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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
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Please refer to Supported Instruments to view across all venues.
Supported Security Type:
Security Type |
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| Spot (Includes efix instruments) |
| NDF |
Supported Tenor for NDF
| Tenor Type |
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| M1 |
| M2 |
| M3 |
Supported OrderTypes:
OrderType | SecurityType |
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| Limit | Spot/NDF |
| Market | Spot efix products |
Supported TimeInForce:
TimeInForce | OrderType | Comment |
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| IOC | Limit | |
| FOK | Limit | |
| GTC | Limit | Expires at the end of the trading session depending upon which instruments are subject to daily open/close or weekly open/close |
| GFA | Limit/Market | efix instruments will be sent as Market GFA order. |
SecurityGroup
Efix instruments: SecurityGroup as per the format "BaseCCY/TermCCY <Benchmark Fixing details>" Eg: EUR/USD BFIX 1030 LN
Available benchmark fixing details: Benchmarks.xlsx
Note: Not all combinations of Benchmark/fixing time might be available for all instruments. This will be validated runtime.
Precious Metals: SecurityGroup will be required on the below precious metals to differentiate from standard symbols. Allowed symbol and security group combinations for Metals.
| Metal | Symbol | SecurityGroup |
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| Silver | XAG/USD | |
| Silver | XAG/USD | XAG/USD SM |
| Gold | XAU/EUR | |
| Gold | XAU/USD | |
| Palladium | XPD/USD | XPD/USD LN |
| Palladium | XPD/USD | |
| Platinum | XPT/USD | |
| Platinum | XPT/USD | XPT/USD LN |
PartyID Fields:
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Please refer to Whisperer Enterprise - PartyIDs
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for the full Enterprise table across all venues.
OrderOriginationFirmLocation
ISO identifier of the physical location of the individual or team head trader.
The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).
The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).
Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.
Attaching the full list of country codes, country state codes.
Regulatory Fields:
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Please refer
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to or Regulatory Fields
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for the full Enterprise table across all venues.
Relevant to trading ON_MTF instruments only - EDM and IDM should be registered with CME in production, CME Globex will validate the short code presence, and reject if the short code is not a registered value. No validation in test environment.
Passthru Fields:
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Please refer to Passthru Fields
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Details
PartyID OrderOriginationFirmLocation
This is the ISO identifier of the physical location of the individual or team head trader:
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for
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the
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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>"
- Eg:
EUR/USD BFIX 1030 LN - Available benchmark fixing details:
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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.
The allowed symbol and security group combinations for Metals are as per the table below:
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XPT/USD LN
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iLink Order Cancel-Replace and In-Flight Mitigation
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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 MultilegOrderCancelReplaceRequest message includes:
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BodyPassthruValue = "Y"
Refer to Passthru Fields below for details.
FAK/FOK Credit Enhancements
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| title | EBS ilink3 FAK/FOK Credit Enhancements |
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Effective Sunday, August 13 (trade date Monday, August 14), CME Group will implement enhancements to iLink 3 EBS Fill and Kill (FAK) and Fill or Kill (FOK) order behavior where credit is insufficient. With this change, if an FAK/FOK order cannot match due to insufficient bilateral credit, it will be accepted and then cancelled.
If an FAK/FOK order cannot match due to insufficient bilateral credit, Whisperer clients will receive ExecutionReport with OrdStatus = New and subsequently ExecutionReport with OrdStatus = Cancelled.
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full Enterprise table across all venues.
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