• CME Reference Data API Notices: Changes to BrokerTec Stream Relationship Based Eligible Contracts

      • To
      • CME Reference Data API Customers
      • From
      • Global Market Solutions and Services
      • #
      • 2023019
      • Notice Date
      • 19 January 2023
    • Effective Monday, January 23 the contract size for BrokerTec Stream products will change to notional terms for all quantity attributes in CME Reference Data API. BrokerTec Stream products can be identified in CME Reference Data API as having the Relationship Based trading eligibility indicator equal to Y (rbtEligibleInd=Y). These change will take place in the New Release environment only.

      Please Note: There is no impact BrokerTec Central Limit Order Book (CLOB) products trading on the CME Globex.
      BrokerTec RBT Eligible Product Contract Attribute Changes
      Product or Instrument API Attribute Current New

      Product

      contractNotionalAmount

      1000000

      1

      unitOfMeasureQty

      1000000

      1

      minGlobexOrdQty

      1

      1000000

      maxGlobexOrdQty

      99900

      999000000

      minIncrementalOrder

      1

      1000000

      Instrument

      minIncrementalOrder

      1

      1000000

      maxSweepQty

      null

      999000000

      minGlobexOrdQty

      1

      1000000

      minIntraIncrementalOrder

      1

      1000000

      maxGlobexOrdQty

      99900

      999000000

      maxIntraGlobexOrdQty

      99900

      999000000

      A production launch date will be announced in future CME Reference Data API and BrokerTec Markets on CME Globex Update notices.