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Table of Contents
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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. |
Workflow
CLOB: MarketData
Supported Instruments
| SecurityType | LegSettlType | MDBookType | MDEntryType |
|---|---|---|---|
| SPT | SPT | PriceDepth | Bid Offer BestBid BestOffer Trade TradePaid TradeGiven |
| NDF | M1, M2, M3 | PriceDepth | Bid Offer BestBid BestOffer Trade TradePaid TradeGiven |
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:
| Note | ||
|---|---|---|
| ||
| Not all combinations of Benchmark/fixing time might be available for all instruments. This will be validated at runtime. |
| Note | ||
|---|---|---|
| ||
MarketData subscriptions for eFIX instruments are of limited value, since there is by definition no published book. However the SecurityStatus information does still provide the user with Important SecurityStatus information. |
Precious Metals
Allowed symbol and security group combinations for Metals are as per the table below:
| Metal | Symbol | SecurityGroup |
|---|---|---|
| Silver | XAG/USD | |
| Silver | XAG/USD | XAG/USD SM |
| Gold | XAU/EUR | XAU/EUR SM |
| Gold | XAU/USD | XAU/USD SM |
| Palladium | XPD/USD | |
| Palladium | XPD/USD | XPD/USD LN |
| Platinum | XPT/USD | |
| Platinum | XPT/USD | XPT/USD LN |
PartyIDs
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Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
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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Please refer to Passthru Fields for the full Enterprise table across all venues.
Overview
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