CME Reference Data API Notices: January 14, 2021

CME Reference Data API Notices: January 14, 2021

Topics in this issue include:

• Calendar Spread on Options (CSO - January 24 Update

Update - Calendar Spread on Options (CSO)

† Denotes update to the article

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. 

†The previously announced Monday, January 11, New Release date has been changed to Monday, January 18.

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