• CME Reference Data API Notices: May 20, 2021

      • To
      • Reference Data API Customers
      • From
      • Global Market Solutions & Services (GMSS)
      • #
      • 20210520
      • Notice Date
      • 20 May 2021
    • Topics in this issue include:

      Update - Market Data Repeating Group for Reference Data APIv2

      † 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.

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      Update - CME Reference Data APIv2 Date Field Changes

      † 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:

      • Instrument level attributes will now include a UTC timestamp to provide more granular details on the Globex first and last trading dates for all Markets: 
      •  
        • globexLastTradeDate
        • globexFirstTradeDate
      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.

      • Instrument level attributes date format will be updated to better align with current RD APIv2 specifications:
        • datedDate
        • endDate
        • issueDate
        • startDate
      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

      • The QDM Eligibility Indicator is being renamed to RBT (Relationship Based Trading) Eligibility Indicator:
      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.

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