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Comment: Published by Scroll Versions from this space and version 1.3.34

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Warning
titleUAT Maintenance Window

Scheduled CME UAT maintenance window - every Wednesday 5am-12noon CST.  Please refrain from testing during this time as the environment may be unstable. unavailable, or exhibit erroneous behavior, such as:

  • Duplicate entries in a Price Depth book.
  • Receive SnaphotFullRefresh messages without a TradeDate and MDSecurityTradingStatus.
  • Incorrect SecurityStatus messages.

These issues are isolated to the New Release environment and will not occur in Production.

Workflow

CLOB: MarketData

Supported Instruments

SecurityTypeLegSettlType

MDBookType

MDEntryType

Comment
FUT

YYYYMM,

YYYYMMDD

PriceDepth

Bid

Offer

ImpliedBid

ImpliedOffer

Futures and Calendar Spreads
SWPSPT, YYYYMMPriceDepth

Bid

Offer

ImpliedBid

ImpliedOffer

FXLink


Note
titleSecurityGroup
The SecurityGroup field is used for symbols with broken dates, weekly expires etc.. where globex symbols are of format <Asset><M><YY> => Product code + 1 digit month + 2 digit year.  If the SecurityGroup is populated on SecurityStatus messages, it will be expected to be populated back on all the client requests.

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