Effective Sunday, December 8 (trade date Monday, December 9), new attributes will be added to CME Reference Data API version 3 to support the launch of the FX Spot+. The attributes will launch with a value of “null” until the FX Spot+ markets launch in production.
Please see CME FX Spot Plus Client Impact Assessment for product details and timelines.
New Attributes
The following attributes will be added to support the launch of FX Spot+.
| New Attributes | |||
|---|---|---|---|
| API Endpoint | Attribute Name | Description | Type |
| Product | roundingTick | Minimum Tick for FX Spot+ spread leg on FX Link to FX Link spread trades | NUMBER |
| autoCancelThreshold | Minimum order quantity for each FX Spot+ instrument in notional terms; orders with size below this threshold will automatically be cancelled. | ||