/
CME Cash Market WebSocket API - GovPX U.S. Treasury

CME Cash Market WebSocket API - GovPX U.S. Treasury

Owned by Space Sync for Confluence
Mar 04, 2025
2 min read

Message Specification - GovPX U.S. Treasury

JSON Field

Description

Value

DsplyName

Display Name

2_YEAR

Netchng

Net Change

0.035156

High

High price

100.59375

Low

Low Price

100.65625

Open

Opening price

99.88671875

Bid

Bid Price

100.59375

Ask

Ask Price

100.65375

TotalTradeVol

Total Trade Volume

845

LastTradeYield

Last Trade Yield

3.096

Coupn

Coupon

3.125

Cusip

CUSIP 

912810UC0

IssueDate

Issue Date

11/6/2018

LastTradeSize

Last Trade Price

1

RecordType

Record Type

151

BidPriceType

Bid Price Type

B

AskPriceType

Ask Price Type

A

SettlementDate

Settlement Date

11/6/2023

LastTradeTone

Last Trade Tone

H/T

BidYield

Bid Yield

2.321

BidYieldChg

Bid Yield Change

2.321

IndicativeBidYield

Indicative Bid Yield

4.174

IndicativeAskYield

Indicative Ask Yield

4.156

DollarFlow

Dollar Flow

125

Vway

Volume Weighted Average Yield

4.183

AskYield

Ask Yield

2.6

IndicativeBid

Indicative Bid

2.321

IndicativeAsk

Indicative Ask

2.721

MaturDate

Mature Date

31 Oct 2026

Field

Short Description

Value

Vwap

Volume Weighted Average Price

99.889

LastTradePrice

Last Trade Price

2Y

TimeOfLastUpdate

Time of Last Update

11:57:00

AskSize

Ask Size

2

BidSize

Bid Size

4

DiscMarginMid

Discount Margin Mid Price 

1.75

Type

Type

151

BidSpread

Bid Spread

0.5

AskSpread

Ask Spread

0.25

MidYield

Mid Yield

3.094

TimeOfUpdate

Current Date

31 Oct 2024

ConvFactor

Conversion Factor

 

Last

Last

 

AskTone

Ask Tone

A

BidTone

Bid Tone

B

{ "Name": "2_YEAR", "Source": "GOVPX", "BidPriceType": 53, "TotalTradeVol": 11590, "Ask": 99.94140625, "IndicativeAsk": 99.94140625, "IndicativeAskYield": 4.156, "AskSize": null, "Bid": 99.90625, "IndicativeBid": 99.90625, "IndicativeBidYield": 4.174, "BidSize": null, "Coupn": 4.125, "Description": "2_YEAR", "DollarFlow": "125", "High": 99.91796875, "Low": 99.8125, "LastTradePrice": null, "Netchng": 0.035156, "Cusip": "91282CLS8", "Open": 99.88671875, "RecordType": 151, "BidYield": 4.174, "AskPriceType": 40, "AskYield": 4.156, "ShortDes": "2Y", "MaturDate": "31 Oct 2026", "SettlementDate": "01 Nov 2024", "Timeoflastupdate": "11:57:00", "LastTradeTone": "", "LastTradeSize": null, "TimeOfUpdate": "11:57:11", "Vwap": 99.889, "Vway": 4.183, "LastTradeYield": null, "BidYieldChg": -19.0 }

 

 

Related content



How was your Client Systems Wiki Experience? Submit Feedback

Copyright © 2024 CME Group Inc. All rights reserved.