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CME Reference Data API Notices: July 16, 2020
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- To
- CME Reference Data API Customers
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- From
- Global Market Solutions and Services
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- #
- 20200716
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- Notice Date
- 16 July 2020
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Topics in this issue include:
- CME Reference Data API Attribute Changes - August 9 NEW
- CME Reference Data API Version 1 Decommission - December 31
New - CME Reference Data API Attribute Changes
Effective Sunday, August 9 (trade date Monday, August 10), the following CME Reference Data API changes will be implemented for Reference Data API version 1.
The following attributes will be removed from RD API:
Product or Instrument Attribute Name Description Type Instrument highLimit High limit price; reset daily. This value reflects the prior day settlement price, not the intra-day price.
Returns in a 19 character CME Globex format string.
First character denotes the decimal by which value needs to move left. For example, 2000000000000001000 converts to 10.00.
String Instrument lowLimit Low limit price; reset daily. This value reflects the prior day settlement price, not the intra-day price.
Returns in a 19 character CME Globex format string.
First character denotes the decimal by which value needs to move left. For example, 2000000000000001000 converts to 10.00.
String Effective Sunday, July 26 (trade date Monday, July 27), the following CME Reference Data API changes will be implemented for Reference Data API version 2.
The following attributes will be added:
Product or Instrument Attribute Name Description Type Product
priceRatio
Used for price calculation in spread and leg pricing for Implied Intercommodity Ratio
Number Instrument
firstCouponDate
The first coupon date of the debt maturity
Date
Format:
"YYYY-MM-DD"
Instrument baseIndexType Returned value represents base index name
Varchar 2
The following attribute will be renamed to provide consistency across the API:
Product or Instrument Current
Attribute NameNew
Attribute NameDescription Product valuateMethod valuationMethod Type of valuation method used The following attributes will be available as query parameters:
Product or Instrument Attribute Name Description Product settleMethod Query for all products by settlement method Instrument govBondType 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
The following attributes will be removed from RD API:
Product or Instrument Attribute Name Description Type Instrument highLimit High limit price; reset daily. This value reflects the prior day settlement price, not the intra-day price.
Returns in a 19 character CME Globex format string.
First character denotes the decimal by which value needs to move left. For example, 2000000000000001000 converts to 10.00.
String Instrument lowLimit Low limit price; reset daily. This value reflects the prior day settlement price, not the intra-day price.
Returns in a 19 character CME Globex format string.
First character denotes the decimal by which value needs to move left. For example, 2000000000000001000 converts to 10.00.
String These enhancements will be available for customer testing in New Release on Monday, July 27.
CME Reference Data API Version 1 Decommission
Effective December 31, CME Reference Data API version 1 will be decommissioned. CME Group recommends customers should migrate to CME Reference Data API version 2 as soon as possible. CME Reference Data API version 2 will require customer authorization using a CME Group Login and a registered OAuth 2.0 API ID to access the service. Customers that require access to BrokerTec content must also complete API ID entitlement registration.
The Client Impact Assessment is available and provides detailed functionality and message specifications.
The Reference Data API version 2 service is currently available for customer testing in New Release and has been available in production since June 7, 2020.
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