CME Cross Currency API
- CME Group
The CME Cross Currency API is a REST API that provides access to EUR/USD Cross Currency data, which measures the basis point deviation from the covered interest rate parity implied forward FX price.
Contents
Additional Resources |
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Revision History
Date | Description |
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September 25, 2024 | Initial release |
Key Events and Dates
Date | Milestone |
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October 21, 2024 | Production |
Onboarding
CME Cross Currency API uses OAuth authentication, an open protocol that supports secure authorization in a simple, standard method and decouples authentication from authorization.
See also: Client API Service Adoption using OAuth 2.0 Protocol
Authorization and Entitlement
A registered OAuth API ID is required to access the CME Cross Currency API services. API IDs for CME Group Logins are created and managed in the CME Customer Center - My Profile menu. Client API IDs must also be entitled prior to accessing CME Cross Currency API.
Complete the step(s) that are applicable to your account:
New Clients | Clients with Existing CME Group Logins |
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Client API IDs must be entitled to access the CME Cross Currency API. To request access to the CME Cross Currency API client can use self-service onboarding or contact Global Account Management (GAM).
Testing and Certification
Certification for CME Cross Currency API is not required.
Access CME Cross Currency API
To access the CME Cross Currency API endpoints in the Production environment, an OAuth API ID and access token are required.
OAuth 2.0 Authorization Server Access Token Retrieval Endpoints
The below OAuth 2.0 authorization server endpoint is available to request and refresh access tokens in the Production environment:
Detail | Production |
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OAuth Token Endpoint | https://auth.cmegroup.com/as/token.oauth2 |
Tokens will expire after 30 minutes.
Base URL for Cross Currency API
Below are the base URLs to access the CME Cross Currency API endpoints:
Environment | Base URL |
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Production | https://markets.api.cmegroup.com/xccy/v1/ |
Availability
The CME Cross Currency API is available 24 hours a day, 7 days a week. Clients systems should consider all returned data to be accurate at the time of the request submission.
The latest index rates will publish and be available at approximately 3:10 PM UTC daily, Monday through Friday with exceptions based on the CME holiday calendar. The data should arrive on the REST API within about 5 seconds of print.
Message Specifications
The business message specifications for CME Cross Currency API are available below.
The Path value, prefixed with Base URL, will be a specific end point for the HTTPS GET request.
Each HTTPS GET call must have the header parameter "Authorization" with value "Bearer" pre-pended to the OAuth token (including a space separator).
example: "Bearer <Oauth Access token>"
Name | Path | Method | Description |
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| /latest | GET | Gets the Latest Cross Currency Index Value for the current date. Accepts the below requests/inputs:
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/history | GET | Gets historical Cross Currency Index Value based on a single date or range of dates provided by the customer. By default returns all historical Cross Currency Index Values. Accepts the below requests/inputs:
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Pagination
To make responses more manageable, CME Cross Currency API returns results in pages.
The metadata "type" will return page.
By default, 1000 results per page are included, displayed results per page can be requested (up to 2000) using the pagesize parameter.
CME Cross Currency API also supports a pagenumber parameter to allow clients to view a specific page in the result set.
If pagination (page and size values) is passed in the URL explicitly, then the same will be used to retrieve data.
Name | Description | Additional Details |
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pagesize | Number of results returned per page | Optional query parameter.
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Contact Information
For production requests, contact the Global Command Center (GCC).
For other inquiries, contact Global Account Management (GAM).
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