† Denotes update to the article
Effective Sunday, June 28 (trade date Monday, 29), 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 2 to 4 levels
- †MDP3 Channel attribute now filterable
| CME Reference Data API - New Attributes | |||||
|---|---|---|---|---|---|
| EndPoint | Attribute Name | Description | Type | Market Type | Filterable |
| optionSeries | vttLowThreshold | Low Price Threshold. | Double | Listed Derivatives | N |
| 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. | ||||
| †Product | mdp3Channel | Market Data Platform channel for CME Globex book | String | ALL | Y |
These changes will be available for customer testing in New Release on this Thursday, June 18.
