variable_qty_ind

STRING

NULLABLE

Indicates if product is subject to Variable Quantity processing.

x

valuation_mthd

STRING

NULLABLE

Type of valuation method used
Valid values include but are not limited to:
EQTY - Premium Style

FUT - Futures Style
FUTDA - Cash Adjusted Futures Style
FUTER - Futures Style with Erosion
FUTI - Futures Style Inverse
FUTOP - Futures Style for Options

FWD - Forward
FWDC - Forward, Cash-Settled Daily, Standard Currency Convention

BILL - Bills

BOND - Cash Notes and bonds

IRS - Interest Rate Swap

SPOT - Spot

RPO - Repo Specific
RPOBS - Repo Specific / GC - Buy Sell Back (only Spain)
RPOGC - Repo General Collateral
RPOGF - Repo GCF / DBV / GC+
RPOSC - Repo Specific / GC - EONIA bond

x

x

unit_of_measure_qty

NUMERIC

NULLABLE

Unit of measure quantity for the product.

x

unit_of_measure

STRING

NULLABLE

Unit of measure for the product.
Unit of measure values are defined in the MDP 3.0 - Tag 996-UnitOfMeasure Table of Values.

x

settle_mthd

STRING

NULLABLE

Settlement Method. Indicates if product is financially or physically settled.
Note: For Security type COMBO ,the settle_method is defined on the outright product and will be null for the spread.

x

sec_type

STRING

NULLABLE

Type of derivative, e.g. FUT for outright future.

x

x

sec_sub_type

STRING

NULLABLE

Instrument sub type
Note: Not all instruments will have subtype populated.

x

x

run_date

DATE

NULLABLE

Date when record was captured.

x

x

rfq_cross_elig_ind

STRING

NULLABLE

Indicates if product is Cross eligible on CME Globex and requires an RFQ prior to Cross submission.

x

repo_year_days

NUMERIC

NULLABLE

The number of days in year used in REPO consideration calculations.

x

rbt_elig_ind

STRING

NULLABLE

Relationship Based Trading Eligibility Indicator.
RBT eligible products are not eligible to trade on Globex.

x

x

px_unit_of_measure_unit

STRING

NULLABLE

Defines the unit of measure of the price if different from the product.

x

px_unit_of_measure_qty

NUMERIC

NULLABLE

Defines the unit of measure quantity of the price if different from the product.

x

px_quote_mthd

STRING

NULLABLE

Defines the method for price quotes.

x

px_quote_ccy

STRING

NULLABLE

The currency for the trade price.

x

px_mult

NUMERIC

NULLABLE

Multiplier to convert price to actual economic value.

x

px_band

STRING

NULLABLE

Differential value for price bands on CME Globex.

x

prod_guid_int

NUMERIC

NULLABLE

Historically unique product identifier in integer format.

x

x

prod_guid

STRING

NULLABLE

Historically unique product identifier

x

x

par_or_money_ind

STRING

NULLABLE

Collateral is valued with, or without, accrued interest, when being allocated.

x

negative_px_elig_ind

STRING

NULLABLE

Indicates if product may use negative book and trade prices.

x

min_days_to_mat

NUMERIC

NULLABLE

The minimum number of days remaining on an allocated collateral before it must be substituted.

x

md_channel_id

STRING

NULLABLE

Market Data Platform channel for CME Globex order book and trades.

x

master_sym

STRING

NULLABLE

This code is only used to associate outright instruments (futures and options) with the product-level spreads/combos. It is not a meaningful attribute of the product itself.

x

mass_quote_elig_ind

STRING

NULLABLE

Indicates if product is eligible for Mass Quote messages on CME Globex.

x

market_segment_id

NUMERIC

NULLABLE

Numeric value for CME Globex Market Segment on which the product is traded.

x

last_updated_ts

TIMESTAMP

NULLABLE

Timestamp reflecting the last time the record was updated in the source system.

x

x

inc_order_min_qty

NUMERIC

NULLABLE

Minimum incremental order quantity.

x

ilink_elig_ind

STRING

NULLABLE

iLink Mass Quote eligible products.

x

glbx_sym

STRING

NULLABLE

CME Globex Product Code (MDP 3.0 tag 6937-Asset)
For spreads and combinations (securityType=COMBO), the CME Globex Product Code will be postpended with additional information.
To ensure you receive all product records, CME Group recommends querying with a wild card when using this parameter.

x

x

glbx_ord_min_qty

STRING

NULLABLE

Minimum order or quote size required on CME Globex.
For BrokerTec orders, this will reflect the minimum initial order.

x

x

glbx_ord_max_qty

STRING

NULLABLE

Maximum value allowed for a single quote or order on CME Globex.

x

x

glbx_match_algo

STRING

NULLABLE

Match algorithm indicator for CME Globex markets.

x

glbx_group_id

STRING

NULLABLE

CME Globex uses this group code to identify logical groupings of products.

x

x

glbx_group_desc

STRING

NULLABLE

This describes the CME Globex Group Code.

x

glbx_elig_ind

STRING

NULLABLE

Indicates if product is eligible to be traded on CME Globex.

x

gc_basket_identifier

STRING

NULLABLE

CUSIP or ISIN of Repo Basket

x

fractional_px_ind

STRING

NULLABLE

Indicates if product price should be displayed in fractional or decimal notation.

x

exch_mic

STRING

NULLABLE

Market Identifier Code (MIC) as defined by the ISO. For inter-exchange spreads, this field contains the hybrid value displayed in the Market Data Platform Security Definition (tag 35=d) message tag 207-SecurityExchange.

x

x

exch_id

STRING

NULLABLE

Exchange identifier used in the CME Group Post Trade applications.

x

x

dirty_px_tick

NUMERIC

NULLABLE

This is the tick for the dirty price (price + accrued interest). Dirty price is used to value repo collateral.

x

dirty_px_rounding

NUMERIC

NULLABLE

Numerical codes to indicate rounding type.
0 - nearest
1 - rounds up
2 - rounds down

x

contract_notional_amt

NUMERIC

NULLABLE

Notional amount per contract.

x

clr_sym

STRING

NULLABLE

The product code used in CME Clearing for clearing reports like the Trade Register.

x

x

clr_org_id

STRING

NULLABLE

The entity where the trade will be cleared. Values include:
BME
BONY
CLEARNET
EUREX
FICC
MONTE

x

asset_sub_sector

STRING

NULLABLE

Sub-sector associated with product.

x

asset_sub_class

STRING

NULLABLE

Sub class within asset class (for example: Credit, Foreign Exchange).

x

asset_sector

STRING

NULLABLE

Sector associated with product.
For some products, such as combos, and products with a Btic underlying, the sector will be found at the underlying product level.
Synthetic products will not have sector information.

x

asset_class

STRING

NULLABLE

Underlying asset type.