CME Reference Data API Notices - October 21, 2021

Topics in this issue include:

• OAuth API ID Case-Sensitivity Requirement - October 30 New
• CME Reference Data API Enhancement - October 31 New

New - OAuth API ID Case-Sensitivity Requirement

CME Group is committed to providing the highest levels of market integrity, including the security of CME Group and adjacent ecosystems. Effective Saturday, October 30, access to OAuth authenticated services will require a case-sensitive API ID on all requests.

Currently, the following services use OAuth authentication:

• Reference Data API
• CME GC Allocator API

To avoid any service interruptions, please verify all applications, scripts and services are using the API ID case (uppercase and/or lowercase) registered with CME Group.

To verify or modify the case of an existing API ID, use your CME Group Login to access the CME Customer Center, then select the User icon > My Profile > API Management tab.

For questions, please contact Global Account Management.

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New - CME Reference Data API Enhancement

Effective Sunday, October 31 (trade date Monday, November 1), CME Reference Data API will support a CME Globex Book Depth repeating group on instrument api. The repeating group will list the Globex MDP 3.0 market data feed type and market depth for outright and implied markets.

Please Note: Only mdFeedType=GBX (CME Globex Book Depth) will be populated.  Implied mdFeedType=GBI (CME Globex Implied Book Depth) will be populated at a later date to be announced in future Reference Data API notices.

Example: CME Globex Book Depth Repeating Group

"bookDepths"  : [ {

 	 	"mdFeedType" : "GBI",

		 ;  "marketDepth" : null

		 }, {

 		"mdFeedType" : "GBX",

 		"marketDepth" : "10"

These changes will be available for customer testing in New Release on Monday, October 25.

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