The following parameters can be used to query instrument information.
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Parameter | Valid Values | Description | ||
|---|---|---|---|---|
| cusip | US & Canadian externally registered security identifier. | |||
| fisn | Financial instrument short name. Used for MiFid reporting. | |||
| globexSecurityId | Query for instrument by Security ID (MDP 3.0 tag 48-SecurityID) | |||
| globexSymbol | Query for instrument by CME Globex symbol (MDP 3.0 tag 55-Symbol). | |||
| guidInt | Unique instrument identifier in integer-only format. | |||
| instrumentName | Query for instruments by the human-readable instrument name May be null for BrokerTec instruments | |||
| isin | e.g. FR0013341682 | European externally registered security identifier. | ||
| issuerCountry | e.g. US, DE, GB | The country the issuer is domiciled in. The 2 character ISO code will be used. | ||
| issuerLongName | e.g. UNITED STATES TREASURY | Query for all instruments listed with this issuer long name. | ||
| longName | e.g. Exact Match longName=2_YEAR e.g. Pattern Match longName=*_YEAR | Query for all instruments listed with this long name. | ||
| modifiedAfter | Input a time in UNIX millisecond timestamp format to receive all products modified on or after a certain date. Example: modifiedAfter=1478473019000 | Query for all instruments modified after the specified date | ||
| modifiedBefore | Input a time in UNIX millisecond timestamp format to receive all products modified on or after a certain date. Example: modifiedBefore=1478473019000 | Query for all instruments modified before specified date | ||
| page | 1...[N] | Query to retrieve a specific page | ||
productGuidInt | Query for all instruments listed on a particular product. | |||
| repoTermCode | e.g. Examples: C C-1W REG O S-N | Query for all instruments listed with this repo term code | ||
| size | 1-1000 | Specify the number of results returned per page | ||
| startedBefore | Input a time in UNIX millisecond timestamp format to receive all instruments listed on or after a certain date. Example: startedBefore=1478473019000 | Query for all instruments listed before a repo start date. | ||
| startedAfter | Input a time in UNIX millisecond timestamp format to receive all instruments listed on or after a certain date. Example: endedBefore=1478473019000 | Query for all instruments listed after a repo start date. | ||
| endedBefore | Input a time in UNIX millisecond timestamp format to receive all instruments listed on or after a certain date. Example: endedAfter=1478473019000 | Query for all instruments listed before a repo end date. | ||
| endedAfter | Input a time in UNIX millisecond timestamp format to receive all instruments listed on or after a certain date. Example: endedAfter=1478473019000 | Query for all instruments listed after a repo end date. | ||
| zeroPriceEligible | Query for instruments eligible or ineligible for trading at zero price | |||
| isUserDefined | true or false | Will return instruments for the following instrument types:
| ||
| isAONInstrument | Y or N | Will return all AON instruments | ||
instrumentType |
| Query for instruments by instrument type | ||
| govBondType | Query for all instruments by sub-category for government bonds See Government Bond Type Query Parameters for full list of sub-category for government bond values | |||
| firstTradedAfter | Input a time in UNIX millisecond timestamp format to receive all instruments with a first trade date after a certain date. Example: firstTradedAfter=1600705800000 | Query for all instruments after a first trade date | ||
| firstTradedBefore | Input a time in UNIX millisecond timestamp format to receive all instruments with a first trade date before a certain date. Example: firstTradedBefore=1600705800000 | Query for all instruments before a first trade date | ||
| lastTradedAfter | Input a time in UNIX millisecond timestamp format to receive all instruments with a last trade date after a certain date. Example: lastTradedAfter=1600705800000 | Query for all instruments after a last trade date | ||
| lastTradedBefore | Input a time in UNIX millisecond timestamp format to receive all instruments with a last trade date before a certain date. Example: lastTradedBefore =1600705800000 | Query for all instruments before a last trade date | ||
| globexGroupCode | Query for all instruments by CME Globex group code. (MDP 3.0 tag 1151-Security Group) | |||
| exchangeGlobex |
| Query for all instruments by the Market Identifier Code (MIC) as defined by the ISO.
| ||
| exchangeClearing |
| Query for all products by Exchange identifier used in the Post Trade Application. | ||
| isEfixInstrument | Y, N | "Y" will return all eFix Matching Service instruments. | ||
| settlementTick | Used when instruments settle in a smaller tick than they are traded at; this field supports the settlement tick. | |||
| isTmacProduct | Y,N | Boolean flag identifies whether the overlying product is a TMAC product. | ||
| cfiCode | CFI Codes in RD API match those used in clearing systems but will not necessarily match those used on Globex. | |||
| goodForSession | Y,N | Boolean flag to identify GFS (Good For Session) TimeInForce eligibility on CME Globex. | ||
| leadMonthInd | Y,N | Boolean flag to identify whether a contract is the lead month. | ||
| tradeTick | Trade price tick. May differ from the settlementTick. | |||
| rbtEligibleInd | Relationship Based Trading Eligibility Indicator. RBT eligible products are not eligible to trade on CME Globex. |