This Market Data Security Definition message is sent for options markets.  This message maps to the MDInstrumentDefinitionOption template in the SBE MDP Core schema. 

TagFIX NameTypeSemanticTypeValid ValuesDescription
5799MatchEventIndicatorMatchEventIndicatorMultipleCharValue

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given CME Globex Event:

Bit 0: (least significant bit) Last Trade Summary message for a given event

Bit 1: Last electronic volume message for a given event

Bit 2: Last customer order quote message for a given event

Bit 3: Last statistic message for a given event

Bit 4: Last implied quote message for a given event

Bit 5: Message resent during recovery

Bit 6: Reserved for future use

Bit 7: (most significant bit) Last message for a given event

MatchEventIndicator is not supported on the Instrument Recovery feeds
911TotNumReportsuInt32NULLint

Total number of instruments in the Replay loop.

Used on Replay Feed only.

980SecurityUpdateActionSecurityUpdateActionchar


Included in the message on the Incremental feed when a mid-week deletion or modification (i.e. extension) occurs.

Add represents Security Definition messages that are:

  • Newly added during the current week
  • Disseminated during the Sunday Startup period
  • Resent by the system during the week

Modify represents modifications to a Security Definition

Delete represents deletions of a Security Definition

A=Add

D=Delete

M=Modify

779LastUpdateTimeuInt64UTCTimestamp
Timestamp of when the instrument was last added, modified or deleted. UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.
1682MDSecurityTradingStatusSecurityTradingStatusint


Identifies the current state of the instrument. The data is available in the Instrument Replay feed only

2=Trading Halt

4=Close            

15=New Price Indication                       

17=Ready to trade (start of session)

18= Not available for trading

20=Unknown or Invalid       

21=Pre Open  

24=Pre-Cross

25=Cross

26=Post Close             

103=No Change

201=PrivateWorkup

202=PublicWorkup

1180ApplIDInt16int
The channel ID as defined in the XML Configuration file
1300MarketSegmentIDuInt8int

Identifies the market segment.

Populated for all CME Globex instruments.

462UnderlyingProductuInt8int

Indicates the product complex

2=Commodity/Agriculture
4=Currency
5=Equity
6=Government
10=Mortgage
12=Other
13=Financing
14=Interest Rate
15=FX Cash
16=Energy
17=Metals

207SecurityExchangeSecurityExchangeExchange


Exchange used to identify a security


XCBT=Chicago Board of Trade 

XCME=Chicago Mercantile Exchange 

XNYM=New York Mercantile Exchange 

XCEC= COMEX (Commodities Exchange Center) 

XMGE=Minneapolis Grain Exchange 

DUMX=Dubai Mercantile Exchange 

XKLS=Bursa Malaysia 

XKFE=Korea Exchange 

NYUM=XNYM-DUMX inter-exchange spread 

MGCB=XMGE-XCBT inter-exchange spread

CBCM=XCME-XCBT inter-exchange spread

XFXS=CME FX Link spread

GLBX=FX Spot leg

BTEC=BrokerTec US

BTEE=BrokerTec EU (UK Gilts & Notes)

BTAM=BrokerTec Amsterdam (All EU except UK Gilts & Notes)

1151SecurityGroupSecurityGroupString
Security Group Code
6937AssetAssetString
The underlying asset code also known as Product Code
55SymbolSymbolString
Instrument Name or Symbol. Previously used as Instrument Group Code
48SecurityIDInt32int

Unique instrument ID as qualified by the exchange per tag 22-SecurityIDSource.

The unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion.

22SecurityIDSourceSecurityIDSourcechar
Identifies source of tag 48-SecurityID value. This value is always 8 for CME is required if tag 48-SecurityID is specified.
167SecurityTypeSecurityTypeString


Security Type

FUT=Future or Future Spread

OOF=Options on Futures or Options on Futures Spread

MLEG=Spread with mixed type legs

IRS=Interest Rate Swaps

FXSPOT=FX Spot

FUT=Future or Future Spread

OOF=Options on Futures or Options on Futures Spread

MLEG=Spread with mixed type leg

IRS=Interest Rate Swaps

FXSPOT=FX Spot

TBOND=US Treasury Bond

TBILL=US Treasury Bill

TNOTE=US Treasury Note

TB=Non-US Treasury Bill

TBA=To Be Announced

SOV=UK Gilts

EUSOV= EGB (Euro Government Bonds)

EUSUP=Euro Supranational

SUPRA= US Supranational

REPO=REPO instruments

TIPS=Treasury Inflation-Protected Securities

TINT=U.S. Treasury STRIPS

461CFICodeCFICodeString

ISO standard instrument categorization code.

Currently not supported in futures and options markets. Consult CME Reference Data API Version 3 for CFI values.

201PutOrCallPutOrCallint

Indicates whether an option instrument is a put or call

0=Put
1=Call 

200MaturityMonthYearMaturityMonthYearMonthYear

This field provides the calendar month reflected in the instrument symbol (tag 55-Symbol in MDP 3.0; tag 107-SecurityDesc in iLink). Format YYYYMM (e.g., 201912) 

For futures spreads and options spreads, this field contains the first leg's calendar month reflected in the instrument symbol.

For packs and bundles, this value represents the quarterly contract reflected in the instrument symbol.

For daily products, this tag contains the full calendar date as reflected in the instrument symbol. Format YYYYMMDD (e.g. 20191205).

For weekly options products, this tag contains the calendar month and week indicator reflected in the instrument symbol. Format YYYYMMwW (e.g., for the 4th week contracts, 2019124).

15CurrencyCurrencyCurrency
Identifies currency used for price
202StrikePricePRICENULL9Price
Strike Price for an option instrument
947StrikeCurrencyCurrencyCurrency
Currency in which the StrikePrice is denominated
120SettlCurrencyCurrencyCurrency
Identifies currency used for settlement, if different from trade price currency
9850MinCabPricePRICENULL9Price
Defines cabinet price for outright options products
1142MatchAlgorithmCHARchar


Matching algorithm

F=First In, First Out (FIFO)

K=Configurable

C=Pro-Rata

A=Allocation

T=FIFO with LMM

O=Threshold Pro-Rata

S=FIFO with TOP and LMM

Q=Threshold Pro-Rata with LMM

Y=SOFR options

562MinTradeVoluInt32Qty
The minimum trading volume for a security.
1140MaxTradeVoluInt32Qty
The maximum trading volume for a security.
969MinPriceIncrementPRICENULL9Price

Minimum constant tick for the instrument.

For VTT-eligible products, this tag will contain 'NULL' for Options and '0' for User Defined Spreads (UDS).

1146MinPriceIncrementAmountPRICENULL9Price
Currently under development.
9787DisplayFactorDecimal9float
Contains the multiplier to convert the CME Globex display price to the conventional price
6350TickRuleInt8NULLint
VTT code referencing variable tick table
37702MainFractionuInt8NULLint
Price Denominator of Main Fraction
37703SubFractionuInt8NULLint
Price Denominator of Sub Fraction
9800PriceDisplayFormatuInt8NULLint
Number of decimals in fractional display price
996UnitOfMeasureUnitOfMeasureString
Unit of measure for the products' original contract size. This will be populated for all products listed on CME Globex
1147UnitOfMeasureQtyDecimal9NULLQty
This field contains the contract size for each instrument. Used in combination with tag 996-UnitofMeasure
1150TradingReferencePricePRICENULL9Price
Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session
731SettlPriceTypeSettlPriceTypeMultipleCharValue

Bitmap field of eight Boolean type indicators representing settlement price type:

Bit 0: (least significant bit):

1=Final

0=Preliminary

Bit 1:

1=Actual

0=Theoretical or Undefined

Note: Typically, there are two rounds of preliminary settlement prices disseminated. The early round of preliminary settlement prices will have Bit 1 set to 0 (Undefined).

Bit 2:

1=Settlement at Trading Tick

0=Settlement at Clearing Tick

Bit 3:

1=Intraday

0=Undefined

Bit 4-6: Reserved for future use, set to 0

Bit 7:

0=not NULL

1=entire set is a NULL

Settlements are not supported on BrokerTec markets.
5791ClearedVolumeInt32NULLQty
The total cleared volume of instrument traded during the prior trading session
5792OpenInterestQtyInt32NULLQty
The total open interest for the market at the close of the prior trading session.
1148LowLimitPricePRICENULL9Price
Allowable low limit price for the trading day
1149HighLimitPricePRICENULL9Price
Allowable high limit price for the trading day
9779UserDefinedInstrumentUserDefinedInstrumentchar

Identifies user-defined instruments. 

Y=User defined instrument 
N=Not a user defined instrument

5796TradingReferenceDateLocalMktDateLocalMktDate
Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice
37513InstrumentGUIDuInt64NULLint

Global unique instrument identifier. Additional product and instrument referential data can be gathered via CME Reference Data API using GUID fields. 

Currently unavailable for futures and options instruments.

Repeating Group 1
865EventTypeEventTypeint

Code to represent the type of event

5=Activation 
7=Last eligible trade date

1145EventTimeuInt64UTCTimestamp
Date and Time of instrument Activation or Last Trade Datetime event sent as number of nanoseconds since Unix epoch
Repeating Group 2
1022MDFeedTypeMDFeedTypeString

Describes a class of service for a given data feed. GBX- Real Book, GBI-Implied Book

GBX=CME Globex Book Depth 
GBI=CME Globex Implied Book Depth

264MarketDepthInt8int
Book depth
Repeating Group 3
871InstAttribTypeInstAttribTypeint
Instrument Eligibility Attributes
872InstAttribValueInstAttribValueMultipleCharValue


Tag 871-InstAttribType and tag 872-InstAttribValue function together where tag 871 indicates the type of value that the following tag 872 will contain.

Bitmap field of 32 Boolean type indicators:

0 (least significant bit): Electronic Match Eligible

1: Order Cross Eligible

2: Block Trade Eligible

3: EFP Eligible

4: EBF Eligible

5: EFS Eligible

6: EFR Eligible

7: OTC Eligible

8: iLink Mass Quoting Eligible

9: Negative Strike Eligible

10: Negative Price Eligible

11: Is Fractional (indicates product has fractional display price)

13: RFQ Cross Eligible

14: Zero Price Eligible

15: Decaying Product Eligibility

16: Variable Quantity Product Eligibility

17: DailyProduct Eligibility

18: GT Orders Eligibility (Previously Tag 827)

19: Implied Matching Eligibility (Previously tag 1144)

21: Variable Cabinet Eligible

22: Inverted Book

23: All or None Instrument

24-31 – Reserved for future use

Repeating Group 4
1093LotTypeInt8int


This tag is required to interpret the value in tag 1231-MinLotSize
1231MinLotSizeDecimalQtyQty

Minimum quantity accepted for order entry. If tag 1093-LotType=4, this value is the minimum quantity for order entry expressed in the applicable units, specified in tag 996-UnitOfMeasure, e.g. megawatts

2=minimum order entry quantity for an instrument

3=the minimum qty required for a block trade

4=Round lot (Variable Quantity Products)

Repeating Group 5
309UnderlyingSecurityIDInt32int

Underlying instrument ID.

This value will be the same as that contained in underlying instrument’s Security Definition tag 48-SecurityID.

It is recommended this tag be used to identify the underlying tradable futures instrument of the option. This method will not work for options on futures spreads (Calendar Spread Options), since the underlying future is synthetic and non-tradable. To identify the underlying tradable future, customers should contact GCC.
305UnderlyingSecurityIDSourceSecurityIDSourcechar
This value is always '8' for CME
311UnderlyingSymbolUnderlyingSymbolString

Underlying instrument symbol (Contract Name).

This value will be the same as that contained in underlying instrument’s Security Definition Tag 55-Symbol and may be used to identify the underlying future instrument of the option.

CME Group recommends to identify the underlying futures instrument of the option, it is recommended customers use tag 309-UnderlyingSecurityID, which maps to the tag 48-SecurityID of the underlying futures instrument.
This tag is available for option Instruments. It is not available for UDS or Futures Instrument