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Please refer to Passthru Fields to view across all venues.
Details
Gateway
CME ilink3 is fully supported on CME Convenience Gateway (CGW). Please Contact ION MarketFactory for Market Segment Gateway connectivity.
CME Audit Trail Requirements
CME, CBOT, NYMEX, COMEX Rule 536.B.2. requires that the electronic audit trail associated with any system that accesses the CME Globex platform through the CME iLink gateway contain a complete and accurate record of all activity through that connection, and account for every electronic communication by the order routing or front-end system from the time such order routing or front-end system receives or generates an electronic communication until it is communicated to CME Globex.
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The client/clearing firm is required to provide CME Market Regulation a full production audit trail report sample within 7 days of going live on CME Globex.
Please contact Contact ION MarketFactory Contact to co-ordinate this obligation.
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FXLink: Near leg is Spot and Far leg is Future. Please note: The Leg SecurityType on FXLink for both legs are currently set as FUT. This will be resolved in the upcoming schema change. |
SecurityGroup
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The SecurityGroup field is used for symbols where - globex symbols are of format <Asset><M><YY> => Product code + 1 digit month + 2 digit year.
- FX Mini or FX Micro instruments will have the SecurityGroup populated with "MINI" or "MICRO"
If the SecurityGroup is populated on SecurityStatus messages, it will be expected to be populated back on all the client requests (Pricing and Orders session).
| Example products/Assets where security group will be sent. This list is indicative and not exhaustive |
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| Product | Description |
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| CL | Light Sweet Crude Oil Futures | | KXA | 1-Year Eris Bloomberg Short Term Bank Yield (BSBY) Swap Futures | | KXB | 7-Year Eris Bloomberg Short Term Bank Yield (BSBY) Swap Futures | | KXC | 3-Year Eris Bloomberg Short Term Bank Yield (BSBY) Swap Futures | | KXD | 4-Year Eris Bloomberg Short Term Bank Yield (BSBY) Swap Futures | | KXT | 2-Year Eris Bloomberg Short Term Bank Yield (BSBY) Swap Futures | | KXW | 5-Year Eris Bloomberg Short Term Bank Yield (BSBY) Swap Futures | | KXY | 10-Year Eris Bloomberg Short Term Bank Yield (BSBY) Swap Futures | | LIB | 7-Year Eris Swap Futures | | LIC | 3-Year Eris Swap Futures | | LID | 4-Year Eris Swap Futures | | LIE | 30-Year Eris Swap Futures | | LII | 12-Year Eris Swap Futures | | LIL | 15-Year Eris Swap Futures | | LIO | 20-Year Eris Swap Futures | | LIT | 2-Year Eris Swap Futures | | LIW | 5-Year Eris U.S. Dollar Swap Futures | | LIY | 10-Year Eris Swap Futures | | NNE | PER MONTH HENRY HUB FUT | | NPG | Henry Hub Natural Gas Penultimate Financial Futures | | SDA | S&P 500 Annual Dividend Index Futures | | SR3 | Three-Month SOFR Futures | | YIA | 1-Year Eris SOFR Swap Futures | | YIB | 7-Year Eris SOFR Swap Futures | | YIC | 3-Year Eris SOFR Swap Futures | | YID | 4-Year Eris SOFR Swap Futures | | YIE | 30-Year Eris SOFR Swap Futures | | YII | 12-Year Eris SOFR Swap Futures | | YIL | 15-Year Eris SOFR Swap Futures | | YIO | 20-Year Eris SOFR Swap Futures | | YIT | 2-Year Eris SOFR Swap Futures | | YIW | 5-Year Eris SOFR Swap Futures | | YIY | 10-Year Eris SOFR Swap Futures |
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