CME Reference Data API Changes March 30
To: Referential Data Customers
From: Global Market Solutions & Services (GMSS)
# 20250320
Notice Date: 20 March 2025
Effective Sunday, March 30 (trade date Monday, March 31), the following changes will be implemented on CME Reference Data API:
New Attribute - Globex Tick
The following new attribute will be added.
| New Attribute - Globex Tick | ||||
|---|---|---|---|---|
| Product or Instrument | Attribute Name | Description | Type | Market Type |
| Instrument | globexTick | Minimum constant tick for the instrument in Globex format. For VTT- eligible products this tag will contain 'NULL'. | Decimal | ALL |
New Attribute - Series Guid
The following new attribute will be added to support the new CME Reference Data API enhancements.
| New Attribute - Series Guid | ||||
|---|---|---|---|---|
| Product or Instrument | Attribute Name | Description | Type | Market Type |
| Instrument | seriesGuid | Unique identifier in alpha-numeric format for the options series. This unique identifier is used to query the instrument endpoint for all active options contracts listed under the option series record. | String | Listed Derivatives |
New CME Reference Data API - Option Series Endpoint
Clients will have access a new CME Reference Data API Endpoint named Option Series
The Option Series endpoint is a new CME Reference Data API service that provides clients with the option series data which describes the relevant attributes to determine which option contract and months/periods are eligible for trading; excluding strike prices, or put/call indicators.
The new endpoint will also include a direct link to the underlying futures contract to the option series record.
If no contracts currently exist, it is possible for a series to be active and available for trading even if there are no active contracts for the particular month due to some option contracts being created dynamically. For these products, the option series data contains the relevant high level attributes that are shared by all contracts in the option series.
Please review the client impact assessment for timelines, technical information, and message specifications.
These changes are currently available for customer testing in New Release.
