Each Sunday CME Group lists instruments tradable on CME Globex for the coming week. Clients have the ability, for eligible exchange-listed instruments, to create user-defined spreads and combinations of these instruments. Additionally, CME Direct users can create user-defined options outright instruments. Referential data for these instruments is available from a number of services.
CME Product Referential Data Sources
Referential data for these CME Group traded and cleared instruments is available from the sources described below.
| Source | Available via | Format | Updated | Provides |
|---|---|---|---|---|
| Real Time | ||||
Market Data Platform | Incremental Feed | FIX | Full list with new products added published Sunday at 11:00 am. Additions, modifications, and deletions added in real-time throughout the week. | Start of week FIX security definitions. |
Market Data Platform | Instrument Definition Feed | FIX | Full list published to Instrument Recovery Feed Sunday at 11:00 am with continuous loop until Friday at 5:00 pm. Additions, modifications, and deletions added in real-time throughout the week. | Real time FIX security definitions. |
| CME Reference Data API | Web service API | JSON | Real-time, on-demand. | Reference data for all CME Group, Hosted Partners, and CME Group-cleared markets. Note: UDS are not currently supported. |
| Static | ||||
| Security Definition Flat File (Secdef.dat file) | FTP | FIX | Security Definitions for all CME Globex instruments. The process to generate the file begins each Sunday through Friday as follows: All start times are Central Time (CT)
Note: NOT RECOMMENDED as primary source for Security Definition information; intra-day instrument additions or changes are not reflected in this file. | Start of week FIX security definitions for all Globex instruments and daily updates. |
| FIXML Product Reference Files (FPRF) | FTP | FIXML | Updated daily at 5:00 pm. | Comprehensive definition of all CME Group instruments:
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