Scheduled CME UAT maintenance window - every Wednesday 5am-12noon CST. Please refrain from testing during this time as environment may be unstable. |
Please refer to Supported Instruments to view across all venues.
Please refer to PartyIDs to view across all venues.
Please refer to Regulatory Fields to view across all venues.
Please refer to Passthru Fields to view across all venues.
CME ilink3 is fully supported on CME Convenience Gateway (CGW). Please Contact ION MarketFactory for Market Segment Gateway connectivity.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|
| F | G | H | J | K | M | N | Q | U | V | X | Z |
CME, CBOT, NYMEX, COMEX Rule 536.B.2. 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, and account for every electronic communication by the order routing or front-end system from the time such order routing or front-end system receives or generates an electronic communication until it is communicated to CME Globex.
This report is generated by ION MarketFactory in it's capacity as a connectivity provider.
Please refer to the CME's CME Globex Front-End Audit Trail Requirements page for additional details.
The client/clearing firm is required to provide CME Market Regulation a full production audit trail report sample within 7 days of going live on CME Globex.
Please Contact ION MarketFactory to co-ordinate this obligation.
|
Clients can chose to use either CME Globex Symbols eg, 6E or the CCY Pair format eg, EUR/USD, for the FX products including Single Leg Futures, Spreads, FXLink on order by order basis. |
FXLink: Near leg is Spot and Far leg is Future. |
The SecurityGroup field is used for symbols where
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).
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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 legs on notional fill will have the overall notional fill information. 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.
|
OTC FX Spot leg
|
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. This feature is currently disabled by default via Whisperer. If clients wish to utilise this feature, they should ensure that their
Refer to Passthru Fields above for details. |
A trade correct/cancel message can be sent on ExecutionReports with ExecType=Trade to notify the clients of any trade amendments or cancellations.
Trade amendments are limited to the below ExecutionReport fields :
LegLastPxThe correct/cancel messages to the clients are ExecutionReports with
ExecType=TradeCancel or ExecType=TradeCorrectExecRefID refers back to the ExecID of the original ExecutionReport for the trade being corrected or canceled. Whisperer supports the trade correct/cancel on a best efforts basis. Order attributes such as OrdType, TimeInForce, OrdStatus, LegCumQty, LegLeavesQty, LegAvgPx, will not be populated on these messages.