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In Q4 2021, to support the integration of EBS on CME Group services, the product referential data will be available on the CME Reference Data API v2 for the following:

  • EBS Markets on CME Globex
  • EBS Midbooks on CME Globex
  • EBS Direct

This page provides a summary of the client system impacts for new or existing customers developing to CME Reference Data APIv2 to access EBS product data.

Revision History

DateDescription
May 18, 2021
  • "Trading Session Value Dates Attributes" - Added note to fixingDate  description.
  • "New Product Attributes" -  Added attributes:
    • marketData
    • feedID
    • channelID
    • transport
May 14, 2021
  • Added "Trade and Value Date Processing Examples"
  • RD APIv2 vs MDP3 - Updated table
April 23, 2021
  • Trading Session Value Dates Attributes - Updated "Available Days" note.
April 20, 2021
  • Added "EBS Referential Data Solutions"
  • "New Product Attributes" - Updated pricePrecision description
March 24, 2021
  • "Example: Structure of Trading Session Value Dates Display."
    • Added tradeSession row to table.
  • "New Instrument Level Attributes"
    • Changed "API Label" to "Attribute."
  • "Trading Session Value Dates Attributes"
    • Added venueType and ccyPair.
    • Added "Available Days" note.
  • "New Product Attributes"
    • Updated settlCcy description.
February 19, 2021

"Updated Product Query Parameter Values" - Removed EBSS from valid values.

February 10, 2021
  • Added "EBS Trading Session Value Dates" section
  • Added "eFix Matching Service to FX Spot Record Definition Relationship" section
  • Updated page introduction
  • "Register EBS Referential Data Entitlements"

    • Updated note
    • Added link to new release test registration form
  • Updated "Query Examples"
  • "New Product Query Parameters"
    • Added isEfixProduct
    • Updated fixingSource valid values
  • "Notional Quantity"

    • Added minIncrementalOrder
  • "Updated Product Attribute Values" and "Updated Instrument Attribute Values"

    • Added FWD - NDF to valuationMethod description
  • "New Product Attributes"

    • Updated goodForSessionEligible description
    • Changed settlementCurrency to settlCcy
    • Added isFixProduct
  • "New Instrument Level Attributes"

    • Updated minQuoteLife description
December 3, 2020Initial publication

Getting Started with CME Reference Data APIv2

This section provides an overview of current CME Reference Data APIv2 concepts that will be used for EBS on CME Globex. If you are new to CME Group services or wish to better understand how your current system aligns with upcoming EBS functionality, CME Group recommends starting with the CME Reference Data API Version 2 client impact assessment. 

Contents

Testing and Certification

Certification is not required for CME Reference Data APIv2.  

Future Topics

The following topics will be added to this page in the future. Refer to the revision history on this page for updates. 

Future Topics

EBS Instrument Retention Rules

EBS Midbooks
EBS Direct

CME Reference Data APIv2 Overview

The CME Reference Data APIv2 is a set of JSON RESTful web service APIs that provide real-time restricted access to product and instrument referential data using OAuth, an open protocol that supports secure authorization in a simple, standard method and decouples authentication from authorization. CME Reference Data APIv2 provides product and instrument reference data for all CME Group, BrokerTec, Hosted Partners and CME Group-cleared markets. 

Client systems can automate their product and instrument definitions by pulling the information directly from the CME Reference Data APIs, reducing the manual work involved in setting up new products.

CME Reference Data APIv2 is available 24 hours a day, 7 days a week. 

Accessing CME Reference Data API Version 2 Endpoints

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

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

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

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

OAuth 2.0 Authorization Server Endpoints Access Token Retrieval Endpoints

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

OAuth 2.0 Authorization Server Endpoints
DetailNew ReleaseProduction
OAuth Token Endpoint

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

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


Tokens will expire after 30 minutes.

Authorized API ID's will be able to access three endpoints in the New Release and Production environments:

New Release Endpoints:

  • /v2/products
  • /v2/instruments
  • /v2/tradingSessionValueDates

Production Endpoints:

  • /v2/products
  • /v2/instruments
  • /v2/tradingSessionValueDates


EBS on CME Reference Data APIv2 Overview

For EBS on CME Group services, the product referential data will be available on the CME Reference Data APIv2 for the following trading modes and platforms:

  • EBS Markets on CME Globex
  • eFix Matching on CME Globex
  • EBS Midbooks on CME Globex
  • EBS Direct

EBS Referential Data Solutions

RD APIv2 vs MDP3

RD APIv2 and MDP3 are two complementary solutions for your product system needs. RD APIv2 is an Out-of-Band solution for comprehensive referential information; Whereas MDP3 is an In-Band solution for critical dynamic information for trading on CME Globex. RD APIv2 includes referential information for EBS Market, eFix Matching Service, and EBS Direct at both the product and instrument level; Whereas MDP3 supports instrument-level information only for EBS Market and eFix Matching Service.

Items denoted by the * are not currently available.

Service

RD APIv2

MDP3

Trade Date to Settlement Date

Separate API with 10 business days of trade dates (full current week plus following week)

5 business days included on security definition messages (full current week only)

Ability to query for currency pairs across liquidity pools

Clients can query for currency pairs across:

  • EBS Markets on Globex (including eFIX)
  • EBS Direct*

Not Supported

Ability to query by venue type

Clients can query for currency pairs by venue type:

  • CLOB (Central Limit Order Book)
  • RBT (Relationship Based Trading) *

Not Supported

Products and Instrument Information


Product and Instrument information

-Relationship details (e.g., eFix to core currency pair)

Instrument information only

Includes relationship definitions:

  • Product to instrument
  • Products across trading liquidity pools EBS Market, eFix matching and EBS Direct.
  • Trade dates, Value dates and Fixing dates

EBS Market and eFix matching only - platform information includes:

  • Current market state (e.g., open, closed)
  • Trade dates, Value dates and Fixing dates
  • Provide real-time updates of out of band changes (e.g., change in value date or fixing date due to unscheduled holiday)

Ability to query for products by order duration eligibility is applicable

Good for session eligibility indicator

Boolean flag (“Y”,”N”) to identify GFS (Good For Session) TimeInForce eligibility on CME Globex.


Not Supported

Ability to identify the product Fixing Close Offset time

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

e.g. 00:05:30 to denote the 6:24:30 PM ET close for the 6:30 PM ET Fix.

Not Supported

Availability to query for products by order duration

Good for session eligibility indicator

Boolean flag (“Y”,”N”) to identify GFS (Good For Session) TimeInForce eligibility on CME Globex.

Not Supported

Availability

Cloud service over the internet, available 24x7


MDP service over production connectivity; available whenever CME Globex platform is available

Accessing EBS Product Data on CME Reference Data APIv2

The following steps are required to get started accessing EBS product data on CME Reference Data API.

  1. Create an OAuth API ID
  2. Register EBS Referential Data Entitlements
CME Group recommends reviewing the CME Reference Data API Version 2 client impact assessment for an overview of current CME Reference Data APIv2 concepts that will be used for EBS on CME Globex.

Create an OAuth API ID

To access the CME Reference Data APIv2 endpoints in the New Release and Production environments, customers are required to have a valid OAuth API ID.

OAuth API Required to access the Reference Data API's

CME Group requires customers to create unique OAuth API IDs for both the New Release and Production environments.  

See Restricted Access for the steps of creating OAuth API IDs.

Register EBS Referential Data Entitlements

Once customers have created a valid OAuth API ID, the API IDs must be entitled and registered by the Enterprise Access and Entitlements (EASE) team to view and consume the EBS referential data content. 

EBS Entitlement Registration Forms

Access to production EBS entitlement registration forms will be provided at a later date.

Client System Impacts

This section describes the client system impacts for new and existing customers developing to CME Referential Data APIv2.

Future Referential Data

Additional content may be added to the current documentation as it becomes available. Please check the revision history for any new or changed content.

Query Parameters

CME Reference Data APIv2 offers clients the ability to perform customized searches based on product and instrument level parameters.

Clients can search either by a direct match or searches using the wildcard "*".

Any number of parameters can be used together by using an ampersand (&) between search terms; however, if the same parameter is used twice in the same GET request (for example, globexGroupCode=6SUS&globexGroupCode=6SEM), only the last parameter will be used (in this case: globexGroupCode=6SEM).

Additional Query Parameters and Handling of Special Characters

Additional query parameters, examples and details on the handling of special characters is available in the CME Reference Data APIv2 documentation.

Query Examples

This section provides query examples utilizing EBS product and instrument parameters.

Query

Query Type

Description

_/v2/tradingSessionValueDates?qdmEligibleInd=NTrading Session Value DatesReturns trade date to value date (date of settlement) mapping for EBS Markets on CME Globex.
_/v2/tradingSessionValueDates?instrumentguidInt=
Unique instrument identifier in integer-only format.
Trading Session Value DatesReturns trade date to value date (date of settlement) mapping for a specific instrument for EBS Direct or EBS Markets on CME Globex .

Updated Product Query Parameter Values

To support the integration of EBS referential data onto CME Reference Data APIv2, the following product search parameter values have been updated. 


Parameter

Valid Values

Description

1exchangeGlobex
  • EBSC=EBS Market for FX Spot/Spot Precious Metals (including eFix Matching)/OFF SEF/OFF MTF NDFs
  • NEXS=EBS Market for ON SEF/ON-MTF NDFs

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

2securityType
  • FXSPOT - FX Spot/Spot Precious Metals
  • FXNDF - Non-deliverable Forward
Query for all products by security type.

New Product Query Parameters

To support the integration of EBS referential data onto CME Reference Data APIv2, the following new product search parameters have been added.


Parameter

Valid Values

Description

1onMtfY, NQuery for all products eligible or ineligible for On-MTF.
2onSefY, N

Query for all products eligible or ineligible for On-SEF.


3fixingSource

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

Query by instrument fixing source.



4isEfixProductY, N"Y" will return all eFix Match products.

Updated Instrument Query Parameter Values

To support the integration of EBS referential data onto CME Reference Data APIv2, the following instrument search parameter values have been updated.


Parameter

Valid Values

Description

1instrumentType
  • FXSPOT - FX Spot, Spot Precious Metals
  • FXNDF - Non-deliverable Forward
Query for instruments by instrument type.

New Instrument Query Parameters

To support the integration of EBS referential data onto CME Reference Data APIv2, the following new instrument parameters have been added.


Parameter

Valid Values

Description

1isEfixInstrumentY, N"Y" will return all eFix Matching Service instruments.

Product and Instrument Attributes

This section describes:

  • Notional Quantity
  • Updated values for existing product level attributes
  • New product level attributes
  • Updated values for existing instrument level attributes
  • New instrument level attributes

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

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

Additional Product and Instrument Attributes

Additional product and instrument level attributes can be found in the CME Reference Data APIv2 documentation.

Notional Quantity 

Notional Quantity for Order Size

EBS Markets on CME Globex will be quoted in Notional Quantity. All order quantity fields in RD API v2 will be populated with NQ terms. Product and Instrument records will all reflect notional terms for all quantity fields and attributes. Futures and Options use contract or lot terms, and for BrokerTec all quantities are in millions.



Attribute

Description

Type

Exchange

1

maxGlobexOrdQty

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

  • For EBS this value will be in notional quantity.

String

ALL

2

minGlobexOrdQty

Minimum order or quote size required on CME Globex.

  •  For BrokerTec orders, this will reflect the minimum initial order.
  •  For EBS this value will be in notional quantity.

String

ALL

3minIncrementalOrder

Minimum incremental order quantity.

  • For EBS this value will be in notional quantity.
IntegerALL

Updated Product Attribute Values

To support the integration of EBS referential data onto CME Reference Data APIv2, values for the following product level attributes that are currently available in CME Reference Data APIv2 have been updated.


Attribute

Description

Type

Exchange 

1valuationMethod

Type of valuation method used.

Valid values:

  • SPOT- FX and eFix Matching Service
  • FWD - NDF
String

ALL


2globexMatchAlgo

Match algorithm indicator for CME Globex markets.

  • V=Institutional Prioritization (EBS eFix Matching Service)


Note: All other EBS Markets on CME Globex will use FIFO (F) match algorithm


StringALL

New Product Attributes

To support the integration of EBS referential data onto CME Reference Data APIv2, the following new EBS product level attributes have been added.


Attribute

Description

Type

Exchange 

1onSef

Indicates if the instrument is SEF regulated.

Y = ON SEF

N= OFF SEF

Boolean EBS
2onMtf

Indicates if the instrument is MTF regulated.

Y = ON MTF

N= OFF MTF

BooleanEBS
3

tradeCloseOffset

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

e.g. 00:05:30 to denote the 6:24:30 PM ET close for the 6:30 PM ET Fix.

HH:MM:SS

EBS


4pricePrecision

Specifies the number of decimals in the price. 

Specifies the price decimal precision of the instrument trading tick. 

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.
Integer

EBS


5settlementLocale

Settlement Location.

Valid Values:

London

Zurich

Only supported for Spot Precious Metals.
String

EBS


6fixingTimeZone

The region/time zone associated with the fixing time. 

Char

EBS


7fixingSource

Fixing Rate Source.

e.g. ABS

StringEBS
8goodForSessionEligibleBoolean flag (“Y”,”N”) to identify GFS (Good For Session) TimeInForce eligibility on CME Globex.BooleanEBS
9settlCcyThe base currency for the settlement price when different from local currency. The local currency price can be found in the settlePxCcy field.StringEBS
10isEfixProduct Boolean flag to identify eFix Matching Service (Y, N).StringEBS
11marketData

Globex market data repeating group. The repeating group list the market data feedID, channelID and transport (UDP or TCP).

Currently market data repeating groups is only supported on EBS markets when applicable.

StringEBS
12feedID

Globex market data feed id.

StringEBS
13

channelID

 Globex market data channel id.StringEBS
14

transport

 Globex market data transport protocol (UDP or TCP).StringEBS

Updated Instrument Attribute Values

To support the integration of EBS referential data onto CME Reference Data APIv2, values for the following existing instrument level attributes that are currently available in CME Reference Data APIv2 have been updated.


API Label

Description

Type

Exchange

1valuationMethod

Type of valuation method used.

Valid values:

  • SPOT- FX and eFix Matching Service
  • FWD - NDF
StringALL

New Instrument Level Attributes

To support the integration of EBS referential data onto CME Reference Data APIv2, the following new EBS instrument level attributes have been added to the CME Reference Data APIv2.


Attribute

Description

Type

Exchange

1isEfixInstrumentBoolean flag to identify eFix Matching Service (Y, N).BooleanEBS
2minQuoteLife

Minimum Quote Life functionality defines the minimum duration, in number of microseconds, that a resting order must be exposed to the market before it can be cancelled or modified in number of microseconds.

If a product does not support MQL Protection, then its duration value will be zero.
NumberEBS
3maxPriceDiscretionOffset

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.

Price FormatEBS
4interveningDays 

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.


IntegerEBS
5fixingName

Name that includes the fixing source, time and location.

Only for eFix Matching Service instruments.
e.g. WM 23:30 London

String


EBS
6

fixingSourceLocalTime

The local time of the fixing source.StringEBS
7tenorType

Indicates the settlement period or contract tenor type and duration.

Tenors may be fixed or expressed in a number of days/weeks/months/years; where where "x" is any integer > 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. 
StringEBS

eFix Matching Service to FX Spot Record Definition Relationship 

This section explains the relationship definition between the eFix Matching Service products/instruments and underlying FX Spot product/instruments. This information is not available on the EBS MDP 3.0 security definition messages.

Product and instrument records are tied together by relationship definitions. These relationships function differently for different products and instrument types. The links will only appear in the results if applicable. For instance, a EBS product or instrument that doesn't have any related overlying or underlying products or instruments will not return Overlying or Underlying. 

Record Relationships

Additional information on Product and Instruments relationship definitions can be found in the CME Reference Data APIv2 documentation.

eFix Matching Service Product and Instrument Relationship Definitions

This section describes the underlying, overlying and instrument link relationship definition on eFix Matching Service products/instruments markets and underlying FX Spot currency pairs.

TypeUnderlying LinkOverlying LinkInstrument Link
eFix Matching Service Product

References to all products related to the eFix Matching Service Product

  • Underlying = FX Spot Currency Pair
Not presentAll listed instruments for the eFix Matching Service products.
FX Spot Currency Pair ProductNot present

References to all products related to the FX Spot Currency Pair Product

  • Overlying = eFix Matching Service Product
All listed instruments for the FX Spot Currency Pair products.

Example: eFix Matching Service product with underlying link to FX Spot and instruments

https://{{path}}/v2/products/[guid]

"_links" : {
    "self" : {
      "href" : "https://{{path}}/v2/products/[guid]"
    },
    "underlyingProducts" : {
      "href" : "https://{{path}}/v2/products/[guid]/underlyings"
    },
    "instruments" : {
      "href" : "https://{{path}}/v2/products/[guid]/instruments"
    }

Example: FX Spot Product with Overlying Link to eFix Matching Service Product and Instruments

https://{{path}}/v2/products/[guid] 

  "_links" : {
    "self" : {
      "href" : "https://{{path}}/v2/products/[guid]"
    },
    "overlyingProducts" : {
      "href" : "https://{{path}}/v2/products/[guid]/overlyings"
    },
    "instruments" : {
      "href" : "https://{{path}}/v2/products/[guid]/instruments"
    }

EBS Trading Session Value Dates

Trading Session Value Dates is a separate API service call which provides the trade date to value date (date of settlement) mapping in a repeating Trade Session Group. Any additional information which will change for each trade date and/or value date will be included in the repeating group, e.g., dsbIsin for ON SEF/ON MTF NDFs, which is different for each different value date.

Sending Query Requests

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

Client systems will send Query Requests by invoking the HTTPS GET method to a URL of the form: https://{{path}}/v2/tradingSessionValueDates

Trading Session Value Dates Attributes

Client systems can query the trading session value dates API service using any of the attribute query parameters noted as filter type. 

Available Days

RD APIv2 will maintain 10 business days (Monday - Friday) of trade date to value dates. The 10 business days consist of current business week and future business week. The Trading Session Value Dates API does not support customer Saturday Mock testing.

Attribute

Description

Type

Query ParametersQuery Description

instrumentguidInt


Unique instrument identifier in integer-only format.

Integer

Filter Type

Query for trade date to value date (date of settlement) mapping for a specific instrument.

globexSymbol


CME Globex instrument symbol.

String

Filter TypeQuery for trade date to value date (date of settlement) mapping for EBS Direct or EBS Markets on CME Globex for a specific CME Globex symbol.

qdmEligibleInd


Boolean flag to identify eligibility for EBS Direct ("Y","N").

String

Filter TypeQuery for trade date to value date (date of settlement) mapping for EBS Direct.

globexSecurityId


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

String

Filter Type

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


tradeSession 

Repeating group for trading session value and/or settlement dates. 

String



tradeDate


Date of the Trade.

Date



settlementDate


  • SPOT value/settlement date.
  • NDF settlement date.

Date



fixingDate 

NDF fixing (maturity) date.

The NDF fixingDate is not used nor linked in any way to the eFix Matching Service.

Date



dsbIsin

ISIN value as provided by ANNA, Association of National Numbering Agencies. This field is populated for MTF-Regulated NDFs and is unique for each Settle Date.

String

venueType


Venue Type

  • CLOB (Central Limit Order Book)
  • RBT (Relationship Based Trading) 
StringFilter Type

Query for all trade dates by venue type


ccyPair

Currency pair as listed in the instrument long name field.

e.g. longName"FXSPOT.EUR/USD" (EUR/USD)




StringFilter TypeQuery for trade dates by currency pair using currency pair as listed in the instrument long name field.

Example: Structure of Trading Session Value Dates Display.

This example is for illustration purposes only.
tradingSessionValueDates
instrumentguidIntUnique instrument identifier in integer-only format.
globexSymbolCME Globex instrument symbol.
qdmEligibleIndBoolean flag to identify EBS Direct ("Y","N").
globexSecurityId6 digit identifier for each CME Globex instrument; same value as in tag 48-SecurityID on iLink and MDP.
tradeSession Repeating group for trading session value and/or settlement dates. 
tradeDateDate of the TradeDate of the TradeDate of the TradeDate of the TradeDate of the Trade
settlementDate
  • SPOT value/settlement date
  • NDF settlement date
  • SPOT value/settlement date
  • NDF settlement date
  • SPOT value/settlement date
  • NDF settlement date
  • SPOT value/settlement date
  • NDF settlement date
  • SPOT value/settlement date
  • NDF settlement date
fixingDateNDF fixing (maturity) dateNDF fixing (maturity) dateNDF fixing (maturity) dateNDF fixing (maturity) dateNDF fixing (maturity) date
dsbIsinISIN value as provided by ANNAISIN value as provided by ANNAISIN value as provided by ANNAISIN value as provided by ANNAISIN value as provided by ANNA

Trade and Value Date Processing Examples

This section includes examples of how to obtain the trade date to settlement/value date for a variety of instrument types using the Trading Session Value Dates API service.

ISIN’s used in these examples are not the actual ISIN’s as issued by ANNA. They are for illustration purposes only.


FXSPOT EUR/USD

In this example, there is a Trading Session Value Dates List for the current week starting on Sunday, March 21, 2021. A trading session list has been published for an FXSPOT EUR/USD instrument in Trading Session Value Dates API with the following information:

tradingSessionValueDates

ccyPair

FXSPOT EUR/USD

Trade Session

tradeDate

2021-03-22

(Monday)

2021-03-23

(Tuesday)

2021-03-24

(Wednesday)

2021-03-25

(Thursday)

2021-03-26

(Friday)

settlementDate

2021-03-24

(Wednesday)

2021-03-25

(Thursday)

2021-03-26

(Friday)

2021-03-29

(Monday)

2021-03-30

(Tuesday)


eFix Matching Service FXSPOT EUR/USD WM 1500 LN

In this example, there is a Trading Session Value Dates List for the current week starting on Sunday, March 21, 2021. A trading session list has been published for an eFix Matching Service FXSPOT EUR/USD WM 1500 LN instrument in Trading Session Value Dates API with the following information:

tradingSessionValueDates

ccyPair

eFIX Matching Service FXSPOT EUR/USD WM 1500 LN

Trade Session

tradeDate

2021-03-22

(Monday)

2021-03-23

(Tuesday)

2021-03-24

(Wednesday)

2021-03-25

(Thursday)

2021-03-26

(Friday)

settlementDate

2021-03-24

(Wednesday)

2021-03-25

(Thursday)

2021-03-26

(Friday)

2021-03-29

 (Monday)

2021-03-30

(Tuesday)


Rolling FXNDF USD/CLP 1M SEF

In this example, there is a Trading Session Value Dates List for the current week starting on Sunday, March 21, 2021. A trading session list has been published for a Rolling FXNDF USD/CLP 1M SEF instrument in the Trading Session Value Dates API with the following information:

The ISIN (dsbIsin) is populated for MTF-Regulated NDFs and is unique for each Settlement Date

tradingSessionValueDates

ccyPair

Rolling FXNDF USD/CLP 1M SEF


Trade Session

tradeDate

2021-03-22

(Monday)

2021-03-23

(Tuesday)

2021-03-24

(Wednesday)

2021-03-25

(Thursday)

2021-03-26

(Friday)

settlementDate

2021-04-26

(Monday)

2021-04-26

(Monday)


2021-04-26

(Monday)


2021-04-29

(Friday)

2021-04-30

(Friday)

fixingDate

2021-04-22

(Thursday)

2021-04-22

(Thursday)


2021-04-22

(Thursday)


2021-04-27

(Tuesday)


2021-04-28

(Tuesday)


dsbIsin

EXXXXXXXXX20


EXXXXXXXXX20


EXXXXXXXXX20


EXXXXXXXXX03


EXXXXXXXXX09



Fixed Date FXNDF USD/INR EOM

In this example, there is a Trading Session Value Dates List for the current week starting on Sunday, March 21, 2021. A trading session list has been published for a Fixed Date FXNDF USD/INR EOM instrument in the Trading Session Value Dates API with the following information:

For Fixed Date NDFs Settlement (Value) Date, Fixing (Maturity) Date, and ISIN (where applicable) remain constant for all Trade Dates.

tradingSessionValueDates

ccyPair

Fixed Date FXNDF USD/INR EOM March 2021 ON SEF

Trade Session

tradeDate

2021-03-22

(Monday)

2021-03-23

(Tuesday)

2021-03-24

(Wednesday)

2021-03-25

(Thursday)

2021-03-26

(Friday)

settlementDate

2021-03-31

(Wednesday)

2021-03-31

(Wednesday)

2021-03-31

(Wednesday)

2021-03-31

(Wednesday)

2021-03-31

(Wednesday)

fixingDate

2021-03-29

(Friday)

2021-03-29

(Friday)

2021-03-29

(Friday)

2021-03-29

(Friday)

2021-03-29

(Friday)

dsbIsin

EXXXXXXXXX21



EXXXXXXXXX21


EXXXXXXXXX21


EXXXXXXXXX21

EXXXXXXXXX21


Available Days

RD APIv2 will maintain 10 business days (Monday - Friday) of trade date to value dates. The 10 business days consist of the current business week and the future business week. Clients should be aware if polling mid-week the results will contain past trade and settlement dates for the current week. 

Example: Mid-Week Query

In this example there is a Trading Session Value Dates List for the current week starting on Sunday, March 21, 2021. A trading session list has been published for an FXSPOT EUR/USD. The client system sends a GET request at 8:00 am (CT) on Wednesday, March 24, 2021. The results returned will contain all business days for the current trading week.


Clients should note in this example Monday and Tuesday are prior trade dates and are not actionable for order execution. 

tradingSessionValueDates

ccyPair

FXSPOT EUR/USD

Trade Session

tradeDate

2021-03-22

(Monday – Prior Trade Date)

2021-03-23

(Tuesday – Prior Trade Date)

2021-03-24

(Wednesday)

2021-03-25

(Thursday)

2021-03-26

(Friday)

settlementDate

2021-03-24

(Wednesday)

2021-03-25

(Thursday)

2021-03-26

(Friday)

2021-03-29

(Monday)

2021-03-30

(Tuesday)


Contact Information

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

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

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