• CME Reference Data API Version 2 Enhancement - Calendar Spread on Options

      • To
      • Reference Data API Customers
      • From
      • Global Market Solutions & Services (GMSS)
      • #
      • 20201230
      • Notice Date
      • 30 December 2020

    • Calendar Spread on Options (CSO)

      Effective Sunday, January 24, (trade date Monday, January 25) Reference Data API version 2 will support a new secondary underlying link at the instrument level for Calendar Spread on Options (CSO). This enhancement will provide clients with a simplified process to derive the tradable underlying outright futures legs of the CSO.  Technical details can be found in the Client Impact Assessment. 

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