Topics in this issue include:
Effective Sunday, August 30 (trade date Monday, August 31), to provide more granularity at the instrument level, the following attributes will be implemented on CME Reference Data API Reference Data API version 2.
Please Note: All new Reference Data API 2 attributes will be added to Reference Data API version 1 to ensure a seamless transition from version 1 to version 2. As a reminder, CME Reference Data API version 1 will be decommissioned on December 31.
The following attributes provide specific information on allowable order quantities at the instrumental level. These values may be the same as the product level or null. If the instrument level values are different from the product level, customers should use the information from the instrument record.
For BrokerTec US and EU Repo orders where the allowable order quantities change at mid-session, 10:00 am Eastern Time customers should use the following attributes:
The following attributes will be added:
| Product or Instrument | Attribute Name | Description | Type |
|---|---|---|---|
Instrument |
minGlobexOrdQty |
Minimum value allowed for a single order. |
String |
Instrument |
maxGlobexOrdQty |
Maximum value allowed for a single order. |
String |
Instrument |
minIncrementalOrder |
Minimum incremental order. |
String |
Instrument |
minIntraGlobexOrdQty |
MidSession value allowed for a single order. |
String |
Instrument |
maxIntraGlobexOrdQty |
MidSession Maximum value allowed for a single order. |
String |
Instrument |
minIntraIncrementalOrder |
MidSession Minimum incremental order. |
String |
These changes will be available for customer testing in New Release on Monday, August 24.
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.