Effective Sunday, January 26 (trade date Monday, January 27), in response to customer requests, the following CME Reference Data API updates will be implemented:
The following attributes will be added:
| Product or Instrument | Attribute Name | Description | Type |
|---|---|---|---|
| Product | exerciseStyleAmericanEuropean | Indicator for American or European option exercise style. 0 = American style 1 = European style |
String |
The following attributes will be renamed for greater accuracy:
| Product or Instrument | Current Attribute Name |
New Attribute Name |
Description |
|---|---|---|---|
| Instrument | globexMaturity | contractMonth | This is populated for all instruments. For monthly, quarterly and serial instruments identifies the named month and year in format YYYYMM. For all other instruments, identifies the month, year and date in format YYYYMMDD. |
| Instrument | futuresValuationMethod | valuationMethod | Type of valuation method |
These enhancements will be available for customer testing in New Release on Wednesday, January 15.