CME STP Notices: January 30, 2019

CME STP

CME Reference Data API Launch  - Available

CME Group has launched CME Reference Data API, a real-time solution for accessing information on every instrument and product at CME Group.

Embed the CME Reference Data API in your system’s product matrices and databases to automate product reference data for all CME Group and hosted partner exchange markets.

CME Reference Data API includes:

• Contract specifications
• Product codes and symbols
• Trade and order type eligibility
• Instrument life cycle dates: first and last trade date, notices, delivery and settlement

Key Benefits:

• Reduce the risk of errors with automated definitions
• Machine-readable API delivers product and instrument information without human intervention
• Access CME Group markets and products faster
• A cost-effective solution to accessing product data

Request Access:

Contact Global Account Management to obtain access to the Reference Data API:

U.S.: +1 312 634 8700
Europe: +44 20 3379 3754
Asia: +65 6593 5505

Additional Resources:

• CME Reference Data API Specifications
• CME Reference Data API webpage
• Subscribe to receive notices about the latest technology updates for Reference Data API.

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Consolidated Trade Capture Report Messages in STP  - Starting This Week

Starting this Sunday, February 3 (trade date Monday, February 4), CME Group will launch consolidated iLink fill messages on CME Globex to reduce the number of iLink Execution Report - Fill messages. With this launch, CME Globex will consolidate aggressor Fill Execution Reports.

This consolidation will be reflected in the STP Trade Capture Report (TCR) messages as a reduced number of TCR messages for all trades except the swap legs of Invoice Swaps, Invoice Swap Calendars and Invoice Swap Switch spreads.

Please see the Client Impact Assessment for the full rollout schedule, consolidation scenarios and examples.

This enhancement is currently available for customer testing in New Release.

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Settlement Method Populated for All Trades - This Week

Effective this Sunday, February 3 (trade date Monday, February 4), Settlement Method (TrdCaptRpt/Instrmt/@SettlMeth) will be populated for all security types.

This enhancement is currently available for customer testing in New Release.

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Memo Field in CME STP - March 31

Effective Sunday, March 31 (trade date Monday, April 1), in response to customer requests, a new Memo field (TrdCaptRpt/RptSide/@Mem) will be supported on CME STP messages for CME Globex trades. The new iLink order tag, 5149-Memo, allows customers to submit a free-form note that will be exposed on CME STP trade capture reports to facilitate end-of-day reconciliations between trading and clearing firms.

This enhancement will apply to all trades, except the swap legs of Invoice Swaps, Invoice Swap Calendars and Invoice Swap Switch spreads.

This enhancement is currently available for customer testing in New Release.

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CME STP FIX

CME Reference Data API Launch  - Available

CME Group has launched CME Reference Data API, a real-time solution for accessing information on every instrument and product at CME Group.

Embed the CME Reference Data API in your system’s product matrices and databases to automate product reference data for all CME Group and hosted partner exchange markets.

CME Reference Data API includes:

• Contract specifications
• Product codes and symbols
• Trade and order type eligibility
• Instrument life cycle dates: first and last trade date, notices, delivery and settlement

Key Benefits:

• Reduce the risk of errors with automated definitions
• Machine-readable API delivers product and instrument information without human intervention
• Access CME Group markets and products faster
• A cost-effective solution to accessing product data

Request Access:

Contact Global Account Management to obtain access to the Reference Data API:

U.S.: +1 312 634 8700
Europe: +44 20 3379 3754
Asia: +65 6593 5505

Additional Resources:

• CME Reference Data API Specifications
• CME Reference Data API webpage
• Subscribe to receive notices about the latest technology updates for Reference Data API.

Back to Top

Consolidated Trade Capture Report Messages in STP FIX - Starting This Week

Starting this Sunday, February 3 (trade date Monday, February 4), CME Group will launch consolidated iLink fill messages on CME Globex to reduce the number of iLink Execution Report - Fill messages. With this launch, CME Globex will consolidate aggressor Fill Execution Reports.

This consolidation will be reflected in the STP Trade Capture Report (TCR) messages as a reduced number of TCR messages for all trades except the swap legs of Invoice Swaps, Invoice Swap Calendars and Invoice Swap Switch spreads.

Please see the Client Impact Assessment for the full rollout schedule, consolidation scenarios and examples.

This enhancement is currently available for customer testing in New Release.

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Settlement Method Populated for All Trades - This Week

Effective this Sunday, February 3 (trade date Monday, February 4), Settlement Method (tag 1193-SettlMethod) will be populated for all security types.

This enhancement is currently available for customer testing in New Release.

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Memo Field in CME STP FIX - March 31

Effective Sunday, March 31 (trade date Monday, April 1), in response to customer requests, a new Memo field (tag 5149-Mem) will be supported on CME STP messages for CME Globex trades. The new iLink order tag, 5149-Memo, allows customers to submit a free-form note that will be exposed on CME STP trade capture reports to facilitate end-of-day reconciliations between trading and clearing firms.

This enhancement will apply to all trades, except the swap legs of Invoice Swaps, Invoice Swap Calendars and Invoice Swap Switch spreads.

This enhancement is currently available for customer testing in New Release.

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CME STP Trade View

CME Reference Data API Launch  - Available

CME Group has launched CME Reference Data API, a real-time solution for accessing information on every instrument and product at CME Group.

Embed the CME Reference Data API in your system’s product matrices and databases to automate product reference data for all CME Group and hosted partner exchange markets.

CME Reference Data API includes:

• Contract specifications
• Product codes and symbols
• Trade and order type eligibility
• Instrument life cycle dates: first and last trade date, notices, delivery and settlement

Key Benefits:

• Reduce the risk of errors with automated definitions
• Machine-readable API delivers product and instrument information without human intervention
• Access CME Group markets and products faster
• A cost-effective solution to accessing product data

Request Access:

Contact Global Account Management to obtain access to the Reference Data API:

U.S.: +1 312 634 8700
Europe: +44 20 3379 3754
Asia: +65 6593 5505

Additional Resources:

• CME Reference Data API Specifications
• CME Reference Data API webpage
• Subscribe to receive notices about the latest technology updates for Reference Data API.

Back to Top

Consolidated Trade Capture Report Messages in STP Trade View  - Starting This Week

Starting this Sunday, February 3 (trade date Monday, February 4), CME Group will launch consolidated iLink fill messages on CME Globex to reduce the number of iLink Execution Report - Fill messages. With this launch, CME Globex will consolidate aggressor Fill Execution Reports.

This consolidation will be reflected in the STP Trade Capture Report (TCR) messages as a reduced number of TCR messages for all trades except the swap legs of Invoice Swaps, Invoice Swap Calendars and Invoice Swap Switch spreads.

Please see the Client Impact Assessment for the full rollout schedule, consolidation scenarios and examples.

This enhancement is currently available for customer testing in New Release.

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Contacts

Please contact the following support teams for:

• New Release Environment Support:
  Certification Support for Electronic Trading (CSET) in the U.S. at +1 312 930 2322, in Europe at +44 20 3379 3803 or in Asia at +65 6593 5593.
• Production Environment Support:
  CME Global Command Center (GCC) in the U.S. +1 800 438 8616, in Europe at +44 20 7623 4747 or in Asia at +65 6532 5010.

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