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

trade_close_offset

STRING

NULLABLE

Fixing close offsets - Time duration before scheduled fixing time of the eFix Matching Service instrument.

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

settle_locale

STRING

NULLABLE

Settlement Location.
Valid Values:
London
Zurich
Only supported for Spot Precious Metals.

x

settle_ccy

STRING

NULLABLE

The base currency for the settlement price when different from local currency. The local currency price can be found in the settlePxCcy field.

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

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_precision

NUMERIC

NULLABLE

Specifies the price decimal precision for EBS instruments:
For eFix Instruments – specifies the decimal precision of the assigned price when fixing rate applied to price found in iLink tag 6262 - BenchmarkPrice
For non eFix Instruments – specifies the decimal precision of the order price assigned at the time of execution in iLink tag 1799 - OrderEventPx
eFix Matching Service Post Trade messages are converted to underlying Spot CCY Pair. Due to differences in fixing prices from the pricing sources, trades resulting from the eFix Matching Service can be at a different price precision from the normal EBS Market order book.

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

on_sef_ind

STRING

NULLABLE

Indicates if the instrument is SEF regulated.

x

on_mtf_ind

STRING

NULLABLE

Indicates if the instrument is MTF regulated.

x

negative_px_elig_ind

STRING

NULLABLE

Indicates if product may use negative book and trade prices.

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

market_json_data

JSON

REPEATED

Json repeating group of Market Data Platform channel(s)
channelId: MDP channel identifier
feedId: Type of market data (Ultra, Screened, Spectrum)
transport: Type of communication protocol (UDP, TCP)

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

x

ilink_elig_ind

STRING

NULLABLE

iLink Mass Quote eligible products.

x

good_for_session_ind

STRING

NULLABLE

Indicates GFS (Good For Session) TimeInForce eligibility on CME Globex.

x

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

fractional_px_ind

STRING

NULLABLE

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

x

fixing_time_zone

STRING

NULLABLE

The region/time zone associated with the fixing time.

x

fixing_src

STRING

NULLABLE

Fixing rate source. Only used for eFix products and instruments.
Valid values include:
WMR - WM Reuters
BFIX - Bloomberg BFIX
ABS - Association of Banks Singapore
HSRA - Hedge Settlement Rate Australia
TKFE - Tokyo FX Hourlies
TMA - Treasury Markets Association

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

efix_prod_ind

STRING

NULLABLE

Indicates if product is traded on the CME Globex eFix matching service.

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