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SecurityID |
ID
| String | Symbol used for identifying the product in CME ClearPort and in Clearing. |
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SecurityIDSource |
Src
| String | Used for specifying source of the Security ID. | H - Clearing House / Clearing Organization |
ProductComplex |
ProdCmplx
| String | Used for identifying the product as part of a high level grouping:
Supported Values:
AGS=Agricultural
CMEAM=Alternative Markets
CURR=Currencies
ENRGY=Energy
EQUTY=Equities
FIN=Financial
INDX=Index
INT=Interest Rate
METAL=Metals |
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SecurityType |
SecTyp
| String | Provides a textual description of the product. | FUT - Future FWD - Forward IRS - Interest Rate Swap MLEG - Multi Leg (Combo) OOC - Options on Combo OOF - Options on Futures
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SecurityMaturityMonthYear |
MMY
| MonthYear | Month and Year of the maturity (used for standardized futures and options).
Supported Formats:
YYYYMM (i.e. 201703)
YYYYMMDD (20170323) DAILY
YYYYMMwN (201703w1) WEEKLY |
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MaturityDate |
MatDt
| LocalMktDate | Date the specified contract expires (last settlement date).
Supported Format
YYYY-MM-DD |
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SecurityStatus |
Status
| String | Used for specifying whether the contract is Active or Inactive. | |
ContractMultiplier |
Mult
| float | Multiplier that converts an actual price to an actual contract value (Cleared contract size). Values will differ on a contract level for electricity products. |
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MinPriceIncrement |
MinPxIncr
| float | Minimum price tick for the specified product. Please note- for products that support variable price ticks, this attribute will not be present. |
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UnitOfMeasure |
UOM
| String | Unit of Measure upon which the contract is based. | AUD - Australian Dollars Alw - Allowances BDFT - Board feet BRL - Brazil Real Bbl - Barrels Bcf - Billion cubic feet Bu - Bushels CAD - Canadian Dollars CBM - Cubic Meters CER - Certified Emissions Reduction CHF - Swiss Franc CLP - Chilean Peso CNY - Chinese Renminbi COP - Colombian Pesos CRT - Climate Reserve Tonnes CZK - Czech Koruna Ccy - Amount of currency DEM - Deutsche Mark ESP - Spanish Peseta EUR - Euro EnvCrd - Environmental Credit EnvOfst - Environmental Offset FRF - French Franc GBP - British Pound GJ - Gigajoules GT - Gross Tons Also known as long tons or imperial tons, equal to 2240 lbs Gal - Gallons HUF - Hungarian Forint ILS - Israel Shekel IPNT - Index point ITL - Italian Lira JPY - Japanese Yen KRW - Korean Won L - Liters MMBtu - One Million BTU MMbbl - Million Barrels MW-M - Megawatt-Month (electrical capacity) MW-a - Megawatt-Year (electrical capacity) MW-d - Megawatt-Day (electrical capacity) MW-h - Megawatt-Hour (electrical capacity) MW-min - Megawatt-Minute (electrical capacity) MWh - Megawatt hours MXN - Mexican Peso MYR - Malaysia Ringgits NOK - Norway Krone NZD - New Zealand Dollars PLN - Polish Zloty PRINC - Principal with relation to debt instrument RCER - Relevant Certified Emission Reduction RUB - Russian Ruble SEK - Swedish Kroner TRY - Turkish Lira USD - US Dollars ZAR - South African Rand cwt - Hundredweight (US) day - Days dt - Dry metric tons g - Grams kL - Kiloliters kW-M - Kilowatt-Month (electrical capacity) kW-a - Kilowatt-Year (electrical capacity) kW-d - Kilowatt-Day (electrical capacity) kW-h - Kilowatt-Hour (electrical capacity) kW-min - Kilowatt-Minute (electrical capacity) kWh - Kilowatt hours kg - Kilograms lbs - pounds oz_tr - Troy Ounces t - Metric Tons (aka Tonne) thm - Therms tn - Tons (US)
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UnitOfMeasureCurrency |
UOMCcy
| Currency | This attribute is only present when UOM= Ccy . It contains the three-letter ISO 4217 Currency Code representing the Unit of Measure. |
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UnitOfMeasureQty |
UOMQty
| Qty | Quantity of the unit of measure on which a single contract is based. |
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PriceUnitOfMeasure |
PxUOM
| String | Used for expressing the UOM of the price if different from the contract. | AUD - Australian Dollars Alw - Allowances BDFT - Board feet BRL - Brazil Real Bbl - Barrels Bcf - Billion cubic feet Bu - Bushels CAD - Canadian Dollars CBM - Cubic Meters CER - Certified Emissions Reduction CHF - Swiss Franc CLP - Chilean Peso CNY - Chinese Renminbi COP - Colombian Pesos CRT - Climate Reserve Tonnes CZK - Czech Koruna Ccy - Amount of currency DEM - Deutsche Mark ESP - Spanish Peseta EUR - Euro EnvCrd - Environmental Credit EnvOfst - Environmental Offset FRF - French Franc GBP - British Pound GJ - Gigajoules GT - Gross Tons Also known as long tons or imperial tons, equal to 2240 lbs Gal - Gallons HUF - Hungarian Forint ILS - Israel Shekel IPNT - Index point ITL - Italian Lira JPY - Japanese Yen KRW - Korean Won L - Liters MMBtu - One Million BTU MMbbl - Million Barrels MW-M - Megawatt-Month (electrical capacity) MW-a - Megawatt-Year (electrical capacity) MW-d - Megawatt-Day (electrical capacity) MW-h - Megawatt-Hour (electrical capacity) MW-min - Megawatt-Minute (electrical capacity) MWh - Megawatt hours MXN - Mexican Peso MYR - Malaysia Ringgits NOK - Norway Krone NZD - New Zealand Dollars PLN - Polish Zloty PRINC - Principal with relation to debt instrument RCER - Relevant Certified Emission Reduction RUB - Russian Ruble SEK - Swedish Kroner TRY - Turkish Lira USD - US Dollars ZAR - South African Rand cwt - Hundredweight (US) day - Days dt - Dry metric tons g - Grams kL - Kiloliters kW-M - Kilowatt-Month (electrical capacity) kW-a - Kilowatt-Year (electrical capacity) kW-d - Kilowatt-Day (electrical capacity) kW-h - Kilowatt-Hour (electrical capacity) kW-min - Kilowatt-Minute (electrical capacity) kWh - Kilowatt hours kg - Kilograms lbs - pounds oz_tr - Troy Ounces t - Metric Tons (aka Tonne) thm - Therms tn - Tons (US)
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PriceUnitOfMeasureCurrency |
PxUOMCcy
| Currency | This attribute is only present when PxUOM= Ccy . It contains the three-letter ISO 4217 Currency Code representing the Price Unit of Measure. |
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PriceUnitOfMeasureQty |
PxUOMQty
| Qty | Used for expressing the UOM Quantity of the price if different from the contract. |
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SettlMethod |
SettlMeth
| char | Used for indicating whether to product is settled as cash or physical. | |
PriceQuoteMethod |
PxQteMeth
| String | Used for indicating whether the price quotation method of the product is Standard (money per unit of physical) or Index. | INT - Interest rate Index INX - Index PCTPR - Percentage of Par STD - Standard, money per unit of a physical
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ValuationMethod |
ValMeth
| String | Used for indicating valuation method of futures. | |
ListMethod |
ListMeth
| int | Used for indicating whether contracts are pre-listed only or can also be defined via user request. | 0 - pre-listed only 1 - user requested
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FlexIndicator |
FlexInd
| Boolean | Used for indicating a Product level information, is defined using flexible terms. |
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FlexProductEligibilityIndicator |
FlexProdElig
| Boolean | Indicates whether or not an Options product supports the creation of flexible securities |
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TimeUnit |
TmUnit
| String | Default time unit for a product. | D - Day H - Hour Min - Minute Mo - Month S - Second Wk - Week Yr - Year
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SecurityExchange |
Exch
| Exchange | Needed to specify Product Exchange of the Security (symbol may clash). | CBT - Chicago Board of Trade CME - Chicago Mercantile Exchange COMEX - Commodities Exchange, Inc DME - Gulf Mercantile Exchange NYMEX - New York Mercantile Exchange NYMSW - CME Swaps - NYMEX
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SecurityDescription |
Desc
| String | Provides a textual description of the product. |
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ProductTerm |
ProdTerm
| int | Used for expressing the Contract listing terms for a product. | 1 - Daily 2 - Weekly 3 - Monthly
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PriceQuoteCurrency |
PxQteCcy
| Currency | Currency in which a price is quoted. Implies settle currency. |
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SecAltIDGrp (repeating) |
AID
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→ Security Alt ID |
AltID
| String | Alternate ID |
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→ Security Alt ID Source |
AltIDSrc
| String | The source of the Alternate security identifier. | |
EvntGrp (repeating) |
Evnt
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→ EventDate |
Dt
| LocalMktDate | Date of event |
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→ EventType |
EventTyp
| int | Code to represent the type of event. | 5 - Activation 7 - Last Eligible Trade Date 105 - Last EFP Date 111 - Unadjusted Next Coupon Date 112 - Unadjusted Previous Coupon Date
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