• EBS Market Integration Notice: New and Updated Content

      • To
      • EBS Customers
      • From
      • CME Group
      • #
      • 20210408
      • Notice Date
      • 08 April 2021
    • EBS Market Integration onto CME Globex

      In Q4 2021, subject to applicable regulatory approvals, EBS Market's Central Limit Order Book and eFix Matching Service will launch on CME Globex. You will receive subsequent notices with additional details and actions required to support the EBS Market integration onto CME Globex.

      The EBS Market on CME Globex Launch Schedule is now available with details on New Release and Production milestones.

      Topics in this issue include:

      EBS Market Available Now in the New Release Environment

      Core features for EBS Market and eFix Matching Service are now available in the CME Globex New Release environment for client and vendor testing, including order entry, Drop Copy and product reference data.

      Full details on features and functionality are available now in the EBS Market on CME Globex Launch Schedule.

      All EBS Market and eFix Matching client systems will need to establish connectivity to the CME Globex New Release environment prior to testing or certifying. See the EBS integration environments overview for details about accessing the test environments. Clients may choose from the following options:

      • CME Cert VPN: a secure, encrypted tunnel through an internet service that supports VPN protocols.
      • CME Cert Data Center: cross-connect to CME Data Center locations (where offered), using a 1Gbps fiber handoff.

      ACTION REQUIRED

      Learn more about how to get set up for testing, including connecting to CME Globex New Release environment and setting up a system profile, company details, and sessions:

      If you have any questions, please contact Global Account Management.

      Please review the following Client Impact Assessments for more details:

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      New - AutoCert+ Now Available

      The iLink 3 and Drop Copy AutoCert+ test suites are currently available for customer application certification in preparation for the EBS Market launch on CME Globex. AutoCert+ is an automated testing tool for validating client application functionality prior to connecting to and transacting on CME Group platforms. Certification ensures messaging and processing reliability and the capability to gracefully recover during abnormal events.

      CME Group requires that all client systems are certified by AutoCert+ before connecting to the Production environment for:

      For certification assistance or questions, please contact Certification Support for Electronic Trading (CSET).

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      Update - Technical Resources Available Now

      † Denotes update to the article

      The initial set of API specifications for EBS Market on CME Globex is now available in the Client Systems Wiki. The specifications cover all topics required for client system’s functional certification. Core features for EBS Market on CME Globex are currently available in New Release for client development and testing.

      The table below contains links to core functional and messaging specifications for clients new to CME Group services. The Pending EBS Client Systems Impacts capture the changes to those services for the launch of EBS Market on CME Globex.

      New clients should thoroughly review the “New Clients: Start Here!” content before the Pending EBS Client System Impacts.

      New Clients:
      Start Here!
      Description Pending EBS Client System Impacts

      CME Globex

      Description of key features for EBS Market’s Central Limit Order Book and eFix Matching Service on CME Globex.

      EBS Market on CME Globex Market Functionality

      Reference Data API v2

      JSON RESTful web service API for comprehensive product and instrument information.

      EBS Reference Data API Migration

      CME MDP 3.0

      Market data services.

      CME Globex EBS Market - Market Data

      †Addition of EBS Spectrum Market Data

      iLink 3 Binary Order Entry

      Order entry and management API. Available for EBS Market on both Market Segment and Convenience Gateways.

      iLink 3 Binary Order Entry - EBS Market on CME Globex

      Drop Copy 4.0

      A risk management service that provides real-time copies of CME Globex order entry messages on a separate, dedicated path; enabling customers to monitor orders and trades.

      CME Drop Copy Service for EBS Market on CME Globex

      The EBS Market on CME Globex Public IP Prefix Summary is now available. This summary provides the IP subnets advertised to customers on the CME Globex WAN extranet for EBS Market, eFix Matching, and Midbooks connectivity for the CME Globex New Release and Production environments.

      Additional topics will be added to the specifications monthly, announced in the EBS Market Integration Notices and tracked in the Revision History. In the Pending EBS Client System Impacts, please review the Future Topics sections, which highlights additional content available soon.

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      New - MDP SBE Schema Update

      To ensure message compatibility the version 12 core SBE schema has been updated. The tag 1231-MinLotSize data type has changed from DecimalQty to uInt64 on template MDIncrementalRefreshFX63.  Please download the latest SBE schema to ensure compatibility. 

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      CME Reference Data APIv2 Enhancement for EBS Markets

      Effective Q4 2021, the following enhancement will be added to CME Reference Data APIv2 for EBS Trading Session Value Date API.  This enhancement will allow customers to query by venue type or currency pairs.

      The following attributes will be available as Trading Session Value Date API attributes and query parameters.

      API Attribute Name Description Type Query Parameters Query Description
      tradingSessionValueDates venueType Venue Type:
      • CLOB (Central Limit Order Book)
      • RBT (Relationship Based Trading)
      String Filter 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)
      String Filter Type Query for trade dates by currency pair using currency pair as listed in the instrument long name field.

      These attributes are currently available for customer testing in New Release.

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      Subscription Center for EBS Market Integration Notice

      Please be aware that customers can now subscribe to receive EBS Market Integration Notices via the Subscription Center, a self-serve online resource for managing email communications from CME Group. The EBS Market Integration Notices are currently sent bi-weekly at 2am Central Time (CT) Thursday and include communications regarding the up-to-date details and actions required for clients to support the EBS Market integration onto CME Globex.

      All clients who currently receive the EBS Market Integration notice will remain on the distribution and will not require any action to continue receiving the notice.  New clients who want to start receiving the EBS Market Integration notice will need to use their CME Group Login to access Subscription Center and select “EBS Market Integration Notices” to subscribe. 

      Additional details about how to Subscribe to the EBS Market Integration Notice are now available.

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