Page History
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| 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 NDF 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 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. |
Precious Metals
If you wish to trade Precious Metals, you must ensure that you specify the correct Symbol and SecurityGroup combination for the instrument.
The allowed Allowed symbol and security group combinations for Metals are as per the table below:
| Metal | Symbol | SecurityGroup | Comment |
|---|---|---|---|
| Silver | XAG/USD | Unpopulated | Standard |
| Small Silver | XAG/USD | XAG/USD SM | Used to be traded as SAG/USD prior to EBS migration. |
| Gold (EUR) | XAU/EUR | Unpopulated | Does not exist! |
| Small Gold (EUR) | XAU/EUR | XAU/EUR SM | Used to be traded as SAU/EUR prior to EBS migration. |
| Gold | XAU/USD | Unpopulated | Does not exist! |
| Small Gold | XAU/USD | XAU/USD SM | Used to be traded as SAU/USD prior to EBS migration. |
| Palladium (Zurich) | XPD/USD | Unpopulated | Settles via loco Zurich. |
| Palladium (London) | XPD/USD | XPD/USD LN | Settles via loco London. Used to be traded as LPD/USD prior to EBS migration. |
| Platinum (Zurich)Platinum | XPT/USD | Unpopulated | Settles via loco Zurich. |
| Platinum (London)Platinum | XPT/USD | XPT/USD LN | Settles via loco London. Used to be traded as LPT/USD prior to EBS migration. |
NDF Month-End (EOM) Tenors
The SecurityGroup field must be populated as per the format "NDFCCY EOM <MMM> <YY> [SEF]"
- E.g.
INR EOM NOV 21 - E.g.
BRL EOM MAY 22 SEF
PartyIDs
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