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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

SecurityType	LegSettlType	OrdType	TimeInForce
FUT	FUT	Market	Day IOC FOK
FUT	FUT	Limit	Day IOC FOK
FUT	FUT	Stop	Day
FUT	FUT	StopLimit	Day
FUT	FUT	MarketLimit	Day IOC FOK

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
Product	Description
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

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 leg information will always be the near leg.

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
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
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

FX Instrument Support

FX products including Single Leg Futures, Spreads, FXLink will use the symbol in CCY pair format eg EUR/USD rather than the CME Globex symbols.

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.

CME Audit Trail Requirements

CME 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. This report is generated by MarketFactory in the capacity of a connectivity provider.

Production Sample on Go-live on CME Globex : The client/clearing firm is required to provide CME Market Regulation a full production audit trail report.
The report must be provided within 7 days of going live on CME Globex. Please get in touch with the support team to co-ordinate the obligation.

PartyID Fields

Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

Regulatory Fields

Please refer to or Regulatory Fields for the full Enterprise table across all venues.

Passthru Fields

Please refer to Passthru Fields for the full Enterprise table across all venues.