• CME Reference Data API Notices: API Updates

      • To
      • Reference Data API Customers
      • From
      • Global Market Solutions and Services
      • #
      • 20200108
      • Notice Date
      • 08 January 2020
    • 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.