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The following parameters can be used to query product information. 

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Parameter

Valid Values

Description

assetClass
  • ALT INVESTMENT
  • COMMODITY
  • FINANCIALS

Query for products by asset class.

Note: Not all products have a defined assetClass.

assetSubClass

Query for all products by asset sub class:

  • For futures and options this will be the asset class
  • For BrokerTec products the value will be INTEREST RATES
  • For EBS products the value will be:
    • FOREIGN EXCHANGE
    • METALS
blockTradeEligibleY,N

Query for all products eligible or ineligible for block trading

Not applicable to BrokerTec

clearingOrgID

e.g.

  • BME
  • CLEARNET
  • EUREX
  • FICC
  • LCH
  • MONTE
Will return the entity where the trade will be cleared
clearingSymbol
Query for products by CME Clearing product code
clearportEligibleY,N

Query for products available on or excluded from CME ClearPort

Not applicable to BrokerTec

dailyFlagY,N

Query for or excluding daily products

Not applicable to BrokerTec

ebfEligible

Y,N

Query for products eligible or ineligible for EBF trading

Not applicable to BrokerTec

efpEligible

Y,N

Query for products eligible or ineligible for EFP trading

Not applicable to BrokerTec

exchangeClearing
  • BTEU = BrokerTec Europe
  • BTUS = BrokerTec US
  • CBT = Chicago Board of Trade
  • CME = Chicago Mercantile Exchange 
  • COMEX = COMEX (Commodities Exchange Center) 
  • DME = Dubai Mercantile Exchange 
  • EBS = EBS Markets
  • FEX = FEX Global
  • FXS = Indicates the Exchange for the FX Spot side of a FX Link trade.
  • MGE = Minneapolis Grain Exchange
  • NYMEX = New York Mercantile Exchange
Query for all products by Exchange identifier used in the Post Trade Application.

exchangeGlobex

  • BTAM = BrokerTec Amsterdam
  • BTEC = BrokerTec US
  • BTEE = BrokerTec Europe
  • CBCM=XCME-XCBT inter-exchange spread
  • DUMX = Dubai Mercantile Exchange 
  • EBSC = EBS Market for FX Spot / Spot Precious Metals (including eFix Matching)
  • GLBX = Indicates the Exchange for the FX Spot side of a FX Link trade.
  • MGCB = XMGE-XCBT inter-exchange spread
  • NEXS = EBS Market for ON SEF / ON-MTF NDFs
  • NYUM = XNYM-DUMX inter-exchange spread 
  • XCBT = Chicago Board of Trade 
  • XCEC = COMEX (Commodities Exchange Center)
  • XCME = Chicago Mercantile Exchange 
  • XEBS = EBS Market for OFF SEF / ON-MTF NDFs
  • XFXS = CME FX Link spread 
  • XKLS = Bursa Malaysia 
  • XMGE = Minneapolis Grain Exchange 
  • XNYM = New York Mercantile Exchange

Query for all products by the Market Identifier Code (MIC) as defined by the ISO.


For inter-exchange spreads, this field contains the hybrid value displayed in the Market Data Platform Security Definition (tag 35=d) message tag 207-SecurityExchange.


exerciseStyle


Query for products by the human-readable options exercise instructions.

Not applicable to BrokerTec

fixingSource
  • ABS – Association of Banks Singapore
  • BFIX - Bloomberg BFIX
  • HSRA – Hedge Settlement Rate AustraliaMOEX – Moscow Exchange
  • TKFE – Tokyo FX Hourlies
  • TMA – Treasury Markets Association
  • WMR - WM Reuters

Query by instrument fixing source.


flexEligible

Y,N

Query for products eligible or ineligible for Flex trading

Not applicable to BrokerTec

floorCallSymbol

Query for products by the Floor Call Symbol

Not applicable to BrokerTec

floorEligible

Y,N

Query for products eligible or ineligible for trading on the floor

Not applicable to BrokerTec

floorPutSymbol

Query for products by the Floor Put Symbol

Not applicable to BrokerTec

globexEligibleY,NQuery for products eligible or ineligible for trading on CME Globex
globexGroupCode

Query for products by CME Globex group code (MDP 3.0 tag 1151-Security Group)

globexProductCode

Query for outright products using the CME Globex Product Code (MDP 3.0 tag 6937-Asset)

For spreads and combinations (securityType=COMBO), the CME Globex Product Code will be postpended with additional information.

To ensure you receive all product records, CME Group recommends querying with a wild card when using this parameter, for example: "globexProductCode=CL*"

Examples of globexProductCodes for combos:

goodForSessionY,N

Boolean flag (“Y”,”N”) to identify GFS (Good For Session) TimeInForce eligibility on CME Globex.

ilinkEligibleY,N

Query for products eligible for iLink Mass Quote order entry on CME Globex.

isBticProductY,N

Query for Basis Trade at Cash Open (BTIC) products

Not applicable to BrokerTec

isEfixProductY, N

"Y" will return all eFix Match products.

isTacoProductY,N

Query for Trade at Cash Open (TACO) products

Not applicable to BrokerTec

isTamProductY,N

Query for Trade at Marker (TAM) products

Not applicable to BrokerTec

isTasProduct

Y,N

Query for Trade at Settlement (TAS) products

Not applicable to BrokerTec

isTmacProduct

Y,N

Boolean flag identifies whether the overlying product is a TMAC product.

marketSegmentId 

Query for all products traded on a CME Globex Market Segment

May be null for some BrokerTec products

massQuoteEligible

Y,N

Query for products eligible or ineligible for Mass Quoting on CME Globex
masterSymbol

Query for all products under an individual master symbol.

This code is only used to associate outright instruments (futures and options) with the product-level spreads/combos. It is not a meaningful attribute of the product itself.

This is the only way to query for all products associated with a single business product.


For example:

?masterSymbol=SR will return all SOFR products including the futures, options, calendar and bundle spreads

BrokerTec - Under Development

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 products modified after the specifIed date.
modifiedBefore

Input a time in UNIX millisecond timestamp format to receive all products modified on or before a certain date.

Example: modifiedBefore=1478473019000

Query for all products modifed before the specified date.
negativePxEligible

Y,N

Query for all products eligible or ineligible to trade at negative prices on CME Globex
negativeStrikeEligible

Y,N

Query for all products eligible or ineligible to list strikes at negative prices

Not applicable to BrokerTec

onMtfY,NQuery for all products eligible or ineligible for On-MTF.
onSefY,N

Query for all products eligible or ineligible for On-SEF.

otcEligible

Y,N

Query for all products eligible or ineligible for OTC trading.

Not applicable to BrokerTec

page1...[N]Retrieve a specific page from the product service
productGuidInt


Unique product identifier in integer-only format.

productName

Legal Product Name.

Query for the human-readable product name.

rbtEligibleInd

Y or N

Will return all RBT products

Note: RBT eligible products are not traded on CME Globex.

rfqCrossEligible

Y,N

Query for products eligible or ineligible for R-Cross on CME Globex
sector


Query for all products in the specified Subgroup as reflected on cmegroup.com

For BrokerTec Tradable Products the following values:

  • LONG TERM GOV
securityType
  • COMBO = Multileg (Combo)
  • EUSOV = EGB (Euro Government Bonds)
  • EUSUP = Euro Supranational
  • FAC = Non-mortgaged backed Agency Securities
  • FADN = Agency Discount Notes
  • FRA = Forward Rate Agreement
  • FWD = Forward
  • FUT = Futures or Futures Spreads
  • FXSPOT = FX Spot/Spot Precious Metals
  • FXNDF = Non-deliverable Forward
  • INDEX = Index Product
  • IRS = Interest Rate Swaps
  • OOC = Options on Combo
  • OOF = Options on Futures
  • REPO = Repo Instrument
  • SOV = UK Gilts
  • TB = Non-US Treasury Bill
  • TBILL = US Treasury Bill
  • TFRN = Floating Rate Notes
  • TIPS =  Treasury Inflation-Protected Securities
  • TINIT = U.S. Treasury STRIPS
  • TNOTE = US Treasury Note
  • TBOND = US Treasury Bond
Query for all products by type
settleMethod

Valid values:

  • Financially Settled
  • Deliverable
Settlement Method. Indicates if product is financially or physically settled.
size1-1000Specify the number of results returned per page
strategyType
Query on strategy type, e.g. "RV", "SP", "FX", "BF" etc..
subSector


Query for all products in the specified Category as reflected on cmegroup.com

May be null for BrokerTec

subtype

Y,N

Query for all products by type

symbol

Query for all products using symbol across all venues.

Product code searches using this parameter will return all products with that code across any/all trading venues and CME Clearing:

  • clearingSymbol
  • globexProductCode
  • floorCallSymbol 
  • floorPutSymbol
  • masterSymbol
tradePxCcy


Query for all products with the specified trade currency
unitOfMeasure


Query for all products with the specified Unit of Measure for the contract. 

For example, "IPNT" (Index Points) for E-mini S&P Futures.

Unit of measure values are defined here.

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