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Table of Contents

Supported Security Type:

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Security Type

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Supported Tenor for NDF

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Supported OrderTypes:

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OrderType

...

SecurityType

...

Supported TimeInForce:

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TimeInForce

...

OrderType

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Comment

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Limit

...

Limit

...

Limit/Market

...

Warning

title	UAT Maintenance Window

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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Table Filter

totalrow	,,,,,,,,,,,,
hidelabels	false
sparkName	Sparkline
hidePane	true
sparkline	false
default	ebs_market_ilink3_sbe,ExecutionVenue&&client_role&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&target_platform&&MDBookType&&MDEntryType
isFirstTimeEnter	false
cell-width	250,250
hideColumns	true
disabled	false
enabledInEditor	false
globalFilter	false
id	1687963229265_149249992
order	0,1
hideControls	false
inverse	false,false
column	Venue
disableSave	false
separator	Point (.)
labels	Venue‚Hide columns
ddOperator	OR
datepattern	dd M yy
updateSelectOptions	false
worklog	365\|5\|8\|y w d h m\|y w d h m
isOR	AND

Table Excerpt Include

name	SupportedInstruments
merge-tables	true
page	Supported Instruments
type	page

Please refer to Supported Instruments to view across all venues.

PartyIDs

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.

...

Expand

Table Filter
hideControls true
inverse false
sparkName Sparkline
hidePane true
isNew false
separator Point (.)
ddSeparators true
default ebs_market_ilink3_sbe
isFirstTimeEnter false
userfilter Venue
datepattern dd M yy
id 16234232692621644230436139_-9513462741349241601
worklog 5|8|w d h m|w d h m
isOR AND
order 0
Table Excerpt Include
copytable true
name PartyIDs
page PartyIDs
type page-children

Please refer to
...
PartyIDs
...

OrderOriginationFirmLocation

...

to view across all venues.

Regulatory Fields

country_codes.rtf

country_state.rtf

...

Expand

Table Filter
hideControls true
inverse false
sparkName Sparkline
hidePane true
isNew false
separator Point (.)
ddSeparators true
default ebs_market_ilink3_sbe
isFirstTimeEnter false
userfilter Venue
datepattern dd M yy
id 16237743195871644230436141_1567897203-895241232
worklog 5|8|w d h m|w d h m
isOR AND
order 0
Table Excerpt Include
copytable true
name RegulatoryFields
page Regulatory Fields
type page

Please refer
...
to Regulatory Fields
...
to view 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

...

Expand

Table Filter
hideControls true
inverse false
sparkName Sparkline
hidePane true
isNew false
separator Point (.)
ddSeparators true
default ebs_market_ilink3_sbe
isFirstTimeEnter false
userfilter Venue
datepattern dd M yy
id 16234231035031644230436143_1355574800-1347953915
worklog 5|8|w d h m|w d h m
isOR AND
order 0
Table Excerpt Include
copytable true
name PassthruFields
page Passthru Fields
type page

Please refer to Passthru Fields to view across all venues.

Details

PartyID OrderOriginationFirmLocation

This is the 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.

The full list of country codes, country state codes are available below:

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:
- UAT Benchmarks
- PROD Benchmarks

Note

title	Validation

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:

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

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.

https://www.cmegroup.com/confluence/display/EPICSANDBOX/iLink+Order+Cancel-Replace+and+In-Flight+Mitigation

This feature is currently disabled by default via Whisperer. If clients wish to utilise this feature, they should ensure that their MultilegOrderCancelReplaceRequest message includes:

BodyPassthruKey = "OFMOverride"
BodyPassthruValue = "Y"

Refer to Passthru Fields below for details.

FAK/FOK Credit Enhancements

Note

title	EBS ilink3 FAK/FOK Credit Enhancements

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.

Currently, if an FAK/FOK order cannot match due to insufficient bilateral credit, the order is accepted and eliminated.

Versions Compared

Old Version 12

New Version 13

Key

Supported Security Type:

Supported OrderTypes:

Supported TimeInForce:

Supported Instruments

PartyIDs

SecurityGroup

OrderOriginationFirmLocation

Regulatory Fields

Passthru Fields

Details

PartyID OrderOriginationFirmLocation

SecurityGroup

eFix

Precious Metals

iLink Order Cancel-Replace and In-Flight Mitigation

FAK/FOK Credit Enhancements