• CME Reference Data API Notices: October 1, 2020

      • To
      • Reference Data API Customers
      • From
      • Global Market Solutions and Services (GMSS)
      • #
      • 20201001
      • Notice Date
      • 01 October 2020

    • Topics in this issue include:

      CME Reference Data API New Attributes

      Effective this Sunday, October 4 (trade date Monday, October 5), enhancements will be available in CME Reference Data API:

      The following Instrument Level attributes will be available as query parameters:

      Parameter Valid Values Description

      firstTradedAfter

      Input a time in UNIX millisecond timestamp format to receive all instruments with a first trade date after a certain date.
      Example: firstTradedAfter=1600705800000

      Query for all instruments after a first trade date

      firstTradedBefore

      Input a time in UNIX millisecond timestamp format to receive all instruments with a first trade date after a certain date.
      Example: firstTradedBefore=1600705800000

      Query for all instruments before a first trade date 

      lastTradedAfter

      Input a time in UNIX millisecond timestamp format to receive all instruments with a first trade date after a certain date.
      Example: lastTradedAfter=1600705800000

      Query for all instruments after a last trade date 

      lastTradedBefore 

      Input a time in UNIX millisecond timestamp format to receive all instruments with a first trade date after a certain date.
      Example: lastTradedBefore =1600705800000

      Query for all instruments before a last trade date 

      Please Note: Query parameters can be used alone or in combination.
      Example: To query for all instruments with a lastTradeDate=2020-09-16
      /v2/instruments?lastTradedAfter=Tuesday, September 15, 2020 7:00:00 PM  CST &lastTradedBefore=Wednesday, September 16, 2020 7:00:00 PM CST
      /v2/instruments?lastTradedAfter=1600214400000&lastTradedBefore=1600300800000 

      The following attributes will be added:

      Instrument Attribute Description Type

      floatOffset

      The float offset (spread) is applied to the reference rate of the US FRN (the 13 week US T Bill) and is determined at the auction.   
      The spread will remain for the life of an US FRN. 

      Decimal

      These changes will be available for customer testing in New Release on Monday, September 28.

      Back to Top

      New - CME Reference Data API Version 2 Enhancement

      Effective Sunday, October 11 (trade date Monday, October 12), Reference Data API clients will be able to query for instruments using the globexGroupCode parameter. This enhancement will allow clients to download all CME Group instruments listed for a particular group.

      Product or Instrument Attribute Name Description
      Instrument globexGroupCode Query for all instruments by CME Globex group code.

      Please note: the CME Globex group code is only populated for instruments listed for trading on CME Globex.

      This enhancement will be available for customer testing in New Release on Monday, October 5.

      Back to Top

      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.

      Back to Top

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2026 CME Group Inc. All rights reserved.