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Total number of instruments in the Replay loop.

Used on Replay Feed only.

Included in the message on the Incremental feed when a mid-week deletion or modification (i.e. extension) occurs.

Add represents Security Definition messages that are:

• Newly added during the current week
• Disseminated during the Sunday Startup period
• Resent by the system during the week

Modify represents modifications to a Security Definition

Delete represents deletions of a Security Definition

A=Add

D=Delete

M=Modify

Identifies the market segment.

Populated for all CME Globex instruments.

Indicates the product complex

2=Commodity/Agriculture
4=Currency
5=Equity
6=Government
10=Mortgage
12=Other
13=Financing
14=Interest Rate
15=FX Cash
16=Energy
17=Metals

Exchange used to identify a security

XCBT=Chicago Board of Trade 

XCME=Chicago Mercantile Exchange 

XNYM=New York Mercantile Exchange 

XCEC= COMEX (Commodities Exchange Center) 

XMGE=Minneapolis Grain Exchange 

DUMX=Dubai Gulf Mercantile Exchange 

XKLS=Bursa Malaysia 

XKFE=Korea Exchange 

NYUM=XNYM-DUMX inter-exchange spread 

MGCB=XMGE-XCBT inter-exchange spread

CBCM=XCME-XCBT inter-exchange spread

XFXS=CME FX Link spread

GLBX=FX Spot leg

BTEC=BrokerTec US

BTEE=BrokerTec EU (UK Gilts & Notes)

BTAM=BrokerTec Amsterdam (All EU except UK Gilts & Notes)

Unique instrument ID as qualified by the exchange per tag 22-SecurityIDSource.

The unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion.

Security Type

FUT=Future or Future Spread

OOF=Options on Futures or Options on Futures Spread

MLEG=Spread with mixed type legs

IRS=Interest Rate Swaps

FXSPOT=FX Spot

FUT=Future or Future Spread

OOF=Options on Futures or Options on Futures Spread

MLEG=Spread with mixed type leg

IRS=Interest Rate Swaps

FXSPOT=FX Spot

TBOND=US Treasury Bond

TBILL=US Treasury Bill

TNOTE=US Treasury Note

TB=Non-US Treasury Bill

TBA=To Be Announced

SOV=UK Gilts

EUSOV= EGB (Euro Government Bonds)

EUSUP=Euro Supranational

SUPRA= US Supranational

REPO=REPO instruments

TIPS=Treasury Inflation-Protected Securities

TINT=U.S. Treasury STRIPS

ISO standard instrument categorization code.

Currently not supported in futures and options markets. Consult CME Reference Data API Version 3 for CFI values.

Indicates whether an option instrument is a put or call

0=Put
1=Call 

This field provides the calendar month reflected in the instrument symbol (tag 55-Symbol in MDP 3.0; tag 107-SecurityDesc in iLink). Format YYYYMM (e.g., 201912) 

For futures spreads and options spreads, this field contains the first leg's calendar month reflected in the instrument symbol.

For packs and bundles, this value represents the quarterly contract reflected in the instrument symbol.

For daily products, this tag contains the full calendar date as reflected in the instrument symbol. Format YYYYMMDD (e.g. 20191205).

For weekly options products, this tag contains the calendar month and week indicator reflected in the instrument symbol. Format YYYYMMwW (e.g., for the 4^th week contracts, 2019124).

Matching algorithm

F=First In, First Out (FIFO)

K=Configurable

C=Pro-Rata

A=Allocation

T=FIFO with LMM

O=Threshold Pro-Rata

S=FIFO with TOP and LMM

Q=Threshold Pro-Rata with LMM

Y=SOFR options

Minimum constant tick for the instrument.

For VTT-eligible products, this tag will contain 'NULL' for Options and '0' for User Defined Spreads (UDS).

Identifies user-defined instruments. 

Y=User defined instrument 
N=Not a user defined instrument

Global unique instrument identifier. Additional product and instrument referential data can be gathered via CME Reference Data API using GUID fields. 

Currently unavailable for futures and options instruments.

Code to represent the type of event

5=Activation 
7=Last eligible trade date

Describes a class of service for a given data feed. GBX- Real Book, GBI-Implied Book

GBX=CME Globex Book Depth 
GBI=CME Globex Implied Book Depth

Tag 871-InstAttribType and tag 872-InstAttribValue function together where tag 871 indicates the type of value that the following tag 872 will contain.

Bitmap field of 32 Boolean type indicators:

0 (least significant bit): Electronic Match Eligible

1: Order Cross Eligible

2: Block Trade Eligible

3: EFP Eligible

4: EBF Eligible

5: EFS Eligible

6: EFR Eligible

7: OTC Eligible

8: iLink Mass Quoting Eligible

9: Negative Strike Eligible

10: Negative Price Eligible

11: Is Fractional (indicates product has fractional display price)

13: RFQ Cross Eligible

14: Zero Price Eligible

15: Decaying Product Eligibility

16: Variable Quantity Product Eligibility

17: DailyProduct Eligibility

18: GT Orders Eligibility (Previously Tag 827)

19: Implied Matching Eligibility (Previously tag 1144)

21: Variable Cabinet Eligible

22: Inverted Book

23: All or None Instrument

24: SEFRegulated (1=ON-SEF, 0=OFF-SEF)

25: MTFRegulated (1=ON-MTF, 0=OFF-MTF)

26: eFixInstrument (1=eFix Instrument)

28-31 – Reserved for future use

Minimum quantity accepted for order entry. If tag 1093-LotType=4, this value is the minimum quantity for order entry expressed in the applicable units, specified in tag 996-UnitOfMeasure, e.g. megawatts

2=minimum order entry quantity for an instrument

3=the minimum qty required for a block trade

4=Round lot (Variable Quantity Products)