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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| F&O | 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/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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| 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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Product category | Instrument Retention Date | Available via CME Reference Data API Version 3 after the Retention Date |
|---|---|---|
Futures and Options | Last delivery date for physically-delivered instruments. Settlement date for other instruments. | 5 days after the Last delivery date for physically-delivered instruments. 5 days after the Settlement date for other instruments. |
US Repo EU Repo GC Allocations | Equal to Repo END DATE | 14 days after End Date / Termination Date of the REPO. |
| EGB | Instrument maturity date | 30 days after Trade Date or 14 days past maturity of the EGB (whichever is greater). |
| Active US Treasuries | Active → OFTR transition date | Active → OFTR transition date. Note: Instrument will be maintained as non-tradeable collateral (OFTR) until 14 days after maturity |
| Non-Tradeable Collateral | Instrument maturity date | 14 days after maturity date. |
Contact Information
For technical development support, contact Certification Support for Electronic Trading (CSET).
For production requests, please contact the Global Command Center (GCC).
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transition date. Note: Instrument will be maintained as non-tradeable collateral (OFTR) until 14 days after maturity | ||
| Non-Tradeable Collateral | Instrument maturity date | 14 days after maturity date. |
CME Reference Data API Version 3 for EBS Market
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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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| Info |
|---|
| Clients should note in this example Monday and Tuesday are prior trade dates and are not actionable for order execution. |
tradingSessionValueDates | |||||
|---|---|---|---|---|---|
ccyPair | FXSPOT EUR/USD | ||||
Trade Session | |||||
tradeDate | 2021-03-22 (Monday – Prior Trade Date) | 2021-03-23 (Tuesday – Prior Trade Date) | 2021-03-24 (Wednesday) | 2021-03-25 (Thursday) | 2021-03-26 (Friday) |
settlementDate | 2021-03-24 (Wednesday) | 2021-03-25 (Thursday) | 2021-03-26 (Friday) | 2021-03-29 (Monday) | 2021-03-30 (Tuesday) |
Contact Information
For technical development support, contact Certification Support for Electronic Trading (CSET).
For production requests, please contact the Global Command Center (GCC).
For all other inquiries, please contact Global Account Management (GAM).