Instrument Parameter Specifications

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yesterday at 10:59 AM
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The following parameters can be used to query instrument information. 

  • Either a direct match, or searches using the wildcard "*" can be used for queries.

  • Parameters can be used together by using ampersand (&) between search terms; however if the same parameter is used twice in the same GET request (for example, exchangeGlobex=XCME&exchangeGlobex=XNYM) only the last one will be used (in this case: exchangeGlobex=XNYM).

Parameter

Valid Values

Description

Parameter

Valid Values

Description

cusip



US & Canadian externally registered security identifier.

fisn



Financial instrument short name. Used for MiFid reporting.

globexSecurityId



Query for instrument by Security ID (MDP 3.0 tag 48-SecurityID)

globexSymbol



Query for instrument by CME Globex symbol (MDP 3.0 tag 55-Symbol).

guidInt



Unique instrument identifier in integer-only format.

instrumentName



Query for instruments by the human-readable instrument name

May be null for BrokerTec instruments

isin

e.g. FR0013341682

European externally registered security identifier.

issuerCountry

e.g. US, DE, GB

The country the issuer is domiciled in. The 2 character ISO code will be used.

issuerLongName

e.g. UNITED STATES TREASURY

Query for all instruments listed with this issuer long name.

longName

e.g. Exact Match

longName=2_YEAR

e.g. Pattern Match

longName=*_YEAR

Query for all instruments listed with this long name.

modifiedAfter

Input a time in UNIX millisecond timestamp format to receive all products modified on or after a certain date.

Example:

modifiedAfter=1478473019000

Query for all instruments modified after the specified date

modifiedBefore

Input a time in UNIX millisecond timestamp format to receive all products modified on or after a certain date.

Example: modifiedBefore=1478473019000

Query for all instruments modified before specified date

page

1...[N]

Query to retrieve a specific page

productGuidInt



Query for all instruments listed on a particular product.

repoTermCode

e.g. Examples:

C

C-1W

REG

O

S-N

Query for all instruments listed with this repo term code

size

1-1000

Specify the number of results returned per page

startedBefore

Input a time in UNIX millisecond timestamp format to receive all instruments listed on or after a certain date.

Example: startedBefore=1478473019000

Query for all instruments listed before a repo start date.

startedAfter

Input a time in UNIX millisecond timestamp format to receive all instruments listed on or after a certain date.

Example: endedBefore=1478473019000

Query for all instruments listed after a repo start date.

endedBefore

Input a time in UNIX millisecond timestamp format to receive all instruments listed on or after a certain date.

Example: endedAfter=1478473019000

Query for all instruments listed before a repo end date.

endedAfter

Input a time in UNIX millisecond timestamp format to receive all instruments listed on or after a certain date.

Example: endedAfter=1478473019000

Query for all instruments listed after a repo end date.

zeroPriceEligible



Query for instruments eligible or ineligible for trading at zero price

isUserDefined

true or false



Will return instruments for the following instrument types:

  • Tailor-Made

  • UDI

isAONInstrument

Y or N

Will return all AON instruments

instrumentType

  • FRA = Forward Rate Agreement

  • IRS = Interest Rate Swaps

  • FWD = Forward

  • OOC = Options on Combo

  • REPO = Repo Instrument

  • FUT = Futures or Futures Spreads

  • OOF = Options on Futures

  • BOND = Notes, Bonds, Bills

  • COMBO = Multileg (Combo)

  • INDEX = Index Product

  • FXSPOT - FX Spot, Spot Precious Metals

  • FXNDF - Non-deliverable Forward

Query for instruments by instrument type

govBondType



Query for all instruments by sub-category for government bonds

See Government Bond Type Query Parameters for full list of sub-category for government bond values

firstTradedAfter

Input a time in UNIX millisecond timestamp format to receive all instruments with a first trade date after a certain date.

Example: firstTradedAfter=1600705800000

Query for all instruments after a first trade date

firstTradedBefore

Input a time in UNIX millisecond timestamp format to receive all instruments with a first trade date before a certain date.

Example: firstTradedBefore=1600705800000

Query for all instruments before a first trade date 

lastTradedAfter

Input a time in UNIX millisecond timestamp format to receive all instruments with a last trade date after a certain date.

Example: lastTradedAfter=1600705800000

Query for all instruments after a last trade date 

lastTradedBefore 

Input a time in UNIX millisecond timestamp format to receive all instruments with a last trade date before a certain date.

Example: lastTradedBefore =1600705800000

Query for all instruments before a last trade date 

globexGroupCode



Query for all instruments by CME Globex group code. (MDP 3.0 tag 1151-Security Group)

exchangeGlobex

  • BTEC = BrokerTec US

  • BTEE = BrokerTec Europe

  • BTAM = BrokerTec Amesterdam

  • XNYM = New York Mercantile Exchange

  • XCBT = Chicago Board of Trade 

  • XCME = Chicago Mercantile Exchange 

  • XCEC = COMEX (Commodities Exchange Center)

  • XMGE = Minneapolis Grain Exchange 

  • DUMX = Gulf Mercantile Exchange 

  • XKLS = Bursa Malaysia 

  • NYUM = XNYM-DUMX inter-exchange spread 

  • MGCB = XMGE-XCBT inter-exchange spread

  • GLBX = Indicates the Exchange for the FX Spot side of a FX Link trade.

Query for all instruments by the 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.

The CME Globex exchange code is only populated for instruments listed for trading on CME Globex.

exchangeClearing

  • BTUS = BrokerTec US

  • BTEU = BrokerTec Europe

  • NYMEX = New York Mercantile Exchange

  • CBT = Chicago Board of Trade

  • CME = Chicago Mercantile Exchange 

  • COMEX = COMEX (Commodities Exchange Center) 

  • DME = Gulf Mercantile Exchange 

  • FEX = FEX Global

  • FXS = Indicates the Exchange for the FX Spot side of a FX Link trade.

  • MGE = Minneapolis Grain Exchange 

Query for all products by Exchange identifier used in the Post Trade Application.

isEfixInstrument

Y, N

"Y" will return all eFix Matching Service instruments.

settlementTick

 

Used when instruments settle in a smaller tick than they are traded at; this field supports the settlement tick.

isTmacProduct

Y,N

Boolean flag identifies whether the overlying product is a TMAC product.

cfiCode

 

CFI Codes in RD API match those used in clearing systems but will not necessarily match those used on Globex.

goodForSession

Y,N

Boolean flag to identify GFS (Good For Session) TimeInForce eligibility on CME Globex.

leadMonthInd

Y,N

Boolean flag to identify whether a contract is the lead month.

tradeTick

 

Trade price tick. May differ from the settlementTick.

rbtEligibleInd

 

Relationship Based Trading Eligibility Indicator.

RBT eligible products are not eligible to trade on CME Globex.



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