Topics in this issue include:
† Denotes update to the article
Effective Q4 2021, to support the EBS integration on Reference Data APIv2 a market data repeating group will be added to the product API. The repeating group will list the market data feedID, channelID and transport (UDP or TCP) for EBS markets only when applicable.
| †Attribute | †Description | †Type |
|---|---|---|
| marketData | Globex market data repeating group. The repeating group list the market data feedID, channelID and transport (UDP or TCP). Note: Currently market data repeating groups is only supported on EBS markets when applicable. |
String |
| feedID | Globex market data feed id. | String |
| channelID | Globex market data channel id. | String |
| transport | Globex market data transport protocol (UDP or TCP). | String |
Example of EBS Market Data Group
"marketData" : [
{ "feedID" : "EBSSCREENED",
"channelId" : “532”,
“transport" : "TCP" },
{ "feedID" : "EBSSPRECTRUM",
"channelId" : “550”,
"transport" : "TCP"},
{"feedID" : "EBSULTRA",
"channelId" : “528”,
"transport" : “UDP"}
]
The market data repeating group field array for non EBS (Futures, Options and BrokerTec) markets will return null.
Example of EBS Market Data Group Field Array for non EBS markets
"marketData" : null,
These changes are currently available for customer testing in New Release.
† Denotes update to the article
†Effective Sunday, June 6 (trade date Monday, June 7), due to customer request the following changes will be implemented to Reference Data APIv2:
| Date Format Change | |||
|---|---|---|---|
| Product or Instrument | Attribute Name | Current Date Format |
New Date Format |
| Instrument | globexLastTradeDate | YYYY-MM-DD | YYYYMMDDHHMMSS Format will be in UTC time. An example is 20991231220000 which translates to the Globex last trade date time of †December 31, 2099, 10:00 pm. |
| Instrument | globexFirstTradeDate | YYYY-MM-DD | YYYYMMDDHHMMSS Format will be in UTC time. An example is 20210127223000 which translates to the Globex first trade date time of January 27, 2021 10:30 pm. |
| Date Format Change | |||
|---|---|---|---|
| Product or Instrument | Attribute Name | Current Date Format |
New Date Format |
Instrument |
datedDate |
yyyy-MM-dd'T'HH:mm:ss.SSSZZZZ |
YYYY-MM-DD |
Instrument |
endDate |
||
Instrument |
issueDate |
||
Instrument |
startDate |
||
| QDM Eligibility Indicator Name Change | |||
|---|---|---|---|
| Product or Instrument | Current Attribute Name |
New Attribute Name |
Description |
| Instrument | qdmEligibleInd | rbtEligibleInd | Relationship Based Trading Eligibility Indicator Note: RBT eligible products are not eligible to trade on Globex |
These changes are currently available for customer testing in New Release.