24-7 CME CF Cryptocurrency Indices
This topic contains information about 24-7 CME CF Cryptocurrency Indices. CME Group and Cryptocurrency Facilities (CF) offer customers 24/7 access to cryptocurrency pricing data via web service technology. This solution is offered in addition to Streamlined SBE Cryptocurrency Market Data, providing CME Group clients a robust pricing index source for virtual currencies: CME CF Cryptocurrency Reference Rate and CME CF Cryptocurrency Real Time Index. This data goes back to December 19, 2016.
The pricing data can be used as Cryptocurrency price reference points in derivatives that help manage the risk of cryptocurrency investments through:
CME CF Cryptocurrency Real Time Index, which allows users real-time access to cryptocurrency prices for 24 hours a day, 7 days a week and 365 days a year.
The cryptocurrency Real Time Index aggregates global demand to buy and sell cryptocurrency into a consolidated order book and reflects the real-time U.S. dollar price of cryptocurrency.
CME CF Cryptocurrency Reference Rate, which provides a final settlement price in U.S. dollars shortly after 4 p.m. London time.
The cryptocurrency reference rate aggregates the trade flow of major cryptocurrency spot exchanges during a specific calculation window into a once-a-day reference rate of the U.S. dollar price of the cryptocurrency.
Contents
- 1 Onboarding and Certification
- 2 Hours of Availability
- 3 Self-Service Platform
- 3.1 Accessing Self-Service Platform
- 3.1.1 API Delivery Set-Up
- 3.1.2 Support
- 3.1 Accessing Self-Service Platform
- 4 24/7 Cryptocurrency Market Data Access
- 4.1 Technology
- 4.2 HTTP Usage
- 4.3 Streaming Criteria
- 5 Message Specification
- 6 Listed Products
- 6.1 Reference Rates
- 6.2 Real Time Indices
Onboarding and Certification
Contact CME Group support to begin the onboarding process. Firm administrators can use CME Group Login to manage CME Group Cryptocurrency API IDs and passwords.
Certification for 24/7 cryptocurrency market data is not required.
Hours of Availability
CME Group publishes cryptocurrency real-time index pricing data once per second for 24 hours, 7 days a week and 365 days a year. The settlement price, based on transactions from several cryptocurrency spot exchanges, is disseminated daily, shortly after 4 p.m. London time.
Self-Service Platform
CME Group Self-Service provides a suite of tools designed to help customers manage registration and on-boarding to CME Group applications and services.
Accessing Self-Service Platform
To access the self-service platform, users must register for a CME Group Login.
To source the 24/7 cryptocurrency market data, users must register for a CME Group API ID.
API Delivery Set-Up
Log in with your CME Group Login (See CME DataMine Self-Service Platform for information on setting up CME Group Login).
In the top right corner, click CME Group Login, then click "My Profile."
Click "API Management."
Register for an API ID.
Using the API ID, request licensing for the cryptocurrency data (licensing is customer-specific).
For more information on the self-service platform, visit the website or download the guide.
For support, visit the Self-Service Center User Help.
Support
CME Group provides a number of customer service teams for assistance with the Self-Service platform.
Support | |||
---|---|---|---|
CME Data Sales Team Email: CMEDataSales@cmegroup.com Please reach out for support with the following:
| Enterprise Application & System Entitlements (EASE) Toll Free: 866 716 7274 (United States only) Please reach out for support with:
| Global Command Center (GCC) Phone: 800 438 8616 (US) Please reach out for support with:
| Certification Support for Electronic Trading (CSET) Phone: 312 930 2322 (US) Phone: 44 20 3379 3803 (London) Please reach out for support with:
|
24/7 Cryptocurrency Market Data Access
Technology
24/7 cryptocurrency market data is built upon Representation State Transfer (REST) web service technology. In this methodology, HTTP URLs and methods (such as GET, POST, etc.), parameters, and statuses are used to model the remote procedure call behavior.
The implementation utilizes the industry standard JSON format with custom CME Group extensions.
HTTP Usage
Users send Query Requests by invoking the HTTP POST method to a URL of the form https://{{Path}}/streaming/v1/btcindexJson?
where CME Group assigns {{Path}}
and communicates it to the user. Connections to the API utilize HTTPS to provide security. Users transmit a username and password, assigned by CME Group, via HTTP Basic authentication.
Access is defined at the dataset level, in JSON format, through a group and role-based entitlement system.
Users accessing 24/7 cryptocurrency market data through a web browser can use the following curl request:
Users accessing 24/7 cryptocurrencymarket data through an API can use the following websocket request:
Streaming Criteria
Users can append streaming criteria to the end of the url to query certain streaming data.
Available criteria for streamed data:
Criteria Definition | Type | Value | Required | Description |
---|---|---|---|---|
seek | Int | YYYYMMDDhhmmssSSS | N | Returns streaming data starting from the timestamp specified on the request up to the current time, then continues streaming real time market data. Note: The seek request can only retrieve data streamed within the past 24 hours. The timestamp from which to initiate streaming must be in milliseconds and UTC format. Not including this argument starts streaming from the current moment. Example: https://datamine.api.cmegroup.com/streaming/v1/btcIndexJson?seek=20161115093023000 |
Message Specification
Market Data Incremental Refresh Message (msgType=MarketDataIncrementalRefresh)
This section describes the Cryptocurrency Market Data Incremental Refresh (msgType=MarketDataIncrementalRefresh) message for CME Group Cryptocurrency Spot Real Time Index and the daily Reference Price.
The → symbol indicates a repeating group field.
Field Name | Format | Valid Values | Description |
---|---|---|---|
msgSeqNum | SeqNum (9) | Integer message sequence number. | |
msgType | String (50) | MarketDataIncrementalRefresh | Defines message type. |
senderCompId | String (7) | CME | |
sendingTime | UTCTimeStamp (21) | Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT"). Format: YYYYMMDDHHMMSSsss UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy. | |
transactTime | UTCTimeStamp (21) | Indicates time of trade referenced in the Market Data Incremental Refresh message. Format: YYYYMMDDHHMMSSsss UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy. | |
noMdEntries | NumInGroup (5) | Number of Market Data Incremental Refresh data blocks in the Market Data Incremental Refresh message. | |
matchEventIndicator | String (50) | NOT_END_OF_EVENT END_OF_EVENT | Indicates whether the message denotes the start of an event or the end of an event. For Cryptocurrency Facilities, this should be set to END_OF_EVENT if there is no need to maintain continuity between messages to infer when a particular event started and ended. |
mdEntries | |||
→symbol | String (50) | Index Name. | |
→rptSeq | Int (3) | Sequence number per instrument update or index. | |
→mdEntryType | String (50) | INDEX_VALUE | Indicates the type of market data entry.
|
→mdEntryPx | Price (20) | Price of the market data entry. | |
→mdEntryDate | UTC_DATE_ONLY (8) | Date of the market data entry. Format: YYYYMMDD (i.e. 20071215) | |
→mdEntryTime | UTC_TIMEONLY (12) | Timestamp of market data entry. | |
→mdUpdateAction | String (50) | NEW | Indicates the type of market data update action. Note: The following tag values are NOT sent for the index price or the settlement index price
|
→openCloseSettlFlag | String (50) | Daily Open / Close / Settlement entry Entry from previous business day Theoretical Price Value Settlement Index value | Identifies a market data entry. Indicates whether the price is the daily open/close/settle from the current trading session or from the previous trading session. Note: The following tag values are NOT sent for the index price or the settlement index price:
|
→netChgPrevDay | Price (20) | Net change from the previous day's closing price vs. the last traded price. Applies to BRR only. | |
→netPctChg | Int (3) | Percentage value of the net change. Applies to BRR only. | |
→mdEntryCode | MultipleValueString (50) | Indicative Pre-Market Preliminary Close Session Close Close | List of conditions describing an index value. |
Message Layout per Pricing Data (msgType=MarketDataIncrementalRefresh)
Field Name | Index Price (BRTI) | Settlement Index Price (BRR) |
---|---|---|
transactTime | Y | Y |
matchEventIndicator | Y | Y |
symbol | Y | Y |
rptSeq | Y | Y |
mdEntryType | INDEX_VALUE | SETTLEMENT_PRICE |
mdEntryPx | Y | Y |
mdEntryDate | Y | Y |
mdEntryTime | Y | Y |
mdUpdateAction | NEW | NEW |
openCloseSettlFlag | N/A | Y |
netChgPrevDay | N | Y |
netPctChg | N | Y |
mdEntryCode | N/A | Y |
Y = Required, C = Conditional, N/A = Not Applicable
Sample Incremental Messages
Security Definition Message (msgType=SecurityDefinition)
Security Definition (msgType= SecurityDefinition) messages are disseminated on the incremental feed when the client system logs on and at one hour intervals.
Field Name | Format | Valid Values | Description |
---|---|---|---|
msgSeqNum | SeqNum (9) | Integer message sequence number. | |
msgType | String (50) | SecurityDefinition | Defines message type. |
senderCompId | String (7) | CME | |
sendingTime | UTCTimeStamp (21) | Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT")). Format: YYYYMMDDHHMMSSsss | |
currency | Currency (3) | Identifies currency used for price. | |
symbol | String (50) | BRR BRTI | Instrument/Index Name. |
securityExchange | String (50) | CRYPTO FACILITIES | Used to help identify a security/index. |
product | String (50) | Index | Identifies the type of product. Always ‘Index’ |
noEvents | NumInGroup (1) | Number of repeating EventType entries. | |
noInstrAttrib | NumInGroup (2) | Number of repeating group InstrAttribType entries. | |
applID | String (50) | The channel ID as defined in the XML configuration file. | |
events | |||
→eventType | String (50) | Activation Inactivation Modification | Indicates type of event. |
→eventTime | UTC_TIMEONLY (20) | Time of event. This is a UTC time expressed as the number of nanoseconds since the Unix epoch time (Jan 1, 1970). | |
instrAttrib | |||
→instrAttribType | String (50) | InstAttribType and InstAttribValue function together where InstAttribType indicates the type of value that InstAttribValue will contain. | |
→instrAttribValue | String (50) | Attribute value appropriate for the InstrAttribType field. |
InstAttribType and InstAttribValue Table of Values
The following index attributes may be included in the Security Definition (msgType=SecurityDefinition) message:
InstrAttribType Valid Values | Description |
---|---|
DISPLAY_PRICE_PRECISION | Number of decimals in displayed price. |
INDEX_KEY | Unique ID. |
FREE_CODE | When the preceding InstAttribType= Fee Code, the following value is valid for InstAttribValue:
|
FREQUENCY | Publishing frequency (in seconds). |
START_PUBLISH_TIME | Time that the messages will begin to be published. UTC Format: HHMMSSsss |
END_PUBLISH_TIME | Time that the messages will no longer be published. UTC Format: HHMMSSsss |
INDEX_LONG_NAME | Name of the Index.
|
Sample Security Definition Message
Listed Products
Reference Rates
Description | Symbol |
---|---|
CME CF Bitcoin Reference Rate | BRR |
CME CF Ether - Dollar Reference Rate | ETHUSD_RR |
CME CF Algorand -Dollar Reference Rate | ALGOUSD_RR |
CME CF Bitcoin Cash - Dollar Reference Rate | BCHUSD_RR |
CME CF Cardano - Dollar Reference Rate | ADAUSD_RR |
CME CF Chainlink - Dollar Reference Rate | LINKUSD_RR |
CME CF Cosmos - Dollar Reference Rate | ATOMUSD_RR |
CME CF Litecoin - Dollar Reference Rate | LTCUSD_RR |
CME CF Polygon - Dollar Reference Rate | MATICUSD_RR |
CME CF Polkadot - Dollar Reference Rate | DOTUSD_RR |
CME CF Solana - Dollar Reference Rate | SOLUSD_RR |
CME CF Uniswap - Dollar Reference Rate | UNIUSD_RR |
CME CF Stellar Lumens - Dollar Reference Rate | XLMUSD_RR |
Real Time Indices
Description | Symbol |
---|---|
CME CF Bitcoin Real Time Index | BRTI |
CME CF Ether - Dollar Real Time Index | ETHUSD_RTI |
CME CF Algorand - Dollar Real Time Index | ALGOUSD_RTI |
CME CF Bitcoin Cash - Dollar Real Time Index | BCHUSD_RTI |
CME CF Cardano - Dollar Real Time Index | ADAUSD_RTI |
CME CF Chainlink - Dollar Real Time Index | LINKUSD_RTI |
CME CF Cosmos - Dollar Real Time Index | ATOMUSD_RTI |
CME CF Litecoin - Dollar Real Time Index | LTCUSD_RTI |
CME CF Polygon - Dollar Real Time Index | MATICUSD_RTI |
CME CF Polkadot - Dollar Real Time Index | DOTUSD_RTI |
CME CF Solana - Dollar Real Time Index | SOLUSD_RTI |
CME CF Uniswap - Dollar Real Time Index | UNIUSD_RTI |
CME CF Stellar Lumens - Dollar Real Time Index | XLMUSD_RTI |
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