CME Reference Data API Notices: January 21, 2021

CME Reference Data API Notices: January 21, 2021

Topics in this issue include:

• Calendar Spread on Options (CSO) - January 24

Calendar Spread on Options (CSO)

Effective this 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. 

This enhancement is currently available in New Release.

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