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Risk systems can query Product Group reference data through the API with the FIXML SecList Request messages. There are three types of configurations when querying Product Group reference data for a SecList Request message:

  • All Product Groups within all Exchanges  (List Type=100)
  • All Product Groups within a given Exchange (List Type =101)
  • All Product Groups for a given Product Type within a specific Exchange (List Type=102)

The following diagram depicts the message flow for querying Product Group reference data by a Clearing Member Firm (CMF) automated risk system.

Security List Request Message Examples
All Products, All Exchanges

Below is an example of a SecList Request message for All Products within all Exchanges (List Type=100):

<?xml version="1.0" encoding="utf-8"?>

    <FIXML v="FIX5.0 SP2" xv="130" s="2010-11-16" cv="CME.1000" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">

        <SecListReq ReqID="123412" ListReqTyp="100">

            <Hdr SID="CMF" TID="CME" TSub="RMAPI"/>

        </SecListReq>

    </FIXML>

All Products, Specific Exchange

Below is an example of a SecList Request message for All Products within a specific Exchange (List Type=101):

<?xml version="1.0" encoding="utf-8"?>

    <FIXML v="FIX5.0 SP2" xv="130" s="2010-11-16" cv="CME.1000" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">

        <SecListReq ReqID="123413" ListReqTyp="101">

            <Hdr SID="CMF" TID="CME" TSub="RMAPI"/>

            <Instrmt Exch=”XCME”/>

        </SecListReq>

    </FIXML>

All Products, Specific Product Type

Below is an example of a SecList Request message for All Products of a specific Product Type within a specific Exchange (List Type=102):

<?xml version="1.0" encoding="utf-8"?>

    <FIXML v="FIX5.0 SP2" xv="130" s="2010-11-16" cv="CME.1000" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">

        <SecListReq ReqID="123414" ListReqTyp="102">

            <Hdr SID="CMF" TID="CME" TSub="RMAPI"/>

            <Instrmt Exch=”XCME” SecTyp=”FUT”/>

        </SecListReq>

    </FIXML>

Security List Response Message Example

<?xml version="1.0" encoding="utf-8"?>

    <FIXML v="FIX5.0 SP2" xv="130" s="2010-11-16" cv="CME.1000" xmlns="http://www.fixprotocol.org/FIXML-5-0-SP2">

        <SecList RptID=”1234” ReqID="123412" ListTyp="102" ReqRslt=”0”>

             <Hdr SID="CME" SSub="RMAPI" TID="CMF"/>

            <SecL>

                  <Instrmt Exch=”XNYM” SecTyp=”FUT” SecGrp=”NN”/>

            </SecL>

            <SecL>

                  <Instrmt Exch=”XNYM” SecTyp=”FUT” SecGrp=”CL”/>

            </SecL>

            <SecL>

                  <Instrmt Exch=”XNYM” SecTyp=”FUT” SecGrp=”NG”/>

            </SecL>

            <SecL>

                  <Instrmt Exch=”XNYM” SecTyp=”FUT” SecGrp=”QM”/>

            </SecL>

            <SecL>

                  <Instrmt Exch=”XNYM” SecTyp=”FUT” SecGrp=”MB”/>

            </SecL>

        </SecList>

    </FIXML>

All risk management services are offered by CME Group on a best-efforts basis. Clearing Member Firm (CMF) Risk Administrators only have access to the Execution Firms and Exchanges that they guarantee. Any attempt to take action on an Executing Firm and Exchange assigned to a different CMF will be rejected.