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Parameter

Valid Values

Description

1assetClass
  • FINANCIALS
  • COMMODITY
  • ALT INVESTMENT

Query for all products in an asset class as reflected on cmegroup.com

Note: Not all products have a defined assetClass.

2assetSubClass

Query for all products in a Product Group as reflected on cmegroup.com

For BrokerTec Products the value will be INTEREST RATES

3blockTradeEligibleY,N

Query for all products eligible or ineligible for block trading

Not applicable to BrokerTec

4clearingSymbol
Query for products by CME Clearing product code
5clearportEligibleY,N

Query for products available on or excluded from CME ClearPort

Not applicable to BrokerTec

6dailyFlagY,N

Query for or excluding daily products

Not applicable to BrokerTec

7ebfEligible

Y,N

Query for products eligible or ineligible for EBF trading

Not applicable to BrokerTec

8efpEligible

Y,N

Query for products eligible or ineligible for EFP trading

Not applicable to BrokerTec

9exchangeClearing
  • BTUS = BrokerTec US
  • BTEU = BrokerTec Europe
  • NYMEX = New York Mercantile Exchange
  • CBT = Chicago Board of Trade
  • CME = Chicago Mercantile Exchange 
  • COMEX = COMEX (Commodities Exchange Center) 
  • DME = Dubai Mercantile Exchange 
  • MGE= Minneapolis Grain Exchange 
  • FXS= Indicates the Exchange for the FX Spot side of a FX Link trade.
  • FEX=FEX Global
Query for all products by Exchange identifier used in the Post Trade Application.
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exchangeGlobex

  • BTEC = BrokerTec US
  • BTEE = BrokerTec Europe
  • BTAM = BrokerTec Amesterdam
  • XNYM = New York Mercantile Exchange
  • XCBT = Chicago Board of Trade 
  • XCME = Chicago Mercantile Exchange 
  • XCEC = COMEX (Commodities Exchange Center)
  • XMGE = Minneapolis Grain Exchange 
  • DUMX = Dubai Mercantile Exchange 
  • XKLS = Bursa Malaysia 
  • NYUM = XNYM-DUMX inter-exchange spread 

  • MGCB = XMGE-XCBT inter-exchange spread

  • GLBX = Indicates the Exchange for the FX Spot side of a FX Link trade.
  • XFXS = CME FX Link spread 

Query for all products by the 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.


11exerciseStyle


Query for products by the human-readable options exercise instructions.

Not applicable to BrokerTec

12flexEligible

Y,N

Query for products eligible or ineligible for Flex trading

Not applicable to BrokerTec

13floorCallSymbol

Query for products by the Floor Call Symbol

Not applicable to BrokerTec

14floorEligible

Y,N

Query for products eligible or ineligible for trading on the floor

Not applicable to BrokerTec

15floorPutSymbol

Query for products by the Floor Put Symbol

Not applicable to BrokerTec

16globexEligibleY,NQuery for products eligible or ineligible for trading on CME Globex
17globexGroupCode

Query for products by CME Globex group code (MDP 3.0 tag 1151-Security Group)

18globexProductCode

Query for outright products using the 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, for example: "globexProductCode=CL*"

Examples of globexProductCodes for combos:

19ilinkEligibleY,N

Query for products eligible for iLink Mass Quote order entry on CME Globex.

20isBticProductY,N

Query for Basis Trade at Cash Open (BTIC) products

Not applicable to BrokerTec

21isTacoProductY,N

Query for Trade at Cash Open (TACO) products

Not applicable to BrokerTec

22isTamProductY,N

Query for Trade at Marker (TAM) products

Not applicable to BrokerTec

23isTasProduct

Y,N

Query for Trade at Settlement (TAS) products

Not applicable to BrokerTec

24marketSegmentID

Query for all products traded on a CME Globex Market Segment

May be null for some BrokerTec products

25massQuoteEligible

Y,N

Query for products eligible or ineligible for Mass Quoting on CME Globex
26masterSymbol

Query for all products under an individual master symbol.

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.

This is the only way to query for all products associated with a single business product.


For example:

?masterSymbol=ED will return all Eurodollar products including the futures, options, calendar and bundle spreads

BrokerTec - Under Development

27modifiedAfter

Input a time in UNIX millisecond timestamp format to receive all products modified on or after a certain date.

Example: modifiedAfter=1478473019000

Query for all products modified after the specifIed date.
28modifiedBefore

Input a time in UNIX millisecond timestamp format to receive all products modified on or before a certain date.

Example: modifiedBefore=1478473019000

Query for all products modifed before the specified date.
29negativePxEligible

Y,N

Query for all products eligible or ineligible to trade at negative prices on CME Globex
30negativeStrikeEligible

Y,N

Query for all products eligible or ineligible to list strikes at negative prices

Not applicable to BrokerTec

31otcEligible

Y,N

Query for all products eligible or ineligible for OTC trading.

Not applicable to BrokerTec

32page1...[N]Retrieve a specific page from the product service
33productGuidInt


Unique product identifier in integer-only format.

34productName

Legal Product Name.

Query for the human-readable product name.

35rfqCrossEligible

Y,N

Query for products eligible or ineligible for R-Cross on CME Globex
36sector


Query for all products in the specified Subgroup as reflected on cmegroup.com

For BrokerTec Tradable Products the following values:

  • LONG TERM GOV
37securityType
  • FWD = Forward
  • FRA = Forward Rate Agreement
  • OOF = Options on Futures
  • COMBO = Multileg (Combo)
  • IRS = Interest Rate Swaps
  • FUT = Futures or Futures Spreads
  • OOC = Options on Combo
  • TBOND = US Treasury Bond
  • TBILL = US Treasury Bill
  • TNOTE = US Treasury Note
  • TB = Non-US Treasury Bill
  • SOV = UK Gilts
  • EUSOV = EGB (Euro Government Bonds)
  • EUSUP = Euro Supranational
  • REPO = Repo Instrument
  • FAC = Non-mortgaged backed Agency Securities
  • FADN = Agency Discount Notes
  • TIPS =  Treasury Inflation-Protected Securities
  • TINIT = U.S. Treasury STRIPS
  • TFRN = Floating Rate Notes
  • INDEX = Index Product
Query for all products by type
38size1-1000Specify the number of results returned per page
39strategyType
Query on strategy type, e.g. "RV", "SP", "FX", "BF" etc..
40subSector


Query for all products in the specified Category as reflected on cmegroup.com

May be null for BrokerTec

41symbol

Query for all products using symbol across all venues.

Product code searches using this parameter will return all products with that code across any/all trading venues and CME Clearing:

  • clearingSymbol
  • globexProductCode
  • floorCallSymbol 
  • floorPutSymbol
  • masterSymbol
42tradePxCcy


Query for all products with the specified trade currency
43unitOfMeasure


Query for all products with the specified Unit of Measure for the contract. 

For example, "IPNT" (Index Points) for E-mini S&P Futures.

Unit of measure values are defined here.

44rbtEligibleIndY or NWill return all RBT products
45clearingOrgID

e.g.

BME

CLEARNET

EUREX

FICC

MONTE

LCH

Will return the entity where the trade will be cleared

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#

Parameter

Valid Values

Description

1cusip
US & Canadian externally registered security identifier.
2fisn
Financial instrument short name. Used for MiFid reporting.
3globexSecurityId

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

4globexSymbol

Query for instrument by CME Globex symbol (MDP 3.0 tag 55-Symbol).

5guidInt
Unique instrument identifier in integer-only format.
6instrumentName


Query for instruments by the human-readable instrument name

May be null for BrokerTec instruments

7isine.g. FR0013341682European externally registered security identifier.
8issuerCountrye.g. US, DE, GBThe country the issuer is domiciled in. The 2 character ISO code will be used.
9issuerLongNamee.g. UNITED STATES TREASURYQuery for all instruments listed with this issuer long name.
10longName

e.g. Exact Match

longName=2_YEAR

e.g. Pattern Match

longName=*_YEAR

Query for all instruments listed with this long name.
11modifiedAfter

Input a time in UNIX millisecond timestamp format to receive all products modified on or after a certain date.

Example:

modifiedAfter=1478473019000

Query for all instruments modified after the specified date
12modifiedBefore

Input a time in UNIX millisecond timestamp format to receive all products modified on or after a certain date.

Example: modifiedBefore=1478473019000

Query for all instruments modified before specified date
13page1...[N]Query to retrieve a specific page
14

productGuidInt


Query for all instruments listed on a particular product.
15repoTermCode

e.g. Examples:

C

C-1W

REG

O

S-N

Query for all instruments listed with this repo term code
16size1-1000Specify the number of results returned per page
17startedBefore

Input a time in UNIX millisecond timestamp format to receive all instruments listed on or after a certain date.

Example: startedBefore=1478473019000

Query for all instruments listed before a repo start date.
18startedAfter

Input a time in UNIX millisecond timestamp format to receive all instruments listed on or after a certain date.

Example: endedBefore=1478473019000

Query for all instruments listed after a repo start date.
19endedBefore

Input a time in UNIX millisecond timestamp format to receive all instruments listed on or after a certain date.

Example: endedAfter=1478473019000

Query for all instruments listed before a repo end date.
20endedAfter

Input a time in UNIX millisecond timestamp format to receive all instruments listed on or after a certain date.

Example: endedAfter=1478473019000

Query for all instruments listed after a repo end date.
21zeroPriceEligible
Query for instruments eligible or ineligible for trading at zero price
22IsUserDefined

true or false


Will return instruments for the following instrument types:

  • Tailor-Made
  • UDI
23isAONInstrumentY or N

Will return all AON instruments

24

instrumentType

FRA = Forward Rate Agreement
IRS = Interest Rate Swaps
FWD = Forward
OOC = Options on Combo
REPO = Repo Instrument
FUT = Futures or Futures Spreads
OOF = Options on Futures
BOND = Notes, Bonds, Bills
COMBO = Multileg (Combo)
INDEX = Index Product

Query for instruments by instrument type

25govBondType

Query for all instruments by sub-category for government bonds

See Government Bond Type Query Parameters for full list of sub-category for government bond values

26firstTradedAfter

Input a time in UNIX millisecond timestamp format to receive all instruments with a first trade date after a certain date.

Example: firstTradedAfter=1600705800000

Query for all instruments after a first trade date
27firstTradedBefore

Input a time in UNIX millisecond timestamp format to receive all instruments with a first trade date after a certain date.

Example: firstTradedBefore=1600705800000

Query for all instruments before a first trade date 
28lastTradedAfter

Input a time in UNIX millisecond timestamp format to receive all instruments with a first trade date after a certain date.

Example: lastTradedAfter=1600705800000

Query for all instruments after a last trade date 
29lastTradedBefore 

Input a time in UNIX millisecond timestamp format to receive all instruments with a first trade date after a certain date.

Example: lastTradedBefore =1600705800000

Query for all instruments before a last trade date 
30globexGroupCode

Query for all instruments by CME Globex group code. (MDP 3.0 tag 1151-Security Group)

31exchangeGlobex
  • BTEC = BrokerTec US
  • BTEE = BrokerTec Europe
  • BTAM = BrokerTec Amesterdam
  • XNYM = New York Mercantile Exchange
  • XCBT = Chicago Board of Trade 
  • XCME = Chicago Mercantile Exchange 
  • XCEC = COMEX (Commodities Exchange Center)
  • XMGE = Minneapolis Grain Exchange 
  • DUMX = Dubai Mercantile Exchange 
  • XKLS = Bursa Malaysia 
  • NYUM = XNYM-DUMX inter-exchange spread 
  • MGCB = XMGE-XCBT inter-exchange spread

  • GLBX = Indicates the Exchange for the FX Spot side of a FX Link trade.

Query for all instruments by the 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.

Info
The CME Globex exchange code is only populated for instruments listed for trading on CME Globex.
32exchangeClearing
  • BTUS = BrokerTec US
  • BTEU = BrokerTec Europe
  • NYMEX = New York Mercantile Exchange
  • CBT = Chicago Board of Trade
  • CME = Chicago Mercantile Exchange 
  • COMEX = COMEX (Commodities Exchange Center) 
  • DME = Dubai Mercantile Exchange 
  • MGE = Minneapolis Grain Exchange 
  • FXS = Indicates the Exchange for the FX Spot side of a FX Link trade.
  • FEX=FEX Global
Query for all products by Exchange identifier used in the Post Trade Application.

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