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| Warning |
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| title | UAT Maintenance Window |
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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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| Table Filter |
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| totalrow | ,,,,,,,,,,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| sparkline | false |
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| default | cme_ilink3_sbe,MDBookType(PricingSession)&&MDEntryType(PricingSession)&&Comments&&ExecutionVenue&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&Products&&client_role&&target_platform&&MDBookType&&MDEntryType |
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| isFirstTimeEnter | false |
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| cell-width | 250,250 |
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| hideColumns | true |
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| customNoTableMsg | false |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1702302610521_1594656336 |
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| order | 0,1 |
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| hideControls | false |
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| inverse | false,false |
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| column | Venue |
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| disableSave | false |
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| separator | Point (.) |
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| labels | Venue‚Hide columns |
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| ddOperator | OR |
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| datepattern | dd M yy |
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| updateSelectOptions | false |
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| worklog | 365|5|8|y w d h m|y w d h m |
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| isOR | AND |
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| | Table Excerpt Include |
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| name | SupportedInstruments |
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| merge-tables | true |
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| page | Supported Instruments |
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| type | page |
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| Note |
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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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Calendar Spreads
| Info |
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The Price on the order will be the spread price. The Leg Price not to be populated on the request. The following ExecutionReports are published for Fills: 1) Notional Fill - Trade information for the overall Spread. The legs on notional fill will have the overall notional fill information. 2) 2 Leg Fills - Trade information for each of the legs. So expect 2 leg fills for Calendar Spread and FXLink.
Calendar Spreads : Both near and far legs are Futures. Calendar Spreads (SP, EQ, FX, SD, EC) and FXLink are supported. | Types of spread as classified by CME | Leg1 | Leg2 | Buy Spread | Sell Spread | Comment |
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| SP Standard [SP] | Buy leg | Sell Leg | Buying a Standard Calendar Spread buys leg1, sells leg2 | Selling a Standard Calendar Spread sells leg1, buys leg2 | User Defined Spreads are not supported. | | EQ Calendar Spread [EQ] | Sell Leg | Buy Leg | Buying this Calendar Spread sells leg1, buys leg2 | Selling this Calendar Spread buys leg1, sells leg2 | Not supported currently. | | Deferred Calendar Spread [FX] | Buy leg | Sell Leg | Buying a Deferred Calendar Spread buys leg1, sells leg2 | Selling a Deferred Calendar Spread sells leg1, buys leg2 |
| | SD Calendar [SD] | Buy leg | Sell Leg | Buying this Calendar buys leg1, sells leg2 | Selling this Calendar sells leg1, buys leg2 |
| | EC TAS Calendar Spread [EX] | Buy leg | Sell Leg | Buying an EC Calendar Spread buys leg1, sells leg2 | Selling an EC Calendar Spread sells leg1, buys leg2 |
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FXLink
| Info |
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OTC FX Spot leg ExecutionReports, will reflect notional terms for all quantity fields as listed below. LegLastQtyLegCalculatedCcyLastQtyLegAllocQtyLegAllocCalculatedCcyQty
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iLink Order Cancel-Replace and In-Flight Mitigation
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The correct/cancel messages to the clients are ExecutionReports with
ExecType=TradeCancel or ExecType=TradeCorrectExecRefID refers back to the ExecID of the original ExecutionReport for the trade being corrected or canceled.
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