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Comment: Published by Scroll Versions from this space and version 1.3.13

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SecurityTypeLegSettlType

MDBookType

MDEntryType

SPTSPT

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


Tip
titleMarket Data Groups

The client needs to provide clear requirements as to which of the various Market Data Groups they wish to subscribe against. The table EBS on CME Globex Market Data Services Overview should be referenced and provides details such as:

  • Conflation Interval
  • Book Depth (see also PassthruFields, below)
  • Credit Screened, or not
  • Etc

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.

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