The following table includes all attributes across RDW Datasets and tables. All attributes can be used for queries, joins, and other BigQuery functions.
Table excerpt
name
compRDWdatasets
Field Name
Type
Mode
Description
v_product_btec
v_instrument_btec
v_product_ebs
v_instrument_ebs
v_product_fno
v_product_spec_fno
v_option_series_fno
v_instrument_fno
air_accrued_funding_fctr
NUMERIC
NULLABLE
The AIR TRF accrued funding value for this instrument for the specified business date, to seven decimal places.
x
air_business_date
DATETIME
NULLABLE
The AIR TRF business date to which the funding values apply.
x
air_daily_funding_fctr
NUMERIC
NULLABLE
Today’s contribution to that aggregate AIR TRF Accrued Funding value, to seven decimal places.
x
air_days_to_maturity_count
NUMERIC
NULLABLE
The AIR TRF days to maturity. The number of calendar days to maturity for physical settlement counting from the current settle value date to the value date for maturity.
x
air_financing_days_count
NUMERIC
NULLABLE
The number of calendar days between current exchange business day and the instrument's AIR TRF final settlement date.
x
air_funding_stat
STRING
NULLABLE
An indicator which specifies whether these are the final or preliminary AIR TRF values for the specified business date.
Valid values:
Prelim Final
x
air_interest_rt
NUMERIC
NULLABLE
Interest rate for AIR TRF instrument.
x
air_interest_rt_idx
STRING
NULLABLE
Underlying index for AIR TRF instrument.
x
all_or_none_ind
STRING
NULLABLE
Identifies All or None (AON) instrument.
x
allocation_deadline_time
TIME
NULLABLE
17:15:00 (for LCH German Special)
x
asset_class
STRING
NULLABLE
Underlying asset type.
x
x
x
asset_sector
STRING
NULLABLE
Sector associated with product.
For some products, such as combos, and products with a Btic underlying, the sector will be found at the underlying product level.
Synthetic products will not have sector information.
x
x
x
asset_sub_class
STRING
NULLABLE
Sub class within asset class (for example: Credit, Foreign Exchange).
x
x
x
asset_sub_sector
STRING
NULLABLE
Sub-sector associated with product.
x
x
x
assignment_mthd
STRING
NULLABLE
Method used for assignment of futures upon options delivery:
Random Pro-Rata
x
base_idx_type
STRING
NULLABLE
Base index name.
x
bil_acc_rej_timer
NUMERIC
NULLABLE
Duration in seconds for bilateral accept or reject timer.
x
block_trade_elig_ind
STRING
NULLABLE
Block Trade eligible products
x
btic_ind
STRING
NULLABLE
Indicates if instrument is BTIC.
x
x
cfi_code
STRING
NULLABLE
CFI Codes used in CMEG clearing systems; will not always match the CFI Codes used on CME Globex.
x
x
x
clearport_elig_ind
STRING
NULLABLE
Indicates if instrument is eligible to trade via CME ClearPort
x
clr_alias
STRING
NULLABLE
The instrument symbol used in CME Clearing for clearing reports like the Trade Register.
x
x
x
clr_cab_px
NUMERIC
NULLABLE
Cabinet trade price in Clearing and Post-Trade systems.
x
clr_org_id
STRING
NULLABLE
The entity where the trade will be cleared. Values include:
BME BONY CLEARNET EUREX FICC MONTE
x
clr_sym
STRING
NULLABLE
The product code used in CME Clearing for clearing reports like the Trade Register.
x
x
x
x
x
x
commodity_standards
STRING
NULLABLE
The commodity standards for physically-delivered contracts.
x
contract_notional_amt
NUMERIC
NULLABLE
Notional amount per contract.
x
x
x
contract_period
STRING
NULLABLE
For monthly, quarterly and serial instruments identifies the named month and year in format YYYYMM.
For all other instruments, identifies the month, year and date in format YYYYMMDD.
x
x
x
x
contrary_instruction_ind
STRING
NULLABLE
Indicates whether Contrary Instructions are allowed.
x
coupon_day_count
STRING
NULLABLE
The convention used for accruing interest. Values include:
The fixed rate at which a bond or loan pays out on a periodic basis (rate of interest * principal).
x
coupon_rt
FLOAT
NULLABLE
The fixed rate at which a bond or loan pays out on a periodic basis (rate of interest * principal).
x
coupon_type
STRING
NULLABLE
Describes the type of interest payment such a discount, fixed, float, and variable.
x
cusip
STRING
NULLABLE
US and Canadian externally registered security identifier.
x
daily_ind
STRING
NULLABLE
Indicates if instrument is a Daily.
x
dated_date
DATETIME
NULLABLE
The date at which interest begins to accrue.
This will be the same as the issue date except when the issue date falls on a weekend or holiday.
x
days_or_hours
STRING
NULLABLE
Indicates for variable quantity products whether the instrument is effected in days or hours.
x
debt_security_maturity_date
DATETIME
NULLABLE
The date the debt security matures.
x
derived_block_elig_ind
STRING
NULLABLE
Indicates if product is eligible for derived block trading
x
dirty_px_rounding
NUMERIC
NULLABLE
Numerical codes to indicate rounding type.
0 - nearest
1 - rounds up
2 - rounds down
x
dirty_px_tick
NUMERIC
NULLABLE
This is the tick for the dirty price (price + accrued interest). Dirty price is used to value repo collateral.
x
dynamic_ind
STRING
NULLABLE
Indicates if option series supports dynamic strike creation.
x
efix_instr_ind
STRING
NULLABLE
Indicates if instrument is traded on the CME Globex eFix matching service.
x
efix_prod_ind
STRING
NULLABLE
Indicates if product is traded on the CME Globex eFix matching service.
x
efp_elig_ind
STRING
NULLABLE
Indicates if product is eligible for EFP transactions.
x
efr_elig_ind
STRING
NULLABLE
Indicates if product is eligible for EFR transactions.
x
end_date
DATETIME
NULLABLE
Date a repo ends
x
x
exch_id
STRING
NULLABLE
Exchange identifier used in the CME Group Post Trade applications.
x
x
x
x
x
exch_mic
STRING
NULLABLE
Market Identifier Code (MIC) as defined by the ISO. For inter-exchange spreads, this field contains the hybrid value displayed in the Market Data Platform Security Definition (tag 35=d) message tag 207-SecurityExchange.
x
x
x
x
x
exercise_mthd
STRING
NULLABLE
Exercise method.
x
exercise_style
STRING
NULLABLE
Human-readable options exercise instructions.
x
final_settlement_date
DATETIME
NULLABLE
Final settlement date.
x
first_coupon_date
DATETIME
NULLABLE
The first coupon date of the debt maturity
x
first_delivery_date
DATETIME
NULLABLE
First delivery date. The first date that users will complete delivery.
Not applicable to financially settled instruments.
x
first_notice_date
DATETIME
NULLABLE
First notice date. The first date that users will get notified that they have been assigned a delivery.
Not applicable to financially settled instruments.
x
first_position_date
DATETIME
NULLABLE
First position date; also considered the First Holding Date or First Inventory Date. The date when CME Clearing will begin accepting position dates, where applicable, for deliverable contracts.
Not applicable to financially settled instruments.
x
first_trade_date
DATETIME
NULLABLE
Clearing first trade date (actual instrument first trade date)
x
x
x
x
fisn
STRING
NULLABLE
Financial instrument short name. Used for MiFid reporting.
x
fixed_payout_amt
NUMERIC
NULLABLE
Under development.
x
fixing_name
STRING
NULLABLE
Name that includes the fixing source, time and location. Only used for eFix products and instruments.
x
fixing_src
STRING
NULLABLE
Fixing rate source. Only used for eFix products and instruments.
Valid values include:
WMR - WM Reuters BFIX - Bloomberg BFIX ABS - Association of Banks Singapore HSRA - Hedge Settlement Rate Australia TKFE - Tokyo FX Hourlies TMA - Treasury Markets Association
x
x
fixing_src_local_time
STRING
NULLABLE
The local time of the fixing source. Only used for eFix products and instruments.
x
fixing_time_zone
STRING
NULLABLE
The region/time zone associated with the fixing time.
x
float_offset
NUMERIC
NULLABLE
The float offset (spread) is applied to the reference rate of the US FRN (the 13 week US T Bill) and is determined at the auction.
The spread will remain for the life of an US FRN.
x
floor_call_sym
STRING
NULLABLE
Product code for the call instrument as traded on the floor.
x
floor_elig_ind
STRING
NULLABLE
Indicates if product is eligible for floor trading.
x
floor_put_sym
STRING
NULLABLE
Product code for the put instrument as traded on the floor.
x
frac_px_main
NUMERIC
NULLABLE
Denominator of main fraction for products priced in fractional terms, as detailed in the Fractional Pricing topic.
E.g., a product that trades in 1/64ths will have "64" in this field.
x
fractional_px_ind
STRING
NULLABLE
Indicates if product price should be displayed in fractional or decimal notation.
x
x
x
frax_px_sub
STRING
NULLABLE
Denominator of sub fraction for products priced in fractional terms, as detailed in the Fractional Pricing topic.
E.g., a product that trades in 1/2 1/64ths will have "2" in this field.
x
gbx_book_depth
INTEGER
NULLABLE
Market data book depth on the core CME Globex MDP feed.
x
x
x
gc_basket_identifier
STRING
NULLABLE
CUSIP or ISIN of Repo Basket
x
glbx_alias
STRING
NULLABLE
Instrument symbol used for trading on CME Globex.
x
x
x
glbx_cab_px
STRING
NULLABLE
Cabinet price for trading on the CME Globex Central Limit Order Book (CLOB).
x
glbx_deselection_date
DATETIME
NULLABLE
Date when option series is removed from CME Globex.
x
glbx_display_fctr
STRING
NULLABLE
Display Conversion Factor for CME Globex prices.
x
glbx_elig_ind
STRING
NULLABLE
Indicates if product is eligible to be traded on CME Globex.
x
x
x
glbx_first_trade_date
STRING
NULLABLE
The calendar date when the instrument becomes tradable on CME Globex.
x
x
x
x
glbx_group_desc
STRING
NULLABLE
This describes the CME Globex Group Code.
x
x
x
glbx_group_id
STRING
NULLABLE
CME Globex uses this group code to identify logical groupings of products.
x
x
x
x
x
x
glbx_gt_elig_ind
STRING
NULLABLE
Indicates if product is eligible for Good Till Cancel or Good Till Date order durations.
x
glbx_last_trade_date
STRING
NULLABLE
Last date instrument is tradable on CME Globex CLOB.
x
x
x
x
glbx_match_algo
STRING
NULLABLE
Match algorithm indicator for CME Globex markets.
x
x
x
glbx_ord_intra_inc_qty
NUMERIC
NULLABLE
MidSession minimum incremental quantity.
x
glbx_ord_intra_max_qty
STRING
NULLABLE
MidSession maximum value allowed for a single order.
x
glbx_ord_intra_min_qty
NUMERIC
NULLABLE
MidSession minimum value allowed for a single order.
x
glbx_ord_max_qty
STRING
NULLABLE
Maximum value allowed for a single quote or order on CME Globex.
x
x
x
x
x
glbx_ord_min_qty
STRING
NULLABLE
Minimum order or quote size required on CME Globex.
For BrokerTec orders, this will reflect the minimum initial order.
x
x
x
x
x
glbx_security_id
STRING
NULLABLE
A unique identifier for each CME Globex instrument; same value as in tag 48-SecurityID on iLink and MDP.
x
x
x
glbx_selection_date
DATETIME
NULLABLE
Date when option series is added to CME Globex.
x
glbx_sym
STRING
NULLABLE
CME Globex Product Code (MDP 3.0 tag 6937-Asset)
For spreads and combinations (securityType=COMBO), the CME Globex Product Code will be postpended with additional information.
To ensure you receive all product records, CME Group recommends querying with a wild card when using this parameter.
x
x
x
x
x
x
globex_ord_max_qty
STRING
NULLABLE
Maximum value allowed for a single quote or order on CME Globex.
x
globex_ord_min_qty
STRING
NULLABLE
Minimum order or quote size required on CME Globex.
For BrokerTec orders, this will reflect the minimum initial order.
x
good_for_session_ind
STRING
NULLABLE
Indicates GFS (Good For Session) TimeInForce eligibility on CME Globex.
x
x
gov_bond_type
STRING
NULLABLE
Sub-category for government bonds.
x
ilink_elig_ind
STRING
NULLABLE
iLink Mass Quote eligible products.
x
x
x
inc_order_min_qty
NUMERIC
NULLABLE
Minimum incremental order quantity.
x
x
x
initial_inventory_due_date
DATETIME
NULLABLE
First inventory date also considered the First Holding Date. The date when CME Clearing will begin accepting position dates, where applicable, for deliverable contracts.
Not applicable to financially settled instruments.
x
Instr_guid
STRING
NULLABLE
Historically unique instrument identifier in alpha-numeric format.
x
x
x
x
Instr_guid_int
NUMERIC
NULLABLE
Historically unique instrument identifier in integer format.
x
x
x
x
instr_name
STRING
NULLABLE
Human-readable instrument name for display purposes.
x
x
intervening_days
NUMERIC
NULLABLE
For FX SPOT - Number of business days, as an offset from Trade Date which determines the instrument's Settlement Date.
For NDF - Number of business days (plus tenor) used to determine settlement date.
x
isin
STRING
NULLABLE
European externally registered security identifier.
x
issue_date
DATETIME
NULLABLE
This is the issue date (which is the first settlement date with the issuing counterparty).
x
issuer_country
STRING
NULLABLE
The country the issuer is domiciled in. The 2 character ISO code will be used.
x
issuer_lei
STRING
NULLABLE
Issuer's Legal Entity ID.
x
issuer_long_name
STRING
NULLABLE
The entity issuing the debt instrument.
x
issuer_sub_type
STRING
NULLABLE
Sub category for assets.
x
issuer_type
STRING
NULLABLE
The bond type which will flag supra national debt securities. These values will be available on the collateral - thus the list includes non-tradeable instruments.
x
itm_otm_ind
STRING
NULLABLE
Describes treatment of At the Money (ATM) option strikes at time of exercise and assignment.
Please see cmegroup.com for more information on options exercise and assignment.
Values include:
CALL-ITM: ATM Call strikes are treated as In the Money (ITM) PUT-ITM: ATM Put strikes are treated as In the Money (ITM) PUT/CALL-ITM: All ATM strikes are treated as ITM OTM: ATM strikes are treated as Out of the Money
x
last_delivery_date
DATETIME
NULLABLE
Last delivery date. The last date that users may complete delivery.
Not applicable to financially settled instruments.
x
last_delivery_rules
STRING
NULLABLE
Rules for the last delivery day of an expiring contract.
x
last_efp_date
DATETIME
NULLABLE
Last EFP Date
x
last_intent_date
DATETIME
NULLABLE
Last intent date
x
last_inv_date
DATETIME
NULLABLE
Last inventory date.
Not applicable to financially settled instruments.
x
last_inventory_due_date
DATETIME
NULLABLE
Last inventory due date also considered the Last Holding Date. The date when CME Clearing will no longer require position dates, where applicable, for deliverable contracts.
Not applicable to financially settled instruments.
x
last_notice_date
DATETIME
NULLABLE
Last notice date. The last date that users will get notified that they have been assigned a delivery.
Not applicable to financially settled instruments.
x
last_trade_date
DATETIME
NULLABLE
Last date instrument is tradable across all venues and trade types.
x
x
x
x
last_updated_ts
TIMESTAMP
NULLABLE
Timestamp reflecting the last time the record was updated in the source system.
x
x
x
x
x
x
limit_rules
STRING
NULLABLE
Standard limits or circuit breakers which might apply.
Links to a human-readable source.
x
listing_rule_json
JSON
REPEATED
Listing rules in JSON format.
x
long_name
STRING
NULLABLE
Used to list the instrument for trading in the US. In EU, this plus the term code is used for the listing.
x
x
ltd_cutoff_time
TIME
NULLABLE
Cutoff time for the last trade date.
x
marker_stlmt_rules
STRING
NULLABLE
TAM and TAS text from product specification.
x
market_json_data
JSON
REPEATED
Json repeating group of Market Data Platform channel(s)
channelId: MDP channel identifier
feedId: Type of market data (Ultra, Screened, Spectrum)
transport: Type of communication protocol (UDP, TCP)
x
market_segment_id
NUMERIC
NULLABLE
Numeric value for CME Globex Market Segment on which the product is traded.
x
x
x
mass_quote_elig_ind
STRING
NULLABLE
Indicates if product is eligible for Mass Quote messages on CME Globex.
x
x
x
master_sym
STRING
NULLABLE
This code is only used to associate outright instruments (futures and options) with the product-level spreads/combos. It is not a meaningful attribute of the product itself.
x
x
x
maturity_date
DATETIME
NULLABLE
Swap termination date
x
x
md_channel_id
STRING
NULLABLE
Market Data Platform channel for CME Globex order book and trades.
x
x
min_days_to_mat
NUMERIC
NULLABLE
The minimum number of days remaining on an allocated collateral before it must be substituted.
x
min_initial_order
STRING
NULLABLE
Minimum initial order.
x
min_quote_life
NUMERIC
NULLABLE
Minimum duration, in number of microseconds, that a resting order must be exposed to the market before it can be cancelled or modified.
x
min_tick_json
JSON
REPEATED
Minimum tick rules in JSON format.
x
negative_px_elig_ind
STRING
NULLABLE
Indicates if product may use negative book and trade prices.
x
x
x
negative_strike_elig_ind
STRING
NULLABLE
Indicates if instrument is eligible for negative strike prices.
x
non_consec_month_spread_tick
NUMERIC
NULLABLE
Tick information for non-consecutive month spreads.
x
notional_per_contract
NUMERIC
NULLABLE
Notional amount per contract
x
x
x
on_mtf_ind
STRING
NULLABLE
Indicates if the instrument is MTF regulated.
x
on_sef_ind
STRING
NULLABLE
Indicates if the instrument is SEF regulated.
x
opt_exercise_style
STRING
NULLABLE
Human-readable options exercise instructions.
x
order_min_inc_qty
NUMERIC
NULLABLE
Minimum incremental order quantity.
x
original_contract_size
STRING
NULLABLE
Sent for Decay-eligible instruments.
Indicates the contract size before decay begins.
x
otc_elig_ind
STRING
NULLABLE
Indicates if product is eligible for OTC trading.
x
par_or_money_ind
STRING
NULLABLE
Collateral is valued with, or without, accrued interest, when being allocated.
x
par_value
NUMERIC
NULLABLE
The par value of the bond.
x
peak_type
STRING
NULLABLE
Peak Type
Values include:
Peak
Off-Peak
x
position_removal_date
DATETIME
NULLABLE
Position removal date.
x
posttrade_cutoff_time
TIME
NULLABLE
Cutoff time for post-trade instructions.
x
price_band_dl
STRING
NULLABLE
Decimal locator for price band.
x
prod_guid
STRING
NULLABLE
Historically unique product identifier
x
x
x
x
x
x
x
prod_guid_int
NUMERIC
NULLABLE
Historically unique product identifier in integer format.
x
x
x
x
x
x
x
prod_name
STRING
NULLABLE
Legal product name.
x
put_call_ind
STRING
NULLABLE
Indicates whether an option instrument is a put or call.
0 - Put 1 - Call
x
px_band
STRING
NULLABLE
Differential value for price bands on CME Globex.
x
x
x
px_discretion_max_offset
NUMERIC
NULLABLE
Maximum allowed discretionary offset from the Limit order price. When the value in this field = 0.0, discretionary price is not allowed to be submitted for the instrument.
x
px_mult
NUMERIC
NULLABLE
Multiplier to convert price to actual economic value.
x
x
x
px_precision
NUMERIC
NULLABLE
Specifies the price decimal precision for EBS instruments:
For eFix Instruments – specifies the decimal precision of the assigned price when fixing rate applied to price found in iLink tag 6262 - BenchmarkPrice
For non eFix Instruments – specifies the decimal precision of the order price assigned at the time of execution in iLink tag 1799 - OrderEventPx eFix Matching Service Post Trade messages are converted to underlying Spot CCY Pair. Due to differences in fixing prices from the pricing sources, trades resulting from the eFix Matching Service can be at a different price precision from the normal EBS Market order book.
x
px_quotation
STRING
NULLABLE
How price quotes are described on the website for the product.
x
px_quote_ccy
STRING
NULLABLE
The currency for the trade price.
x
x
x
px_quote_mthd
STRING
NULLABLE
Defines the method for price quotes.
x
x
x
px_ratio
NUMERIC
NULLABLE
Used for price calculation in spread and leg pricing for Implied Intercommodity Ratio combos.
x
px_unit_of_measure_qty
NUMERIC
NULLABLE
Defines the unit of measure quantity of the price if different from the product.
x
x
x
px_unit_of_measure_unit
STRING
NULLABLE
Defines the unit of measure of the price if different from the product.
x
x
x
rbt_elig_ind
STRING
NULLABLE
Relationship Based Trading Eligibility Indicator. RBT eligible products are not eligible to trade on Globex.
x
x
x
x
related_instr_guid_int
NUMERIC
NULLABLE
This will be the GUID_INT for the related instrument to the AON.
AON markets on CME Globex are listed as separate instruments. The relatedInstrumentGuidInt field will contain the GUID Integer for the related CLOB instrument. For AON instruments that do not have a related CLOB instrument, relatedInstrumentGuidInt = null
x
x
repo_term_id
STRING
NULLABLE
The overnight or term code used for determining the repo start date relative to the trade date, and end date if a fixed term (e.g. 1W, 1M)
x
repo_year_days
NUMERIC
NULLABLE
The number of days in year used in REPO consideration calculations.
x
reportable_positions
STRING
NULLABLE
Links to the relevant information for reportable positions.
x
rfq_cross_elig_ind
STRING
NULLABLE
Indicates if product is Cross eligible on CME Globex and requires an RFQ prior to Cross submission.
x
x
x
run_date
DATE
NULLABLE
Date when record was captured.
x
x
x
x
x
x
x
x
sec_sub_type
STRING
NULLABLE
Instrument sub type
Note: Not all instruments will have subtype populated.
x
x
x
x
x
x
sec_type
STRING
NULLABLE
Type of derivative, e.g. FUT for outright future.
x
x
x
x
x
x
series_guid
STRING
NULLABLE
Unique identifier in alpha-numeric format for the options series.
x
series_guid_int
NUMERIC
NULLABLE
Unique identifier in integer format for the options series.
x
settle_at_expiration
STRING
NULLABLE
How settlement at expiration is handled.
x
settle_ccy
STRING
NULLABLE
The base currency for the settlement price when different from local currency. The local currency price can be found in the settlePxCcy field.
x
x
settle_date_conv
NUMERIC
NULLABLE
x
settle_days
NUMERIC
NULLABLE
How many days after a trade the debt security settles.
x
settle_locale
STRING
NULLABLE
Settlement Location.
Valid Values:
London Zurich
Only supported for Spot Precious Metals.
x
settle_mthd
STRING
NULLABLE
Settlement Method. Indicates if product is financially or physically settled.
Note: For Security type COMBO ,the settle_method is defined on the outright product and will be null for the spread.
x
x
x
x
settle_procedure
STRING
NULLABLE
Methodology used to determine settlement.
x
settle_tick
NUMERIC
NULLABLE
Used when instruments settle in a smaller tick than they are traded at; this field supports the settlement tick.
x
x
x
settle_using_fixing_px_ind
STRING
NULLABLE
Indicates if instrument is settled using a fixing price.
x
settlement_date
DATETIME
NULLABLE
Final settlement date for the instrument.
x
spread_px_conv
STRING
NULLABLE
Spread Pricing Convention
Valid Values:
Common - the contract would only be priced on a date when both legs are priced
Non-Common - individual legs would continue to take the price for every applicable day, regardless if the other one did not have a good price for that day.
x
spread_tick
NUMERIC
NULLABLE
Spread tick. Used for any spread where there is no “non-consecutive-month” spread tick.
Only applicable to ClearPort contracts.
x
start_date
DATETIME
NULLABLE
Date a repo starts
x
strategy_type
STRING
NULLABLE
Spread type code; used to understand spread construction, pricing, and leg price assignment.
x
strike_px
NUMERIC
NULLABLE
Strike price for an option.
The option strike price format is presented in the Clearing format and does not align with the MDP 3.0 Security Definition message (FIX Tag 202-StrikePrice) price format.
x
strike_px_ccy
STRING
NULLABLE
Strike price currency for an option.
x
strike_px_interval
STRING
NULLABLE
Describes the strike price interval.
x
substitution_max_cnt
NUMERIC
NULLABLE
Number of substitutions allowed for the GC; 0 value will indicate the repo is not eligible for substitutions. Also called rights of substitution.
x
swap_start_date
DATETIME
NULLABLE
Swap start date
x
sweep_max_qty
STRING
NULLABLE
The maximum quantity a Sweepable order may be submitted for in units of the instrument’s unitOfMeasureQty
x
x
synthetic_ind
STRING
NULLABLE
Indicates if product is synthetic.
x
x
taco_ind
STRING
NULLABLE
Indicates if product is TACO
x
tam_ind
STRING
NULLABLE
Indicates if product is TAM
x
x
tas_ind
STRING
NULLABLE
Indicates if product is TAS
x
x
tcc_alias
STRING
NULLABLE
Instrument symbol used for trade reporting on , and .
x
x
x
tcc_sym
STRING
NULLABLE
Product code used for trade reporting on , and .
x
tenor_type
STRING
NULLABLE
Indicates the settlement period or contract tenor type and duration.
Tenors may be fixed or expressed in a number of days, weeks, months or years; where where "x" is any integer greater than 0
0 = Regular / FX Spot settlement (T+0, T+1 or T+2) Dx = FX tenor expression for "days" Wx = FX tenor expression for "weeks" Mx = FX tenor expression for "months" Yx = FX tenor expression for "years" B = Fixed Date tenor for Fixed Date NDFs only.
x
x
termination_date
DATETIME
NULLABLE
Termination date for the options series.
x
tot_json
JSON
REPEATED
Termination of trading information in JSON format.
x
trade_close_offset
STRING
NULLABLE
Fixing close offsets - Time duration before scheduled fixing time of the eFix Matching Service instrument.
x
trade_tick
NUMERIC
NULLABLE
Trade price tick. May differ from the settlement tick.
x
x
x
trading_cutoff_time
STRING
NULLABLE
Cut off time for trading.
x
trading_hours_json
JSON
REPEATED
Trading hours information in JSON format.
x
transformation_date
DATETIME
NULLABLE
Date when Clearing transformation occurs for eligible instruments.
x
transformed_insts
JSON
REPEATED
Repeating group of instruments that the traded instrument is transformed into.
x
trdg_unit_period_mult
NUMERIC
NULLABLE
Transaction Size
For Peak products, this will reflect the number of days For Off-Peak products, this will reflect the number of hours
x
x
x
underlying_instr_guid
STRING
NULLABLE
Underlying instrument GUID for the options series.
x
underlying_instr_guid_int
NUMERIC
NULLABLE
Underlying instrument GUID in integer format for the options series.
x
unit_of_measure
STRING
NULLABLE
Unit of measure for the product.
Unit of measure values are defined in the MDP 3.0 - Tag 996-UnitOfMeasure Table of Values.
x
x
x
unit_of_measure_qty
NUMERIC
NULLABLE
Unit of measure quantity for the product.
x
x
x
user_defined_ind
STRING
NULLABLE
Identifies a Tailor-Made or User-Defined Instrument
x
x
valuation_mthd
STRING
NULLABLE
Type of valuation method used
Valid values include but are not limited to:
EQTY - Premium Style
FUT - Futures Style
FUTDA - Cash Adjusted Futures Style
FUTER - Futures Style with Erosion
FUTI - Futures Style Inverse
FUTOP - Futures Style for Options
FWD - Forward
FWDC - Forward, Cash-Settled Daily, Standard Currency Convention
BILL - Bills
BOND - Cash Notes and bonds
IRS - Interest Rate Swap
SPOT - Spot
RPO - Repo Specific
RPOBS - Repo Specific / GC - Buy Sell Back (only Spain)
RPOGC - Repo General Collateral
RPOGF - Repo GCF / DBV / GC+
RPOSC - Repo Specific / GC - EONIA bond
x
x
x
x
x
x
var_cab_high_px
NUMERIC
NULLABLE
High price for variable cabinet trades.
x
var_cab_low_px
NUMERIC
NULLABLE
Low price for variable cabinet trades.
x
variable_qty_ind
STRING
NULLABLE
Indicates if product is subject to Variable Quantity processing.
x
x
x
variable_tick_idx
STRING
NULLABLE
Variable Tick Table (VTT) indicator.
x
vtt_high_tick
NUMERIC
NULLABLE
High tick for VTT.
x
vtt_low_tick
NUMERIC
NULLABLE
Low tick for VTT.
x
vtt_px_threshold
NUMERIC
NULLABLE
Threshold for VTT application.
x
workup_private_timer
NUMERIC
NULLABLE
Duration in seconds for the private phase of a Workup.
x
workup_public_timer
NUMERIC
NULLABLE
Duration in seconds for the public phase of a Workup.
x
workup_public_timer_ext
NUMERIC
NULLABLE
Duration in seconds for the extension of the public phase of a Workup, if needed.
x
zero_px_elig_ind
STRING
NULLABLE
Indicates instrument is eligible to trade at zero price.