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CME Reference Data Notice: January 11, 2024
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- To
- Referential Data Customers
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- From
- Global Market Solutions & Services (GMSS)
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- #
- 20240111
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- Notice Date
- 11 January 2024
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Topics in this issue include:
- CME Reference Data API Changes - January 21 New
- Brokertec RV Curve Field Format Changes - March 3 New
New - CME Reference Data API Changes - January 21
Effective Sunday, January 21 (trade date Monday, January 22), a new attribute named calculated contract size will be added to CME Reference Data API to display the total calculated contract size for NYMEX peak and off-peak Power products.
New Attribute - Calculated Contract Size
The following new attribute will be added.
New Attribute - Calculated Contract Size Product or Instrument Attribute Name Description Type Instrument calculatedContractSize Displays the variable quantity product’s total calculated contract size. String These changes will be available for customer testing in New Release on Monday, January 15.
New - Brokertec RV Curve Field Format Changes - March 3
Effective Sunday, March 3 (trade date Monday, March 4), the format for the following fields will change for the BrokerTec RV Curve in the RD API.
Below is an example of the change using the UST 3YR vs 7YR RV Curve.
Example of BrokerTec RV Curve Field Format Changes Product/Instrument Attribute Current Format New Format Instrument Globex Symbol UB03:0127-UB07:1230 UB3:07-7KK36TTXOL6G ITC Alias UB03:0127-UB07:1230 UB3:07-7KK36TTXOL6G TCC Alias UB03-UB07 20270115 UB3:07-7KK36TTXOL6G 20270115 CLR Alias UB03-UB07 20270115 UB3:07-7KK36TTXOL6G 20270115 This change will be made available for customer testing in New Release on Monday, February 5.
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