Topics in this issue include:
Effective Sunday, September 10 (trade date Monday, September 11), the following changes will be implemented on CME Reference Data API.
New Attributes
The following attributes will be added to support future enhancements. The attributes will launch with a value of “null”.
| New Attributes | |||
|---|---|---|---|
| Product or Instrument | Attribute Name | Description | Type |
| Product | altGlobexMinTick | New sub-tick which is only available for order entry when certain conditions are met. | String |
| altGlobexTickConstraint
|
Minimum amount better than the best Standard Tick order for an order to be allowed into the market. |
||
maxBidAskConstraint |
Maximum bid/ask spread for which sub-tick orders will be accepted. |
||
altMinQuoteLife |
MQL duration for orders at the alternative tick, in microseconds. |
||
Attribute Update
The variable tick table attribute will now be supported at the instrument level, which is currently supported at the product level.
| Change to Variable Tick Table Attribute | |||
|---|---|---|---|
| Current Product or Instrument | New Product or Instrument | Attribute Name | Description |
Product |
Instrument |
variableTickTable |
Variable tick table values used for trading on CME Globex. |
These changes will be available for customer testing in New Release on Monday, September 4.
Effective Friday, October 27, Reference Data API version 2 will be decommissioned and no longer supported. To support the decommission, version 2 will be deprecated and no further enhancements will be offered as of Saturday, September 30.
Customers are strongly encouraged to migrate to Reference Data API Version 3 as soon as possible to prevent any data interruptions.
CME Reference Data API v3 (RD APIv3), hosted on Google Cloud (GC), provides the following enhancements:
Clients should review the Client Impact Assessment for details on v3.
Reference Data API Version 3 is currently available in Production and for customer testing in New Release.