Topics in this issue include:
Effective Sunday, August 13 (trade date Monday, August 14), CME Reference Data API will be enhanced to support EBS Size Priority Matching. EBS Market on CME Globex will offer a new match algorithm, Size Priority Matching, which prioritizes Large Order Size (LOS) orders to be matched before smaller orders.
Additional details on impacted products, timelines and new attribute value availability can be found in the EBS Size Priority Matching Client Impact Assessment.
Clients now have access to historical product and instrument referential data in Google Cloud BigQuery, via the CME Group Reference Data Warehouse.
Reference Data Warehouse provides clients with a view into the historical CME Group product and instrument libraries. Details for all CME Group venues and the CME Clearing House are included with deep and robust relational information.
Please review the Client Systems Wiki for technical specifications and access details.
As a reminder, CME Group internal testing in the Production environment can occur during the weekend. Any trades or market data generated during these tests should be disregarded.
Clients can connect to CME Globex services beginning at 10:30 a.m. Central Time (CT) Sundays to prepare for weekly start-up. Clients should ensure all services are disconnected by 5:00 p.m. CT Fridays to avoid receiving internal test data.
CME Group Trading and Clearing Hours are also available on the CME Group website.