• CME Reference Data API Enhancements February 5

      • To
      • CME Reference Data API Customers
      • From
      • Global Market Solutions and Services
      • #
      • 20230202
      • Notice Date
      • 02 February 2023

    • Effective this Sunday, February 5 (trade date Monday, February 6), in response to customer requests, CME Reference Data API will be enhanced to include the following attributes:

      Product or Instrument

       

      		 Attribute Name

       

      		 Description

       

      		 Type

       

      Instrument

      exchBusinessDate

      Exchange business date.

      • For polls before 4:00 PM CT current exchange business date.
      • For polls after 4:00 PM CT this is the exchange next business date.

      Date

      daysToMaturity

      The number of calendar days between current exchange business day and the contract's final settlement date.

      Number

      airDaysToMaturity  

      The physical days to maturity. The number of calendar days to maturity for physical settlement counting from the current settle value date to the value date for maturity.

      Number

      These enhancements are currently available for customer testing in New Release.

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