Page Comparison

Examples: 

• 10000000 – Security Definition message is the last message of the event
• 00000000 – Security Definition is not the last message of the even

Total number of instruments in the Replay loop.

Used on Replay Feed only.

• A=Add
• D=Delete
• M=Modify

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

• 2=Trading Halt
• 4=Close           
• 15=New Price Indication 
• 17=Ready to trade
• 18= Not available for trading
• 20=Unknown or Invalid   
• 21=Pre Open 
• 24=Pre-Cross
• 25=Cross
• 26=Post Close           
• 103=No Change

Identifies the market segment.

Populated for all CME Globex instruments.

• 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

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

• XCBT=Chicago Board of Trade 
• XCME=Chicago Mercantile Exchange 
• XNYM=New York Mercantile Exchange 
• XCEC= COMEX (Commodities Exchange Center) 
• XMGE=Minneapolis Grain Exchange 
• DUMX=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

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=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).

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

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.

• 5=Activation 
• 7=Last eligible trade date

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 (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)