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| Warning | ||
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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. |
Supported Instruments
| SecurityType | LegSettlType | OrdType | TimeInForce |
|---|---|---|---|
| SPT | SPT | Limit | IOC FOK GTC GFA |
| SPT | SPT | Market (eFix only) | GFA |
| NDF | M1, M2, M3, EOM0, EOM1* | Limit | IOC FOK GTC |
* BRL and INR only
SecurityGroup
The SecurityGroup field is used to discriminate eFix and Precious Metals instruments.
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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| Not all combinations of Benchmark/fixing time might be available for all instruments. This will be validated at runtime. |
Precious Metals
If you wish to trade Precious Metals, you must ensure that you specify the correct Symbol and SecurityGroup combination for the instrument.
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| 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) | XPT/USD | Unpopulated | Settles via loco Zurich. |
| Platinum (London) | XPT/USD | XPT/USD LN | Settles via loco London. Used to be traded as LPT/USD prior to EBS migration. |
iLink Order Cancel-Replace and In-Flight Mitigation
| Warning |
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In-flight mitigation (IFM) is an optional feature on CME Globex that allows client systems submitting cancel/replace messages to prevent overfilling in the event that the original order is filled while the cancel/replace message is "in-flight" during processing. This feature is currently disabled by default via Whisperer. If clients wish to utilise this feature, they should ensure that their
Refer to Passthru Fields below for details. |
PartyIDs
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Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
OrderOriginationFirmLocation
This is the ISO identifier of the physical location of the individual or team head trader:
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Regulatory Fields
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Please refer to or Regulatory Fields for the full Enterprise table across all venues.
Passthru Fields
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