Page History
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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
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MDBookType
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MDEntryType
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PriceDepth
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Bid
Offer
BestBid
BestOffer
Trade
TradePaid
TradeGiven
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M1, M2, M3,
EOMF, EOMG, EOMH, EOMJ,
EOMK, EOMM, EOMN, EOMQ,
EOMU, EOMV, EOMX, EOMZ
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PriceDepth
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Please refer to Supported Instruments to view across all venues.
PartyIDs
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Please refer to PartyIDs to view across all venues.
Regulatory Fields
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Please refer to Regulatory Fields to view across all venues.
Passthru Fields
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Please refer to Passthru Fields to view across all venues.
Details
Configuration
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The client needs to provide clear requirements as to which of the various Market Data Groups they wish to subscribe against. The table EBS on CME Globex Market Data Services Overview should be referenced and provides details such as:
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Bid
Offer
BestBid
BestOffer
Trade
TradePaid
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SecurityGroup
The SecurityGroup field is used to identify eFix, FXSpot+ and Precious Metals
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instruments. If the SecurityGroup is populated on SecurityStatus messages, it will be expected to be populated in all client MarketDataRequest messages.
eFix
The SecurityGroup field must be populated as per the format "BaseCCY/TermCCY <Benchmark Fixing details>"
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For products which have an early trade date roll on Fridays for Monday which moves the trade date to the following week, eg, PHP, CME will not publish updated instrument definition until start of the new session on Sunday. In this case, the LegSettlDate and MaturityDate will be be NULL for these products for the intervening period from the trade date roll to Friday close. |
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Due to Credit exhaustion, EBS can send a duplicate new price level or a change or a delete event for a price level that did not exist in the book. MarketFactory book manager will handle the unknown updates as described in the table below:
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Precious Metals
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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 Allowed symbol and security group combinations for Metals are as per the table below:
| Metal | Symbol | SecurityGroup | Comment |
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| 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 |
Regulatory Fields
The RegulatoryBodies.SEF flag is used to signal SEF vs non-SEF instruments in SecurityStatus and MarketDataRequest, see examples above. Although the MiFID flag is populated in SecurityStatus messages this flag is currently ignored in MarketDataRequest messages as there are no MiFID exclusive EBS symbols.
PartyIDs
Not applicable for this venue.
Passthru Fields
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Settles via loco London. Used to be traded as LPT/USD prior to EBS migration. |
CME FX Spot+
The SecurityGroup field must be populated with the string "FXSpot+" to trade these instruments.
The CME FX Spot+ tradable instruments will be available for the select currency pairs.
Product Name | Symbol | SecurityGroup |
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| Euro / US Dollar Spot FX | EUR/USD | FXSpot+ |
| US Dollar / Canadian Dollar Spot FX | USD/CAD | FXSpot+ |
| British Pound / US Dollar Spot FX | GBP/USD | FXSpot+ |
| Australian Dollar / US Dollar Spot FX | AUD/USD | FXSpot+ |
| US Dollar / Japanese Yen Spot FX | USD/JPY | FXSpot+ |
| US Dollar/Swiss Franc Spot FX | USD/CHF | FXSpot+ |
| New Zealand Dollar/US Dollar Spot FX | NZD/USD | FXSpot+ |
| US Dollar / Mexican Peso Spot FX | USD/MXN | FXSpot+ |
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Conditional Price Increment
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Whisperer clients will receive the below fields as
Supported instruments, minimum tick, and minimum quote life as per the Conditional Price Increment CME confluence page. With this launch, the price dissemination precision for the eligible EBS products will be increased from 5dp to 6dp. |
Test Instruments
Please note that clients should ignore test instruments that contain # or $.
Eg: BRS36# EOM MAY 22 S
Overview
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