CME ClearPort Reference Data - SecurityDefinition - ClearPort Reference Data

SecurityReportID

RptID

int

CME ClearPort will generate this to uniquely identify each response (across the entire platform).

ClearingBusinessDate

BizDt

LocalMktDate

Clearing date that security definitions are valid for.

SecurityRequestID

ReqID

String

Repeats back the ReqID the user specifies on the request to uniquely identify and tie together their specific request/response pair.

SecurityResponseType

RspTyp

int

Repeats back the unique Request Type number.

• 100 - List of Clearport Product Families

• 101 - Option Series with Product Family info

• 102 - Option Series without Product Family Info

• 103 - Futures Contracts with Product Families

• 104 - Futures Contracts without Product Families

• 105 - Spreads (underlying OCC's)

Text

Txt

String

Text further explaining the Request Result

SecurityRequestResult

ReqRslt

int

Returns feedback based on the request.

• 0 - Valid request

• 1 - Invalid or unsupported request

• 2 - No instruments found that match selection criteria

• 3 - Not authorized to retrieve instrument data

• 4 - Instrument data temporarily unavailable

→→ InstrAttribValue

Val

String

Actual values for each InstrAttribType.
Supported Values:
Typ 24 and Typ 30* (repeating)

• Val=1 (Block)

• Val=2 (EFP)

• Val=22 (OPNT)

• Val=11 (EFR)

• Val=54 (LGNOT)

• Val=58 (SWBLK)

Typ 25 (fractional indicator)
Val=1 (non-fractional)
Val>1 (fractional product)
Typ 26 (present if fractional)
Val=integer
Typ 29
Val=Y (product is tradable)
Val=N (product is not tradable)
Typ 108 (additional Time Unit)
Val = see values for TmUnit

→→ InstrAttribType

Typ

int

Typically used to represent additional characteristics of the instrument that are not core to the instrument. Code to represent the type of Instrument Attribute.

• 24 - Trade type eligibility details for security.

• 25 - Instrument Denominator

• 26 - Instrument Numerator

• 29 - Tradeable Indicator

• 30 - Traded at Settlement Eligibility

• 108 - Alternate TIme Unit

→ UnderlyingSecurityID

ID

String

Symbol used for identifying the product in CME ClearPort and in Clearing.

→ UnderlyingSecurityIDSource

Src

String

Used for specifying source of the Underlying Security ID.

H - Clearing House / Clearing Organization

→ UnderlyingSecurityType

SecTyp

String

Used to indicate the type of underlying security being reported; Future, Option on Physical, Option on Future, or Multi-leg for spreads.

• FUT - Future

• FWD - Forward

• MLEG - Multi Leg (Combo)

→ UnderlyingSecurityMaturityMonthYear

MMY

MonthYear

Month and Year of the underlying contract a maturity
Supported Formats:
YYYYMM (i.e. 201003)
YYYYMMDD (20100323) DAILY
YYYYMMwN (201003w1) WEEKLY

→ UnderlyingSecurityExchange

Exch

Exchange

Needed to specify Product Exchange of the Security (symbol may clash).

• CBT - Chicago Board of Trade

• CME - Chicago Mercantile Exchange

• COMEX - Commodities Exchange, Inc

• DME - Gulf Mercantile Exchange

• NYMEX - New York Mercantile Exchange

• NYMSW - CME Swaps - NYMEX

→→ ProductClassReason

Rsn

int

In the CME ClearPort API every product will have a product classification block.

7 - Sector

→→ ProductClassValue

Val

String

The value of the Product Classification.
Supported Values:
Coal
Electricity
Crude Oil
Natural Gas
Petroleum Products
Petroleum Crack Spreads
Emissions
Freight
Metals
Grains*
Meats*
Dairy*
Interest Rates*
Foreign Exchange*
Weather*
* More Product Groups will be added as the ClearPort Product Exchange is expanded.