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The CME Reference Data APIv3, hosted on Google Cloud (GC) is a set of JSON RESTful web service APIs that provide real-time restricted access to product and instrument referential data using OAuth, an open protocol that supports secure authorization in a simple, standard method and decouples authentication from authorization. CME Reference Data APIv3 provides product and instrument reference data for all CME Group, BrokerTec, EBS, Hosted Partners and CME Group-cleared markets.  

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Futures and OptionsBrokerTecEBS
refdata.api.cmegroup.com/refdata/v3/productsrefdata.api.cmegroup.com/refdata/v3/productsrefdata.api.cmegroup.com/refdata/v3/products
refdata.api.cmegroup.com/refdata/v3/instrumentsrefdata.api.cmegroup.com/refdata/v3/instrumentsrefdata.api.cmegroup.com/refdata/v3/instruments

refdata.api.cmegroup.com/refdata/v3/displayGroups

 refdata.api.cmegroup.com/refdata/v3/tradingSessionValueDates

Network Connections

CME Reference Data product and instrument information is available over all CME Group network connections for EBS Market, eFix and BrokerTec.

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Data will be updated every 5 7 minutes or less. Clients systems should consider all returned data to be accurate as of the time of the request submission. Since the products are updated dynamically, multiple requests may return different results.

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TypeUnderlyingOverlyingInstrumentsBTIC UnderlyingTAS UnderlyingTAM UnderlyingTACO Underlying
Future OutrightNot present

References to all products related to the outright future

  • Underlying = original future outright
  • Overlying = all product records related to future outright, including spreads and options
All listed instruments on the outright futureNot presentNot presentNot presentNot present
Future Spread

Leg construction information for the future spread, with references to the outright future legs

  • Underlying = outright future or future spread leg records
  • Overlying = Original future spread

Only present for spreads that are used as legs for spread-of-spreads (e.g., Future Bundles as legs of Bundle Spreads)

Leg construction information, with references to the future spread legs

  • Underlying = original future spread
  • Overlying = other related futures spread records, including spreads and options
All listed instruments for the future spreadNot presentNot presentNot presentNot present
Option Outright

Relationship information for the option outright

  • Underlying = outright future or future spread underlying the option
  • Overlying = option product record
Not presentAll listed instruments for the outright optionNot presentNot presentNot presentNot present
Basis Trade at Index Close (BTIC) FuturesNot present

References to all products related to the BTIC outright future

  • Underlying = original BTIC outright future
  • Overlying = spreads listed on the BTIC outright future
All listed instruments for the BTIC outright future

Underlying product for the BTIC (e.g., E-mini S&P 500 future for the BTIC on E-mini S&P 500)

Not presentNot presentNot present
Trade at Cash Open (TACO) FuturesNot present

References to all products related to the TACO outright future

  • Underlying = original TACO outright future
  • Overlying = spreads listed on the TACO outright future
All listed instruments for the TACO outright futureNot presentNot present
Underlying product for the TACO future (e.g., E-mini S&P 500 future for the TACO on E-mini S&P 500)
Trade at Settlement (TAS) FuturesNot present

References to all products related to the TAS outright future

  • Underlying = original TAS outright future
  • Overlying = spreads listed on the TAS outright future
All listed instruments for the TAS outright futureNot presentUnderlying product for the TAS future (e.g., Sweet Crude Oil futures for the TAS Sweet Crude Oil)Not presentNot present
Trade at Marker (TAM) FuturesNot present

References to all products related to the TAM outright future

  • Underlying = original TAM outright future
  • Overlying = spreads listed on the TAM outright future
All listed instruments for the TAM outright futureNot presentNot presentUnderlying product for the TAM future (e.g., Sweet Crude Oil futures for the TAM London Sweet Crude Oil)Not present
REPO

Underlying = Physical Collateral of the REPO (e.g. US Government Bonds)

Not present

All listed instruments for the REPONot presentNot presentNot presentNot present

US Treasury Actives and European Government Bonds


Not present

References to all products related to the US Actives Outrights

  • Underlying = original US Actives outright
  • Overlying = all product records related to US Actives outright, spreads and US and EU REPO
All listed instruments for the US ActivesNot presentNot presentNot presentNot present
eFix Matching Service Product

References to all products related to the eFix Matching Service Product

  • Underlying = FX Spot Currency Pair
Not presentAll listed instruments for the eFix Matching Service products.Not presentNot presentNot presentNot present
FX Spot Currency Pair ProductNot present

References to all products related to the FX Spot Currency Pair Product

  • Overlying = eFix Matching Service Product
All listed instruments for the FX Spot Currency Pair products.Not presentNot presentNot presentNot present

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Attribute

Description

Type

Query ParametersQuery Description

instrumentguidInt


Unique instrument identifier in integer-only format.

Integer

Filter Type

Query for trade date to value date (date of settlement) mapping for a specific instrument.

globexSymbol


CME Globex instrument symbol.

String

Filter TypeQuery for trade date to value date (date of settlement) mapping for EBS Direct or EBS Markets on CME Globex for a specific CME Globex symbol.

rbtEligibleInd

Boolean flag to identify eligibility for EBS Direct ("Y","N").

String

Filter TypeQuery for trade date to value date (date of settlement) mapping for EBS Direct.

globexSecurityId

A unique identifier for each CME Globex instrument; same value as in tag 48-SecurityID on iLink and MDP.

String

Filter Type

Query for instrument by Security ID (MDP 3.0 tag 48-SecurityID).

noTradingSessions 

Repeating group for trading session value and/or settlement dates. 

String



tradeDate

Date of the Trade.

Date



settlementDate


  • SPOT value/settlement date.
  • NDF settlement date.

Date



ndfFixingDate 

NDF fixing (maturity) date.

Info

The NDF ndfFixingDate is not used nor linked in any way to the eFix Matching Service.

Date



dsbIsin

ISIN value as provided by ANNA, Association of National Numbering Agencies. This field is populated for MTF-Regulated NDFs and is unique for each Settle Date.

String

venueType


Venue Type

  • CLOB (Central Limit Order Book)
  • RBT (Relationship Based Trading) 
StringFilter Type

Query for all trade dates by venue type


ccyPair

Currency pair as listed in the instrument long name field.

e.g. longName"FXSPOT.EUR/USD" (EUR/USD)

StringFilter TypeQuery for trade dates by currency pair using currency pair as listed in the instrument long name field.

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tradingSessionValueDates
instrumentguidIntUnique instrument identifier in integer-only format.
globexSymbolCME Globex instrument symbol.
rbtEligibleIndBoolean flag to identify EBS Direct ("Y","N").
globexSecurityIdA unique identifier for each CME Globex instrument; same value as in tag 48-SecurityID on iLink and MDP.
venueTypeCLOB
ccyPairUSD/DKK
noTradingSessions  Repeating group for trading session value and/or settlement dates. 
tradeDateDate of the TradeDate of the TradeDate of the TradeDate of the TradeDate of the Trade
settlementDate
  • SPOT value/settlement date
  • NDF settlement date
  • SPOT value/settlement date
  • NDF settlement date
  • SPOT value/settlement date
  • NDF settlement date
  • SPOT value/settlement date
  • NDF settlement date
  • SPOT value/settlement date
  • NDF settlement date
ndfFixingDateNDF fixing (maturity) dateNDF fixing (maturity) dateNDF fixing (maturity) dateNDF fixing (maturity) dateNDF fixing (maturity) date
dsbIsinISIN value as provided by ANNAISIN value as provided by ANNAISIN value as provided by ANNAISIN value as provided by ANNAISIN value as provided by ANNA

Trade and Value Date Processing Examples

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