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	Values	Usage	Description

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

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	Values	Usage	Description

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

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