NewReference Data API Enhancements - CME Globex Trading Hours and Holiday Schedules - August 25
Effective Sunday, August 25 (trade date Monday, August 26), CME Reference Data API will be enhanced to include a separate API service named Trading Schedules, which provides clients the ability to programmatically integrate CME Globex Trading Hours and Holiday Schedules for futures and options products into their referential data systems.
The new API service will provide a repeating group of attributes that include the relevant information on the market state of futures and option products traded on CME Globex.
Accessing CME Reference Data API Trading Schedules
Please note: Entitlements are not required. Customers with a current valid OAuth API ID will automatically receive futures and options data by default.
New Trading Schedule URLs
Client systems will send Query Requests by invoking the HTTPS GET method to a URL using pagination. The query must include page and size parameter must be less than 30. If pagination (page and size values) is passed in the URL explicitly, then the same will be used to retrieve data.
| TRADING SCHEDULES URL BY ENVIRONMENT | |
|---|---|
| Environment | URL |
| New Release | https://refdata.api.uat.cmegroup.com/refdata/v3/tradingSchedules?page=0&size=20 |
| Production | https://refdata.api.cmegroup.com/refdata/v3/tradingSchedules?page=0&size=20 |
| NEW TRADING SCHEDULE ATTRIBUTES | ||
|---|---|---|
| ATTRIBUTE NAME | DESCRIPTION | TYPE |
| tradingScheduleId | Trading Schedule ID | Number |
| applicableGlobexGroupCodes | Repeating group of CME Globex product code that is affected by the market events. | String |
| quadrants | Repeating group of related contracts traded on a given Exchange | String |
| scheduleNames | Repeating group of schedule names | String |
| marketEventsByDate | Repeating Group of listing trading date and market events by type and time. | String |
| tradingDate | Business Trade Date in MMDDYY | Date |
| marketEvents | Repeating group listing market event by type and market event time. | String |
| marketEventType |
|
String |
| marketEventTime | The start time of the market state. (expressed in "GMT") | Date Time Format DDMMYYYY-HH:MM:SS.SSSZ |
This change is currently available for customer testing in New Release.
NewReference Data Warehouse Enhancements - CME Globex Trading Hours and Holiday Schedules - August 25
Effective Sunday, August 25 (trade date Monday, August 26), CME Reference Data Warehouse will be enhanced to include CME Globex trading schedules for futures and options. This enhancement will provide clients the ability to programmatically integrate CME Globex Trading Hours and Holiday Hours for futures and options into their referential data systems.
| NEW VIEW AND FIELDS - CME REFERENCE DATA WAREHOUSE | |||
|---|---|---|---|
| VIEW | FIELD | DESCRIPTION | TYPE |
v_refdata_trading_schedule |
prod_code | CME Globex product code that is affected by the market events. | String |
| tradingDate | Business Trade Date in MMDDYY | String | |
| marketEventType |
|
String | |
| marketEventTime | The start time of the market state. (expressed in "GMT") | Date Time Format
DDMMYYYY-HH:MM:SS.SSSZ |
|
| run_date | The date that the process ran which generated the data. | Date | |
This change will be available for customer testing in New Release, Friday, August 16.
