The following table includes all attributes across RDW Datasets and tables. All attributes can be used for queries, joins, and other BigQuery functions.

Field NameTypeModeDescriptionv_product_btecv_instrument_btecv_product_ebsv_instrument_ebsv_product_fnov_product_spec_fnov_option_series_fnov_instrument_fno
air_accrued_funding_fctrNUMERICNULLABLEThe AIR TRF accrued funding value for this instrument for the specified business date, to seven decimal places.






x
air_business_dateDATETIMENULLABLEThe AIR TRF business date to which the funding values apply.






x
air_daily_funding_fctrNUMERICNULLABLEToday’s contribution to that aggregate AIR TRF Accrued Funding value, to seven decimal places.






x
air_days_to_maturity_countNUMERICNULLABLE

The  AIR TRF days to maturity. The number of calendar days to maturity for physical settlement counting from the current settle value date to the value date for maturity.








x
air_financing_days_countNUMERICNULLABLE

The number of calendar days between current exchange business day and the instrument's AIR TRF final settlement date.








x
air_funding_statSTRINGNULLABLE

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

Valid values:

Prelim
Final








x
air_interest_rtNUMERICNULLABLEInterest rate for AIR TRF instrument.






x
air_interest_rt_idxSTRINGNULLABLEUnderlying index for AIR TRF instrument.






x
all_or_none_indSTRINGNULLABLEIdentifies All or None (AON) instrument.    
x





allocation_deadline_timeTIMENULLABLE17:15:00 (for LCH German Special)
x





asset_classSTRINGNULLABLEUnderlying asset type.x
x
x


asset_sectorSTRINGNULLABLE

Sector associated with product.

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

Synthetic products will not have sector information.

x
x
x


asset_sub_classSTRINGNULLABLESub class within asset class (for example: Credit, Foreign Exchange).x
x
x


asset_sub_sectorSTRINGNULLABLE

Sub-sector associated with product.

x
x
x


assignment_mthdSTRINGNULLABLE

Method used for assignment of futures upon options delivery:

Random
Pro-Rata





x


base_idx_typeSTRINGNULLABLE

Base index name.


x





bil_acc_rej_timerNUMERICNULLABLEDuration in seconds for bilateral accept or reject timer.
x





block_trade_elig_indSTRINGNULLABLEBlock Trade eligible products



x


btic_indSTRINGNULLABLEIndicates if instrument is BTIC.



x

x
cfi_codeSTRINGNULLABLE

CFI Codes used in CMEG clearing systems; will not always match the CFI Codes used on CME Globex.


x
x


x
clearport_elig_indSTRINGNULLABLEIndicates if instrument is eligible to trade via CME ClearPort



x


clr_aliasSTRINGNULLABLEThe instrument symbol used in CME Clearing for clearing reports like the Trade Register.
x
x


x
clr_cab_pxNUMERICNULLABLECabinet trade price in Clearing and Post-Trade systems.



x


clr_org_idSTRINGNULLABLE

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

BME
BONY
CLEARNET
EUREX
FICC
MONTE

x






clr_symSTRINGNULLABLE

The product code used in CME Clearing for clearing reports like the Trade Register.

xxxxx

x
commodity_standardsSTRINGNULLABLEThe commodity standards for physically-delivered contracts.




x

contract_notional_amtNUMERICNULLABLENotional amount per contract.x
x
x


contract_periodSTRINGNULLABLE

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

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


x
x

xx
contrary_instruction_indSTRINGNULLABLEIndicates whether Contrary Instructions are allowed.



x


coupon_day_countSTRINGNULLABLE

The convention used for accruing interest. Values include:

ACTACT = ACT/ACT (ICMA)
ACTAFB = ACT/ACT (AFB)
ACT365 = ACT/365 (FIXED)
ACT360 = ACT/360
US30360 = 30/360 (SIA)
EU30360 = 30E/360 (EUROBOND BASIS)


x





coupon_freq_periodNUMERICNULLABLENumber of  coupon periods in a year.
x





coupon_freq_unitSTRINGNULLABLEHow often are there are coupon payments.
x





coupon_rateFLOATNULLABLEThe fixed rate at which a bond or loan pays out on a periodic basis (rate of interest * principal).   






x
coupon_rtFLOATNULLABLEThe fixed rate at which a bond or loan pays out on a periodic basis (rate of interest * principal).   
x





coupon_typeSTRINGNULLABLEDescribes the type of interest payment such a discount, fixed, float, and variable.
x





cusipSTRINGNULLABLEUS and Canadian externally registered security identifier.
x





daily_indSTRINGNULLABLEIndicates if instrument is a Daily.



x


dated_dateDATETIMENULLABLE

The date at which interest begins to accrue.

This will be the same as the issue date except when the issue date falls on a weekend or holiday.


x





days_or_hoursSTRINGNULLABLEIndicates for variable quantity products whether the instrument is effected in days or hours.




x

debt_security_maturity_dateDATETIMENULLABLEThe date the debt security matures.
x





derived_block_elig_indSTRINGNULLABLEIndicates if product is eligible for derived block trading



x


dirty_px_roundingNUMERICNULLABLE

Numerical codes to indicate rounding type.

0 - nearest

1 - rounds up

2 - rounds down

x






dirty_px_tickNUMERICNULLABLE

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

x






dynamic_indSTRINGNULLABLEIndicates if option series supports dynamic strike creation.





x
efix_instr_indSTRINGNULLABLEIndicates if instrument is traded on the CME Globex eFix matching service.


x



efix_prod_indSTRINGNULLABLEIndicates if product is traded on the CME Globex eFix matching service.

x




efp_elig_indSTRINGNULLABLEIndicates if product is eligible for EFP transactions.



x


efr_elig_indSTRINGNULLABLEIndicates if product is eligible for EFR transactions.



x


end_dateDATETIMENULLABLEDate a repo ends
x




x
exch_idSTRINGNULLABLE

Exchange identifier used in the CME Group Post Trade applications.

xxxx


x
exch_micSTRINGNULLABLE

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

xxxx


x
exercise_mthdSTRINGNULLABLEExercise method.





x
exercise_styleSTRINGNULLABLE

Human-readable options exercise instructions.






x

final_settlement_dateDATETIMENULLABLEFinal settlement date.






x
first_coupon_dateDATETIMENULLABLE

The first coupon date of the debt maturity


x





first_delivery_dateDATETIMENULLABLE

First delivery date. The first date that users will complete delivery.

Not applicable to financially settled instruments.








x
first_notice_dateDATETIMENULLABLE

First notice date. The first date that users will get notified that they have been assigned a delivery.

Not applicable to financially settled instruments.








x
first_position_dateDATETIMENULLABLE

First position date; also considered the First Holding Date or First Inventory Date. The date when CME Clearing will begin accepting position dates, where applicable, for deliverable contracts.

Not applicable to financially settled instruments.








x
first_trade_dateDATETIMENULLABLEClearing first trade date (actual instrument first trade date)    
x
x

xx
fisnSTRINGNULLABLEFinancial instrument short name. Used for MiFid reporting.
x





fixed_payout_amtNUMERICNULLABLEUnder development.



x


fixing_nameSTRINGNULLABLEName that includes the fixing source, time and location. Only used for eFix products and instruments.


x



fixing_srcSTRINGNULLABLE

Fixing rate source. Only used for eFix products and instruments.

Valid values include:

WMR - WM Reuters
BFIX - Bloomberg BFIX
ABS - Association of Banks Singapore
HSRA - Hedge Settlement Rate Australia
TKFE - Tokyo FX Hourlies
TMA - Treasury Markets Association
MOEX - Moscow Exchange



x
x


fixing_src_local_timeSTRINGNULLABLEThe local time of the fixing source. Only used for eFix products and instruments.


x



fixing_time_zoneSTRINGNULLABLE

The region/time zone associated with the fixing time.



x




float_offsetNUMERICNULLABLE

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

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


x





floor_call_symSTRINGNULLABLEProduct code for the call instrument as traded on the floor.



x


floor_elig_indSTRINGNULLABLEIndicates if product is eligible for floor trading.



x


floor_put_symSTRINGNULLABLEProduct code for the put instrument as traded on the floor.



x


frac_px_mainNUMERICNULLABLE

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

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





x


fractional_px_indSTRINGNULLABLEIndicates if product price should be displayed in fractional or decimal notation.x
x
x


frax_px_subSTRINGNULLABLE

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

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





x


gbx_book_depthINTEGERNULLABLEMarket data book depth on the core CME Globex MDP feed.
x
x


x
gc_basket_identifierSTRINGNULLABLE

CUSIP or ISIN of Repo Basket

x






glbx_aliasSTRINGNULLABLE

Instrument symbol used for trading on CME Globex.


x
x


x
glbx_cab_pxSTRINGNULLABLECabinet price for trading on the CME Globex Central Limit Order Book (CLOB).



x


glbx_deselection_dateDATETIMENULLABLEDate when option series is removed from CME Globex.





x
glbx_display_fctrSTRINGNULLABLEDisplay Conversion Factor for CME Globex prices.



x


glbx_elig_indSTRINGNULLABLEIndicates if product is eligible to be traded on CME Globex.x
x
x


glbx_first_trade_dateSTRINGNULLABLE

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


x
x

xx
glbx_group_descSTRINGNULLABLE

This describes the CME Globex Group Code.

x
x
x


glbx_group_idSTRINGNULLABLE

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

xxxxx

x
glbx_gt_elig_indSTRINGNULLABLEIndicates if product is eligible for Good Till Cancel or Good Till Date order durations.



x


glbx_last_trade_dateSTRINGNULLABLE

Last date instrument is tradable on CME Globex CLOB.


x
x

xx
glbx_match_algoSTRINGNULLABLEMatch algorithm indicator for CME Globex markets.x
x
x


glbx_ord_intra_inc_qtyNUMERICNULLABLE

MidSession minimum incremental quantity.


x





glbx_ord_intra_max_qtySTRINGNULLABLE

MidSession maximum value allowed for a single order.


x





glbx_ord_intra_min_qtyNUMERICNULLABLE

MidSession minimum value allowed for a single order.


x





glbx_ord_max_qtySTRINGNULLABLEMaximum value allowed for a single quote or order on CME Globex.    xxxxx


glbx_ord_min_qtySTRINGNULLABLE

Minimum order or quote size required on CME Globex.

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

xxxxx


glbx_security_idSTRINGNULLABLEA unique identifier for each CME Globex instrument; same value as in tag 48-SecurityID on iLink and MDP.
x
x


x
glbx_selection_dateDATETIMENULLABLEDate when option series is added to CME Globex.





x
glbx_symSTRINGNULLABLE

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

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

To ensure you receive all product records, CME Group recommends querying with a wild card when using this parameter.

xxxxx

x
globex_ord_max_qtySTRINGNULLABLEMaximum value allowed for a single quote or order on CME Globex.






x
globex_ord_min_qtySTRINGNULLABLE

Minimum order or quote size required on CME Globex.

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








x
good_for_session_indSTRINGNULLABLE

Indicates GFS (Good For Session) TimeInForce eligibility on CME Globex.



xx



gov_bond_typeSTRINGNULLABLESub-category for government bonds.
x





ilink_elig_indSTRINGNULLABLEiLink Mass Quote eligible products.x
x
x


inc_order_min_qtyNUMERICNULLABLE

Minimum incremental order quantity.

x
xx



initial_inventory_due_dateDATETIMENULLABLE

First inventory date also considered the First Holding Date. The date when CME Clearing will begin accepting position dates, where applicable, for deliverable contracts.

Not applicable to financially settled instruments.








x
Instr_guidSTRINGNULLABLEHistorically unique instrument identifier in alpha-numeric format.
x
x

xx
Instr_guid_intNUMERICNULLABLEHistorically unique instrument identifier in integer format.
x
x

xx
instr_nameSTRINGNULLABLEHuman-readable instrument name for display purposes.
x




x
intervening_daysNUMERICNULLABLE

For FX SPOT - Number of business days, as an offset from Trade Date which determines the instrument's Settlement Date.

For NDF - Number of business days (plus tenor) used to determine settlement date.




x



isinSTRINGNULLABLEEuropean externally registered security identifier.
x





issue_dateDATETIMENULLABLEThis is the issue date (which is the first settlement date with the issuing counterparty).
x





issuer_countrySTRINGNULLABLEThe country the issuer is domiciled in. The 2 character ISO code will be used.
x





issuer_leiSTRINGNULLABLEIssuer's Legal Entity ID.
x





issuer_long_nameSTRINGNULLABLEThe entity issuing the debt instrument.
x





issuer_sub_typeSTRINGNULLABLESub category for assets.
x





issuer_typeSTRINGNULLABLEThe bond type which will flag supra national debt securities. These values will be available on the collateral - thus the list includes non-tradeable instruments.
x





itm_otm_indSTRINGNULLABLE

Describes treatment of At the Money (ATM) option strikes at time of exercise and assignment.

Please see cmegroup.com for more information on options exercise and assignment.

Values include:

CALL-ITM: ATM Call strikes are treated as In the Money (ITM)
PUT-ITM: ATM Put strikes are treated as In the Money (ITM)
PUT/CALL-ITM: All ATM strikes are treated as ITM
OTM: ATM strikes are treated as Out of the Money




x


last_delivery_dateDATETIMENULLABLE

Last delivery date. The last date that users may complete delivery.

Not applicable to financially settled instruments.








x
last_delivery_rulesSTRINGNULLABLERules for the last delivery day of an expiring contract.




x

last_efp_dateDATETIMENULLABLELast EFP Date






x
last_intent_dateDATETIMENULLABLE

Last intent date








x
last_inv_dateDATETIMENULLABLE

Last inventory date.

Not applicable to financially settled instruments.








x
last_inventory_due_dateDATETIMENULLABLE

Last inventory due date also considered the Last Holding Date. 
The date when CME Clearing will no longer require position dates, where applicable, for deliverable contracts.

Not applicable to financially settled instruments.








x
last_notice_dateDATETIMENULLABLE

Last notice date. The last date that users will get notified that they have been assigned a delivery.

Not applicable to financially settled instruments.








x
last_trade_dateDATETIMENULLABLELast date instrument is tradable across all venues and trade types.    
x
x

xx
last_updated_tsTIMESTAMPNULLABLETimestamp reflecting the last time the record was updated in the source system.    xxxxx

x
limit_rulesSTRINGNULLABLE

Standard limits or circuit breakers which might apply.

Links to a human-readable source.






x

listing_rule_jsonJSONREPEATEDListing rules in JSON format.




x

long_nameSTRINGNULLABLEUsed to list the instrument for trading in the US. In EU, this plus the term code is used for the listing.    
x
x



ltd_cutoff_timeTIMENULLABLECutoff time for the last trade date.



x


marker_stlmt_rulesSTRINGNULLABLETAM and TAS text from product specification.




x

market_json_dataJSONREPEATED

Json repeating group of Market Data Platform channel(s)

channelId: MDP channel identifier

feedId: Type of market data (Ultra, Screened, Spectrum)

transport: Type of communication protocol (UDP, TCP)



x




market_segment_idNUMERICNULLABLENumeric value for CME Globex Market Segment on which the product is traded.x
x
x


mass_quote_elig_indSTRINGNULLABLEIndicates if product is eligible for Mass Quote messages on CME Globex.x
x
x


master_symSTRINGNULLABLE

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

x
x
x


maturity_dateDATETIMENULLABLESwap termination date    
x
x



md_channel_idSTRINGNULLABLEMarket Data Platform channel for CME Globex order book and trades.x


x


min_days_to_matNUMERICNULLABLE

The minimum number of days remaining on an allocated collateral before it must be substituted.

x






min_initial_orderSTRINGNULLABLE

Minimum initial order.


x





min_quote_lifeNUMERICNULLABLEMinimum duration, in number of microseconds, that a resting order must be exposed to the market before it can be cancelled or modified.


x



min_tick_jsonJSONREPEATEDMinimum tick rules in JSON format.




x

negative_px_elig_indSTRINGNULLABLEIndicates if product may use negative book and trade prices.x
x
x


negative_strike_elig_indSTRINGNULLABLEIndicates if instrument is eligible for negative strike prices.



x


non_consec_month_spread_tickNUMERICNULLABLETick information for non-consecutive month spreads.






x
notional_per_contractNUMERICNULLABLENotional amount per contract
x
x


x
on_mtf_indSTRINGNULLABLE

Indicates if the instrument is MTF regulated.



x




on_sef_indSTRINGNULLABLE

Indicates if the instrument is SEF regulated.




x




opt_exercise_styleSTRINGNULLABLE

Human-readable options exercise instructions.





x


order_min_inc_qtyNUMERICNULLABLE

Minimum incremental order quantity.


x





original_contract_sizeSTRINGNULLABLE

Sent for Decay-eligible instruments.

Indicates the contract size before decay begins.








x
otc_elig_indSTRINGNULLABLEIndicates if product is eligible for OTC trading.



x


par_or_money_indSTRINGNULLABLECollateral is valued with, or without, accrued interest, when being allocated.x






par_valueNUMERICNULLABLE

The par value of the bond.


x





peak_typeSTRINGNULLABLE

Peak Type

Values include:

Peak

Off-Peak








x
position_removal_dateDATETIMENULLABLEPosition removal date.






x
posttrade_cutoff_timeTIMENULLABLECutoff time for post-trade instructions.



x


price_band_dlSTRINGNULLABLEDecimal locator for price band.






x
prod_guidSTRINGNULLABLE

Historically unique product identifier

xxxx
xxx
prod_guid_intNUMERICNULLABLEHistorically unique product identifier in integer format.xxxx
xxx
prod_nameSTRINGNULLABLELegal product name.




x

put_call_indSTRINGNULLABLE

Indicates whether an option instrument is a put or call.

0 - Put
1 - Call








x
px_bandSTRINGNULLABLE

Differential value for price bands on CME Globex.

x
x
x


px_discretion_max_offsetNUMERICNULLABLE

Maximum allowed discretionary offset from the Limit order price. When the value in this field = 0.0, discretionary price is not allowed to be submitted for the instrument.




x



px_multNUMERICNULLABLEMultiplier to convert price to actual economic value.x
x
x


px_precisionNUMERICNULLABLE

Specifies the price decimal precision for EBS instruments:

For eFix Instruments – specifies the decimal precision of the assigned price when fixing rate applied to price found in iLink tag 6262 - BenchmarkPrice

For non eFix Instruments – specifies the decimal precision of the order price assigned at the time of execution in iLink tag 1799 - OrderEventPx
eFix Matching Service Post Trade messages are converted to underlying Spot CCY Pair. Due to differences in fixing prices from the pricing sources, trades resulting from the eFix Matching Service can be at a different price precision from the normal EBS Markets order book.



x




px_quotationSTRINGNULLABLEHow price quotes are described on the website for the product.




x

px_quote_ccySTRINGNULLABLE

The currency for the trade price.

x
x
x


px_quote_mthdSTRINGNULLABLEDefines the method for price quotes.x
x
x


px_ratioNUMERICNULLABLE

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








x
px_unit_of_measure_qtyNUMERICNULLABLEDefines the unit of measure quantity of the price if different from the product.x
x
x


px_unit_of_measure_unitSTRINGNULLABLE

Defines the unit of measure of the price if different from the product.

x
x
x


rbt_elig_indSTRINGNULLABLERelationship Based Trading Eligibility Indicator.
RBT eligible products are not eligible to trade on Globex.
xxxx



related_instr_guid_intNUMERICNULLABLE

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

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


x




x
repo_term_idSTRINGNULLABLEThe overnight or term code used for determining the repo start date relative to the trade date, and end date if a fixed term (e.g. 1W, 1M)
x





repo_year_daysNUMERICNULLABLEThe number of days in year used in REPO consideration calculations.x






reportable_positionsSTRINGNULLABLELinks to the relevant information for reportable positions.




x

rfq_cross_elig_indSTRINGNULLABLEIndicates if product is Cross eligible on CME Globex and requires an RFQ prior to Cross submission.x
x
x


run_dateDATENULLABLEDate when record was captured.xxxxxxxx
sec_sub_typeSTRINGNULLABLE

Instrument sub type

Note: Not all instruments will have subtype populated.

xxxxx

x
sec_typeSTRINGNULLABLE

Type of derivative, e.g. FUT for outright future.

xxxxx

x
series_guidSTRINGNULLABLEUnique identifier in alpha-numeric format for the options series.





x
series_guid_intNUMERICNULLABLEUnique identifier in integer format for the options series.





x
settle_at_expirationSTRINGNULLABLEHow settlement at expiration is handled.




x

settle_ccySTRINGNULLABLE

The base currency for the settlement price when different from local currency. The local currency price can be found in the settlePxCcy field.



x
x


settle_date_convNUMERICNULLABLE



x



settle_daysNUMERICNULLABLEHow many days after a trade the debt security settles.
x





settle_localeSTRINGNULLABLE

Settlement Location.

Valid Values:

London
Zurich

Only supported for Spot Precious Metals.



x




settle_mthdSTRINGNULLABLE

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

Note: For Security type COMBO ,the settle_method is defined on the outright product and will be null for the spread.

x
x
xx

settle_procedureSTRINGNULLABLEMethodology used to determine settlement.




x

settle_tickNUMERICNULLABLEUsed when instruments settle in a smaller tick than they are traded at; this field supports the settlement tick.
x
x


x
settle_using_fixing_px_indSTRINGNULLABLEIndicates if instrument is settled using a fixing price.



x


settlement_dateDATETIMENULLABLEFinal settlement date for the instrument.





x
spread_px_convSTRINGNULLABLE

Spread Pricing Convention

Valid Values:

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

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





x


spread_tickNUMERICNULLABLE

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

Only applicable to ClearPort contracts.








x
start_dateDATETIMENULLABLEDate a repo starts
x





strategy_typeSTRINGNULLABLESpread type code; used to understand spread construction, pricing, and leg price assignment.



x


strike_pxNUMERICNULLABLE

Strike price for an option.

The option strike price format is presented in the Clearing format and does not align with the MDP 3.0 Security Definition message (FIX Tag 202-StrikePrice) price format.








x
strike_px_ccySTRINGNULLABLEStrike price currency for an option.






x
strike_px_intervalSTRINGNULLABLE

Describes the strike price interval.






x

substitution_max_cntNUMERICNULLABLENumber of substitutions allowed for the GC; 0 value will indicate the repo is not eligible for substitutions. Also called rights of substitution.
x





swap_start_dateDATETIMENULLABLESwap start date






x
sweep_max_qtySTRINGNULLABLEThe maximum quantity a Sweepable order may be submitted for in units of the instrument’s unitOfMeasureQty
x
x



synthetic_indSTRINGNULLABLEIndicates if product is synthetic.



x

x
taco_indSTRINGNULLABLEIndicates if product is TACO



x


tam_indSTRINGNULLABLEIndicates if product is TAM



x

x
tas_indSTRINGNULLABLEIndicates if product is TAS



x

x
tcc_aliasSTRINGNULLABLE

Instrument symbol used for trade reporting on CME ClearPort, CME STP and CME STP FIX.


x
x


x
tcc_symSTRINGNULLABLEProduct code used for trade reporting on CME ClearPort, CME STP and CME STP FIX.



x


tenor_typeSTRINGNULLABLE

Indicates the settlement period or contract tenor type and duration.

Tenors may be fixed or expressed in a number of days, weeks, months or years; where where "x" is any integer greater than 0

0 = Regular / FX Spot settlement (T+0, T+1 or T+2)
Dx = FX tenor expression for "days"
Wx = FX tenor expression for "weeks"
Mx = FX tenor expression for "months"
Yx =  FX tenor expression for "years"
B =  Fixed Date tenor for Fixed Date NDFs only. 


x
x



termination_dateDATETIMENULLABLETermination date for the options series.





x
tot_jsonJSONREPEATEDTermination of trading information in JSON format.




x

trade_close_offsetSTRINGNULLABLE

Fixing close offsets - Time duration before scheduled fixing time of the eFix Matching Service instrument.



x




trade_tickNUMERICNULLABLETrade price tick. May differ from the settlement tick.
x
x


x
trading_cutoff_timeSTRINGNULLABLECut off time for trading.



x


trading_hours_jsonJSONREPEATEDTrading hours information in JSON format.




x

transformation_dateDATETIMENULLABLEDate when Clearing transformation occurs for  eligible instruments.






x
transformed_instsJSONREPEATEDRepeating group of instruments that the traded instrument is transformed into.






x
trdg_unit_period_multNUMERICNULLABLE

Transaction Size

For Peak products, this will reflect the number of days
For Off-Peak products, this will reflect the number of hours


x
x


x
underlying_instr_guidSTRINGNULLABLEUnderlying instrument GUID for the options series.





x
underlying_instr_guid_intNUMERICNULLABLEUnderlying instrument GUID in integer format for the options series.





x
unit_of_measureSTRINGNULLABLE

Unit of measure for the product. 

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

x
x
x


unit_of_measure_qtyNUMERICNULLABLEUnit of measure quantity for the product.x
x
x


user_defined_indSTRINGNULLABLEIdentifies a Tailor-Made or User-Defined Instrument    
x




x
valuation_mthdSTRINGNULLABLE

Type of valuation method used

Valid values include but are not limited to:

EQTY - Premium Style


FUT - Futures Style

FUTDA - Cash Adjusted Futures Style

FUTER - Futures Style with Erosion

FUTI - Futures Style Inverse

FUTOP - Futures Style for Options


FWD - Forward

FWDC - Forward, Cash-Settled Daily, Standard Currency Convention


BILL - Bills


BOND - Cash Notes and bonds


IRS - Interest Rate Swap


SPOT - Spot


RPO - Repo Specific

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

RPOGC - Repo General Collateral

RPOGF - Repo GCF / DBV / GC+

RPOSC - Repo Specific / GC - EONIA bond

xxxxx

x
var_cab_high_pxNUMERICNULLABLEHigh price for variable cabinet trades.



x


var_cab_low_pxNUMERICNULLABLELow price for variable cabinet trades.



x


variable_qty_indSTRINGNULLABLEIndicates if product is subject to Variable Quantity processing.x
x
x


variable_tick_idxSTRINGNULLABLEVariable Tick Table (VTT) indicator.



x


vtt_high_tickNUMERICNULLABLEHigh tick for VTT.






x
vtt_low_tickNUMERICNULLABLELow tick for VTT.






x
vtt_px_thresholdNUMERICNULLABLEThreshold for VTT application.






x
workup_private_timerNUMERICNULLABLEDuration in seconds for the private phase of a Workup.
x





workup_public_timerNUMERICNULLABLEDuration in seconds for the public phase of a Workup.
x





workup_public_timer_extNUMERICNULLABLEDuration in seconds for the extension of the public phase of a Workup, if needed.
x





zero_px_elig_indSTRINGNULLABLEIndicates instrument is eligible to trade at zero price.






x


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