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API Label

Description

Type

Exchange

1valuationMethod

Type of valuation method used.

Valid values:

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

Globex Group Code

The Customers should note the Globex Group Code (globexGroupCode) at the Product level in the RD API Product API service is not consistent Reference Data API does not align with the CME Globex group code Globex Group Code at the Instrument level or in the MDP 3.0 security definition message tag 1151-Security Group. CME Globex uses this group code to identify logical groupings of products. The RD API Instrument API service returns the same instrument level  

Please Note: If the Globex Group Code as published in the MDP 3.0 tag 1151-Security Group.Example: RD API Globex Group Codes currently published in RD APIvalue in the Reference Data API is different at the Product or Instrument level, customers should use the value at the Instrument level.


Example: Globex Product and Group Codes published in Reference Data API

Product Name

Instrument Symbol

Product Level

CME Globex Product Code

(MDP 3.0 tag 6937-Asset)

Product Level

CME Globex Group Code

(Only available in Reference Data API)

Instrument Level

CME Globex Group Code

MDP 3.0 tag 1151-Security Group

FXSPOT.USD/CAD WM_LN

USD/CAD WM 1600 LN

EW6EBP

ENW

NW160

FXSPOT.USD/SGD WM_LN

USD/SGD WM 1600 LN

EW6DSG

ELW

NW160

Product Name

 Instrument Symbol

CME Globex Product Code

(MDP 3.0 tag 6937-Asset)

CME Globex Group Code

(Not used MDP 3.0)

Current RD API Instrument CME Globex Group Code

(Not used in MDP 3.0 tag 1151-Security Group)

New RD API Instrument CME Globex Group Code

MDP 3.0 tag 1151-Security Group

FXSPOT.USD/CAD WM_LN

USD/CAD WM 1600 LN

EW6EBP

ENW

ENW

NW160

FXSPOT.USD/SGD WM_LN

USD/SGD WM 1600 LN

EW6DSG

ELW

ELW

NW160

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