• CME Reference Data Notices: August 24, 2023

      • To
      • Referential Data Customers
      • From
      • Global Market Solutions & Services (GMSS)
      • #
      • 20230824
      • Notice Date
      • 24 August 2023
    •  

      Topics in this issue include:

      NewNew - CME Reference Data API Changes - September 10

      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.

      Back to Top

      CME Reference Data API v2 Decommission - Reminder

      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:

      • Decreased refresh time rate
      • Increased results per page from 20 to 1000 
      • No change to your API IDs and entitlements

      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.

      Back to Top