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 Options | BrokerTec | EBS |
|---|---|---|
| refdata.api.cmegroup.com/refdata/v3/products | refdata.api.cmegroup.com/refdata/v3/products | refdata.api.cmegroup.com/refdata/v3/products |
| refdata.api.cmegroup.com/refdata/v3/instruments | refdata.api.cmegroup.com/refdata/v3/instruments | refdata.api.cmegroup.com/refdata/v3/instruments |
| refdata.api.cmegroup.com/refdata/v3/tradingSchedules | 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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- The BTIC+ on E-mini Standard and Poor's 500 Stock Price Index Futures
- Underlying of the BTIC+ is the BTIC
- bticUnderlying a BTIC on E-mini-Standard and Poor's 500 Stock Price Index Futures
- underlying a E-mini-S&P 500 Futures
- bticUnderlying a BTIC on E-mini-Standard and Poor's 500 Stock Price Index Futures
- Underlying of the BTIC+ is the BTIC
See Record Relationship Linkage Examples for examples of record relationship types and returned links.
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| Type | Underlying | Overlying | Instruments | BTIC Underlying | TAS Underlying | TAM Underlying | TACO Underlying |
|---|---|---|---|---|---|---|---|
| Future Outright | Not present | References to all products related to the outright future
| All listed instruments on the outright future | Not present | Not present | Not present | Not present |
| Future Spread | Leg construction information for the future spread, with references to the outright future legs
| 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
| All listed instruments for the future spread | Not present | Not present | Not present | Not present |
| Option Outright | Relationship information for the option outright
| Not present | All listed instruments for the outright option | Not present | Not present | Not present | Not present |
| Basis Trade at Index Close (BTIC) Futures | Not present | References to all products related to 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 present | Not present | Not present |
| Trade at Cash Open (TACO) Futures | Not present | References to all products related to the TACO outright future
| All listed instruments for the TACO outright future | Not present | Not 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) Futures | Not present | References to all products related to the TAS outright future
| All listed instruments for the TAS outright future | Not present | Underlying product for the TAS future (e.g., Sweet Crude Oil futures for the TAS Sweet Crude Oil) | Not present | Not present |
| Trade at Marker (TAM) Futures | Not present | References to all products related to the TAM outright future
| All listed instruments for the TAM outright future | Not present | Not present | Underlying 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 REPO | Not present | Not present | Not present | Not present |
US Treasury Actives and European Government Bonds | Not present | References to all products related to the US Actives Outrights
| All listed instruments for the US Actives | Not present | Not present | Not present | Not present |
| eFix Matching Service Product | References to all products related to the eFix Matching Service Product
| Not present | All listed instruments for the eFix Matching Service products. | Not present | Not present | Not present | Not present |
| FX Spot Currency Pair Product | Not present | References to all products related to the FX Spot Currency Pair Product
| All listed instruments for the FX Spot Currency Pair products. | Not present | Not present | Not present | Not present |
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Attribute | Description | Type | Query Parameters | Query 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 Type | Query 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 Type | Query 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 |
| Date | ||||
ndfFixingDate | NDF fixing (maturity) date.
| 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
| String | Filter 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) | String | Filter Type | Query for trade dates by currency pair using currency pair as listed in the instrument long name field. |
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| tradingSessionValueDates | |||||
|---|---|---|---|---|---|
| instrumentguidInt | Unique instrument identifier in integer-only format. | ||||
| globexSymbol | CME Globex instrument symbol. | ||||
| rbtEligibleInd | Boolean flag to identify EBS Direct ("Y","N"). | ||||
| globexSecurityId | A unique identifier for each CME Globex instrument; same value as in tag 48-SecurityID on iLink and MDP. | ||||
| venueType | CLOB | ||||
| ccyPair | USD/DKK | ||||
| noTradingSessions | Repeating group for trading session value and/or settlement dates. | ||||
| tradeDate | Date of the Trade | Date of the Trade | Date of the Trade | Date of the Trade | Date of the Trade |
| settlementDate |
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| ndfFixingDate | NDF fixing (maturity) date | NDF fixing (maturity) date | NDF fixing (maturity) date | NDF fixing (maturity) date | NDF fixing (maturity) date |
| dsbIsin | ISIN value as provided by ANNA | ISIN value as provided by ANNA | ISIN value as provided by ANNA | ISIN value as provided by ANNA | ISIN value as provided by ANNA |
Trade and Value Date Processing Examples
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