Cross Currency API - Latest

Gets the Latest Cross Currency Index Value for the current date.

Accepts the below requests/inputs:

If no arguments / parameters are provided -> Returns Cross Currency rate for the current date.
If Product (productCodes) is provided -> Returns the requested product with the latest Cross Currency Index Value.
Currently only one productCode is supported

URL	/latest
HTTP Method	GET

Contents

Ref	Parameter	Name	Type	Multi-ple	Usage	Description
1	CME-Application-Name	Application Name	string	No	REQUIRED	Name of the customer system that generated the message.
2	CME-Application-Vendor	Application Vendor	string	No	REQUIRED	Name of the vendor who provided the customer system. For a proprietary system, use the firm name.
3	CME-Application-Version	Application Version	string	No	REQUIRED	Version identifier for the customer system.

Ref

Parameter

Name

Type

Multi-ple

Values

Usage

Description

1

productCodes

Product Code

string

Yes

XEURBI

OPTIONAL

Indicates the underlying asset code (Product Code).

Clients can query for one Product Code.

e.g productCodes=XEURBI

Ref	Parameter	Name	Type	Multi-ple	Usage	Description
1	sentTime	Sent Time	TimeStamp	No	REQUIRED	Time the message was published
2	version	Version	String	No	REQUIRED	Version Number of the application generating the message
3	dataset	Data Set	string	No	REQUIRED	Represents the type of data the application is generating

Successfully retrieved

Ref	Feild	Name	Data Type	Values	Usage	Description
1	businessDt	Business Date	string		REQUIRED	Trade date of published data. The relevant date for which the Cross Currency rates are in reference to. Format YYYY-MM-DD
2	indexValue	Cross Currency index	number		REQUIRED	The index value for the Cross Currency Product (EUR / USD) . We support negative values
3	immStartDt	Cross Currency Date	number		REQUIRED	IMM / International Monetary Market start date (i.e the first date for the basis calculation).
4	immEndDt	Cross Currency Date	number		REQUIRED	IMM / International Monetary Market end date (i.e the end date for the basis calculation).
5	instrument[]	Instrument	instrument		REQUIRED
6	→ guidInt	Instrument GUID Int	integer		REQUIRED	Unique Instrument ID
7	→productCode	Product Code	string	XEURBI	REQUIRED	Indicates the underlying asset code (Product Code).

Internal Server Error

Bad request Exception from incorrect user input e.g. incorrectly formatted date