This topic contains information about 24-7 CME CF Cryptocurrency Indices. CME Group and Cryptocurrency Facilities (CF) offer customers 24/7 access to cryptocurrency pricing data via web service technology. This solution is offered in addition to Streamlined SBE Cryptocurrency Market Data, providing CME Group clients a robust pricing index source for virtual currencies: CME CF Cryptocurrency Reference Rate and CME CF Cryptocurrency Real Time Index. This data goes back to December 19, 2016.
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Certification for 24/7 cryptocurrency market data is not required.
Hours of Availability
CME Group publishes cryptocurrency real-time index pricing data once per second for 24 hours, 7 days a week and 365 days a year. The settlement price, based on transactions from several cryptocurrency spot exchanges, is disseminated daily, shortly after 4 p.m. London time.
Self-Service Platform
CME Group Self-Service provides a suite of tools designed to help customers manage registration and on-boarding to CME Group applications and services.
Accessing Self-Service Platform
To access the self-service platform, users must register for a CME Group Login.
To source the 24/7 cryptocurrency market data, users must register for a CME Group API ID.
API Delivery Set-Up
- Log in with your CME Group Login (See CME DataMine Self-Service Platform for information on setting up CME Group Login).
- In the top right corner, click CME Group Login, then click "My Profile."
- Click "API Management."
- Register for an API ID.
Using the API ID, request licensing for the cryptocurrency data (licensing is customer-specific).
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| For more information on the self-service platform, visit the website or download the guide. For support, visit the Self-Service Center User Help. |
Support
CME Group provides a number of customer service teams for assistance with the Self-Service platform.
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The implementation utilizes the industry standard JSON format with custom CME Group extensions.
HTTP Usage
Users send Query Requests by invoking the HTTP POST method to a URL of the form https://{{Path}}/streaming/v1/btcindexJson? where CME Group assigns {{Path}} and communicates it to the user. Connections to the API utilize HTTPS to provide security. Users transmit a username and password, assigned by CME Group, via HTTP Basic authentication.
Access is defined at the dataset level, in JSON format, through a group and role-based entitlement system.
- Users accessing 24/7 cryptocurrency market data through a web browser can use the following curl request:
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| Criteria Definition | Type | Value | Required | Description |
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| seek | Int | YYYYMMDDhhmmssSSS | N | Returns streaming data starting from the timestamp specified on the request up to the current time, then continues streaming real time market data. Note: The seek request can only retrieve data streamed within the past 24 hours. The timestamp from which to initiate streaming must be in milliseconds and UTC format. Not including this argument starts streaming from the current moment. Example: https://datamine.api.cmegroup.com/streaming/v1/btcIndexJson?seek=20161115093023000 |
Message Specification
Market Data Incremental Refresh Message (msgType=MarketDataIncrementalRefresh)
This section describes the Cryptocurrency Market Data Incremental Refresh (msgType=MarketDataIncrementalRefresh) message for CME Group Cryptocurrency Spot Real Time Index and the daily Reference Price.
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| Field Name | Format | Valid Values | Description |
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msgSeqNum | SeqNum (9) | Integer message sequence number. | |
msgType | String (50) | MarketDataIncrementalRefresh | Defines message type. |
senderCompId | String (7) | CME | |
sendingTime | UTCTimeStamp (21) | Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT"). Format: YYYYMMDDHHMMSSsss UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy. | |
transactTime | UTCTimeStamp (21) | Indicates time of trade referenced in the Market Data Incremental Refresh message. Format: YYYYMMDDHHMMSSsss UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy. | |
| noMdEntries | NumInGroup (5) | Number of Market Data Incremental Refresh data blocks in the Market Data Incremental Refresh message. | |
matchEventIndicator | String (50) | NOT_END_OF_EVENT END_OF_EVENT | Indicates whether the message denotes the start of an event or the end of an event. For Cryptocurrency Facilities, this should be set to END_OF_EVENT if there is no need to maintain continuity between messages to infer when a particular event started and ended. |
| mdEntries | |||
→symbol | String (50) | Index Name. | |
→rptSeq | Int (3) | Sequence number per instrument update or index. | |
→mdEntryType | String (50) | INDEX_VALUE | Indicates the type of market data entry.
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→mdEntryPx | Price (20) | Price of the market data entry. | |
→mdEntryDate | UTC_DATE_ONLY (8) | Date of the market data entry. Format: YYYYMMDD (i.e. 20071215) | |
→mdEntryTime | UTC_TIMEONLY (12) | Timestamp of market data entry. | |
→mdUpdateAction | String (50) | NEW | Indicates the type of market data update action. Note: The following tag values are NOT sent for the index price or the settlement index price
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→openCloseSettlFlag | String (50) | Daily Open / Close / Settlement entry Entry from previous business day Theoretical Price Value Settlement Index value | Identifies a market data entry. Indicates whether the price is the daily open/close/settle from the current trading session or from the previous trading session. Note: The following tag values are NOT sent for the index price or the settlement index price:
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→netChgPrevDay | Price (20) | Net change from the previous day's closing price vs. the last traded price. Applies to BRR only. | |
| →netPctChg | Int (3) | Percentage value of the net change. Applies to BRR only. | |
→mdEntryCode | MultipleValueString (50) | Indicative Pre-Market Preliminary Close Session Close Close | List of conditions describing an index value. |
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Security Definition Message (msgType=SecurityDefinition)
Security Definition (msgType= SecurityDefinition) messages are disseminated on the incremental feed when the client system logs on and at one hour intervals.
| Field Name | Format | Valid Values | Description |
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msgSeqNum | SeqNum (9) | Integer message sequence number. | |
msgType | String (50) | SecurityDefinition | Defines message type. |
senderCompId | String (7) | CME | |
sendingTime | UTCTimeStamp (21) | Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT")). Format: YYYYMMDDHHMMSSsss | |
currency | Currency (3) | Identifies currency used for price. | |
symbol | String (50) | BRR BRTI | Instrument/Index Name. |
securityExchange | String (50) | CRYPTO FACILITIES | Used to help identify a security/index. |
product | String (50) | Index | Identifies the type of product. Always ‘Index’ |
noEvents | NumInGroup (1) | Number of repeating EventType entries. | |
noInstrAttrib | NumInGroup (2) | Number of repeating group InstrAttribType entries. | |
applID | String (50) | The channel ID as defined in the XML configuration file. | |
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→eventType | String (50) | Activation Inactivation Modification | Indicates type of event. |
→eventTime | UTC_TIMEONLY (20) | Time of event. This is a UTC time expressed as the number of nanoseconds since the Unix epoch time (Jan 1, 1970). | |
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| →instrAttribType | String (50) | InstAttribType and InstAttribValue function together where InstAttribType indicates the type of value that InstAttribValue will contain. | |
| →instrAttribValue | String (50) | Attribute value appropriate for the InstrAttribType field. | |
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