Effective Sunday, June 28 (trade date Monday, June 29), the following new fields will be added on CME Reference Data API to support the expansion of the variable tick values for VTT Code 17 and 18 from two to four levels.
| CME Reference Data API - New Attributes | ||||
|---|---|---|---|---|
| Endpoint | Attribute Name | Description | Type | Market Type |
| optionSeries | 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 | |||
These changes will be available for customer testing in New Release on Thursday, June 18.
