Note: Scheduled CME UAT maintenance window - every wednesday 5am-12noon CST. Please refrain from testing during this time as environment may be unstable. 

Supported Security Type:

Supported Tenor for NDF

Supported OrderTypes:

Supported TimeInForce:

SecurityGroup 

Efix instruments: SecurityGroup as per the format "BaseCCY/TermCCY <Benchmark Fixing details>"  Eg: EUR/USD BFIX 1030 LN

Available benchmark fixing details: Benchmarks.xlsx

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

Precious Metals: SecurityGroup will be required on the below precious metals to differentiate from standard symbols. Allowed symbol and security group combinations for Metals.

PartyID Fields:

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

OrderOriginationFirmLocation :

optional from 2021.08.03.WE

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.

Attaching the full list of country codes, country state codes.

country_codes.rtf

country_state.rtf

Regulatory Fields:

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

Relevant to trading ON_MTF instruments only - EDM and IDM should be registered with CME in production, CME Globex will validate the short code presence, and reject if the short code is not a registered value. No validation in test environment. 

Passthru Fields:

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