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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

Please refer to Supported Instruments to view across all venues.

PartyIDs

Please refer to PartyIDs to view across all venues.

Regulatory Fields

Please refer to Regulatory Fields to view across all venues.

Passthru Fields

Please refer to Passthru Fields to view across all venues.

Details

PartyID OrderOriginationFirmLocation

This is the ISO identifier of the physical location of the individual or team head trader:

The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).
The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).
Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.

The full list of country codes, country state codes are available below:

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:
- UAT Benchmarks
- PROD Benchmarks

Not all combinations of Benchmark/fixing time might be available for all instruments. This will be validated at runtime.

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 symbol and security group combinations for Metals are as per the table below:

Metal	Symbol	SecurityGroup	Comment
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	Settles via loco London. Used to be traded as LPT/USD prior to EBS migration.

iLink Order Cancel-Replace and In-Flight Mitigation

In-flight mitigation (IFM) is an optional feature on CME Globex that allows client systems submitting cancel/replace messages to prevent overfilling in the event that the original order is filled while the cancel/replace message is "in-flight" during processing.

https://www.cmegroup.com/confluence/display/EPICSANDBOX/iLink+Order+Cancel-Replace+and+In-Flight+Mitigation

This feature is currently disabled by default via Whisperer. If clients wish to utilise this feature, they should ensure that their MultilegOrderCancelReplaceRequest message includes:

BodyPassthruKey = "OFMOverride"
BodyPassthruValue = "Y"

Refer to Passthru Fields below for details.

On-SEF NDF Tailored Order Book

Please note that On-SEF NDF Tailored Order Book feature is not supported by the MarketFactory API.

Clients are advised to contact the MarketFactory Delivery Team incase they would like to participate in trading the Tailored Order Book.

Order Matching and Reconciliation

iLink3 can report multiple trades in a single Execution Report message as explained in the links below;

https://www.cmegroup.com/confluence/display/EPICSANDBOX/iLink+3+Binary+Order+Entry+-+EBS+Market+on+CME+Globex#iLink3BinaryOrderEntryEBSMarketonCMEGlobex-FillorKill(FOK) and

https://www.cmegroup.com/confluence/display/EPICSANDBOX/iLink+3+CPT+Reconciliation

In such cases, Enterprise gateway generates multiple ExecutionReports, with OrderEventExecID from the individual match event appended to the ExecID in the format described below.

	ExecID = ExecID:OrderEventExecID

Clients can use the second part of ExecID, after ":", to reconcile with the CPT Dropcopy reports.

Please note: Client order with TimeInForce=FOK will either be filled in full or eliminated at all times. It is possible that such orders, can have more than one matching event, resulting in more than one ExecutionReports to clients.

FAK/FOK Credit Enhancements

Effective Sunday, August 13 (trade date Monday, August 14), CME Group will implement enhancements to iLink 3 EBS Fill and Kill (FAK) and Fill or Kill (FOK) order behavior where credit is insufficient. With this change, if an FAK/FOK order cannot match due to insufficient bilateral credit, it will be accepted and then cancelled.

If an FAK/FOK order cannot match due to insufficient bilateral credit, Whisperer clients will receive ExecutionReport with OrdStatus = New and subsequently ExecutionReport with OrdStatus = Cancelled.

Currently, if an FAK/FOK order cannot match due to insufficient bilateral credit, the order is accepted and eliminated.