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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BrokerTec and EBS product information is not supported in the Security Definition Flat File (secdef.dat) alongside CME Futures and Options products. For pre-listed instruments with next day activation, clients should start polling CME Reference Data API version 3 for the instruments after 3:00 p.m. CSTCT. |
Contents
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| Futures and Options | BrokerTec | EBS |
|---|---|---|
| refdata.api.uat.cmegroup.com/refdata/v3/products | refdata.api.uat.cmegroup.com/refdata/v3/products | refdata.api.uat.cmegroup.com/refdata/v3/products |
| refdata.api.uat.cmegroup.com/refdata/v3/instruments | refdata.api.uat.cmegroup.com/refdata/v3/instruments | refdata.api.uat.cmegroup.com/refdata/v3/instruments |
| refdata.api.uat.cmegroup.com/refdata/v3/tradingSchedules | refdata.api.uat.cmegroup.com/refdata/v3/displayGroups | refdata.api.uat.cmegroup.com/refdata/v3/tradingSessionValueDates |
| https://refdata.api.uat.cmegroup.com/refdata/v3/optionSeries |
Production Endpoints by Market
| 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 |
| https://refdata.api.cmegroup.com/refdata/v3/optionSeries |
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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Query | Query Type | Description |
|---|---|---|
| /v3/products | Product | Returns information on every product cleared or hosted at CME Group. |
| /v3/instruments | Instrument | Returns information on every instrument cleared or hosted at CME Group. |
| /v3/products?globexProductCode=GE | Product with Globex Product Code filter | Returns information on all products traded on CME Globex under the product code "GE". |
/v3/instruments?globexSymbol=05* /v3/instruments?globexSymbol=*05 /v3/instruments?globexSymbol=*05* | Instrument with Globex Symbol filter of "05" and wildcard | * at the end of a string brings up all matches that start with the string. * at the beginning of a string brings up all matches that end with the string. * at both the beginning and end of a string brings up all matches that have that string in the middle. |
| /v3/instruments?cusip=912828XU9 | Instrument with exact pattern match | Returns US & Canadian externally registered security identifier. |
| /v3/products?securityType=FUT | Product with securityType Filter | Returns information on all products traded or cleared as a Futures contract. |
| /v3/products?securityType=FUT&exchangeClearing=CME | Product with securityType and exchangeClearing filters | Returns information on all products cleared as a Futures contract and listed under the CME Rulebook |
| /v3/products?securityType=TBOND&globexEligible=Y | Product with securityType and globexEligible filters | Returns information on all US Treasury Bond products and eligible to trade on CME Globex |
/v3/products?globexGroupCode=USBD& globexEligible=Y | Product with globexGroupCode and globexEligible filters | Returns information on all US Treasury Notes and Bonds products and eligible to trade on CME Globex |
| /v3/displayGroups?centralGroupName=BENCH/WI | Display Group central group name | Returns central group and list of instruments |
/v3/instruments?lastTradedAfter=Tuesday, September 15, 2020 7:00:00 PM CSTCT&lastTradedBefore=Wednesday, September 16, 2020 7:00:00 PM CSTCT /v3/instruments?lastTradedAfter=1600214400000&lastTradedBefore=1600300800000 | Instrument with last trade date range | Returns all instruments with last trade date after a certain date and before a certain date. |
| /v3/tradingSessionValueDates?rbtEligibleInd=N | Trading Session Value Dates | Returns trade date to value date (date of settlement) mapping for EBS Markets on CME Globex. |
| /v3/tradingSessionValueDates?instrumentguidInt= Unique instrument identifier in integer-only format. | Trading Session Value Dates | Returns trade date to value date (date of settlement) mapping for a specific instrument for EBS Direct or EBS Markets on CME Globex . |
| /v3/products?marketSegmentId= | Market Segment Id | Returns all products on Market Segment Id
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| Customers must drill down to the outright product level to determine the underlying market for TAS, TAM, BTIC, TACO, and REPO products. |
| 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 |
Instrument Relationships
Type | Underlying Instruments | Overlying Instruments | Product |
|---|---|---|---|
| Future Outright | Not present | References to all related instruments
| Product record |
| 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
| Product record |
| Option Outright | Relationship information for the option outright
| Not present | Product record |
| US Treasury Actives and European Government Bonds Outright | Not present | References to all related instruments
| Product record |
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The following parameters can be used to query product and instrument information.
Either a direct match, or searches using the wildcard "*" can be used for queries.
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Attribute | Description | Type | Query Parameters | Query Description | ||
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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 | |||||
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| 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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