The CME Cross Currency API is a REST API that provides access to EUR/USD Cross Currency data, which measures the basis point deviation from the covered interest rate parity implied forward FX price.

Contents

1 Onboarding
2 Testing and Certification
3 Availability
4 Accessing CME Cross Currency API
- 4.1 CME Cross Currency API URLs
- 4.2 Message Specifications
- 4.3 Response Metadata fields
5 Contact Information

Additional Resources

Additional Resources
EUR/USD Cross Currency Basis Index

Onboarding

CME Cross Currency API uses OAuth authentication, an open protocol that supports secure authorization in a simple, standard method and decouples authentication from authorization. More details about OAuth API ID authorization and authentication are available in Client API Service Adoption using OAuth 2.0 Protocol.

To access the CME Cross Currency API, client API IDs must be entitled. Request access from the CME Group Market Data API self-service onboarding page or contact Global Account Management (GAM).

Testing and Certification

Certification for CME Cross Currency API is not required.

Availability

The CME Cross Currency API is available 24 hours a day, 7 days a week. Clients systems should consider all returned data to be accurate at the time of the request submission.

The latest index rates will publish and be available at approximately 3:10 PM UTC daily, Monday through Friday with exceptions based on the CME holiday calendar. The data should arrive on the REST API within about 5 seconds of print.

Accessing CME Cross Currency API

This section describes the message specifications and URLs to access CME Cross Currency API.

CME Cross Currency API URLs

Below are the base URLs to access the CME Cross Currency API endpoints:

Environment	Base URL

Environment	Base URL
Production	https://markets.api.cmegroup.com/xccy/v1/

Message Specifications

CME Cross Currency API business message specifications are available below.

The Path value, prefixed with Base URL, will be a specific end point for the HTTPS GET request.
Each HTTPS GET call must have the header parameter "Authorization" with value "Bearer" pre-pended to the OAuth token (including a space separator).
example: "Bearer <Oauth Access token>"

Name	Path	Method	Description

Name

Path

Method

Description

Cross Currency API - Latest

/latest

GET

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 Index Value the current date.
If the Product (productCode) is provided -> Returns the requested product with the latest Cross Currency Index Value.

Cross Currency API - History

/history

GET

Gets historical Cross Currency Index Value based on a single date or range of dates provided by the customer. By default returns all historical Cross Currency Index Values.

Accepts the below requests/inputs:

If both (startDate) and (endDate) fields are provided -> Returns an inclusive range between customer-provided (startDate) and (endDate).
If (startDate) field is provided but no (endDate) field -> The (endDate) field will be defaulted to today/current-date. Returns Cross Currency Index Value between the range of the specified (startDate) and today/current-date.
If (endDate) field provided but no (startDate) field -> Returns all Cross Currency Index Value up to customer-provided (endDate).
If no Date fields are provided -> Returns all historical Cross Currency Index Value based on the customer-provided product codes leading up to today/current-date.
If no arguments / parameters are provided -> Returns all historical Cross Currency Index Value leading up to today/current-date.
If only (date) field is provided -> Returns the Cross Currency Index Value for the customer-provided date.
If date (field) is provided with (startDate) or (endDate) -> The date field takes precedence. Returns the Cross Currency Index Value for the customer-provided date.
If all 3 Date fields are provided -> The (date) field takes precedence. Returns the Cross Currency Index Value for the customer-provided date.

Response Metadata fields

The following information describes the metadata JSON element on the response payload to client systems.

Field	Description	Usage

Field	Description	Usage
pageSize	Maximum number of data elements in the JSON result set or page.	Defaults to 1000 with a maximum of 2000. Can be used as a query parameter to limit the number of elements returned per request. E.g. /history?pageSize=500
totalPages	Total number of pages in the full result set.
pageNumber	The current page in the set of pages.	If totalPages is greater than 1, pageNumber is used to navigate to the next page of the result set. E.g. /history?pageNumber=2 (retrieve the second page in the data set)
totalElements	Value indicates the total Elements in the full data set.
type	Type of JSON data set	Always set to value “page”
elementsInReponse	Number of data elements in the JSON result set or page.

Contact Information

For production requests, contact the Global Command Center (GCC).

For other inquiries, contact Global Account Management (GAM).