Instrument Attribute Specifications

The following information will be returned in JSON format, based on the customer's queries. The collection is returned in an embedded object with an array for each instrument.

RBT instruments are not listed or tradable on CME Globex, however RBT instruments can have globexSecurityid assigned for internal purposes only. Clients should reply on product level attributes not the globexSecurityid to determine if the instrument is Globex Eligible for trading.

Attributes Without Tick Information

If an instrument does not have tick values, reference the tick values at the product level. Tick values may return in the numeric or exponential notation.

BrokerTec Allowable Order Quantities

For BrokerTec US and EU Repo orders where the allowable order quantities change at mid-session, 10:00 am eastern time, customers should use the following attributes:

minGlobexOrdQty
maxGlobexOrdQty
minIncrementalOrder
minIntraGlobexOrdQty
minIntraGlobexOrdQty
maxIntraGlobexOrdQty

API Label	Description	Found in Web Calendar Specifications?	Web Attribute Name	Type	Market Type
leadMonthInd	Boolean flag to identify whether a contract is the lead month. "Y" "N"	N	N	String	Listed Derivatives
airDaysToMaturity	The physical 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.	N		Number	Listed Derivatives
bilAccRejTimer	Bilateral accept reject timer - number of seconds. Post trade attibute only available via CME Reference Data API version 3.	N		Integer	BrokerTec
clrAlias	CLR Alias: The instrument symbol used in CME Clearing for clearing reports like the Trade Register.	N		String	Listed Derivatives
cfiCode	CFI Codes in RD API match those used in clearing systems but will not necessarily match those used on Globex.	N		String	ALL
couponDayCount	The convention used for accruing interest. Values include: ACTACT = ACT/ACT (ICMA) ACTAFB = ACT/ACT (AFB) ACT365 = ACT/365 (FIXED) ACT360 = ACT/360 US30360 = 30/360 (SIA) EU30360 = 30E/360 (EUROBOND BASIS)	N		String	BrokerTec
couponFreqPeriod	Number of periods in a year. Data example is for a Semiannual coupon frequency unit.	N		Integer	BrokerTec
couponFreqUnit	How often are there are coupon payments.	N		String	BrokerTec
couponRate	The fixed rate at which a bond or loan pays out on a periodic basis (rate of interest * principal).	N		Integer	ALL
couponType	Describes the type of interest payment such a discount, fixed, float, and variable.	N		String	BrokerTec
cusip	US & Canadian externally registered security identifier.	N		String	BrokerTec
datedDate	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.	N		Date Format: "YYYY-MM-DD"	BrokerTec
daysToMaturity	The number of calendar days between current exchange business day and the contract's final settlement date.	N		Number	Listed Derivatives
debtSecurityMaturity	The date the debt security matures.	N		Date Format: "YYYY-MM-DD"	BrokerTec
endDate	Date a repo ends	N		Date	BrokerTec
exchangeClearing	Query for all products by Exchange identifier used in the Post Trade Application. Valid Values BTUS = BrokerTec US BTEU = BrokerTec Europe 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 NYMEX = New York Mercantile Exchange	N		String	ALL
exchangeGlobex	Query for all products 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. Valid Values BTAM = BrokerTec Amsterdam BTEC = BrokerTec US BTEE = BrokerTec Europe DUMX = Gulf Mercantile Exchange EBSC=EBS Market for FX Spot/Spot Precious Metals (including eFix Matching) GLBX = Indicates the Exchange for the FX Spot side of a FX Link trade. MGCB = XMGE-XCBT inter-exchange spread NYUM = XNYM-DUMX inter-exchange spread XCBT = Chicago Board of Trade XCME = Chicago Mercantile Exchange XCEC = COMEX (Commodities Exchange Center) XEBS = EBS Market for OFF SEF/ON-MTF NDFs XFXS = CME FX Link spread XKLS = Bursa Malaysia XMGE = Minneapolis Grain Exchange XNYM = New York Mercantile Exchange	N		String	ALL
exchBusinessDate	Exchange business date. For polls before 4:00 PM CT current exchange business date. For polls after 4:00 PM CT this is the exchange next business date.	N		Date	Listed Derivatives
finalSettlementDate	Final settlement date: Final settlement date for futures	Y	Settlement	Date Format: "YYYY-MM-DD"	Listed Derivatives
firstDeliveryDate	First delivery date. The first date that users will complete delivery. Not applicable to financially settled instruments.	Y	First Delivery	Date Format: "YYYY-MM-DD"	Listed Derivatives
firstNoticeDate	First notice date. The first date that users will get notified that they have been assigned a delivery. Not applicable to financially settled instruments.	Y	First Notice	Date Format: "YYYY-MM-DD"	Listed Derivatives
firstIntDate	First position date. The first date on which CME Clearing will accept intents and run assignments for deliverable contracts. Not applicable to financially settled instruments.	Y	First Position	Date Format: "YYYY-MM-DD"	Listed Derivatives
firstTradeDate	Clearing first trade date (actual contract trade date)	Y	First Trade	Date Format: "YYYY-MM-DD"	ALL
fisn	Financial instrument short name. Used for MiFid reporting.	N		String	BrokerTec
flexIndicator	Y/N flag that indicates if instrument is Flex-defined.	N		String	Listed Derivatives
fnlInvDate	Final inventory date	N		Date Format: "YYYY-MM-DD"	Listed Derivatives
gbxAlias	CME Globex alias	N		String	ALL
globexLastTradeDate	Last date instrument is tradable on CME Globex CLOB.	N		Date Format is in Central Time YYYYMMDDHHMMSS	ALL
gcBasketIndentifier	Underlying cusip or isin for repo special			String	BrokerTec
globexFirstTradeDate	The calendar date when the instrument becomes tradable on CME Globex. Only sent if instrument is eligible to be listed on CME Globex	N		Date Format is in Central Time YYYYMMDDHHMMSS	ALL
contractMonth	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.	Y		String	ALL
globexSecurityId	A unique identifier for each CME Globex instrument; same value as in tag 48-SecurityID on iLink and MDP.	N		String	ALL
globexSymbol	CME Globex instrument product symbol.	N		String	ALL
govBondType	Sub-category for government bonds.			String	BrokerTec
guid	Unique instrument identifier in alpha-numeric format.	N		String	ALL
guidInt	Unique instrument identifier in integer format.	N		Integer	ALL
initialInventoryDueDate	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.	N		Date Format: "YYYY-MM-DD"	Listed Derivatives
instrumentName	Human-readable instrument name for display purposes.	N		String	Listed Derivatives
isBticProduct	Boolean flag to identify whether the overlying product is a BTIC product ("Y", "N").	N		String	Listed Derivatives
isSyntheticInstrument	Boolean flag to identify Synthetic instruments ("Y", "N").	N		String	Listed Derivatives
isTamProduct	Boolean flag identifies whether the overlying product is a TAM product ("Y", "N").	N		String	Listed Derivatives
isTasProduct	Boolean flag to identifies whether the overlying product is a TAS product ("Y", "N").	N		String	Listed Derivatives
isin	European externally registered security identifier.	N		String	BrokerTec
issueDate	This is the issue date (which is the first settlement date with the issuing counterparty).	N		Date Format: "YYYY-MM-DD"	BrokerTec
issuerCountry	The country the issuer is domiciled in. The 2 character ISO code will be used.	N		String	BrokerTec
issuerLei	Issuers Legal Entity ID	N		String	BrokerTec
issuerLongName	The entity issuing the debt instrument.	N		String	BrokerTec
issuerSubType	Sub category for assets	N		String	BrokerTec
issuerType	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.	N		String	BrokerTec
isUserDefined	Identifies a Tailor-Made or UDI. UDS instruments (Under Development)	N		String	ALL
itcAlias	ITC alias	N		String	ALL
lastDeliveryDate	Last delivery date. The last date that users will complete delivery. Not applicable to financially settled instruments.	Y	Last Delivery	Date Format: "YYYY-MM-DD"	Listed Derivatives
lastEfpDate	Last EFP Date	N		Date Format: "YYYY-MM-DD"	Listed Derivatives
lastInventoryDueDate	Last inventory date also considered the Last Holding Date. The date when CME Clearing will no longer require position dates, where applicable, for deliverable contracts. Not applicable to financially settled instruments.	N		Date Format: "YYYY-MM-DD"	Listed Derivatives
lastIntDate	Last intent date	N		Date Format: "YYYY-MM-DD"	ALL
lastNoticeDate	Last notice date. The last date that users will get notified that they have been assigned a delivery. Not applicable to financially settled instruments.	Y	Last Notice	Date Format: "YYYY-MM-DD"	Listed Derivatives
lastTradeDate	Last date instrument is tradable across all venues and trade types	Y	Last Trade	Date Format: "YYYY-MM-DD"	ALL
lastUpdated	Timestamp from last time the instrument definition / product was updated: first listed modified	N		Date and Timezone (CST) Format: "YYYY-MM-DDThh:ss	All
longName	BrokerTec - Used to list the instrument for trading in the US. In EU, this plus the term code is used for the listing. EBS - Used to identify individual NDFs because it is possible to have the same NDF listed with two different tenors.	N		String	BrokerTec EBS
nonConsecutiveMonthSpreadTick	Used for instruments where there are both monthly and quarterly contracts (often used with FX spreads), and the quarterly product has monthly products in between. There will be 2 different spread ticks, one for consecutive-month spreads and one for non-consecutive month spreads. Only applicable to ClearPort contracts.	N		Double	Listed Derivatives
originalContractSize	Sent for Decay-eligible instruments. Indicates the contract size before decay begins.	N		String	Listed Derivatives
positionRemovalDate	Position removal date.	N		Date Format: "YYYY-MM-DD"	ALL
priceBand	Differential value for price bands on CME Globex.	N		String	Listed Derivatives
priceBandDl	Decimal locator for price band (priceBand).	N		String	Listed Derivatives
productGuidInt	Unique product identifier in integer-only format.	N		Integer	ALL
putCallIndicator	Indicates whether an option instrument is a put or call. 0 - Put 1 - Call	N		String	Listed Derivatives
pxUomCcy	Price unit of measure currency	N		String	Under development
repoTermCode	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, !M)	N		String	BrokerTec
settleDays	How many days after a trade the debt security settles.	N		Integer	BrokerTec
settlementTick	Used when instruments settle in a smaller tick than they are traded at; this field supports the settlement tick.	N		Double	ALL
spreadTick		N		Double	Listed Derivatives
startDate	Date a repo starts	N		Date	BrokerTec
strikePx	Strike price for an option. The option strike price format in RD APIv3 is the Clearing format and does not align with the MDP 3.0 Security Definition message (FIX Tag 202-StrikePrice) price format. Additional information on CME Globex strike price format can be found in MDP 3.0 CME Globex Pricing. Example: RD APIv3 Strike Price Format = 10.70 vs MDP 3.0 Security Definition Strike Price Format = 1070.	N		Double	Listed Derivatives
strikePxCcy	Strike pSpread tick. Used for any spread where there is no “non-consecutive-month” spread tick. Only applicable to ClearPort contracts.rice currency for an option.	N		String	Listed Derivatives
tccAlias	TCC Alias: Instrument symbol used for trade reporting on CME ClearPort, CME STP and CME STP FIX.	N		String	ALL
tradeTick	Trade price tick. May differ from the settlementTick.	N		Double	ALL
uomCcy	Unit of measure currency	N		String	ALL
valuationMethod	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	N		String	ALL
variableTickTable	Variable tick table for trading on CME Globex.			String	Listed Derivatives
vttHighTick	For some instruments, the tick is price dependent. This field defines the widest tick the instrument can trade at.	N		Double	Listed Derivatives
vttLowTick	For some instruments, the tick is price dependent. This field defines the smallest tick the instrument can trade at.	N		Double	Listed Derivatives
vttPriceThreshold	For some instruments, the tick is price dependent. This field defines the price threshold at which the minimum tick changes.	N		Double	Listed Derivatives
workupPrivateTimer	Where workup session are used, this would be the duration in seconds for the private phase. 0 (= Disabled) > 0 (= Number of seconds)	N		Integer	BrokerTec
workupPublicTimer	Where workup session are used, this would be the duration in seconds for the publicphase. 0 (= Disabled) > 0 (= Number of seconds)	N		Integer	BrokerTec
workupPublicTimerExt	Where workup session are used, this would be the duration in seconds for the extending the public phase. 0 (= Disabled) > 0 (= Number of seconds)	N		Integer	BrokerTec
zeroPriceEligible	Y/N flag to indicate if instrument may be quoted and/or traded at a zero price.	N		String	ALL
maxSubstitionCnt	Number of substitutions allowed for the GC; 0 value will indicate the repo is not eligible for substitutions. Also called rights of substitution.			Integer	BrokerTec
instrumentType	Description of instrument type.	N		String	ALL
settleMethod	Query for all products by settlement method.	Y	Settlement Method	String	Listed Derivatives
priceRatio	Used for price calculation in spread and leg pricing for Implied Intercommodity Ratio	N		Number	Listed Derivatives
baseIndexType	Returned value represents base index name	N		Varchar (2)	BrokerTec
minGlobexOrdQty	Minimum order or quote size required on CME Globex. For BrokerTec orders, this will reflect the minimum initial order. For EBS this value will be in notional quantity.	N		String	ALL
maxGlobexOrdQty	Maximum value allowed for a single quote or order on CME Globex. For EBS this value will be in notional quantity.	N		String	ALL
minIncrementalOrder	Minimum incremental order quantity.	N		String	ALL
minIntraGlobexOrdQty	MidSession value allowed for a single order.	N		String	BrokerTec
maxIntraGlobexOrdQty	MidSession Maximum value allowed for a single order.	N		String	BrokerTec
minIntraIncrementalOrder	MidSession Minimum incremental order.	N		String	BrokerTec
minInitialOrder	Minimum initial order.	N		Integer	BrokerTec
parValue	The par value of the bond.	N		Number	BrokerTec
maxSubstitutionCnt	Number of substitutions allowed for the GC; 0 value will indicate the repo is not eligible for substitutions.	N		Integer	BrokerTec
isAONInstrument	Boolean flag to identify AON instrument ("Y", "N").	N		String	BrokerTec
relatedInstrumentGuidInt	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	N		Number	BrokerTec
firstCouponDate	The first coupon date of the debt maturity	N		Date Format: "YYYY-MM-DD"	BrokerTec
allocationDeadline	17:15:00 (for LCH German Special)	N		String	BrokerTec
airAccruedFunding	The accrued funding value for this contract for the specified business date, to seven decimal places.	N		Number
airDailyFunding	Today’s contribution to that aggregate Accrued Funding value, likewise to seven decimal places.	N		Number
airBusinessDate	The business date to which these values pertain.	N		Date
airFundingStatus	An indicator which specifies whether these are the final or preliminary values for the specified business date. Valid values: Prelim Final	N		VARCHAR2
floatOffset	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.	N		Decimal
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.	N		String	ALL
exchangeClearing	Exchange identifier used in the CME Group Post Trade Application.	N		String	ALL
leadMonthInd	Boolean flag to identify whether a contract is the lead month. Y N	N	N	String	Listed Derivatives
isTmacProduct	Boolean flag identifies whether the overlying product is a TMAC product. Y N	N	N	String	Listed Derivatives
Repeating Group
bookDepth	Globex market data book depth repeating group.	N		String	ALL
mdFeedType	Globex market data feed type. Describes a class of service for a given data feed. GBX=CME Globex Book Depth GBI=CME Globex Implied Book Depth (under development)	N		String	ALL
marketDepth	Identifies the depth of book of the Globex market data feed type.	N		String	ALL
clrSymbol	CLR Symbol: The product code used in CME Clearing for clearing reports like the Trade Register. Example: “L1”	N		String	Listed Derivatives
trdgUnitPeriodMult	Transaction Size For Peak products, this will reflect the number of days For Off-Peak products, this will reflect the number of hours Example: 22, 392	N		Number	Listed Derivatives
transformationDate	Date of Transformation Example: “2021-06-01”	N		Date	Listed Derivatives
peakType	Peak Type Example: Peak, Off-Peak, Null	N		String	Listed Derivatives
transformedInstruments	Repeating Group listing the instruments trades are transformed into, using the Clearing product code Example: "JD 20210601”, “JD 20210602”... “JD 20210630"	N		String	Listed Derivatives
legID	Leg ID represents day of month Example: 1 - 31	N		String	Listed Derivatives
daysHours	1 Day or 1 - 24 Hours Example: “1”, “8”	N		String	Listed Derivatives
swapEffDate	Swap start date	N	N	Date Format: "YYYY-MM-DD"	Listed Derivatives
maturityDate	Swap termination date	N	N	Date Format: "YYYY-MM-DD"	Listed Derivatives
notionalPerContract	Notional amount per contract	N	N	Number	Listed Derivatives
ctdCusip	Related treasury cusip	N	N	String	Listed Derivatives
isEfixInstrument	Boolean flag to identify eFix Matching Service (Y, N).	N		Boolean	EBS
minQuoteLife	Minimum Quote Life functionality defines the minimum duration, in number of microseconds, that a resting order must be exposed to the market before it can be cancelled or modified in number of microseconds. If a product does not support MQL Protection, then its duration value will be zero.	N		Number	EBS
maxPriceDiscretionOffset	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.	N		Price Format	EBS
interveningDays	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.	N		Integer	EBS
fixingName	Name that includes the fixing source, time and location. Only for eFix Matching Service instruments. e.g. WM 23:30 London	N		String	EBS
fixingSourceLocalTime	The local time of the fixing source.	N		String	EBS
tenorType	Indicates the settlement period or contract tenor type and duration. Tenors may be fixed or expressed in a number of days/weeks/months/years; where where "x" is any integer > 0 0 = Regular / FX Spot settlement (T+0, T+1 or T+2) Dx = FX tenor expression for "days" Wx = FX tenor expression for "weeks" Mx = FX tenor expression for "months" Yx = FX tenor expression for "years" B = Fixed Date tenor for Fixed Date NDFs only.	N		String	EBS
maxSweepQty	The maximum quantity a Sweepable order may be submitted for in units of the instrument’s unitOfMeasureQty	N		String	EBS
New Attributes
Attribute Name	Description	Web Contact		Data Type	Exchange/DCM
globexGroupCode	CME Globex uses this group code to identify logical groupings of products. CME Globex group code is only populated for instruments listed for trading on CME Globex.			String	ALL
variableTickTable	Variable tick table for trading on CME Globex.			String	Listed Derivatives
goodForSession	Boolean flag (“Y”,”N”) to identify GFS (Good For Session) TimeInForce eligibility on CME Globex.			Boolean	EBS
isTacoProduct	Boolean flag to identify TACO products ("Y", "N").			Boolean	Listed Derivatives
rbtEligibleInd	Relationship Based Trading Eligibility Indicator. RBT eligible products are not eligible to trade on Globex.			Boolean	BrokerTec
calculatedContractSize	Displays the variable quantity product’s total calculated contract size.			String	Listed Derivatives