Effective Sunday, November 24 (trade date Monday, November 25), attributes will be added to CME Reference Data API Version 3 to support the launch of the CME FX Spot Plus. The attributes will launch with a value of “null” in production.
Please see CME FX Spot Plus Client Impact Assessment for product details and timelines.
New Attributes
The following attributes will be added to support the launch of the CME FX Spot Plus.
| New Attributes | |||
|---|---|---|---|
| API Endpoint | Attribute Name | Description | Type |
| Product | roundingTick | Minimum Tick for FX Spot+ spread Leg on FX Link to FX Link spread trade | NUMBER |
| autoCancelThreshold | Minimum Order cancel threshold notional value established for each FX Spot Plus instrument | ||