CME Cash Market WebSocket API - TFS-ICAP FX Options

Message Specifications - TFS-ICAP FX Options

JSON Field	Description	Value

JSON Field	Description	Value
Chain	Chain	false
VendorName	Vendor Name	COPS
Source	Source	FX
Fields
→BID	Bid Price	100.59375
→ASK	Ask Price	100.65625
→ VALUE_DT1	Current Date	CurrentDate
→VALUE_TS1	Time of Update	TimeOfUpdate
→SIMPLE	Pricing Convention	PricingConvention
→BASE_CCY	Currency	USD
→SEG_TEXT	Type	151

COPS: {

            Chain: false,

            VendorName: COPS,

            Source: FXO,

            Fields: {

              BID: Bid,

              ASK: Ask,

              VALUE_DT1: CurrentDate,

              VALUE_TS1: TimeOfUpdate,

              SIMPLE: PricingConvention,

              BASE_CCY: Currency,

              SEG_TEXT: Type

}

}

CME Group Client Systems Wiki

CME Cash Market WebSocket API - TFS-ICAP FX Options

Message Specifications - TFS-ICAP FX Options

Related content