeAnonymity as non-repeating.

4/19/2017

CME Globex Execution Information Enhancements - Added topic.

4/18/2017

Order Qualifiers - updated product table for Display Quantity exceptions.

3/31/2017

iLink 2 Message Specification - tag 21-HandInst on messages from client system to CME Globex updated to N (not required)

3/29/2017

Eris Exchange Streamlined SBE Enhancements - Added client impact assessment.

3/15/2017

Product Specific Information- updated leg pricing information for Implied Intercommodity Ratio Spreads - Treasury Products

3/15/2017

iLink 2 Message Specification – tag 167-SecurityType on inbound messages from the client system to CME Globex updated to N - Not Required.

2/24/2017

Margin Service API - Added IRS Deployable Margin Software Release Notes

2/23/2017

Mass Quotes - Cancel by Quote Set - Added topic.

2/22/2017

24-7 CME CF Cryptocurrency Indices - Incorporated Client Impact Assessment.

2/8/2017

Futures Spreads - Added Henry Hub Intercommodity Combination (BC).

2/3/2017

CME STP FIX - TradeCaptureReport - Updated specification.

1/25/2017

Volatility-Quoted Options

iLink 2 Execution Report - Fill Notice - Incorporated Client Impact Assessment into main specification body

1/25/2017

Volatility-Quoted Options

MDP 3.0 - Security Definition - Incorporated Client Impact Assessment into main specification body

1/6/2017

Global

Global - Deprecated references to "Second Generation Implied".

12/30/2016

Added Bunched Order Allocation information and specifications.

Updated topics:

New topics:

CME ClearPort API Bunched Order Allocation Instruction High Level Flows

CME ClearPort API - Conceptual Flows

CME ClearPort API - FIXML Message Flows
- FIXML Message Flows - Bunched Order Allocation Instructions

Post-Clear Allocation Instructions for Cleared Bunched Trades

CME ClearPort API - Bunched Order Allocation Block Submission Samples

CME ClearPort API - FIXML Message Specification

CME ClearPort API Bunched Order Allocation Instructions Additional Features

12/30/2016

iLink 2 Order Cancel-Replace Request - Added new "Tag Value Modification" section.

12/30/2016

Order Functionalities - Updated "Order Modification" section.

12/14/2016

Updated topics:

Updated tag 731 description

Removed topics:

MDP 3.0 - Final Settlement
MDP 3.0 - Preliminary Settlement

12/7/2016

Added Triangulation.

11/30/2016

CME Global Repository Services

Added 24-7 CME CF Cryptocurrency Indices to Streamlined Market Data Impacts.

10/31/2016

BM&F Bovespa

Removed all BM&F Bovespa content.

10/24/2016

Added new topic for CME Global Repository Services.

10/19/2016

Updated CME STP FIX - Bilateral Trades.

10/19/2016

CME Globex
Trading Services
CME Market Data

Updated Futures UDS Instruments.

10/14/2016

Incorporated UDS Strip Functionality client impact assessment into the following topics:

10/14/2016

CME Globex
Trading Services
CME Market Data

Incorporated Reduced Tick Inter-Commodity Option Spread client impact assessment into the following topics:

10/14/2016

CME Market Data Platform - introduced entirely new content to replace previous topics.

9/23/2016

To UDS Expiration and Extension, added Midweek Tag 48 Re-Use.

9/21/2016

Added Streamlined Bitcoin Market Data to Streamlined Market Data Impacts.

9/21/2016

iLink 2 Message Specification - updated description for tag 371-RefTagID for iLink 2 Session Level Reject message.

9/12/2016

Migrated New iLink Architecture topic to iLink Architecture in iLink Order Entry.

Tag 5979-RequestTime added to the following iLink messages:

Execution Report: Order Creation, Cancel, or Modify (tag 35-MsgType=8, tag 39-OrdStatus=0, 4 or 5)
Execution Report: Fill Notice (tag 35-MsgType=8, tag 39-OrdStatus=1 or 2)
Execution Report: Trade Cancel (tag 35-MsgType=8, tag 39-OrdStatus=H)
Execution Report: Order Elimination (tag 35-MsgType=8, tag 39-OrdStatus=4 or C
Execution Report Order Status Request Acknowledgment (tag 35-MsgType=8, tag 150-ExecType=I)
Execution Report: Reject (tag 35-MsgType=8, tag 39-OrdStatus=8)
Order Cancel/Replace Reject (tag 35-MsgType=9, tag 434-CancelRejResponseTo=2)
Order Cancel Reject (tag 35-MsgType=9, tag 434-CancelRejResponseTo=1)
Order Mass Action Report (tag 35-MsgType = BZ)
Quote Acknowledgement (tag 35-MsgType=b)
Quote Reject (tag 35-MsgType=b, tag 297-QuoteAckStatus =5)
Quote Cancel Acknowledgement (tag 35-MsgType=b, tag 297-QuoteAckStatus=1, 3, 4 or 5 without tag 9775-UnsolicitedCancelType)
- Only for Solicited Quote Cancel

9/7/2016

MDP 3.0 - Settlement Price - Updated 731-SettlPriceType description for bits 1 and 2.

9/7/2016

MDP 3.0 - Market Data Incremental Refresh - Updated 731-SettlPriceType description for bits 1 and 2.

9/2/2016

Updated Spreads and Combinations Available on CME Globex strategy type codes:

Strategy Strip (tag 762=SA)
Straddle Strip (tag 762=GD)

8/31/2016

iLink Order Entry: updated iLink 2 Security Definition and iLink 2 Quote Acknowledgment (reject), tag 22-SecurityIDSource=4

8/31/2016

CME STP Impacts - added CME STP - Bilateral Trades

8/29/2016

Added new Allocation Management FIXML API topic.

8/26/2016

Margin Service API - ALL-IN-ONE Call

Margin Service API - updated:

Margin Service API - What If Analysis

Margin Service API - Margin - Calculate

Margin Service API - Margin - Get

Margin Service API - Transaction - Add

8/24/2016

Added Indicative Opening Enhancements topic.

8/12/2016

Mass Quote Protections: Updated Interest Rates section of table in "Product Lines."

8/12/2016

Moved CBOT Treasury Invoice Swaps Calendar and Switch Spreads to Product Specific Information.

8/10/2016

Added new Matching Algorithms Overview video.

8/5/2016

Incorporated Request for Cross (RFC) and Committed Cross into Cross on CME Globex topic under iLink 2 Order Entry - Business Layer.

7/27/2016

Added Market by Order topic.

7/20/2016

Added Volatility-Quoted Options topic.

7/20/2016

Added OTC Daily Streamlined Conversion to SBE topic.

7/20/2016

Added Margin Service API - Analytics to Margin Service API.

7/20/2016

Moved CME ClearPort API Brokered Trades from Pending Client System impacts to CME ClearPort API

Moved CME ClearPort API Broker Fees on STP from Pending Client System Impacts to CME STP

7/13/2016

Reduced Tick Intercommodity Option Spread - Added new topic.

7/11/2016

Incorporated Invoice Swap Spread Pending Impact topic into Invoice Swap Spreads and CME ClearPort API - Invoice Swap Spread Message Samples.

7/5/2016

Deprecated Drop Copy 2.0; incorporated Drop Copy 4.0 content.

6/29/2016

Eris Exchange Streamlined Conversion to SBE - Added new topic.

6/24/2016

Accessing the RMI API

Updated Access information.

6/22/2016

Updated Network Time Protocol.

6/15/2016

Added Deployable Margin Software topic.

6/15/2016

Updated CME STP - FIXML Message Specification

6/5/2016

Client Application Testing and Certification - Updated ftp url.

5/27/2016

CME Globex Self Match Prevention added video overview.

5/13/2016

Deprecated CFFEX topic.

5/11/2016

Added Equity Indices Streamlined Conversion to SBE topic.

5/11/2016

Added GLink Architecture page under CME Connectivity Offerings.

5/11/2016

Margin Service API - Requests - updated Margin Service API - ALL-IN-ONE Call with Cross Margin IRS and Futures sample.

5/6/2016

Committed Cross on Futures and Swaps

Updated Broker Match Percentage for various products.

5/6/2016

Removed SecType from list of messaging exceptions.

4/27/2016

Updated Portfolio Margining for OTC Interest Rate Swaps product list.

4/27/2016

Added Bunched Order Entry topic to Submitting Pre-Clear and Post-Clear Allocations.

4/27/2016

Client INTERNET Link - updated this topic.

4/20/2016

Added Volatility-Quoted Options Triangulation FAQ topic.

Added Blocks Streamlined Conversion to SBE topic.

4/13/2016

CBOT Treasury Invoice Swaps Calendar and Switch Spreads

Added the following topics:

Invoice Swap Spread Support in CME ClearPort API

Committed Cross on Futures and Swaps

4/13/2016

Indicative Opening Price - included video of Indicative Opening Price calculations.

4/8/2016

Portfolio Margining for OTC Interest Rate Swaps - updated Configuration Parameters and Optimizer System Requirements.

4/8/2016

Included Schema 1.3 Production date and provided details for simple and basic uploads for IRS, CDS, Delta Ladder, F&O, and OTC FX positions in Margin Service API - Developer Guide.

4/8/2016

Expanded list of products eligible for Implied Options to include

RBOB Gasoline Brent Crack Spread Average Price Options

Gasoline Euro-bob Oxy NWE Barges (Argus) Crack Spread Average Price Option

4/1/2016

Expanded list of products eligible for Implied Options

3/16/2016

Average Price Method for Option Strips and Option Strip Spreads - Added new topic.

3/11/2016

CBOT Treasury Invoice Swaps - Stop order restriction removed.

3/9/2016

iLink - Order Qualifiers – added Display Quantity Orders video.

3/2/2016

Margin Service API - Requests - updated Margin - Get with base value and updated Transaction - Add Swaptions CSV example.

2/29/2016

iLink 2 Logon from Client System to CME Globex updated:

CME Group requires a heartbeat interval between 30 5 and 60 seconds. Intervals of less than 30 5 seconds are not permitted. Intervals longer than 60 seconds are not supported. The recommended value is 30 (seconds).

2/26/2016

Contact Information

Updated GCC Contact info.

2/19/2016

Updated USASCII description.

2/19/2016

Added CME STP FIX topic.

2/17/2016

Product Specific Information - added Natural Gas Intercommodity Spread Leg Assignment page

2/17/2016

Margin Service API - Requests - updated request types with Schema 1.3 and support for Swaptions.

2/12/2016

Added Side Effect Trading topic including video.

2/5/2016

CME STP - TradeCaptureReport - STP - Updated multiple tag definitions and added TrdgQty, UOM, UOMCcy, OrigTrdID.

2/5/2016

UDS - Validation and Messaging Rules - Added In Flight Mitigation and Delta Neutrality topic.

1/29/2016

MDP 3.0 - High Bid and Low Ask - Incorporated MDP 3.0 Enhancements Client Systems Impact Assessment into .

1/27/2016

Committed Cross - Added new topic.

1/15/2016

CME Globex Self Match Prevention - Updated Self Match Prevention Instruction scenarios.

1/15/2016

iLink 2 Message Specification - ASCII characters must be printable ASCII.

1/13/2016

Order Types for Futures and Options - added video on Market and Stop Order protection functionality.

1/13/2016

MDP 3.0 - High Bid and Low Ask

Updated Example 1.
Removed Example 3.
Edited introduction.

1/13/2016

Client Application Testing and Certification

"System Requirements"

Removed reference to VPN connection.
Added AutoCert+ login URL.

1/8/2016

Incorporated Implied Options Client Systems Impact Assessment under iLink 2 Order Entry - Business Layer

1/6/2016

MDP 3.0 - CME Globex Pricing - Added "Strike Price Display" section.

12/30/2015

Cancel on Disconnect - Added note about gateway failovers under "COD - Conditions under Which Code Is Invoked."

12/30/2015

Options with Truncated Strike Prices - Added new topic.

12/23/2015

Updated Tag 996-UnitOfMeasure table of values

12/16/2015

MDP 3.0 - Security Definition - repaired links to child topics.

12/11/2015

Incorporated BVMF MDP 3.0 Client Systems Impact Assessment into:

BVMF Market Data

Incorporated MexDer MDP 3.0 Client Systems Impact Assessment into:

MexDer - Market Data

12/9/2015

Margin Service API - Transaction - Add: Added FX Cleared Confirm example.

Margin Service API - ALL-IN-ONE Call - Added FpML and FIXML examples.

12/2/2015

global

Removed legacy FIX/FAST specification.

Available under Historical Market data only from this link:

12/2/2015

BVMF MDP 3.0 - Updated description of Security Status (35=f) instrument level messaging.

12/2/2015

iLink 2 Message Specification - Clarified the use of ASCII characters in messages.

11/25/2015

CME ClearPort API Broker Fees for Brokered Trades - added new impact page

CME ClearPort API Broker Fees on STP - added new impact page

11/20/2015

SOFR User Defined Options Spreads - Added section with examples.

11/13/2015

Added new topic - SOFR User Defined Options Spreads

11/13/2015

MexDer MDP 3.0 - Added "MexDer - Instrument Attribute" section with table to "Security Definition for MexDer Market Data."

11/13/2015

Implied Options - updated product table.

11/11/2015

Added Feature Files to Options Spreads - Delta Neutrality topic.

11/14/2015

CME Globex Test Products1 - updated market data contract identifier to $M.

11/4/2015

Mass Quote Protections - added Feature Files for each type of MQP.

11/4/2015

MDP 3.0 Enhancements - added Production Schema File Implementation Schedule.

10/30/2015

MDP 3.0 - Security Definition - Updated description of tag 969-MinPriceIncrement

10/30/2015

User Defined Instruments - UDI - New topic based on client impact assessment.

10/29/2015

CME ConfirmHub API - DELETE - updated Trade Data Rules for all API versions.

10/23/2015

MDP 3.0 - Message Schema - Edited "Template Extension" section and examples.

10/21/2015

C ME Market Data

Market Data - Incremental Refresh - updated →451 NetChgPrevDay

10/16/2015

Implied Options - added:

Iron Ore 62% Fe, CFR China (TSI) Average Price Options
Iron Ore 62% Fe, CFR North China (Platts) Average Price Options

to the implementation schedule.

10/16/2015

Product Specific Information - CBOT Treasury Invoice Swaps - updated Security Description section.

10/16/2015

Added Deal Element to CME STP BaCE API Message Specification - View Events - DELETE message.

10/9/2015

Product Specific Information - added CBOT Treasury Futures Tail Spreads.

10/7/2015

Added Implied Options topic.

10/7/2015

MDP 3.0 Enhancements - Added specification table for tag 5796-TradingReferenceDate under "Security Definition Message."

10/2/2015

CME Trade Repository Disaster Recovery - added topic.

9/30/2015

New iLink Architecture - updated Key Events and Dates.

9/30/2015

MDP 3.0 Enhancements - added topic.

9/23/2015

Market Integrity Controls - added Circuit Breakers page and video.

9/11/2015

Implied Orders - Updated Implieds Pt 1 video with new match example.

9/9/2015

Contact Information

Updated Singapore office contact information.

9/2/2015

MexDer MDP 3.0 - Clarified tag implementations and added links to MexDer specification topics.

9/2/2015

New iLink Architecture - added SFTP - MSGW Configuration section.

9/2/2015

BVMF MDP 3.0 - "Spread Leg Details" - Updated description and added repeating group table.

8/28/2015

iLink 2 Order Mass Status Request

tag 585-MassStatusReqType - Added value 100=Market Segment. Updated format to Int (3).
added tag 1300-MarketSegmentID

8/28/2015

Mass Order Status - Added information on market segment functionality.

8/28/2015

MDP 3.0 - Security Definition - updated note in description of tag 311-UnderlyingSymbol.

8/28/2015

MDP 3.0 BVMF Tag 461-CFICode Table of Values - Removed MMXXXX from Option, Spot Option, Future Option table.

8/28/2015

Product Specific Information - added Natural Gas User Defined Options Spreads topic.

8/28/2015

MDP 3.0 - Market Data Incremental Refresh - updated description of tag 5797-AggressorSide.

8/26/2015

BVMF MDP 3.0

Removed tag 55-Symbol and added tag 623-LegRatioQty and tag 624-LegSide under "Spread Leg Details."
Removed tag 48-SecurityID for Security Definition from table under "Summary of Message Tag Differences for BVMF Market Data." There is no difference from MDP 3.0.

8/19/2015

Disaster Recovery Scenarios - updated topic.

8/14/2015

BVMF MDP 3.0 - Changed tag 167-SecurityType value from FOPT (Future Options) to OOF (Options on Futures)

8/12/2015

New iLink Architecture - updated MSGW Phase 2 Pre-Launch and the Phase 2 launch timetable.

8/12/2015

Margin Service API - Margin - Get

Margin Service API - Requests - updated:

Margin Service API - Portfolio - Add

Margin Service API - Portfolio - Delete

Margin Service API - Portfolio - Get

Margin Service API - Portfolio - List

Margin Service API - Portfolio - Update

Margin Service API - Transaction - Add

Margin Service API - Transaction - Get

Margin Service API - Transaction - List

Margin Service API - Transaction - Update

Margin Service API - ALL-IN-ONE Call

8/7/2015

Network Connectivity - added 205.209.201.0/24 – iLink Market Segment Gateway Source Range to CME Public IP Prefix Summary

8/7/2015

CME Globex Test Products1 - added new topic.

8/5/2015

MexDer MDP 3.0 - added new topic.

7/31/2015

Moved Migration of CT API to CME STP into the CME STP Impacts topic.

7/29/2015

Velocity Logic - added overview video.

7/24/2015

Clearing Firm OTC Confirmation and Claim API - added new topic.

7/24/2015

CME STP BaCE API - Removed all references and descriptions for SDR (Swap Data Repository) and LiveBlotter functionality due to decommissioning.

7/22/2015

New iLink Architecture - updated Key Events and Dates.

7/22/2015

BVMF MDP 3.0 - Added new topic.

7/22/2015

CFFEX CLIMP -- STORED HERE - Added new topic.

7/15/2015

Margin Service API - What If Analysis - removed CDS IVAR sample response message.

7/15/2015

CME STP BaCE API - Removed all references and descriptions for Position Tracker due to decommissioning.

7/10/2015

For Drop Copy 4.0, added note to Fault Tolerance section and provided IP ranges for Drop Copy 4.0 migration.

7/10/2015

General

Removed all Galax-C references due to decommission.

7/8/2015

User Defined Instruments - UDI - Added new topic.

7/6/2015

Cancel on Disconnect - for Conditions under Which Code is Invoked, added: If CME Group sends out logout confirmation without client system sending logout request, the Cancel On Disconnect functionality will be invoked for COD-registered trader IDs on the particular session.

7/6/2015

New iLink Architecture - for Logout from Primary Session, added: If the logout is Exchange initiated, all resting orders are cancelled for all Cancel on Disconnect registered MSGW sessions.

7/6/2015

Messaging Controls - for Logout Threshold, added: If a pre-defined logout threshold is exceeded, all resting orders are cancelled for all Cancel on Disconnect registered iLink sessions.

7/3/2015

Daily Settlement Time Details

Updated the following:

Soybean Meal

Natural Gas

7/1/2015

Market Data - FTP Site Information - Added note about MexDer configuration files under table.

7/1/2015

New iLink Architecture - updated MSGW Failover Scenarios During Pre-Launch Phase topic.

6/24/2015

MDP 3.0 - High Bid and Low Ask - Updated introductory text and added examples.

6/24/2015

Drop Copy 4.0 - Updated note under "XML Non-FIX (tag 35-MsgType=n) Message Layout" message spec table.

6/19/2015

Messaging Controls - Added information on logout thresholds to "Application Messaging Thresholds" section.

6/10/2015

MDP 3.0 - Trade Summary Order Level Detail

Removed bullet point from Trade without a Defined Aggressor:

Pre-Open resolution trades are the first Trade Summary message following a Market Data Security Status message (tag 35-MsgType = f) where tag 326-SecurityTradingStatus=15 (New Price Indication)

6/10/2015

In the ITC - Additional Field Groups topic:

Modified Valid Values:

B = Put Bid
A = Call Ask

5/28/2015

Added the following tags to the Drop Copy 4.0 35=n message layout:

tag 57-TargetSubID

tag 97-PossResend

tag 143-TargetLocationID (updated 6/5/2015)

5/22/2015

Added new page: MDP 3.0 - Trade Summary Order Level Detail

5/15/2015

Added feature files to:

Limits and Banding

iLink - Order Qualifiers

CME Globex Self Match Prevention

5/15/2015

CME Direct

CME Direct Installation - updated specifications, log in information, and supported Microsoft .NET version to 4.5.

5/1/2015

Added Futures Price Banding overview video.

4/29/2015

MDP 3.0 - Security Definition

Added tag 201-PutOrCall to "Message Layout" table and "Tag Usage by Security Type" table.
Updated tag 872-InstAttribValue=12 to "Currently not in use."

4/29/2015

Drop Copy Session Layer - Fault Tolerance: Added "Fault Tolerance Scenarios" section.

4/29/2015

MDP 3.0 - Trade Summary:

"Trade Summary Example - Actual Orders Only (No Implieds)"
- Edited Title
- Updated highlighted tags
"Trade Summary Example - Actual and Implied Orders"
- Added new section with diagram

4/22/2015

CME STP - FIXML Message Specification - updated message specification format and page names.

4/17/2015

Margin Service API - Transaction - Add - Updated FIXML message for futures.

4/17/2015

Updated tag 731-SettlPriceType description for Bit 1:

Updated note about tag 731:

MDP 3.0 - Preliminary Settlement

4/8/2015

Drop Copy 4.0 - Edited and added topics to "Drop Copy Overview" section.

4/8/2015

CME Globex Legacy Market Data to MDP 3.0 Market Data Conversion - added new topic

3/27/2015

Removed unsubscribe/disable (SubReqTyp="2") value from the Trade Capture Report Request and Acknowledgement messages.

3/27/2015

CME Globex Front-End Audit Trail Requirements - Added new topic.

3/20/2015

updated iLink 2 New Order to include tag 78-NoAllocs
updated all iLink response messages to include tag 1028-ManualOrderIndicator as submitted on the inbound

3/19/2015

Order Management - updated video on order paths.

3/18/2015

Drop Copy 4.0

"FIX Resend Request (tag 35-MsgType=2)"

Updated tag 58-Text error text.
Updated tag 5024-StartSequenceNumber description.

"Fault Tolerance"

Updated tag 58-Text error text.

3/18/2015

"Enhanced Resend Request from Client System to CME Globex"

Updated tag 369 value for last Resend Request (35=2) message and Execution Report (35=8) Cancel Ack message.

3/11/2015

CME MDP 3.0 Market Data

MDP 3.0

Migrated MDP 3.0 content from Pending Client System Impacts section to CME Globex Market Data.

FIX/FAST is now designated CME Globex Legacy Market Data.

All other functional descriptions in the Client Systems Wiki involving market data depict both MDP 3.0 and Legacy FIX/FAST pending decommission of Legacy FIX/FAST market data format.

3/11/2015

Mass Quotes - iLink 2 Message Summary - removed note indicating mass quotes are top-of-book only.

3/9/2015

Electronic Trading Concepts

Implied Orders - updated video.

3/6/2015

CME Europe Natural Gas Futures - new topic based on client impact assessment.

3/5/2015

Electronic Trading Concepts

Mass Quote Protections - created new video.

3/2/2015

Electronic Trading Concepts

iLink Order Cancel-Replace and In-Flight Mitigation- Updated video on In-Flight Mitigation.

2/27/2015

CME STP - Post-Trade Events - added new page to describe TCR message scenarios.

2/25/2015

CME STP - Message Flows - add Allocation States diagram and scenario table.

2/25/2015

CME ClearPort API - FIXML Message Specification

updated message specification with new layout and removed Exchange code GEX.
added CalcCcyLastQty on the Trade Capture Report - Inbound message.

2/20/2015

iLink 2 Message Specification - for all relevant Execution Reports, tag 17- ExecID description update to: CME Globex assigned message identifier; unique per market segmentper trading session.

2/6/2015

MexDer - Risk Control Gateway - Added new filters to table:

Aggregated Risk Checks (Daily)
- Daily Order Quantity per class and side
- Credit Limit Controls for Long/Short Margin
- Position Limit Control Net for Long/Short Margin
Individual Order Risk Checks
- Filter for Class, Side, Order Type, Time in Force and Gap of Time

2/4/2015

New iLink Architecture updated list of messages for New tag 5979-RequestTime topic.

1/30/2015

Added CME Globex Non Reviewable Ranges and CME Globex Circuit Breakers to the GCC Product Resources page.

1/28/2015

CME STP Impacts - SecTyp impact added to the Message Behavior Exceptions table.

1/28/2015

CME Globex Self Match Prevention - Incorporated content from Self Match Prevention Enhancements client impact assessment.

iLink 2 Message Specification - Updated specification with content from Self Match Prevention Enhancements client impact assessment.

1/23/2015

CBOT Treasury Invoice Swaps - created topic based on client impact assessment.

1/21/2015

Summary - Futures Spreads

Added information regarding the Ration Reduced Tick Spread to:

Futures Spreads

Reduced Tick Spread Instruments

1/16/2015

CME STP Impacts - SubTyp and QtyType are now supported and removed from the Message Behavior Exceptions table.

1/14/2015

Added overview video.

1/9/2015

User Defined Spread Types and Characteristics - Added note and table about allocations for Natural Gas options covered by Henry Hub Penultimate futures (NPG).

1/9/2015

Automated Port Closure - Added new topic.

1/9/2015

CME DataMine - Removed Equity Execution Statistics pages.

1/7/2015

MDP3 - Trade Summary - Added note to tag 346-NumberOfOrders.

1/7/2015

Updated Mass Order Status Request (MOSR) topic in New iLink Architecture.

12/23/2014

GCC Product Resources - added Side Effect Trading information.

12/22/2014

Updated New iLink Architecture - Mass Order Status Request (MOSR) topic as described below.

Mass Order Status Request (MOSR)

Currently, CGW customers can submit MOSR for all working orders, a particular instrument, or a product group.

With this release, the new type will be added to support retrieving order status for a particular Market Segment ID.

Tag 1300-Market SegmentID will be added to the Order Mass Status Request(tag 35-MsgType=AF) message
New Value will be added to tag 585-MassStatusReqType on the Order Mass Status Request(tag 35-MsgType=AF) message

For MSGW, MOSR functionality will be applicable only for the given tag 1300-MarketSegmentID.

For CGW sessions, MOSR behavior is unchanged. MOSR is supported for:

Instrument (tag 585-MassStatusReqType=1)
Product Group (tag 585-MassStatusReqType=3)
All working orders (tag 585-MassStatusReqType=7)
All working orders for a specific Market Segment (tag 585-MassStatusReqType=100)

For MSGW sessions, MOSR functionality will retrieve status only for the given tag 1300-MarketSegmentID/tag 57-TargetSubID.

For MSGW sessions, MOSR is supported for:

Instrument (tag 585-MassStatusReqType=1)
Product Group (tag 585-MassStatusReqType=3)
All working orders for a specific Market Segment (tag 585-MassStatusReqType=100)

Note - If a MSGW session submits MOSR for all working orders(tag 585-MassStatusReqType=7), CME Globex will send a Business Level Reject with tag 58=FIX field incorrect 'Order Status for all Orders Not Available on Market Segment Session: '7' tag: 585'.

12/19/2014

New iLink Architecture - Key Events and Dates updated.

12/19/2014

Drop Copy 4.0 - Key Events and Dates updated.

12/3/2014

Partner Exchanges: Summary of Message Tag Differences for BVMF Order Entry and MexDer:

For iLink Order Entry messages iLink 2 New Order, iLink 2 Order Cancel Request, and iLink 2 Order Cancel-Replace Request:

tag 55-Symbol – this tag is N - not required

If this tag is not sent on the inbound message, CME Globex will not return this tag on any related outbound messages.

12/3/2014

Rolled in OTC IRS support: included SecTyp=IRS, added tags PackageID and BlckID. Added TrdCaptRpt/Instrmt/SecXML.

11/21/2014

Updated Portfolio Margining for OTC Interest Rate Swaps

File Formats Section: Added new file Futures Delta Ladder
Concentration file - added:

- *ConcentrationBracketNew.xml
- *New in Optimizer 7.0 to support swaptions. See read me file for more details on how to run optimizer 7.0 with either the legacy file or the New concentration bracket file

CME Optimizer Execution - added:

Visual C++ 2013 Runtime Libraries (x86)
Visual C++ 2013 Runtime Libraries (x64)

11/19/2014

CME Globex Credit Controls - Added new video.

11/14/2014

Updated example instrument name for CBOT Treasury Invoice Swaps to IN:ZTM4L026220NOV14

11/14/2014

New topic describing settlement procedures for products traded on CME Globex.

11/12/2014

Revised dates for Drop Copy 4.0.

11/12/2014

Revised dates for New iLink Architecture.

11/5/2014

Drop Copy Session Layer - Logout - Updated "Logout Where Sequence Number Is Higher Than Expected."

11/5/2014

Drop Copy Session Layer - Resend Request - Updated graphics

11/5/2014

Added CBOT Treasury Invoice Swaps.

11/5/2014

"Margin Service API - Analytic - Calculate" and "Margin Service API - Analytic - Get" - Removed these sections, as functionality is obsolete.

10/29/2014

Incorporated User-Defined Spreads for Futures client impact assessment into User Defined Spread - UDS.

10/24/2014

MDP3 Functional Specification - added MDP3 - Trade Cancel topic under MDP3 - Trade Summary.

10/22/2014

Eris Exchange Messaging Format - Added tag 37508-CalFutPx to Market Data Incremental Refresh (tag 35-MsgType=X) message table.

10/17/2014

Added a Risk Management Services and Tools overview video.

10/17/2014

Drop Copy 4.0

Updated diagrams in:

"Current Drop Copy Architecture"
"Drop Copy 4.0 CGW and MSGW Architecture"

Updated "Fault Tolerance" section.

10/15/2014

Client Application Testing and Certification - Added overview video

10/15/2014

MDP3 - Trade Summary - Added description to tag 271-MDEntrySize and 346-NumberOfOrders in "FIX Syntax for Trade Summary - Market Data Incremental Refresh (tag 35-MsgType=X)"

10/10/2014

CME STP - OTC IRS Support - Added new topic

10/10/2014

Market and Instrument States - Added overview video

10/3/2014

Incorporated streamlined Market Data for Bloomberg Indices client impact assessment into the following topics:

9/26/2014

iLink 2 Application Message Formats - Added tag 1091-PreTradeAnonymity to the following topics:

9/26/2014

MDP 3.0 - Security Definition:

Corrected name for tag 9800-PriceDisplayFormat in message layout and tag usage table.
Corrected name for tag 870-NoInstAttrib in message layout and tag usage table.
Updated tag 969-MinPriceIncrement descriptions in message layout and usage table.

9/24/2014

CME STP BaCE API - added the following new topics: CME ConfirmHub - LiveBlotter and CME ConfirmHub SDR Services

9/19/2014

Margin Service API - Transaction - Add - included CDS iTraxx examples.

9/17/2014

Self Match Prevention Enhancement - Added new topic.

9/9/2014

iLink 2 Quote Request

Updated General Rules for Quote Request.

9/3/2014

CME Europe Natural Gas Futures - Added new topic

9/3/2014

Drop Copy 4.0 - Added new topic

8/21/2014

MDP 3.0 - Market Data Incremental Refresh - Added "Cascading Stop Orders Elected, Stop Price Logic Triggered" example.

8/15/2014

CME ClearPort API

Trade Capture Report Inbound, Trade Capture Report Message Outbound, Trade Capture Report Acknowledgment

Removed TrdTyp 12 and 23
Added multiple repeating groups
Added exchange CEU
Changed Party ID Source enumeration descriptions

8/15/2014

MDP3 - Instrument Recovery - Updated "Instruments Recovery" diagram.

8/15/2014

MDP3 - Trade Summary - Updated "End of Event Indicator."

8/15/2014

CME STP BaCE API - Added new sections for CME ConfirmHub User Guides and API.

8/13/2014

Added Broker functionality for Subscription and Queries:

CME STP Impacts
CME STP - Supported Functions
CME STP - FIXML Message Specification - included Pty/@R=30
CME STP - FIXML Message Samples - added Broker Initial Query for Specific Order sample

8/8/2014

iLink 2 Execution Report - Order Creation Cancel or Modify - Updated tag 14-CumQty description.

8/8/2014

MDP 3.0 - Market Data Incremental Refresh - Updated "Outright Match with Multiple Stop Orders" example.

8/6/2014

iLink 2 Execution Report - Order Elimination

Margin Service API - Transaction - Add - added Vanilla IRS Variable Notational Swap example.

8/1/2014

Removed 4 (Cancel Ack) from valid values for tag 150-ExecType.

7/18/2014

MDP3 - Removed 'MDP3 - Legacy Market Data Incremental Refresh for Testing Only' message layout.

7/15/2014

MDP3 - Preliminary Settlement - Removed references to Actual preliminary settlement and updated tag 731 values.

7/11/2014

Updated Futures Spreads topic Futures Strip type with clarification: "The ratios of the legs must equal 1".

7/9/2014

New iLink Architecture - Added new topic.

7/9/2014

FirmSoft - added overview video.

7/9/2014

CME Cleared Trades API - added this new topic, related message specification, and sample messages.

7/9/2014

Updated example for MDP3 - Market Data Incremental Refresh Outright Match with Multiple Stop Orders and added note regarding "Stop order acting as aggressor".

7/9/2014

Migrated CME Europe on CME Globex information from Pending Client System Impacts to Partner Exchanges.

7/9/2014

Migrated Mass Order Cancel information from Pending Client System Impacts to iLink 2 Order Entry - Business Layer and migrated iLink 2 Order Mass Action Request and iLink 2 Order Mass Action Report to the iLink iLink 2 Application Message Formats.

7/3/2014

CME STP Impacts - in the Message Behavior Exceptions table, removed functionality that is currently implemented.

6/27/2014

Fault Tolerance - Updated steps 2 and 4 under "Logon Procedure with Fault Tolerance."

6/25/2014

MexDer - Risk Control Gateway - rebranded from "Risk Management Gateway" to "Risk Control Gateway."

6/25/2014

iLink 2 Execution Report - Order Status Request Acknowledgment:

Added 'U' value to tag 39-OrdStatus
Added tag 372-RefMsgType
Added tag 380-BusinessRejectReason

6/25/2014

CME Globex Self Match Prevention:

Updated note under "FIX Tag for SMP ID."
Added Order Cancel Reject message to bullet list under "FIX Tag for SMP ID."
Added note for when tag 50 is not required under "Customer Registration Process."

6/25/2014

Mass Order Status - Updated numbered list under "Message Processing."

6/25/2014

MDP3 - Updated tag 731-SettlPriceType sample values:

6/25/2014

Relocated tags 1603/1604/1605 from the standard header from client to CME Globex to Logon message from client system to CME Globex.

6/20/2014

Market Recovery and Instrument Definition Rates - Updated Instrument Definition MPS settings in table.

6/20/2014

CME STP Impacts - in the Message Behavior Exceptions table, removed functionality that is currently implemented.

6/20/2014

Moved functional description and message specifications from CME STP Impacts to this new main topic.

6/13/2014

iLink 2 Standard Header - Client System to CME Globex - for tags 1603/1604/1605, removed Note: this tag is not supported for Drop Copy.

6/6/2014

iLink 2 Security Definition Request - Updated tag descriptions with information on UDS options and futures:

555-NoLegs
623-LegRatioQty
566-LegPrice

6/6/2014

User Defined Spread - UDS - added UDS Recursion topic to clarify maximum number of component outrights allowed per options UDS versus Recursive options UDS.

6/4/2014

Streamlined Market Data for Bloomberg Indices - Added new topic.

5/30/2014

Margin Service API - ALL-IN-ONE Call - included sample Response Message and Polling for Your Results information.

5/28/2014

MDP 3.0 - Security Definition - tag 1146-MinPriceIncrementAmount is UNDER DEVELOPMENT.

5/28/2014

Updated valid values for tag 871-InstrAttribuType Valid Values=119 in Equity Indices Messaging Format.

5/23/2014

Futures and Options Reject Codes - reconfigured topic to reflect message type containing error code.

5/14/2014

MDP3 - Added Trade Summary Opt-In topic and updated tag 37-OrderID description in MDP 3.0 - Market Data Incremental Refresh throughout accordingly.

5/7/2014

CME STP Impacts - updated Message Behavior Exceptions with CME STP API functionality that is under development.

5/2/2014

CME STP Impacts - added Message Behavior Exceptions table.

4/30/2014

Margin Service API - Transaction - Add - added Rates combination sample messages since users can send multiple Rates Products within one API Request.

4/25/2014

MDP3 - Removed note about trailing zeroes (000) from SendingTime in binary packet header and tag 60-TransactTime in all message layouts.

4/25/2014

Margin Service API - Status - Get - added new page for this new request type.

4/25/2014

Added tag 5799-MatchEventIndicator to MDP 3.0 - Market Data Security Status, MDP 3.0 - Request for Quote, and MDP 3.0 - Security Definition messages.

4/25/2014

CME Europe on CME Globex Mock Trading - Updated list of eligible instruments.

4/23/2014

Margin Service API - Transaction - Add - updated Errors section.

4/23/2014

Moved Mass Order Status functional description from CME Globex Impacts to iLink 2 Order Entry - Business Layer and iLink 2 Order Mass Status Request and iLink 2 Execution Report - Order Status Request Acknowledgment to the iLink 2 Message Specification.

4/17/2014

CME STP - updated ReqRslt enumerations in TradeCaptureReportRequestAck message.

4/17/2014

Margin Service API - Margin - Calculate - updated message.

4/16/2014

Added new topic User-Defined Spreads for Futures.

4/16/2014

MDP3

Added Single Aggressor Triggers Stop Spike and Scheduled Groups Opening to Open diagram examples to Market Data Event and Messaging Scenarios.

Included Word Boundaries and SBE Optimization in Schema Versioning section.

Included SBE Header description.

Updated Event-Based Messaging description and expanded list of event-based message types.

Updated MDP 3.0 - Message Header layout and all corresponding diagrams and examples.

Categorized Statistics as Session Statistics and Daily Statistics with corresponding behaviors.

4/16/2014

Fault Tolerance - Added notes about iLink Market Segment Gateways.

4/11/2014

CME ClearPort API

Trade Capture Report Inbound, Trade Capture Report Message Outbound, Trade Capture Report Acknowledgment - added Credit Approval Token.

4/9/2014

CME STP Impacts - added new topic.

4/8/2014

Added 'SA' options spread type to Market Data Tag 762-SecuritySubType Table of Values.

4/8/2014

Created new Mass Quote Protections topic to replace the previous MQP topic.

4/2/2014

Margin Service API - Margin - Get - added definition details.

4/2/2014

MDP3: FPL Simple Binary Encoding - Updated link to FPL Simple Binary Encoding Specification.

3/26/2014

CME Europe on CME Globex - Updated Market Data Platform Channels section.

3/19/2014

Updated Key Customer Events and Dates in Mass Order Cancel.

3/19/2014

Updated Futures Calendar Spreads (SD) for CME Europe in CME Europe on CME Globex.

3/19/2014

ITC Pricing - Removed fractional/decimal indicator J, which is not used by PRS.

3/14/2014

MexDer - Product Information - Added M 241205 Bond to product list.

3/14/2014

MDP3 - Added note about multiple messages per packet on feeds.

3/12/2014

CME Europe on CME Globex - Edited introduction. Added "Biodiesel Products" section.

3/12/2014

In the iLink 2 Message Specification, tag 44-Price updated as required (Y) for the iLink 2 New Order Cross message.

3/7/2014

Added TAS topic to the Product Specific Information section.

3/7/2014

Added scenarios to MDP3 - Market Recovery

3/7/2014

End of Day - FAQ - Updated question about volatility and settlement price.

Added scenarios to Market Data - Market Recovery

2/26/2014

Created new topic to house Client Application Testing and Certification, Disaster Recovery, and Network Connectivity topics. No change to existing content.

2/26/2014

Created new topic to house CME Market Data Platform and CME DataMine topics. No change to existing content.

2/26/2014

Created new topic to house Margin Service API, Options Exercise API, and future Clearing APIs topics. No change to existing content.

2/26/2014

Updated iLink 2 Standard Header - CME Globex to Client System and Point of Order Origination to indicate tags 1603/1604/1605 are returned in the header of the iLink 2 Logon from CME Globex to Client System only.

2/21/2014

CME ClearPort API - FIXML Message Specification

Updated messages, including:

Added @TrdTyp 54/58 for Large Notional and Swap Block
Changed @VenuTyp S to R
Added @Scope to all RegTrdID components.
Eliminated KCB exchange.
Added @TotTrdQty, @TotTrdMultdQty to outbound TrdCaptRpt and TrdCaptRpt/Leg
Added TrdCaptRpt/RptSide/@SideExecID to outbound message only.
Added TrdCaptRpt/RptSide/@RiskChkStat and enums 2, 3, and 13 to outbound message only.

2/21/2014

Drop Copy FIX Resend - Added description of overlapping Resend Request behavior.

2/21/2014

Drop Copy Administrative Messages - Edited note on tag 142-SenderLocationID.

2/12/2014

Added video demo for Split FIFO Pro-Rata matching algorithm.

1/31/2014

ALL-IN-ONE Call - Asynchronous All-In One Call now available.

1/24/2014

Mass Quotes - Added recommendation, "For optimal round-trip performance, Mass Quote messages should include 6-8 two-sided quotes."

1/17/2014

Standardized tag 37-OrderID datatype as String(17) in iLink 2 Application Message Formats.

1/17/2014

Added Trade Summary Matching Scenario Examples to MDP 3.0 - Market Data Incremental Refresh.

1/15/2014

MDP3 - Updated description of tag 5796-TradingReferenceDate throughout. Updated description of tag 731-SettlPriceType for Bit 1 throughout.

1/10/2014

Onboarding and Verification - Added

1/10/2014

Migrated Data Center Consolidation Disaster Recovery Scenarios from Pending Client System Impacts to Disaster Recovery Scenarios.

1/8/2014

MDP3 - Legacy Market Data Incremental Refresh for Testing Only - updated tag 5799-MatchEventIndicator description of Bit 5.

1/8/2014

MDP3 - Market Data Incremental Refresh:

-updated tag 5799-MatchEventIndicator description of Bit 5.

-added tag 268-NoMDEntries to tag usage tables. removed Book Reset column from tag usage tables.

-added tag 1180-ApplID to 35=X Data Block layout table.

1/8/2014

MDP3 - Added Channel Reset section.

1/8/2014

MDP3 - Channel Reset - Updated steps and diagram to reflect enhancements to process.

1/8/2014

Added new topic: Mass Order Status

1/3/2014

MDP3 - Channel Reset: Updated value descriptions for tag 269 = E (Implied Bid) and F (Implied Offer).

1/3/2014

Added new topic: BMD Market Data - Volume and Open Interest

1/3/2014

Margin Service API - What If Analysis - Added

Updated with Version 1.2 XML Schema.

1/1/2014

FIX/FAST to MDP3 Channel Mapping - Added

Event Driven Messaging diagrams updated to depict new MDP3 - Market Data Incremental Refresh Trade Summary layout.

Updated message specification with new MDP3 - Market Data Incremental Refresh message layout and designated previous version as MDP3 - Legacy Market Data Incremental Refresh for Testing Only.

12/13/2013

Market Data - Snapshot Full Refresh

Removed the value 22 (Opening Rotation) from tag 1682-MDSecurityTradingStatus.

12/13/2013

CME Globex Self Match Prevention

Updated "Example 3: Self match Prevention – Mass Quote."

12/13/2013

iLink 2 Quote Cancel Acknowledgment

Edited description of tag 9775-UnsolicitedCancelType.

12/13/2013

Market Data - Security Status

Removed 3 (Instrument authorization) from list of valid values for tag 327-HaltReason.

12/13/2013

MDP3 - Binary Packet Header; MDP3 - Security Definition; MDP3 - Request for Quote; MDP3 - Market Data Security Status

Updated description of UTCTimestamp for SendingTime.

12/13/2013

MDP3 - Multiple Depth Book

Removed all instances of tag 269-MDEntryTypef (Price Band Variation).

12/13/2013

Removed note about last best price from bottom of page.

12/13/2013

MDP3 - Market Data Incremental Refresh

Updated value 269-MDEntryType=g (Threshold Limits and Price Band Variation) in 35=X data block.

12/11/2013

CME Direct

CME Direct Installation - added new topic.

12/6/2013

OSR - Message Processing

Updated valid values in tag 39-OrdStatus description.

11/27/2013

Cross Matches with Another Order - Partial Fill - Side - updated scenario.

11/22/2013

MDP 3.0 - Security Definition

Updated tag 200-MaturityMonthYear description for weekly options products.

11/22/2013

MDP 3.0 - Market Data Snapshot Full Refresh

Updated description of tag 75-TradeDate.
Updated description of tag 5796-TradingReferenceDate.

11/22/2013

MDP 3.0 - Market Data Security Status

Updated description of tag 75-TradeDate.

11/22/2013

MDP3 - Legacy Market Data Incremental Refresh for Testing Only

Updated description of tag 731-SettlPriceType for bit 1.

11/22/2013

Updated entire topic to reflect data center consolidation.

11/20/2013

UDS Expiration and Extension - deleted statement 'Quote or order activity on a UDS during the defined week of expiration extends instrument expiration an additional trading week.'

11/15/2013

Options Exercise API

Added this new topic to Pending Client System Impacts.

11/15/2013

ALL-IN-ONE Call - added new topic and updated new Version 1.1 schema.

11/13/2013

Summary - Options Spread Types

CME Europe on CME Globex - Updated description of Futures Calendar Spreads (SD).

11/8/2013

Updated construction for Horizontal Calendar (HO) Spread.

11/8/2013

Updated Calendar Diagonal (DG) options spread description.

11/8/2013

CME Europe on CME Globex - Updated Futures Calendars Spreads (SD) for CME Europe section.

11/8/2013

Block Trades Messaging Format updated description for tag 278-MDEntryID and tag 280-MDEntryRefID is decremented.

11/8/2013

Updated UDS Expiration and Extension rules.

11/8/2013

Added Limited Availability Products.

11/6/2013

MexDer - Outbound Messages from CME Globex to Client System

Updated sample messages in the example under "Execution Report - Order Elimination Acknowledgment."

11/6/2013

Updated iLink 2 Quote Request message specification with tag 9943-QuoteType as being a repeating group tag.

11/6/2013

In the Market Data - Snapshot Full Refresh message, for tag 1682-MDSecurityTradingStatus, the value 5 = Price Indication is deprecated.

10/30/2013

Drop Copy Application Message Request Acknowledgment

Added list of valid values for tag 1354-ApplRespError.

10/25/2013

Market Data - Trading Statistics Reset Based on Market State Value - update to: tag 326-SecurityTradingStatus can be any value.

10/25/2013

Updated iLink 2 New Order and Order Cancel/Replace in the tag 210-MaxShow description: 'In CME Eurodollar Futures products, the maximum display ratio is 1:60.'

10/23/2013

Updated Market Data - Quote Request tag 54-Side Valid Values and Description.

10/23/2013

Updated iLink 2 Quote Request message specification.

10/18/2013

Added TAS Calendar Spread description to list of available Futures Spreads.

10/18/2013

Risk Management Tools - added new topics for Kill Switch and Access Manager.

10/18/2013

Developer Guide - added new topic.

10/16/2013

Disaster Recovery Scenarios

Introduced this new topic as an enhanced version of Electronic Trading Concepts. Provides overview of services available from CME Group platforms and additional information such as OTC Trade Reporting.

10/16/2013

Added topic to Pending Client System Impacts.

10/9/2013

Transaction - Add and Authentication and Entitlement- added CSV format and examples.

10/4/2013

MDP3 - see top for list of updates.

10/2/2013

Security Definition message - included tag 1300-MarketSegmentID.

10/2/2013

Electronic Trading Concepts

Implied Orders - added video examples.

9/27/2013

MDP3 - Template Extension - updated explanation.

9/27/2013

CME Globex Self Match Prevention - client impact assessment rolled into main body.

9/25/2013

Margin Service API - Margin - Get - added notes and mappings to response xpaths.

9/20/2013

MDP3 - Example: Multiple Instrument Event with Implied Trades - updated diagram.

9/20/2013

Added the following entries to the table:

69.50.115.0 /24 A-Feed MDP Source Range
69.50.119.0 /24 B-Feed MDP Source Range

9/13/2013

MDP3 - standardized diagrams.

9/11/2013

CME Europe on CME Globex - added mock trading script.

9/11/2013

Margin Service API - Transaction - Add - added XML examples for CDS and Add Bulk Transactions.

9/11/2013

iLink 2 Security Definition - deprecated tag 762 from the message specification.

9/6/2013

iLink 2 Application Message Formats

Layouts updated to reflect that the following tag values will always be uppercase on outbound (CME Globex to client system) messages.

Tag 1-Account
Tag 79-AllocAccount
Tag 9771-MMAccount
Tag 57-TargetSubID

9/6/2013

MexDer - Outbound Messages from CME Globex to Client System - incorporated content from MexDer Single Engine client impact assessment.

9/6/2013

Sample Security Definitions for BMD Products

BMD Security Definition

Incorporated content from BMD Instruments External Name Change client impact assessment.

9/6/2013

Requests, Enumerations, Objects, Types, Transaction - Add, Transaction - Update, Transaction - List

Included additional messaging for 1.1 Schema.
Added FIXML mappings for CDS in Margin Service API - REST.
Added Error Codes.

9/4/2013

Market Data - Incremental Refresh - added tag 1003-TradeID to the message layout.

8/30/2013

MDP 3.0 - Market Data Snapshot Full Refresh - updated sample messages.

8/30/2013

iLink 2 Application Message Formats - removed tag 77 from iLink 2 New Order and iLink 2 Order Cancel-Replace Request mesage layouts.

8/30/2013

MDP3

Updated Security Definition, Market Data Snapshot Full Refresh, Market Data Incremental Refresh tag 731-SettlePriceType usage.
Added tags 779-LastUpdateTime, 1149-HighLimitPrice, 1148-LowLimitPrice to Market Data Snapshot Full Refresh and removed values f and g from tag 269-MDEntryType enumeration.
Updated enumeration for tags 6350-TickRule, 37702-MainFraction, tag 37703-SubFraction in the Security Definition message layout.

8/30/2013

Emissions - migrated topic from Partner Exchange topic (formerly Green X) to product specific Emissions topic.

8/23/2013

Cancel on Disconnect - Edited example in "Different SenderCompIDs on Single iLink Session" section to show that both orders are cancellede

8/21/2013

MDP3 - TCP Recovery - added diagram to show TCP Replay format.

8/21/2013

Electronic Trading Concepts

Stop Logic - updated functional description.

8/21/2013

Session Layer - Resend Request - changed 'highly recommended' to 'required' that client system request the maximum limit.

8/21/2013

iLink 2 Application Message Formats - updated tag 37-OrderID definition for all application messages containing this tag sent from CME Globex to the client system.

8/12/2013

MDP3 - added MDP3 Message Structure example. Added note to Schema Versioning and Repeating Group Definitions sections. Updated message specification with repeating group top-level tag behavior.

8/9/2013

iLink 2 Order Cancel and Order Cancel-Replace Reject - added value 1003 (Orders may not be cancelled while the market is closed) to tag 102-CXlRejReason

8/7/2013

MDP3 - changed tag TimeBracket to tag 37704-EventTimeDelta in the MDP3 - Market Data Incremental Refresh message and related examples.

7/26/2013

Electronic Trading Concepts

Order Qualifiers added E3, E4, E5 to list of Interest Rate Products not eligible for Display Quantity.

7/26/2013

MDP3 - added MDP3 Implied Matching Status to the MDP3 - Market Data Security Status topic.

7/19/2013

CME Connectivity Offerings - updated available offerings.

7/12/2013

Electronic Platform Information Console

Market Data - Security Definition - updated tag 872-InstAttribType description.

7/10/2013

Volatility Quoted Options topic deprecated.

7/10/2013

Mass Order Cancel - removed tag 1376-MassActionRejectReason from Order Mass Action Report message. Updated Order Mass Action example.

7/10/2013

Electronic Trading Concepts

Order Qualifiers - updated description for Display Quantity order qualifier.

7/2/2013

CME Europe on CME Globex - added Futures Calendar Spreads (SD) for CME Europe section.

7/2/2013

MDP3 - Functional Specification - added topic.

7/2/2013

Cert Data Center - added topic.

6/19/2013

CME Globex Self Match Prevention - updated to include BMD exception.

6/19/2013

Market Data - Natural Refresh - updated book example.

6/19/2013

Submitting Entity and Product Information - updated Party Role Validations.

6/14/2013

CME ClearPort API - FIXML Message Specification - updated SecType value for Options from OPT to OOF or OOC for: Trade Capture Report - Inbound, Trade Capture Acknowledgment Message, Trade Capture Report Message - Outbound.

6/13/2013

Streamlined Market Data Cold Storage - incorporated content from the "Streamlined Market Data for Block Trades" client impact assessment topic.

6/13/2013

Mass Order Cancel - added topic.

6/5/2013

MDP3 - added topic.

5/31/2013

CME ClearPort API - additional content.

5/31/2013

Electronic Trading Concepts

Messaging Controls - removed Order Cancel Request (tag 35-MsgType=F) from table of 100 MPS Application messages.

5/24/2013

Incorporated Brazilian Mercantile and Futures Exchange-Sao Paulo Stock Exchange client impact assessment topic.

5/22/2013

Electronic Trading Concepts

Messaging Controls - updated with information regarding Order Status Request (OSR) messaging.

5/22/2013

Quote Request - Client to CME Globex Message Structure - tag 9943-QuoteType updated as a non-repeating group tag.

5/17/2013

Electronic Trading Concepts

Messaging Controls - updated parameters.

5/17/2013

Market Data - Natural Refresh - updated example for Natural Refresh.

5/8/2013

Incremental Refresh for BVMF Market Data - edited "Final Settlement" section and renamed it to "Settlement Price."

5/8/2013

CME Europe on CME Globex - updated tag 1151-SecurityGroup value for Euro/Chinese Renminbi.

5/3/2013

Electronic Trading Concepts

Messaging Controls - updated threshold and interval information.

5/1/2013

MexDer - Product and Market Statisticsand MexDer - Product Information updated.

4/26/2013

Market Data - Security Definition - updated data type for tag 623-LegRatioQty from Float(20) to Int(2) and tag 1017-LegOptionDelta from Float(20) to Float(2).

4/17/2013

Market Data Platform: Market Data - Snapshot Full Refresh - tag 1682-MDSecurityTradingStatus is included in the body of the message (formerly included in the FIX Header layout).

4/3/2013

Added MexDer Mock Trading topic.

3/27/2013

Added CME Europe on CME Globex topic.

3/21/2013

Added BMD Instruments External Name Change topic.

3/15/2013

Margin Service API - Transaction Formats - in all message samples, moved <Instrmt> block above <RptSide>.

3/15/2013

Margin Service API - Transaction Formats - added links to an FpML schema and FIXML information.

3/13/2013

Added BVMF Mock Trading topic.

3/8/2013

Electronic Trading Concepts

Futures - Spreads Availability per Product Complex and Summary - Futures Spreads - added the Implied Treasury Intercommodity Spread (tag 762-SecuritySubType=IV).

3/6/2013

Added Streamlined Market Data for Block Trades topic.

3/1/2013

ITC - updated Category Code Z - Contract Specifications message examples.

2/27/2013

Electronic Trading Concepts

Futures Spreads - added Interest Rate Inter-Commodity Spread (DI) and also to related topics.

2/22/2013

iLink 2 Application Message Formats - added note to description of tag 1028-ManualOrderIndicator for all inbound (client system to CME Globex) messages.

2/22/2013

iLink 2 Application Message Formats - changed maximum length of tag 9717-CorrelationClOrdID from 5 bytes to 20 bytes in all outbound (CME Globex to client system) messages.

2/22/2013

iLink 2 Application Message Formats - edited description of tag 9717-CorrelationClOrdID in all inbound (client system to CME Globex) messages.

2/22/2013

BMD Security Definition - added tag 462-UnderlyingProduct to table.

2/22/2013

Sample Security Definitions for BMD Products - updated sample message for Crude Palm Oil Future Outright (OCPO).u

2/20/2013

Electronic Platform Information Console

CME Direct DR - new topic.

2/15/2013

Indicative Opening Price - Theoretical Opening Price (TOP) changed to Indicative Opening Price (IOP) to reflect the fact that the pre-open display price is calculated from existing orders.

2/13/2013

iLink Order Types - added designated limit reject scenario for Market-Limit Order (Bid) with Market.

2/8/2013

Market Data - Security Definition - corrected tag 827-ExpirationCycle as a non-repeating group tag and positioned after tag 55-Symbol.

2/8/2013

Drop Copy Application Message Request Acknowledgment - corrected data format type for tag 1354 in the message.

2/8/2013

Streamlined Market Data for Equity Indices - incorporated content from the "Dow Jones Indices" client impact assessment topic.

2/8/2013

Equity Indices Messaging Format - incorporated content from the "Dow Jones Indices" client impact assessment topic.

2/6/2013

Corrected tag 48-SecurityID data format to Int(12).

2/1/2013

New API added to this site. This API gives all market participants direct access to CME Clearing initial margin engines for portfolio analysis.

1/31/2013

CME Public IP Prefix Summary - new IP addresses for Performance Gateway Source Range.

1/30/2013

Streamlined Market Data for the Eris Exchange - incorporated content from the "Eris Exchange SwapBook 3.0 Upgrade" client impact assessment topic.

1/25/2013

Electronic Trading Concepts

Velocity Logic - updated "Market Remains Open" and "Market Is Reserved" rows in the table.

1/18/2013

Market Data - Security Definition - corrected allowable min/max for tag 1017-LegOptionDelta.

1/18/2013

iLink 2 Order Status Request - incorporated content from the "CME Globex Performance Release" client impact assessment topic.

1/18/2013

Order Status Request - OSR - incorporated content from the "CME Globex Performance Release" client impact assessment topic.

1/18/2013

iLink 2 Quote Request - incorporated content from the "CME Globex Performance Release" client impact assessment topic.

1/18/2013

iLink 2 Quote Cancel - incorporated content from the "CME Globex Performance Release" client impact assessment topic.

1/18/2013

iLink 2 New Order Cross - incorporated content from the "CME Globex Performance Release" client impact assessment topic.

1/18/2013

Session Layer Validation Conditions - incorporated content from the "CME Globex Performance Release" client impact assessment topic.

1/18/2013

iLink 2 Session Level Reject - incorporated content from the "CME Globex Performance Release" client impact assessment topic.

1/18/2013

iLink 2 Security Definition Request - incorporated content from the "CME Globex Performance Release" client impact assessment topic.

1/18/2013

iLink 2 Mass Quote - incorporated content from the "CME Globex Performance Release" client impact assessment topic.

1/16/2013

Added BVMF Enhancements topic.

1/16/2013

MexDer Single Engine - updated US Dollar Option sample messages.

1/16/2013

Electronic Trading Concepts

Market State and Instrument State Order Activity Restrictions - updated tag 55-Symbol value.

1/9/2013

Electronic Trading Concepts

Market State and Instrument State Order Activity Restrictions - updated descriptions of allowed order entry activity per state and added Instrument State description.

1/9/2013

Market Data - Security Definition - updated tag 711-NoUnderlyings description.

1/9/2013

Market Data Services - updated Security Definition Flat File (secdef.dat) availability timetable.

1/9/2013

Electronic Trading Concepts

Match Algorithm Type C - FX Calendar - updated topic for type C match algorithm.

1/9/2013

MexDer Single Engine - updated CFI code and edited description of Execution Report - Order Elimination Acknowledgment for End of Session.

1/9/2013

Electronic Trading Concepts

Velocity Logic - added as a new topic.

12/19/2012

Added MexDer Single Engine topic.

12/14/2012

Electronic Trading Concepts

Market State and Instrument State Order Activity Restrictions - added notes about allowed order types and qualifiers for pre-open, pre-open/no cancel, and pause market states.

12/14/2012

Electronic Trading Concepts

Futures Spreads - updated examples for Bundle Spread (BS).

12/14/2012

iLink Order Types - added notes concerning when orders will be rejected to "Market-Limit Order (Bid) with Market," "Market Order with Protection," and "Stop Order" sections.

12/12/2012

Electronic Trading Concepts

Messaging Controls - updated list of application messages, updated tables, and added note.

11/30/2012

Drop Copy Source Session Management Block Parties - for tag 453-NoPartyIDs, the value can now be 1 or more.

11/30/2012

Drop Copy Source Session Management Block Parties - tag 452-PartyRole: Added value (54 = Sender Location).

11/28/2012

iLink 2 Session Level Reject - session Level Reject (tag 35-MsgType=3) message includes tag 371-RefTagID sent only in a Quote Governor reject scenario.

11/28/2012

Market Data - Trade - clarified that an implied order cannot be an aggressor as it relates to tag 5797-AggressorSide.

11/20/2012

CME Regional Failover Customer Mock Trading Session - new mock trading date scheduled.

11/20/2012

iLink 2 Order Cancel and Order Cancel-Replace Reject - tag 1-Account is included in the layout and sent for a reject of an Order Cancel-Replace Request.

11/7/2012

Electronic Trading Concepts

Messaging Controls - updated Message Volume Controls threshold information.

11/7/2012

Eris Exchange SwapBook 3.0 Upgrade - added information on TCP Replay for Security Definition Only.

11/7/2012

Eris Exchange SwapBook 3.0 Upgrade - added Security Definition Request (35=c) message specification.

11/2/2012

Order Entry Path DR Process - updated information regarding IP addresses for Order Entry and Drop Copy.

11/2/2012

Decay Variable Quantity Energy Products

Disaster Recovery for CME Globex Market Data - updated information regarding source IP addresses for market data.

11/2/2012

Migrated from Pending Client System Impacts topic to Variable Quantity Energy Products topic

11/2/2012

Electronic Trading Concepts

Futures Spreads and Futures - Spreads Availability per Product Complex - incorporated content from Natural Gas and Power topic under Pending Client System Impacts topic.

11/2/2012

Incorporated content from Natural Gas and Power topic under Pending Client System Impacts topic.

11/2/2012

Electronic Trading Concepts

Summary - Futures Spreads - incorporated content from Natural Gas and Power topic under Pending Client System Impacts topic.

10/31/2012

iLink - Order Qualifiers - updated tag 59-TimeInForce behavior description.

10/17/2012

Eris Exchange SwapBook 3.0 Upgrade - added new client system impact topic.

10/17/2012

Dow Jones Indices - Added information on market data dissemination times.

0/12/2012

iLink 2 Order Cancel and Order Cancel-Replace Reject

iLink 2 Quote Cancel - updated message layout to include tag →295-NoQuoteEntries to reflect production.

10/10/2012

Added valid value for tag 102-OrderCxlRejectReason: 2045 - This order is not in the book

10/5/2012

Natural Gas and Power - added comprehensive product list.

10/3/2012

9/21/2012

CME Globex Performance Release Climp - updated mock trading session information.

9/21/2012

Electronic Trading Concepts

Clarification that orders having a maximum display quantity, also known as iceberg orders, after exhausting the display quantity, are reinstated at the bottom of the order book.

9/21/2012

iLink - Order Qualifiers - clarification that orders having a maximum display quantity, also known as iceberg orders, after exhausting the display quantity, are reinstated at the bottom of the order book.

9/12/2012

Decay Variable Quantity Energy Products - added topic.

9/12/2012

Streamlined Market Data Cold Storage - incorporated OTC Daily Market Data client impact.

9/12/2012

Natural Gas and Power - added new product list for September 17th New Release to client impact.

9/5/2012

8/29/2012

MexDer - Risk Control Gateway - migrated from Pending Client System Impacts to MexDer - Risk Management Tools.

8/22/2012

RMI API Cancel Functionality - migrated from Pending Client System Impacts topic to Risk Management Interface API topic.

8/22/2012

Electronic Trading Concepts

Settlement Prices - updated time that final settlement prices are sent to between 5:30 p.m. and 9:30 p.m. (Monday through Thursday).

8/22/2012

Market Data - Final Settlement - updated time that final settlement prices are sent to between 5:30 p.m. and 9:30 p.m. (Monday through Thursday).

8/17/2012

Top level topic added to house all market data topics including CME Globex Legacy Market Data, Streamlined Market Data Cold Storage, and the new topic ITC.

8/15/2012

Natural Gas and Power - added new product listing for Monday August 20th New Release availability.

8/15/2012

iLink 2 Message Specification - tag 9717-CorrelationClOrdID is String(5) in all Execution Reports except for Order Status Request Acknowledgment which is String(20).

8/15/2012

CME Globex Performance Release Climp - added Fallback Procedure topic.

8/15/2012

Added Certification Environment topic.

8/15/2012

Dow Jones Indices - added new client impact topic for Dow Jones Indices.

8/15/2012

Streamlined Market Data Cold Storage - incorporated Equity Indices (S&P) Enhancements client impact.

8/10/2012

Migrated to Client Systems Wiki.

8/10/2012

MexDer - Outbound Messages from CME Globex to Client System - Updated "Execution Report for Order Elimination and Order Cancel Acknowledgment" section and added example.

8/8/2012

Electronic Trading Concepts

Exchange Traded Instruments on CME Globex - updated terms and graphic.

8/3/2012

iLink 2 Execution Report - Order Creation Cancel or Modify - Correction: tag 378-ExecRestatementReason is sent in Order Cancel Acknowledgment tag 35-MsgType=8, tag 39-OrdStatus=4 (removed from Order Elimination message tag 35-MsgType=8, tag 39-OrdStatus=C).

8/1/2012

CME Globex Performance Release Climp - additional information for Mass Quote early adopters.

8/1/2012

Natural Gas and Power - additional products added to product listing and new dates for New Release and Production availability.

8/1/2012

iLink Order Types - updated book update examples per order type.

8/1/2012

iLink Solicited vs Unsolicited Order Cancel Acknowledgements - this topic is deprecated due to introduction of tag 378-ExecRestatementReason in the iLink 2 Execution Report - Order Elimination message.

7/27/2012

iLink 2 Execution Report - Order Status Request Acknowledgment - corrected valid values for tag 39-OrdStatus.

7/25/2012

iLink Security Definition - added tag 623-LegRatioQty to the option and future repeating tag groups.

7/25/2012

Natural Gas and Power - added new topic to describe new futures spread types for energy products.

7/17/2012

Risk Management Interface Message Specification - tag 1545-InstrumentScopeSecurity Group is optional within the Instrument Scope Component in the Party Entitlement Definition Request (tag 35-MsgType=CU) message.

7/17/2012

Risk Management Interface Message Specification - the Components Party Entitlements Ack, Party Detail, Related Party Detail, Entitlement, Entitlement Attributes, Instrument Scope are optional within the Party Entitlement Definition Request Ack (tag 35-MsgType=UB) and will be present only in messages with a ReqStat=1 (accept with changes) and not in outright accepts or outright rejects.

7/17/2012

Client Systems Wiki Revision History

Risk Management Interface Message Specification - ll Components except <PartyEntitlement> are optional in the Party Entitlements Report (tag 35-MsgType=CV) and returned only if there were active blocks for the Related Party ID.

7/17/2012

Added the link to userfeedback@cmegroup.com to encourage user experience feedback.

7/17/2012

Client Systems Wiki Revision History

How to Use this Site - Added the link to userfeedback@cmegroup.com to encourage user experience feedback.

7/13/2012

MexDer Risk Control Gateway - updated "Risk Management Gateway" section.

7/13/2012