Page Comparison

Drop Copy for iLink 3 Binary Order Entry - Removed note from Fix Tag 57:

For an Order Status Request Acknowledgment - Execution Report, CME Globex will echo back tag 57-TargetSubID values in tag 50-SenderSubID submitted by the client system in the Order Status Request (tag 35-MsgType=H) and Order Mass Status Request (tag 35.

iLink 3 Execution Report - Status - Tag 790 Description changed to: 

Used to uniquely identify a specific Order Status Request message.

CME Group Federation Single Sign-On Integration - Federation Single Sign-On allowed for EBS Workstation and Co-Location Portal (no longer part of the exception list).

Removed On-SEF NDF Tailored Order Books, which will be replaced with an updated topic at a future date

Client API Service Adoption using OAuth 2.0 Protocol - added information for converting Basic Auth ID to OAuth ID and updated examples for Authentication Responses.

Drop Copy Service for iLink - BrokerTec Markets

Tag 18 Valid Values changed to:

• 1:Not Held
• G:All Or None
• Z:Cancel If Not Best

Tag 18 Description changed to "Instructions for order handling on exchange. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space."

Tag 9373 Valid Values changed to:

• N=False
• Y=True

CME Public IP Prefix Summary - removed A and B Feed MDP Source Range

Archived CME Market Data Over WebSocket API Enhancement for Subscription, information is available at:

• subscription fields - CME Smart Stream Websockets - Subscription
• example - CME Market Data Over WebSocket API - Message Examples

iLink 3 Execution Report - Status - Tag 790 Description changed to:

Used to uniquely identify a specific Order Status Request message.

• For iLink 3 MSGW, tag 790 is echoed back on Execution Report.
• For iLink 3 CGW, tag 790 is not echoed back on Execution Report.

iLink 3 Order Status Request - Tag 790 Description changed to:

Used to uniquely identify a specific Order Status Request message.

• For iLink 3 MSGW, tag 790 is echoed back on Execution Report.
• For iLink 3 CGW, tag 790 is not echoed back on Execution Report.

CME Reference Data API - CME Globex Trading Hours and Holiday Schedules - added new topic

New BrokerTec GTC-GTD Order Qualifiers- added new client impact assessment topic.

BrokerTec MDP 3.0 SBE Schema Update - added new client impact assessment topic.

CME Disaster Recovery Testing - modified sentences:

• Retrieve trade register and price data file (SPAN) via DR SFTP servers.
• This exercise is typically held on a Saturday in October.

Front End Applications DR Process - modified sentence "As quickly as feasible, the DR event is communicated by the Global Command Center (GCC) using the notification procedure. "

CME Market Data REST APIs - added new topic

Enabling User Defined Spreads for Specific NYMEX Energy Futures- removed topic; since release went into Production. Removed an exception statement in the section: User Defined Spreads

Margin Software - added a section describing the expected use of chunked risk parameter files

Testing the Futures and Options Deployable Software - published additional topic, which includes existing content as separated out of Margin Software topic.

Margin Software Release Notes - added release notes for optional versions 3.1.17 and 3.1.18

Drop Copy Service for iLink - removed note "In the Application Resend process, the message sequence range is sent in the Application Message Request Acknowledgment (tag 35-MsgType=BW) in tags 1182-ApplBeginSeqNo and 1183-ApplEndSeqNo."

iLink 3 Order Cancel Replace - Tag Value Modification - removed row for tag 167-SecurityType as it is no longer used for iLink 3.

iLink 3 Application Layer - added row iLink 3 Party Details Definition Request to Inbound/Outbound Response.

Cryptocurrency - Bitcoin - added Bitcoin Friday Futures Daily Settlement Procedure

CME Connectivity Offerings - added Data Center Connection Agreement (DCCA) fee schedule

BrokerTec U.S. Repo Managed Order Enrichment - added new client impact assessment.

CME Cross Currency API - added new client impact assessment and accompanying message specifications:

• Cross Currency API - History 
• Cross Currency API - Latest 

The following message specifications were updated, tag 523-PartySubID allows a maximum of 250 characters 

• CME STP FIX - TradeCaptureReport - Parties for BrokerTec Trades
• CME STP - FIXML TradeCaptureReport - Parties for BrokerTec Trades
• CME STP FIX - CollateralReport - Parties for BrokerTec Trades
• CME STP - FIXML CollateralReport - Parties for BrokerTec Trades

The following message specifications were updated, repeating group →→523-PartySubID allows a maximum of 250 characters

• CME STP FIX - TradeCaptureReport - TrdCapRptSideGrp
• CME STP - TradeCaptureReport - TrdCapRptSideGrp - STP

CME STP - EBS FX - TradeCaptureReport - tag 523-PtysSubGrp allows a maximum of 250 characters

CME STP - TradeCaptureReport - TrdCapRptSideGrp - STP: repeating group →→ Party Qualifier ID allows a maximum of 250 characters

Mass Quotes - removed content regarding Interest Rate options.

Updated tag 571-TradeReportID, maximum length of 63 characters for:

• CME STP FIX - TradeCaptureReport for BrokerTec Trades
• CME STP - FIXML TradeCaptureReport for BrokerTec Trades
• CME STP FIX - TradeCaptureReport
• CME STP - EBS FX - TradeCaptureReport

CME STP - TradeCaptureReport - STP - updated Message ID (RptID), maximum length of 63 characters

CME STP - TradeCaptureReport - TrdCapRptSideGrp - STP - updated tag 37-OrderID, maximum length of 38 characters

updated tag 37-OrderID, maximum length of 38 characters for:

• CME STP - EBS FX - TradeCaptureReport - TrdCapRptSideGrp
• CME STP FIX - TradeCaptureReport - TrdCapRptSideGrp

updated tag 37-OrderID, maximum length of 38 characters for:

• CME STP - FIXML TradeCaptureReport - TrdCapRptSideGrp for BrokerTec Trades
• CME STP FIX - TradeCaptureReport - TrdCapRptSideGrp for BrokerTec Trades

CME Smart Stream Websockets - Subscription - updated Input - Subscription Request with periodCodes and spreadReportTypes

CME Market Data Over WebSocket API - Message Examples - added Example 3 - Trade Subscription using filters

CME Market Data Over WebSocket API Enhancement for Subscription - added new client impact assessment.

Regulatory Impacts - added new client impact assessment.

Position Reporting Under CFTC Part 17 - added new client impact assessment.

CME STP - EBS FX - TradeCaptureReportRequest - updated FIX tag 1003-TradeID for current usage and planned EBS Direct update

iLink 3 Execution Report - Trade Outright - updated description for Tag 1797.

iLink 3 Execution Report - Trade Spread - updated description for Tag 1797.

iLink 3 Execution Report - Trade Spread Leg - updated description for Tag 1797.

iLink 3 Execution Report - Trade Addendum Outright - updated description for Tag 1797.

iLink 3 Execution Report - Trade Addendum Spread - updated description for Tag 1797.

iLink 3 Execution Report - Trade Addendum Spread Leg - updated description for Tag 1797.

MDP 3.0 - CME Globex Market Data Channel Guide copy - updated EBS Market New York and London channel options

EBS Market NDF Single Liquidity Pool - added new client impact assessment.

This topic now captures content updates thru at least the prior year. Included link to historical revision history details starting in 5/7/2012.  

SPAN 2 Risk Analysis Framework - Updated formatting and Terminology for Key Fields section

iLink 3 Binary Order Entry - added Application Messaging Thresholds section

Risk Management Services - added Testing and Certification section. 

EBS Conditional Price Increments - added new topic

Updated topic to included links to new services: CME STP on Google Cloud, CME Globex on Google Cloud, and CME Term SOFR API. Reorganized associated topics for CME FedWatch API on Google Cloud and Onboarding to CME Group PubSub as subtopics under the CME Market Data topic.

CME Globex on Google Cloud - added new client impact assessment.

CME Market Data Impacts - CME Term SOFR API - added new client impact assessment.

CME Smart Stream on GCP - added a list of CME Smart Stream on GCP market data services

Options with Truncated Strike Prices - Updated page to clarify use of tag 202 and harmonize product language.

SBE Streamlined - FTP and SFTP Site Information - Updated table.

SBE - Streamlined - Support Services - Updated table.

Updated to include links to AutoCert+ testing and certification instructions for futures and options, BrokerTec and EBS.

SBE - Streamlined Market Data for CME CF Cryptocurrency Indices - added testing and certification information

SBE - Testing and Certification Requirements - removed page, merged testing and certification information to SBE - Streamlined Market Data for CME CF Cryptocurrency Indices

Futures Implied Order Matching Priority - added page under Implied Orders.

Spreads and Combinations Available on CME Globex - added new Instrument Type Balanced Strip Butterfly.

Futures Implied Priority List - added Priority 135 for BB Strategy Type.

MDP 3.0 - Market Data Security Definition - Futures - Updated Valid Values for tags 5799, 980, 1682, 462, 207, 22, →865, →871

MDP 3.0 - Market Data Security Definition - Options - Updated Valid Values for tags 5799, 980, 1682, 462, 207, 22, →865, →871

Spreads and Combinations Available on CME Globex - clarified the term "spread":  All multilegged instruments are technically defined as 'Combinations' in CME Group reference data services, and are commonly referred to as Spreads.

iLink 3 Binary Order Entry - BrokerTec Markets - Clarified information "For BrokerTec US and EU Repo markets, tag 5392-SenderID modification is not allowed."

Australian Trade Repository - Retired this topic.

BrokerTec Reject Codes - Added Error Code 2103.

CME STP - TradeCaptureReportRequest - STP - Updated Start Time (StartTm) with timezone offset details. 

iLink Order Entry - Added section Testing and Certification and removed this section from these subpages of iLink Order Entry:

• Session Layer - Logon
• CME Globex Self-Match Prevention
• Mass Quotes - Cancel by Quote Set
• Mass Order Cancel

Fed Funds Variation - Added new page.

Mass Quote Protections - After October 13, 2024, CME Group will continue to support the existing MQP type: Traded Quantity (Z) and Delta (D).

CME Market Data Impacts:  Futures and Options SBE Schema Updates - added new client impact assessment.

CME STP Core - updated Onboarding, Testing and Certifications information.

iLink 3 Party Details Definition Request Acknowledgment - Added Tag 2668 description "Applicable for fixed income and EBS markets."

iLink 3 Party Details Definition Request - Added Tag 2668 description "Applicable for fixed income and EBS markets."

iLink 3 Party Details List Report - Added Tag 2668 description "Applicable for fixed income and EBS markets."

iLink 3 Binary Order Entry - BrokerTec Markets - Tag 110 MinQty is now Optional for Fill And Kill (FAK) and Only Best (OB) orders.

CPT FIX to CME STP, EBS FX Currency Terms - added EBS Currency terms and handling.

iLink 3 Binary Order Entry - EBS Market on CME Globex - Clarified sentence "All iLink 3 sessions for EBS Market on CME Globex are Cancel on Disconnect (CoD) mandatory."

iLink 3 Binary Order Entry - modified info box "All iLink 3 sessions are Cancel on Disconnect (CoD) mandatory, except iLink 3 CGW sessions for futures and options markets."

Pending Client Impact content were moved to core CME Globex topics; these pages were retired:

• iLink 3 Order Cancel and Cancel-Replace Requests by ClOrdID
• Mass Quote Protections Enhancements

Drop Copy 4.0 - removed section on Testing and Certification.

CME FX Spot Plus - Newly added pending impacts for CME FX Spot+.

CME FX Spot Plus Launch Schedule  - Newly added pending impacts for CME FX Spot+.

CME FX Spot Plus - EBS - Newly added pending impacts for CME FX Spot+.

CME FX Spot Plus - Futures - Newly added pending impacts for CME FX Spot+.

 CME FX Link and FX Spot Plus Credit Overview - Newly added pending impacts for CME FX Spot+.

iLink 3 Execution Report Pending Cancel - Updated description for Tag 5392.

iLink 3 Execution Report Pending Replace - Updated description for Tag 5392.

Enabling User Defined Spreads for Specific NYMEX Energy Futures- added new client impact assessment.

Mass Quote Protections - Added new Percentage (F) MQP type.

TFS-ICAP FX Options - new CME DataMine Dataset topic added to the Client Systems Wiki.

CME Public IP Prefix Summary - updated public IP addresses.

iLink 3 Execution Report - Status - updated description of tag 59-TimeInForce to indicate that FOK is supported only for BrokerTec and EBS. 

EBS Ai on CME Globex - updated first sentence; replaced "CME Globex using EBS Ai over FIX protocol" with "CME Globex over FIX protocol".

iLink 3 Binary Order Entry Protocol for CGW - Business Layer - updated bullet list under "The Execution Report - Trade Addendum (Outright/Spread/Leg) message notifies client system of trade cancellation or correction for outright, spread, and leg."

iLink 3 Binary Order Entry - Business Layer - updated bullet list under "The Execution Report - Trade Addendum (Outright/Spread/Leg) message notifies client system of trade cancellation or correction for outright, spread, and leg."

EBS Market on CME Globex Market Functionality - Changed "Tag 9768=Y" to "Tag 9768=1."

Messaging Controls - added note "More information is available on iLink 3 Messaging Controls."

CPT TOF to CME STP - for tag 518, removed FIX Tag equivalent 1716-UnitOfMeasureCurrency. For tag 517, updated FIX Tag description with additional details.

CME MDP 3.0 Market Data - Added CME Globex Market Data Channel Guide content.

MDP 3.0 - CME Globex Market Data Channel Guide copy - added new page.

Spreads and Combinations Available on CME Globex - updated Reduced Tick Inter-Commodity Spread section.

Margin Software Release Notes - added information about Software Version 3.1.10 with release date 6/25/2024. 

Futures Implied Priority List - changed the second column heading from "Product Code (MDP 3.0 Tag 6937-Asset)" to "Strategy Type (MDP 3.0 tag 762-SecuritySubType)."

CME STP Field Impacts for Futures - Options and OTC IRA - FRA Trades: added a new topic that describes updates to CME STP trade message.

Client Systems Wiki migration to new hosting solution. Formatting of site is updated.

Existing URLs redirect automatically and new content after 6/14/24 will reflect new site URL syntax.

Page updated to reflect updated navigation/site features due to Client Systems Wiki site migration.

New topic added for users to submit feedback about site experience, as commenting feature at the bottom of all pages has been removed due to site migration.

Implied ICS Priority List - added values:

Margin Software Release Notes - added information about Software Version 3.1.9 with release date 6/14/2024. 

CME MDP 3.0 Market Data - Transferred content from EBS NDF Market Data Channel Enhancements.

CME MDP 3.0 Market Data - updated conflation interval for EBS Market OFF SEF NDF London and BS Market ON SEF NDF London.

iLink 3 Binary Order Entry - Business Layer - On-demand Execution Report: "Operator" will no longer be a missing field.

Product Parameter Specifications - removed MOEX - Moscow Exchange from fixingSource parameter.

Comprehensive RDW Datasets- removed MOEX - Moscow Exchange from fixing_src field.

CME ClearPort API - Trade Capture Report Acknowledgment Message - Outbound - Added External Spread Indicator, an optional indicator of block trade strategies involving CME Group and non-CME Group products.

CME ClearPort API - Trade Capture Report Message - Inbound - Added External Spread Indicator, an optional indicator of block trade strategies involving CME Group and non-CME Group products.

CME ClearPort API - Trade Capture Report Message - Outbound - Added External Spread Indicator, an optional indicator of block trade strategies involving CME Group and non-CME Group products.

CME STP - TradeCaptureReportRequest - STP - updated tag 442 to note additional details for enumerations 2 (individual leg of multi-leg security) and 3 (multi-leg security).

CME Reference Data API Version 3 - added contact information.

CME STP on Google Cloud - added new topic, for services that will be hosted on Google Cloud.

CME Reference Data API Version 3 - updated login and version content.

CME FedWatch API - implementation has occurred, therefore, Key Events & Dates and Contact Information was removed.

Terminate - modified enumeration for Tag 39012 Termination Code.

MDP 3.0 - Message Specification - updated Supported Templates links.

iLink 2 Standard Header - Client System to CME Globex - removed note from Tag 369: This tag is optional in production but required for iLink certification via Autocert+.

iLink Order Types - added note: If client system submits a Stop Order with Protection with tag 44-Price, CME Globex will ignore the value in tag 44-Price.

Block Trades - updated Block Trade data availability dates.

CME STP - EBS FX - TradeCaptureReport - SideRegulatoryTradeIDGrp - updated Required Values 'Y' to 'C' (Conditional) and updated description for →10029 SideRegulatoryTradeIDEvent.

MDP 3.0 - CME Globex Pricing - Variable Tick Table - Removed duplicate MDP 3.0 - Variable Tick Table and redirected to here.

EBS Market on CME Globex Market Functionality - Added Unexecuted Order to Transaction Ratio section.

iLink 3 Order Mass Action Report - updated Tag 1374 to show "7=All (for future use)."

REST Order Entry API - Query Status API is now limited to 20 total concurrent requests.

iLink 3 Binary Order Entry - Business Layer - changed Tag 32-LastQty value will be the quantity of canceled trade.

CME Reference Data API Version 3 - updated the Productions Network Connections table.

iLink 3 Binary Order Entry - BrokerTec Markets - added Limit Aggressive with Min (Day / Min) in table for Order Type and Qualifiers.

Drop Copy for iLink 3 Binary Order Entry - added Fix Tag 129 DeliverToSubID in Message Body Mapping.

EBS Product Overview - modified table under Product Overview.

iLink 3 Binary Order Entry - Business Layer: Updated Application Messages - CME Globex to Client Systems - iLink 3 Execution Report - Trade Addendum Outright/Spread/Leg- Message Level Changes for Trade Cancel and Trade Correction.

Removed pending client impact for Settlements and Valuations SBE Schema for Eris B and C. Added Eris B and C datasets and message specifications to CME Market Data - CME Data Insights - Settlements and Valuations.

CME Data Insights - Settlements and Valuations - updated to include Eris B and C dataset information and message specifications.

Globex Credit Controls - Credit Enforcement - added new client impact assessment.

Balanced Strip Butterfly Spread on CME Globex-CLIMP - added new client impact assessment.

CME STP - TradeCaptureReport - STP - new Standard Message Header tag FeeQuantityThresholdIndicator

CME STP - TradeCaptureReport - SideRegulatoryTradeIDGrp - STP - updated description for Side Regulatory Trade ID Source and enumerations for Side Regulatory Trade ID Event, Side Regulatory Trade ID Type.

CME STP FIX - TradeCaptureReport - SideRegulatoryTradeIDGrp - updated description for tag 10028 - Side Regulatory Trade ID Source and enumerations for tags 10029 - Side Regulatory Trade ID Event, 10030 - Side Regulatory Trade ID Type.

CME STP FIX - TradeCaptureReport - new Standard Message Header tag 20063 - FeeQuantityThresholdIndicator.

Implied ICS Priority List - added these Priority Codes:

• 512 EIB
• 513 EBY

CME STP FIX - TradeCaptureReport - updated tag 99401 - Option Exercise Time Frame.

CME STP - TradeCaptureReport - STP - updated Option Exercise Time Frame.

iLink 3 Order Mass Action Report - changed Binary Type for Tag 533 (TotalAffectedOrders).

iLink 3 Binary Order Entry Protocol for CGW - Session Layer:

Modified iLink 3 detection of four categories of error conditions.

Replaced text for Primary and Backup Market Segment Gateway Failure with Primary and Backup Convenience Gateway Failure.

iLink 3 Binary Order Entry - Business Layer - added note under Display Quantity (tag 1138-DisplayQty) "A resting display quantity order (tag 1138-DisplayQuantity >0) cannot be modified to a non-display quantity (tag 1138-DisplayQuantity=0), and vice versa."

iLink - Order Qualifiers - added note under Tag 210-MaxShow (Display Quantity) "A resting display quantity order (tag 210-MaxShow>0) cannot be modified to a non-display quantity (tag 210-MaxShow=0), and vice-versa."

iLink 3 Binary Order Entry - BrokerTec Markets - added note under BrokerTec Markets on CME Globex "For BrokerTec Markets, a resting display quantity order (tag 1138-DisplayQuantity >0) cannot be modified to a non-display quantity (tag 1138-DisplayQuantity=0), and vice versa."

Cross on CME Globex - Agency Cross (A-Cross) crossing protocol has been decommissioned. See also: NYMEX/COMEX Rule 539.C (Pre-Execution Communications Regarding Globex Trades).

Messaging Controls - changed Reject Thresholds for Mass Quote Messaging Threshold in Production and New Release.

EBS Spectrum Market Data - updated correlation illustration.

Repeating group updates to the following:

• MDP 3.0 - Market Data Incremental Refresh - Daily Statistics

• MDP 3.0 - Market Data Incremental Refresh - Collateral Market Value

• MDP 3.0 - Market Data Incremental Refresh - Trade Summary

• MDP 3.0 - Market Data Incremental Refresh - MBP - LongQty

• MDP 3.0 - Market Data Snapshot - Full Recovery - TCP LongQty

• MDP 3.0 - Market Data Security Definition - Repo

• MDP 3.0 - Market Data Security Definition - Spreads

• MDP 3.0 - Market Data Security Definition - Options

• MDP 3.0 - Market Data Security Definition - Futures

MDP 3.0 - Trade Summary - added tag 32 (LastQty)

CME Group Volatility Indexes - CVOL - corrected CVOL code for:

• MXN/USD CVOL Index = MPVL
• CHF/USD CVOL Index = CHVL

End of Market Summary - Basic Plus - added SettleDeck Report File Headers table.

EBS Conditional Price Increments - previously under Pending Client Systems Impacts is now rolled into CME Globex under iLink 3 Binary Order Entry - EBS Market on CME Globex.

End of Market Summary - Basic Plus - updated sample files.

End of Market Summary - Premium Plus - updated sample files.

Daily Settlement Time Details - updated all tables to reflect that products updates are available on cmegroup.com at midnight, 12:00 a.m. CT.

End of Market Summary - Premium - added Report ID table to Availability section.

CME STP - EBS FX - TradeCaptureReport - SideRegulatoryTradeIDGrp - FIX tag 10030 updated to include supported value 6 - Report Tracking Number.

Margin Software Release Notes - updated v3.0.4 (Beta) table.

iLink 3 Order Cancel and Cancel-Replace Requests by ClOrdID--2024 - added new topic which describes a risk management feature to cancel and modify resting BrokerTec orders.

iLink 3 Execution Report Pending Replace - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Execution Report Pending Cancel - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Order Mass Action Report - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Quote Cancel Acknowledgment - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Request for Quote Acknowledgment - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Mass Quote Acknowledgment - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Security Definition Response - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Order Cancel Replace Reject - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Order Cancel Reject - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Execution Report - Trade Addendum Spread Leg - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Execution Report - Trade Addendum Spread - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Execution Report - Trade Addendum Outright - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Execution Report - Reject - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Execution Report - Elimination - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Execution Report - Trade Spread Leg - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Execution Report - Trade Spread - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Execution Report - Trade Outright - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Business Reject - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Execution Report - New Order - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Execution Report - Modify - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Execution Report - Cancel - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

iLink 3 Execution Report - Status - added note for Tag 5392-SenderID: "This tag value is always uppercase, regardless of the case in the inbound message tag. Client systems are not required to submit capitalized identifier to CME Globex."

Added notes and links to related customer notices for multiple pending client system impact topics.

iLink 3 Binary Order Entry - BrokerTec Markets - clarified language if an iLink 3 session exceeds the duplicate orders threshold. 

Japanese Yen - added mini JPY/USD content.

Canadian Dollar and Swiss Franc- updated settlement procedure content.

iLink 3 Order Cancel Request and iLink 3 Order Mass Action Request - description modified for Tag 9937 to exclude quotes.

CME STP - EBS FX - TradeCaptureReport - TrdRegPublicationGrp - added FIX tag 2668-NoTrdRegPublications

Livestock Price Indices - updated FAQ.

CME STP FIX Core - removed EBS URI:Port Connectivity option.

iLink 3 Quote Cancel - updated tag 9937-OrigOrderUser.

Security Status CME Market Data Over WebSocket API - added new client impact assessment.

Enriched information about Valuation Method on reference data services.

User Defined Spread Types and Characteristics - removed note "Client systems will receive no acknowledgment from CME Globex for an iLink Security Definition (tag 35-MsgType=c) message submitted containing instruments from different product groups."

CME GLink - updated Handoff Specification section with link to details about GLink Demarc Cable. 

CME STP for EBS FX Markets - updated FIX Data Dictionary.

Aluminum - updated settlement period times.

Settlements and Valuations SBE Schema for Eris B and C- added new client impact assessment, which describes the Simple Binary Encoding schema to support the launch of Eris B&C datasets. 

UPI Implementation - FAQ - added new FAQ items.

CME STP - Trade Cancel and Amend Messaging Behavior for BrokerTec - updated General Collateral Trade Cancel and Amend scenarios for US Repo allocations. 

CME STP - Message Flows: indicates support for spreads with product legs on/cleared through different exchanges.

CME STP FIX - Use Case details are available in CME STP Core - Related Information.

CME MDP 3.0 Market Data - updated EBS NDF and EBS Spot Market Data group content.

Onboarding to CME Group on PubSub - added information for entering subscriptions manually.

Execution Report - Trade Cancellation Notice - iLink 3 Audit Trail Requirements - Renamed Execution Report - Trade Cancellation Notice - iLink 3 Audit Trail Requirements; updated position 6 - Message Type.

Commodities Indices and Livestock Price Indices - added new topics.

CME STP FIX Support for BrokerTec Trades - added support for tag 442-multi-leg reporting.

Spreads and Combinations Available on CME Globex - added new column "Cash" to identify spreads for cash markets.

Product Attribute Specifications, Instrument  Parameter Specifications, Product Parameter Specifications, Instrument Attribute Specifications - added attributes and parameters.

Order Entry API - Get Instrument Creation Status - replaced with fully updated topic.

Spreads and Combinations Available on CME Globex - added new section for instrument type RB Butterfly.

iLink 3 Binary Order Entry - Business Layer - updated diagrams for "On Demand - Accepted" and "On-Demand Party Details Request Accepted, New Order Rejected".

Instrument  Parameter Specifications - added new parameters to the table.

Product Parameter Specifications - added new parameters.

Instrument Attribute Specifications - added new attributes to the table.

CME STP FIX - updated links to related information; available in CME STP Core.

CME STP Core - added information about STP outages and manual reconciliation.

Removed NEX SEF CFTC Rules Rewrite and accompanying CPT CFTC Rewrite Field Changes FIX and TOF due to project completion.

Event Contracts - replaced /V2/ with /V3/ due to upgrade.

CME Connectivity Offerings - updated map entries.

GLink Architecture - Aurora - removed all references to egress policing.

Removed page EBS Market Integration onto CME Globex and all child pages (including EBS Central Post Trade) from Pending Client System Impacts due to project completion.

Implied ICS Priority List - added Priority 511, Product Code ETU.   Removed Priority 23, Product Code FNU.

GLink Architecture - Aurora - updates to Topology and Performance.

iLink 3 Party Details List Report - added note to row for tag 1691 PartyDetailID.

iLink 3 Party Details Definition Request Acknowledgment - added note to row for tag 1691 PartyDetailID.

iLink 3 Binary Order Entry - Business Layer - added Tag 1691-PartyDetaiID values to iLink 3 Party Details Definition Request Acknowledgment and iLink 3 Party Details List Report.

iLink 2 Order Cancel Replace - Tag Value Modification - Modified rows for tag 210-MaxShow.

iLink 3 Order Cancel Replace Request - removed tag 638 PriorityIndicator.

Drop Copy 4.0 - Removed tag 50-SenderSubID from Missing Tag and Tag Value Null.

Spreads and Combinations Available on CME Globex - Averaged Price Bundle updates.

iLink 3 Trading on Behalf of a Client - Added COB Functionality content.

End of Market Summary - Standard - Updated Interpretation section.

EBS Reporting - Added EBS MEP Report to Spot & Metals category.

Messaging Controls - Production Reject Threshold changed to 375 MPS.

Micro Treasury Yield - Updated Micro Treasury content to Yield Futures.

CME Market Data Over WebSocket API - Added Endpoints table.

iLink 3 Binary Order Entry - BrokerTec Markets - trigger for rejecting a duplicate order has been modified.

iLink Order Entry - Implied Orders  - new topic Futures Implied Priority List added.

CME-FICC XM Reports - Added NR_XMFICCMARGINSAVINGS  - XM FICC PB Requirements Report (EOD) table.

CME Reference Data API - Version 2 has been deprecated and updated to version 3.

Instrument Attribute Specifications - Updated API Label table descriptions.

CME Date Insights - Settlements and Valuations - Updated tables in the Market Data Incremental Refresh Incremental Messages section.

Updated Copyright year.

Post Trade Services

CME STP FIX Support for BrokerTec Trades, CME STP FIXML Support for BrokerTec Trades - Updated topics to remove pending impacts content; Disclaimer updated for Copyright year.

Removed topic "EBS MDP 3.0 SBE Schema Update" client impact assessment and content incorporated into MDP 3.0 - Market Data Security Definition - Repo and MDP 3.0 - Market Data Security Definition - FX.

Removed topic "CME Benchmark Administration Premium SBE Schema and RFR Benchmark Launch" client impact assessment and content incorporated into CME Benchmark Administration Premium Message Specification.

Network Connectivity Impacts - GLink Network Infrastructure Upgrade at Aurora Co-Location Facility - updated response to question "What will customers be able to test during the midweek customer self-test?"

iLink Order Entry - R-Cross Sequence - updated RFC Authorization to remove tag 9943-QuoteType.

Content moved out of pending impacts and into production-related topics.

CME Globex

iLink 3 Binary Order Entry - EBS Market on CME Globex - iLink 3 CPT Reconciliation added to iLink 3 for EBS topic.

EBS CPT connectivity information added.

WebSocket Market Data service - updated topic.

Daily Bulletin - sample files added.

Margin Software Release Notes - content aligned with release of deployable margin software.

Daily Bulletin - added new topic.

End of Market Summary - added new topic.

End of Market Summary - Standard - added new topic.

End of Market Summary - Basic - added new topic.

End of Market Summary - Basic Plus - added new topic.

End of Market Summary - Premium - added new topic.

End of Market Summary - Premium Plus - added new topic.

CME Globex Matching Algorithm Steps - added TOP Max examples.

EBS Ai moved Pending Client Impact content into core CME Globex topic.

EBS Market Data landing page retired.

Instrument Capacity for Futures and Options retired.

CME Data Insights - Settlements and Valuations - updated valid values tag 269-MDEntryType for End of Day Session High/Low. 

GLink Architecture - Aurora - additional details added for asymmetric traffic routing.

Implied ICS Priority List - Removed several Product Code rows from the Priority table.

CME Term SOFR - added new topic.

CME Term SOFR Constituent File - FAQ updates.

CME Term SOFR Constituent File - added new topic.

UPI Implementation - FAQ - added new topic.

EBS Market Integration onto CME Globex

- EBS Central Post Trade - CPT Regulatory Fields FIX and TOF - Updated EBS CPT FIX.4.4 regulatory field table.

The BrokerTec Products on CME Globex page has been removed. Clients are encouraged to use Reference Data API or Reference Data Warehouseto retrieve full information on BrokerTec products on CME Globex. The GCC Reference Sheet is also available for convenient access to the most critical attributes.

Messaging Controls - added Reject Threshold and Logout Threshold for New Release of Mass Quote Messaging Thresholds.

11/8/2023

AIR Futures - updated Sample File table.

11/8/2023

Implied ICS Priority List - updated the overview and Product Code table.

11/6/2023

BrokerTec EU Repo VWAP - updated overview and availability.

11/2/2023

End of Market Summary - Standard - updated Dates Available section.

10/26/2023

DataMine Machine Learning Service - added new topic.

10/26/2023

Order Mass Action Report - Audit Trail Requirements - changed Presence for Position 20.

10/26/2023

Order Mass Action Report - iLink 3 Audit Trail Requirements - changed Presence for Position 9.

10/25/2023

CME-FICC XM Reports - updated table entitled NR_XMFICCPB - XM FICC PB Requirements Report - Column and Description changed for Savings_Pct_Applied.

10/23/2023

Added CME FedWatch API on Google Cloud which describes the new REST API that provides access to rate probability for upcoming FOMC meetings; including Get Forecasts, Get Meetings - Future, Get Meetings - History.

10/20/2023

CME Market Data

10/20/2023

CME Market Data

10/19/2023

CME Globex

10/18/2023

Pending Client System Impacts

10/18/2023

Pending Client System Impacts

10/18/2023

Pending Client System Impacts

10/17/2023

CME Clearing Services

10/12/2023

CME Market Data

10/10/2023

CME Reference Data

10/9/2023

CME Reference Data

10/3/2023

CME Group Settlements

9/28/2023

CME Globex

9/27/2023

CME Group Settlements

Gold - Updated Gold Kilo Futures and Shanghai tables.

9/25/2023

Risk Management Services

Drop Copy 4.0 - Removed from diagram "CGW Sessions" and "MSGW Sessions."

9/22/2023

CME Group Settlements

Copper - Added Copper Financial Futures section.

9/21/2023

CME Group Settlements

Aluminum - Updated "All Other Months" Tier 1 examples.

9/19/2023

CME Group Settlements

Platinum - Added Micro Platinum Futures section.

9/11/2023

Post Trade Services

CME STP Core - Informational reminder to only use attributes, tags, values defined in the message specifications.

9/11/2023

Post Trade Services

CME STP - FIXML Message Specification - Informational reminder to only use attributes, tags, values defined in the message specifications.

9/11/2023

Post Trade Services

CME STP for BrokerTec Fixed Income Markets - Informational reminder to only use attributes, tags, values defined in the message specifications.

9/11/2023

Post Trade Services

CME STP FIX Message Specification - Informational reminder to only use attributes, tags, values defined in the message specifications.

9/11/2023

Post Trade Services

CME STP FIX Support for BrokerTec Trades - Informational reminder to only use attributes, tags, values defined in the message specifications.

9/8/2023

CME Market Data

CME Term SOFR Daily Return Indices - added new topic.

9/7/2023

CME Globex

iLink 3 Binary Order Entry - Business Layer - moved Tag 107 to "Delete" for Summary of FIX Tag Changes from iLink 2 to iLink 3.

9/7/2023

CME Market Data

Settlements FAQ - added new topic.

9/6/2023

CME Globex

iLink 3 Execution Report - Trade Outright - added Tag 9264.