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Scheduled CME UAT maintenance window - every Wednesday 5am-12noon CST. Please refrain from testing during this time as environment may be unstable. |
Workflow
CLOB: MarketData
Supported Instruments
| SecurityType | LegSettlType | MDBookType | MDEntryType |
|---|---|---|---|
| SPT | SPT | PriceDepth | Bid Offer BestBid BestOffer Trade TradePaid TradeGiven |
| NDF | M1, M2, M3, EOMF, EOMG, EOMH, EOMJ, EOMK, EOMM, EOMN, EOMQ, EOMU, EOMV, EOMX, EOMZ | PriceDepth | Bid Offer BestBid BestOffer Trade TradePaid TradeGiven |
SecurityGroup
The SecurityGroup field is used to identify eFix, Precious Metals and EOM instruments. If the SecurityGroup is populated on SecurityStatus messages, it will be expected to be populated in all client MarketDataRequest messages.
eFix
The SecurityGroup field must be populated as per the format "BaseCCY/TermCCY <Benchmark Fixing details>"
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| Note | ||
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For products which have an early trade date roll on Fridays for Monday which moves the trade date to the following week, eg, PHP, CME will not publish updated instrument definition until start of the new session on Sunday. In this case, the LegSettlDate and MaturityDate will be be NULL for these products for the intervening period from the trade date roll to Friday close. |
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| Metal | Symbol | SecurityGroup |
|---|---|---|
| Silver | XAG/USD | |
| Silver | XAG/USD | XAG/USD SM |
| Gold | XAU/EUR | XAU/EUR SM |
| Gold | XAU/USD | XAU/USD SM |
| Palladium | XPD/USD | |
| Palladium | XPD/USD | XPD/USD LN |
| Platinum | XPT/USD | |
| Platinum | XPT/USD | XPT/USD LN |
Regulatory Fields
The RegulatoryBodies.SEF flag is used to signal SEF vs non-SEF instruments in SecurityStatus and MarketDataRequest, see examples above. Although the MiFID flag is populated in SecurityStatus messages this flag is currently ignored in MarketDataRequest messages as there are no MiFID exclusive EBS symbols.
PartyIDs
PartyIDs
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Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
Regulatory Fields
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Please refer to or Regulatory Fields for the full Enterprise table across all venuesNot applicable for this venue.
Passthru Fields
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Please refer
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for the full Enterprise table across all venues.
Overview
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