Product Attribute Specifications

altGlobexMinTick

New sub-tick which is only available for order entry when certain conditions are met.

String

EBS

altGlobexTickConstraint

Minimum amount better than the best Standard Tick order for an order to be allowed into the market.

String

EBS

altMinQuoteLife

MQL duration for orders at the alternative tick, in microseconds.

String

EBS

assetClass

Underlying asset type.

String

ALL

assetSubClass

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

String

ALL

assignmentMethod

Method used for assignment of futures upon options delivery:

• Actual values

• Pro-Rata

• Random

String

ALL

blockTradeEligible

Y/N flag to indicate if a product is block trade eligible.

String

ALL

calendarTickRules

Tick behavior for calendar spreads

String

Listed Derivatives

clearingCabPx

All applicable cabinet prices for cleared trades.

String

Listed Derivatives

clearingOrgID

The entity where the trade will be cleared. Values include:

• BME

• BONY

• CLEARNET

• EUREX

• FICC

• MONTE

String

BrokerTec

clearingSymbol

The product code used in CME Clearing for post-trade processing and back-office functions.

String

ALL

clearportEligible

CME ClearPort eligible products.

String

Listed Derivatives

clearportSchedule

CME ClearPort trading hours.

Attribute is under development.

String

Listed Derivatives

commodityStandards

The commodity standards for physically-delivered contracts.

String

Listed Derivatives

contraryInstructionsAllowed

Boolean flag to identify whether Contrary Instructions are allowed ("Y", "N").

String

ALL

dailyFlag

Y/N flag to indicate if product is daily.

String

Listed Derivatives

daysOrHours

Indicates for variable quantity products whether the instrument is effected in days or hours.

String

Listed Derivatives

defaultListingRules

The standard product listing rules as defined in the Rulebook.

Listed Contracts

String

Listed Derivatives

defaultMinTick

Default minimum trading/clearing tick for the product before the application of special tick rules for individual instruments.

Minimum Price Fluctuation

String

Listed Derivatives

ebfEligible

Indicates if product is EBF eligible. (Y/N)

String

Listed Derivatives

efpEligible

Indicates if product is EFP eligible. (Y/N)

String

Listed Derivatives

efrEligible

Indicates if product is EFR eligible. (Y/N)

String

Listed Derivatives

exchangeClearing

Exchange identifier used in the CME Group Post Trade Application.

String

ALL

exchangeGlobex

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.

String

ALL

exerciseStyle

Human-readable options exercise instructions.

String

Listed Derivatives

exerciseStyleAmericanEuropean

Indicator for American or European option exercise style.

• 0 = American style

• 1 = European style

Exercise Style

String

Listed Derivatives

fixPayout 

The fixed payout amount for any in-the-money strike.

String

EBS

flexEligible

Y/N flag to indicate whether product is eligible for FLEX functionality.

String

Listed Derivatives

floorCallSymbol

Floor call symbol. FloorCall and FloorPut may be different for some option products.

String

Listed Derivatives

floorEligible

Floor Eligible products.

String

Listed Derivatives

floorListingRules

Description of the contract listing rules for open outcry eligible contracts.

Listed Contracts

String

Listed Derivatives

floorPutSymbol

Floor put symbol. FloorCall and FloorPut may be different for some option products.

String

Listed Derivatives

floorSchedule

Standard open outcry trading hours for floor-traded products.

Attribute is under development.

Trading Hours

String

Listed Derivatives

fractional

Y/N value to indicate if product price should be displayed in fractional or decimal notation.

String

ALL

globexCabPx

Smallest price CME Globex will accept for an option trade.

Returns in a 19 character CME Globex format string.

First character denotes the decimal by which value needs to move left. For example, 2000000000000001000 converts to 10.00.

String

Listed Derivatives

globexDisplayFactor

Exchange-recommended factor to apply to raw CME Globex prices for display.

Returns in a 19 character CME Globex format string.

First character denotes the decimal by which value needs to move left. For example, 2000000000000000001 converts to 0.01.

String

ALL

globexEligible

Indicates if product is CME Globex eligible. (Y/N)

String

ALL

globexGroupCode

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

Note: CME Globex group code is only populated for instruments listed for trading on CME Globex.

String

ALL

globexGroupDescr

For BrokerTec fields, this describes the Globex Group Code.

String

ALL

globexGtEligible

Y/N flag to indicate if product allows GTC or GTD orders on CME Globex.

String

ALL

globexListingRules

The listing rules for instruments on CME Globex.  In some cases, the CME Globex listing is a subset of the full set of exchange-defined contracts.

Listed Contracts

String

Listed Derivatives

globexMinTick

Smallest standard pricing increment for CME Globex markets.

• Excludes Cabinet price

String

Listed Derivatives

globexProductCode

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, for example: "globexProductCode=CL*"

Examples of globexProductCodes for combos:

• Crude Oil futures calendar spread: CL:CL

• Ultra 10-Year U.S. Treasury Note futures vs 10-Year T-Note futures DI inter-commodity spread: TN-21

• One-Month SOFR futures double butterfly: GEDF.

Globex Product Code

String

ALL

globexSchedule

Standard CME Globex trading hours.

Attribute is under development.

String

Listed Derivatives

ilinkEligible

iLink Mass Quote Eligible Products

String

ALL

isBticProduct

Boolean flag to identify BTIC products ("Y", "N").

String

Listed Derivatives

isDerivedBlockEligible

Booelean flag to identify whether a product is Derived Block eligible ("Y", "N").

String

Listed Derivatives

isPmEligible

Booelean flag to identify whether a product is eligible for portfolio margining ("Y", "N").

String

Listed Derivatives

isSyntheticProduct

Boolean flag to identify synthetic products ("Y", "N").

String

Listed Derivatives

isTacoProduct

Boolean flag to identify TACO products ("Y", "N").

String

Listed Derivatives

isTamProduct

Boolean flag to identify TAM products ("Y", "N").

String

Listed Derivatives

isTasProduct

Boolean flag to identify TAS products ("Y", "N").

String

Listed Derivatives

itcCode

Product code as reflected on ITC market data.

String

ALL

itmOtm

Describes status of in-the-money / out-of-the-money. 

Values:

• CALL-ITM

• OTM

• PUT-ITM

• PUT/CALL-ITM

String

Listed Derivatives

lastDeliveryRules

Rules for the last delivery day of an expiring contract. 

Listed Contracts

String

Listed Derivatives

lastUpdated

Timestamp from last time the instrument definition / product was updated: