Comprehensive RDW Datasets
The following table includes all attributes across RDW Datasets and tables. All attributes can be used for queries, joins, and other BigQuery functions.
Field Name | Type | Mode | Description | v_product_btec | v_instrument_btec | v_product_ebs | v_instrument_ebs | v_product_fno | v_product_spec_fno | v_option_series_fno | v_instrument_fno |
---|---|---|---|---|---|---|---|---|---|---|---|
air_accrued_funding_fctr | NUMERIC | NULLABLE | The AIR TRF accrued funding value for this instrument for the specified business date, to seven decimal places. | x | |||||||
air_business_date | DATETIME | NULLABLE | The AIR TRF business date to which the funding values apply. | x | |||||||
air_daily_funding_fctr | NUMERIC | NULLABLE | Today’s contribution to that aggregate AIR TRF Accrued Funding value, to seven decimal places. | x | |||||||
air_days_to_maturity_count | NUMERIC | NULLABLE | The AIR TRF days to maturity. The number of calendar days to maturity for physical settlement counting from the current settle value date to the value date for maturity. | x | |||||||
air_financing_days_count | NUMERIC | NULLABLE | The number of calendar days between current exchange business day and the instrument's AIR TRF final settlement date. | x | |||||||
air_funding_stat | STRING | NULLABLE | An indicator which specifies whether these are the final or preliminary AIR TRF values for the specified business date. Valid values: Prelim | x | |||||||
air_interest_rt | NUMERIC | NULLABLE | Interest rate for AIR TRF instrument. | x | |||||||
air_interest_rt_idx | STRING | NULLABLE | Underlying index for AIR TRF instrument. | x | |||||||
all_or_none_ind | STRING | NULLABLE | Identifies All or None (AON) instrument. | x | |||||||
allocation_deadline_time | TIME | NULLABLE | 17:15:00 (for LCH German Special) | x | |||||||
asset_class | STRING | NULLABLE | Underlying asset type. | x | x | x | |||||
asset_sector | STRING | NULLABLE | Sector associated with product. For some products, such as combos, and products with a Btic underlying, the sector will be found at the underlying product level. Synthetic products will not have sector information. | x | x | x | |||||
asset_sub_class | STRING | NULLABLE | Sub class within asset class (for example: Credit, Foreign Exchange). | x | x | x | |||||
asset_sub_sector | STRING | NULLABLE | Sub-sector associated with product. | x | x | x | |||||
assignment_mthd | STRING | NULLABLE | Method used for assignment of futures upon options delivery: Random | x | |||||||
base_idx_type | STRING | NULLABLE | Base index name. | x | |||||||
bil_acc_rej_timer | NUMERIC | NULLABLE | Duration in seconds for bilateral accept or reject timer. | x | |||||||
block_trade_elig_ind | STRING | NULLABLE | Block Trade eligible products | x | |||||||
btic_ind | STRING | NULLABLE | Indicates if instrument is BTIC. | x | x | ||||||
cfi_code | STRING | NULLABLE | CFI Codes used in CMEG clearing systems; will not always match the CFI Codes used on CME Globex. | x | x | x | |||||
clearport_elig_ind | STRING | NULLABLE | Indicates if instrument is eligible to trade via CME ClearPort | x | |||||||
clr_alias | STRING | NULLABLE | The instrument symbol used in CME Clearing for clearing reports like the Trade Register. | x | x | x | |||||
clr_cab_px | NUMERIC | NULLABLE | Cabinet trade price in Clearing and Post-Trade systems. | x | |||||||
clr_org_id | STRING | NULLABLE | The entity where the trade will be cleared. Values include: BME | x | |||||||
clr_sym | STRING | NULLABLE | The product code used in CME Clearing for clearing reports like the Trade Register. | x | x | x | x | x | x | ||
commodity_standards | STRING | NULLABLE | The commodity standards for physically-delivered contracts. | x | |||||||
contract_notional_amt | NUMERIC | NULLABLE | Notional amount per contract. | x | x | x | |||||
contract_period | STRING | NULLABLE | For monthly, quarterly and serial instruments identifies the named month and year in format YYYYMM. For all other instruments, identifies the month, year and date in format YYYYMMDD. | x | x | x | x | ||||
contrary_instruction_ind | STRING | NULLABLE | Indicates whether Contrary Instructions are allowed. | x | |||||||
coupon_day_count | STRING | NULLABLE | The convention used for accruing interest. Values include: ACTACT = ACT/ACT (ICMA) | x | |||||||
coupon_freq_period | NUMERIC | NULLABLE | Number of coupon periods in a year. | x | |||||||
coupon_freq_unit | STRING | NULLABLE | How often are there are coupon payments. | x | |||||||
coupon_rate | FLOAT | NULLABLE | The fixed rate at which a bond or loan pays out on a periodic basis (rate of interest * principal). | x | |||||||
coupon_rt | FLOAT | NULLABLE | The fixed rate at which a bond or loan pays out on a periodic basis (rate of interest * principal). | x | |||||||
coupon_type | STRING | NULLABLE | Describes the type of interest payment such a discount, fixed, float, and variable. | x | |||||||
cusip | STRING | NULLABLE | US and Canadian externally registered security identifier. | x | |||||||
daily_ind | STRING | NULLABLE | Indicates if instrument is a Daily. | x | |||||||
dated_date | DATETIME | NULLABLE | The date at which interest begins to accrue. This will be the same as the issue date except when the issue date falls on a weekend or holiday. | x | |||||||
days_or_hours | STRING | NULLABLE | Indicates for variable quantity products whether the instrument is effected in days or hours. | x | |||||||
debt_security_maturity_date | DATETIME | NULLABLE | The date the debt security matures. | x | |||||||
derived_block_elig_ind | STRING | NULLABLE | Indicates if product is eligible for derived block trading | x | |||||||
dirty_px_rounding | NUMERIC | NULLABLE | Numerical codes to indicate rounding type. 0 - nearest 1 - rounds up 2 - rounds down | x | |||||||
dirty_px_tick | NUMERIC | NULLABLE | This is the tick for the dirty price (price + accrued interest). Dirty price is used to value repo collateral. | x | |||||||
dynamic_ind | STRING | NULLABLE | Indicates if option series supports dynamic strike creation. | x | |||||||
efix_instr_ind | STRING | NULLABLE | Indicates if instrument is traded on the CME Globex eFix matching service. | x | |||||||
efix_prod_ind | STRING | NULLABLE | Indicates if product is traded on the CME Globex eFix matching service. | x | |||||||
efp_elig_ind | STRING | NULLABLE | Indicates if product is eligible for EFP transactions. | x | |||||||
efr_elig_ind | STRING | NULLABLE | Indicates if product is eligible for EFR transactions. | x | |||||||
end_date | DATETIME | NULLABLE | Date a repo ends | x | x | ||||||
exch_id | STRING | NULLABLE | Exchange identifier used in the CME Group Post Trade applications. | x | x | x | x | 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 | x | x | x | |||
exercise_mthd | STRING | NULLABLE | Exercise method. | x | |||||||
exercise_style | STRING | NULLABLE | Human-readable options exercise instructions. | x | |||||||
final_settlement_date | DATETIME | NULLABLE | Final settlement date. | x | |||||||
first_coupon_date | DATETIME | NULLABLE | The first coupon date of the debt maturity | x | |||||||
first_delivery_date | DATETIME | NULLABLE | First delivery date. The first date that users will complete delivery. Not applicable to financially settled instruments. | x | |||||||
first_notice_date | DATETIME | NULLABLE | First notice date. The first date that users will get notified that they have been assigned a delivery. Not applicable to financially settled instruments. | x | |||||||
first_position_date | DATETIME | NULLABLE | First position date; also considered the First Holding Date or First Inventory Date. The date when CME Clearing will begin accepting position dates, where applicable, for deliverable contracts. Not applicable to financially settled instruments. | x | |||||||
first_trade_date | DATETIME | NULLABLE | Clearing first trade date (actual instrument first trade date) | x | x | x | x | ||||
fisn | STRING | NULLABLE | Financial instrument short name. Used for MiFid reporting. | x | |||||||
fixed_payout_amt | NUMERIC | NULLABLE | Under development. | x | |||||||
fixing_name | STRING | NULLABLE | Name that includes the fixing source, time and location. Only used for eFix products and instruments. | x | |||||||
fixing_src | STRING | NULLABLE | Fixing rate source. Only used for eFix products and instruments. Valid values include: WMR - WM Reuters | x | x | ||||||
fixing_src_local_time | STRING | NULLABLE | The local time of the fixing source. Only used for eFix products and instruments. | x | |||||||
fixing_time_zone | STRING | NULLABLE | The region/time zone associated with the fixing time. | x | |||||||
float_offset | NUMERIC | NULLABLE | The float offset (spread) is applied to the reference rate of the US FRN (the 13 week US T Bill) and is determined at the auction. The spread will remain for the life of an US FRN. | x | |||||||
floor_call_sym | STRING | NULLABLE | Product code for the call instrument as traded on the floor. | x | |||||||
floor_elig_ind | STRING | NULLABLE | Indicates if product is eligible for floor trading. | x | |||||||
floor_put_sym | STRING | NULLABLE | Product code for the put instrument as traded on the floor. | x | |||||||
frac_px_main | NUMERIC | NULLABLE | Denominator of main fraction for products priced in fractional terms, as detailed in the Fractional Pricing topic. E.g., a product that trades in 1/64ths will have "64" in this field. | x | |||||||
fractional_px_ind | STRING | NULLABLE | Indicates if product price should be displayed in fractional or decimal notation. | x | x | x | |||||
frax_px_sub | STRING | NULLABLE | Denominator of sub fraction for products priced in fractional terms, as detailed in the Fractional Pricing topic. E.g., a product that trades in 1/2 1/64ths will have "2" in this field. | x | |||||||
gbx_book_depth | INTEGER | NULLABLE | Market data book depth on the core CME Globex MDP feed. | x | x | x | |||||
gc_basket_identifier | STRING | NULLABLE | CUSIP or ISIN of Repo Basket | x | |||||||
glbx_alias | STRING | NULLABLE | Instrument symbol used for trading on CME Globex. | x | x | x | |||||
glbx_cab_px | STRING | NULLABLE | Cabinet price for trading on the CME Globex Central Limit Order Book (CLOB). | x | |||||||
glbx_deselection_date | DATETIME | NULLABLE | Date when option series is removed from CME Globex. | x | |||||||
glbx_display_fctr | STRING | NULLABLE | Display Conversion Factor for CME Globex prices. | x | |||||||
glbx_elig_ind | STRING | NULLABLE | Indicates if product is eligible to be traded on CME Globex. | x | x | x | |||||
glbx_first_trade_date | STRING | NULLABLE | The calendar date when the instrument becomes tradable on CME Globex. | x | x | x | x | ||||
glbx_group_desc | STRING | NULLABLE | This describes the CME Globex Group Code. | x | x | x | |||||
glbx_group_id | STRING | NULLABLE | CME Globex uses this group code to identify logical groupings of products. | x | x | x | x | x | x | ||
glbx_gt_elig_ind | STRING | NULLABLE | Indicates if product is eligible for Good Till Cancel or Good Till Date order durations. | x | |||||||
glbx_last_trade_date | STRING | NULLABLE | Last date instrument is tradable on CME Globex CLOB. | x | x | x | x | ||||
glbx_match_algo | STRING | NULLABLE | Match algorithm indicator for CME Globex markets. | x | x | x | |||||
glbx_ord_intra_inc_qty | NUMERIC | NULLABLE | MidSession minimum incremental quantity. | x | |||||||
glbx_ord_intra_max_qty | STRING | NULLABLE | MidSession maximum value allowed for a single order. | x | |||||||
glbx_ord_intra_min_qty | NUMERIC | NULLABLE | MidSession minimum value allowed for a single order. | x | |||||||
glbx_ord_max_qty | STRING | NULLABLE | Maximum value allowed for a single quote or order on CME Globex. | x | x | x | 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 | x | x | x | |||
glbx_security_id | STRING | NULLABLE | A unique identifier for each CME Globex instrument; same value as in tag 48-SecurityID on iLink and MDP. | x | x | x | |||||
glbx_selection_date | DATETIME | NULLABLE | Date when option series is added to CME Globex. | 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 | x | x | x | x | ||
globex_ord_max_qty | STRING | NULLABLE | Maximum value allowed for a single quote or order on CME Globex. | x | |||||||
globex_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 | |||||||
good_for_session_ind | STRING | NULLABLE | Indicates GFS (Good For Session) TimeInForce eligibility on CME Globex. | x | x | ||||||
gov_bond_type | STRING | NULLABLE | Sub-category for government bonds. | x | |||||||
ilink_elig_ind | STRING | NULLABLE | iLink Mass Quote eligible products. | x | x | x | |||||
inc_order_min_qty | NUMERIC | NULLABLE | Minimum incremental order quantity. | x | x | x | |||||
initial_inventory_due_date | DATETIME | NULLABLE | First inventory date also considered the First Holding Date. The date when CME Clearing will begin accepting position dates, where applicable, for deliverable contracts. Not applicable to financially settled instruments. | x | |||||||
Instr_guid | STRING | NULLABLE | Historically unique instrument identifier in alpha-numeric format. | x | x | x | x | ||||
Instr_guid_int | NUMERIC | NULLABLE | Historically unique instrument identifier in integer format. | x | x | x | x | ||||
instr_name | STRING | NULLABLE | Human-readable instrument name for display purposes. | x | x | ||||||
intervening_days | NUMERIC | NULLABLE | For FX SPOT - Number of business days, as an offset from Trade Date which determines the instrument's Settlement Date. For NDF - Number of business days (plus tenor) used to determine settlement date. | x | |||||||
isin | STRING | NULLABLE | European externally registered security identifier. | x | |||||||
issue_date | DATETIME | NULLABLE | This is the issue date (which is the first settlement date with the issuing counterparty). | x | |||||||
issuer_country | STRING | NULLABLE | The country the issuer is domiciled in. The 2 character ISO code will be used. | x | |||||||
issuer_lei | STRING | NULLABLE | Issuer's Legal Entity ID. | x | |||||||
issuer_long_name | STRING | NULLABLE | The entity issuing the debt instrument. | x | |||||||
issuer_sub_type | STRING | NULLABLE | Sub category for assets. | x | |||||||
issuer_type | STRING | NULLABLE | The bond type which will flag supra national debt securities. These values will be available on the collateral - thus the list includes non-tradeable instruments. | x | |||||||
itm_otm_ind | STRING | NULLABLE | Describes treatment of At the Money (ATM) option strikes at time of exercise and assignment. Please see cmegroup.com for more information on options exercise and assignment. Values include: CALL-ITM: ATM Call strikes are treated as In the Money (ITM)PUT-ITM: ATM Put strikes are treated as In the Money (ITM) PUT/CALL-ITM: All ATM strikes are treated as ITM OTM: ATM strikes are treated as Out of the Money | x | |||||||
last_delivery_date | DATETIME | NULLABLE | Last delivery date. The last date that users may complete delivery. Not applicable to financially settled instruments. | x | |||||||
last_delivery_rules | STRING | NULLABLE | Rules for the last delivery day of an expiring contract. | x | |||||||
last_efp_date | DATETIME | NULLABLE | Last EFP Date | x | |||||||
last_intent_date | DATETIME | NULLABLE | Last intent date | x | |||||||
last_inv_date | DATETIME | NULLABLE | Last inventory date. Not applicable to financially settled instruments. | x | |||||||
last_inventory_due_date | DATETIME | NULLABLE | Last inventory due date also considered the Last Holding Date. Not applicable to financially settled instruments. | x | |||||||
last_notice_date | DATETIME | NULLABLE | Last notice date. The last date that users will get notified that they have been assigned a delivery. Not applicable to financially settled instruments. | x | |||||||
last_trade_date | DATETIME | NULLABLE | Last date instrument is tradable across all venues and trade types. | x | x | x | x | ||||
last_updated_ts | TIMESTAMP | NULLABLE | Timestamp reflecting the last time the record was updated in the source system. | x | x | x | x | x | x | ||
limit_rules | STRING | NULLABLE | Standard limits or circuit breakers which might apply. Links to a human-readable source. | x | |||||||
listing_rule_json | JSON | REPEATED | Listing rules in JSON format. | x | |||||||
long_name | STRING | NULLABLE | Used to list the instrument for trading in the US. In EU, this plus the term code is used for the listing. | x | x | ||||||
ltd_cutoff_time | TIME | NULLABLE | Cutoff time for the last trade date. | x | |||||||
marker_stlmt_rules | STRING | NULLABLE | TAM and TAS text from product specification. | 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 | |||||||
market_segment_id | NUMERIC | NULLABLE | Numeric value for CME Globex Market Segment on which the product is traded. | x | x | x | |||||
mass_quote_elig_ind | STRING | NULLABLE | Indicates if product is eligible for Mass Quote messages on CME Globex. | x | x | 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 | x | x | |||||
maturity_date | DATETIME | NULLABLE | Swap termination date | x | x | ||||||
md_channel_id | STRING | NULLABLE | Market Data Platform channel for CME Globex order book and trades. | x | x | ||||||
min_days_to_mat | NUMERIC | NULLABLE | The minimum number of days remaining on an allocated collateral before it must be substituted. | x | |||||||
min_initial_order | STRING | NULLABLE | Minimum initial order. | x | |||||||
min_quote_life | NUMERIC | NULLABLE | Minimum duration, in number of microseconds, that a resting order must be exposed to the market before it can be cancelled or modified. | x | |||||||
min_tick_json | JSON | REPEATED | Minimum tick rules in JSON format. | x | |||||||
negative_px_elig_ind | STRING | NULLABLE | Indicates if product may use negative book and trade prices. | x | x | x | |||||
negative_strike_elig_ind | STRING | NULLABLE | Indicates if instrument is eligible for negative strike prices. | x | |||||||
non_consec_month_spread_tick | NUMERIC | NULLABLE | Tick information for non-consecutive month spreads. | x | |||||||
notional_per_contract | NUMERIC | NULLABLE | Notional amount per contract | x | x | x | |||||
on_mtf_ind | STRING | NULLABLE | Indicates if the instrument is MTF regulated. | x | |||||||
on_sef_ind | STRING | NULLABLE | Indicates if the instrument is SEF regulated. | x | |||||||
opt_exercise_style | STRING | NULLABLE | Human-readable options exercise instructions. | x | |||||||
order_min_inc_qty | NUMERIC | NULLABLE | Minimum incremental order quantity. | x | |||||||
original_contract_size | STRING | NULLABLE | Sent for Decay-eligible instruments. Indicates the contract size before decay begins. | x | |||||||
otc_elig_ind | STRING | NULLABLE | Indicates if product is eligible for OTC trading. | x | |||||||
par_or_money_ind | STRING | NULLABLE | Collateral is valued with, or without, accrued interest, when being allocated. | x | |||||||
par_value | NUMERIC | NULLABLE | The par value of the bond. | x | |||||||
peak_type | STRING | NULLABLE | Peak Type Values include: Peak Off-Peak | x | |||||||
position_removal_date | DATETIME | NULLABLE | Position removal date. | x | |||||||
posttrade_cutoff_time | TIME | NULLABLE | Cutoff time for post-trade instructions. | x | |||||||
price_band_dl | STRING | NULLABLE | Decimal locator for price band. | x | |||||||
prod_guid | STRING | NULLABLE | Historically unique product identifier | x | x | x | x | x | x | x | |
prod_guid_int | NUMERIC | NULLABLE | Historically unique product identifier in integer format. | x | x | x | x | x | x | x | |
prod_name | STRING | NULLABLE | Legal product name. | x | |||||||
put_call_ind | STRING | NULLABLE | Indicates whether an option instrument is a put or call. 0 - Put | x | |||||||
px_band | STRING | NULLABLE | Differential value for price bands on CME Globex. | x | x | x | |||||
px_discretion_max_offset | NUMERIC | NULLABLE | Maximum allowed discretionary offset from the Limit order price. When the value in this field = 0.0, discretionary price is not allowed to be submitted for the instrument. | x | |||||||
px_mult | NUMERIC | NULLABLE | Multiplier to convert price to actual economic value. | x | x | 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 | x | |||||||
px_quotation | STRING | NULLABLE | How price quotes are described on the website for the product. | x | |||||||
px_quote_ccy | STRING | NULLABLE | The currency for the trade price. | x | x | x | |||||
px_quote_mthd | STRING | NULLABLE | Defines the method for price quotes. | x | x | x | |||||
px_ratio | NUMERIC | NULLABLE | Used for price calculation in spread and leg pricing for Implied Intercommodity Ratio combos. | x | |||||||
px_unit_of_measure_qty | NUMERIC | NULLABLE | Defines the unit of measure quantity of the price if different from the product. | x | x | x | |||||
px_unit_of_measure_unit | STRING | NULLABLE | Defines the unit of measure of the price if different from the product. | x | x | x | |||||
rbt_elig_ind | STRING | NULLABLE | Relationship Based Trading Eligibility Indicator. RBT eligible products are not eligible to trade on Globex. | x | x | x | x | ||||
related_instr_guid_int | NUMERIC | NULLABLE | This will be the GUID_INT for the related instrument to the AON. AON markets on CME Globex are listed as separate instruments. The relatedInstrumentGuidInt field will contain the GUID Integer for the related CLOB instrument. For AON instruments that do not have a related CLOB instrument, relatedInstrumentGuidInt = null | x | x | ||||||
repo_term_id | STRING | NULLABLE | The overnight or term code used for determining the repo start date relative to the trade date, and end date if a fixed term (e.g. 1W, 1M) | x | |||||||
repo_year_days | NUMERIC | NULLABLE | The number of days in year used in REPO consideration calculations. | x | |||||||
reportable_positions | STRING | NULLABLE | Links to the relevant information for reportable positions. | 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 | x | x | |||||
run_date | DATE | NULLABLE | Date when record was captured. | x | x | x | x | x | x | x | x |
sec_sub_type | STRING | NULLABLE | Instrument sub type Note: Not all instruments will have subtype populated. | x | x | x | x | x | x | ||
sec_type | STRING | NULLABLE | Type of derivative, e.g. FUT for outright future. | x | x | x | x | x | x | ||
series_guid | STRING | NULLABLE | Unique identifier in alpha-numeric format for the options series. | x | |||||||
series_guid_int | NUMERIC | NULLABLE | Unique identifier in integer format for the options series. | x | |||||||
settle_at_expiration | STRING | NULLABLE | How settlement at expiration is handled. | 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 | x | ||||||
settle_date_conv | NUMERIC | NULLABLE | x | ||||||||
settle_days | NUMERIC | NULLABLE | How many days after a trade the debt security settles. | x | |||||||
settle_locale | STRING | NULLABLE | Settlement Location. Valid Values: London Only supported for Spot Precious Metals. | 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 | x | x | x | ||||
settle_procedure | STRING | NULLABLE | Methodology used to determine settlement. | x | |||||||
settle_tick | NUMERIC | NULLABLE | Used when instruments settle in a smaller tick than they are traded at; this field supports the settlement tick. | x | x | x | |||||
settle_using_fixing_px_ind | STRING | NULLABLE | Indicates if instrument is settled using a fixing price. | x | |||||||
settlement_date | DATETIME | NULLABLE | Final settlement date for the instrument. | x | |||||||
spread_px_conv | STRING | NULLABLE | Spread Pricing Convention Valid Values: Common - the contract would only be priced on a date when both legs are priced Non-Common - individual legs would continue to take the price for every applicable day, regardless if the other one did not have a good price for that day. | x | |||||||
spread_tick | NUMERIC | NULLABLE | Spread tick. Used for any spread where there is no “non-consecutive-month” spread tick. Only applicable to ClearPort contracts. | x | |||||||
start_date | DATETIME | NULLABLE | Date a repo starts | x | |||||||
strategy_type | STRING | NULLABLE | Spread type code; used to understand spread construction, pricing, and leg price assignment. | x | |||||||
strike_px | NUMERIC | NULLABLE | Strike price for an option. The option strike price format is presented in the Clearing format and does not align with the MDP 3.0 Security Definition message (FIX Tag 202-StrikePrice) price format. | x | |||||||
strike_px_ccy | STRING | NULLABLE | Strike price currency for an option. | x | |||||||
strike_px_interval | STRING | NULLABLE | Describes the strike price interval. | x | |||||||
substitution_max_cnt | NUMERIC | NULLABLE | Number of substitutions allowed for the GC; 0 value will indicate the repo is not eligible for substitutions. Also called rights of substitution. | x | |||||||
swap_start_date | DATETIME | NULLABLE | Swap start date | x | |||||||
sweep_max_qty | STRING | NULLABLE | The maximum quantity a Sweepable order may be submitted for in units of the instrument’s unitOfMeasureQty | x | x | ||||||
synthetic_ind | STRING | NULLABLE | Indicates if product is synthetic. | x | x | ||||||
taco_ind | STRING | NULLABLE | Indicates if product is TACO | x | |||||||
tam_ind | STRING | NULLABLE | Indicates if product is TAM | x | x | ||||||
tas_ind | STRING | NULLABLE | Indicates if product is TAS | x | x | ||||||
tcc_alias | STRING | NULLABLE | Instrument symbol used for trade reporting on CME ClearPort, CME STP and CME STP FIX. | x | x | x | |||||
tcc_sym | STRING | NULLABLE | Product code used for trade reporting on CME ClearPort, CME STP and CME STP FIX. | x | |||||||
tenor_type | STRING | NULLABLE | Indicates the settlement period or contract tenor type and duration. Tenors may be fixed or expressed in a number of days, weeks, months or years; where where "x" is any integer greater than 0 0 = Regular / FX Spot settlement (T+0, T+1 or T+2) | x | x | ||||||
termination_date | DATETIME | NULLABLE | Termination date for the options series. | x | |||||||
tot_json | JSON | REPEATED | Termination of trading information in JSON format. | x | |||||||
trade_close_offset | STRING | NULLABLE | Fixing close offsets - Time duration before scheduled fixing time of the eFix Matching Service instrument. | x | |||||||
trade_tick | NUMERIC | NULLABLE | Trade price tick. May differ from the settlement tick. | x | x | x | |||||
trading_cutoff_time | STRING | NULLABLE | Cut off time for trading. | x | |||||||
trading_hours_json | JSON | REPEATED | Trading hours information in JSON format. | x | |||||||
transformation_date | DATETIME | NULLABLE | Date when Clearing transformation occurs for eligible instruments. | x | |||||||
transformed_insts | JSON | REPEATED | Repeating group of instruments that the traded instrument is transformed into. | x | |||||||
trdg_unit_period_mult | NUMERIC | NULLABLE | Transaction Size For Peak products, this will reflect the number of days | x | x | x | |||||
underlying_instr_guid | STRING | NULLABLE | Underlying instrument GUID for the options series. | x | |||||||
underlying_instr_guid_int | NUMERIC | NULLABLE | Underlying instrument GUID in integer format for the options series. | 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 | x | x | |||||
unit_of_measure_qty | NUMERIC | NULLABLE | Unit of measure quantity for the product. | x | x | x | |||||
user_defined_ind | STRING | NULLABLE | Identifies a Tailor-Made or User-Defined Instrument | x | 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 | x | x | x | x | ||
var_cab_high_px | NUMERIC | NULLABLE | High price for variable cabinet trades. | x | |||||||
var_cab_low_px | NUMERIC | NULLABLE | Low price for variable cabinet trades. | x | |||||||
variable_qty_ind | STRING | NULLABLE | Indicates if product is subject to Variable Quantity processing. | x | x | x | |||||
variable_tick_idx | STRING | NULLABLE | Variable Tick Table (VTT) indicator. | x | |||||||
vtt_high_tick | NUMERIC | NULLABLE | High tick for VTT. | x | |||||||
vtt_low_tick | NUMERIC | NULLABLE | Low tick for VTT. | x | |||||||
vtt_px_threshold | NUMERIC | NULLABLE | Threshold for VTT application. | x | |||||||
workup_private_timer | NUMERIC | NULLABLE | Duration in seconds for the private phase of a Workup. | x | |||||||
workup_public_timer | NUMERIC | NULLABLE | Duration in seconds for the public phase of a Workup. | x | |||||||
workup_public_timer_ext | NUMERIC | NULLABLE | Duration in seconds for the extension of the public phase of a Workup, if needed. | x | |||||||
zero_px_elig_ind | STRING | NULLABLE | Indicates instrument is eligible to trade at zero price. | x |
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