Scheduled CME UAT maintenance window - every Wednesday 5am-12noon CST. Please refrain from testing during this time as environment may be unstable. |
CLOB: MarketData
| 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 |
The SecurityGroup field is used to discriminate eFix and Precious Metals instruments.
The SecurityGroup field must be populated as per the format "BaseCCY/TermCCY <Benchmark Fixing details>"
EUR/USD BFIX 1030 LN| Not all combinations of Benchmark/fixing time might be available for all instruments. This will be validated at runtime. |
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. |
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 |
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.
Not applicable for this venue.
Please refer to Passthru Fields for the full Enterprise table across all venues.