For the latest roadmap of CME Group technology initiatives, see the Development Launch Schedule.
Find the previous versions of CME Reference Data Notices on the Notice Search page.
Effective Sunday, April 12 (trade date Monday, 13), the following changes will be implemented on CME Reference Data API:
New fields to support the expansion of the variable tick values for VTT Code 17 and 18 from two to four levels
New field to add a no cancel period to the Trading Schedules Endpoint
| CME Reference Data API - New Attributes | ||||
|---|---|---|---|---|
| EndPoint | Attribute Name | Description | Type | Market Type |
| Instrument | vttLowThreshold | Low Price Threshold. | Double | Listed Derivatives |
| vttMidLowTick | This field defines the smallest tick the instrument can trade at as defined by the vttMidLowThreshold. | |||
| vttMidLowThreshold | Mid-Low Price Threshold | |||
| vttMidHighTick | This field defines the smallest tick the instrument can trade at as defined by the vttMidHighTick. | |||
| vttMidHighThreshold | Mid-High Price Threshold. | |||
| vttHighTick | This field defines the smallest tick the instrument can trade at as defined by the vttHighThreshold. | |||
| vttHighThreshold | High Price Threshold. | |||
| Trading Schedules | noCancelPeriod | Market Event Type. | String | |
These changes are currently available for customer tesing in new release.
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