EP138 CME Securities Reference Data Extensions

Additional securities reference data attributes used to define or describe derivatives.

• First and Last Notice Dates – This is used for deliverable futures.
• Tick Rule Types – New type of tick rule and new fields for settlement price increments.
• Negative Settlement Price Indicator – Indication if a contract can settle at a negative price.
• Negative Strike Price Indicator – Indication if an option can have negative strike prices.

Update History

[Updated 2013-12-09] The FIXML Schema and FIX Repository files have been updated for the following changes: an update to the base FIX 5.0 SP2 (See 20131209 Errata Release Notes); an update to EP105 to correct an issue with incorrect coding of UndInstrmtGrp and InstrmtLegGrp components in the Repository; an error in EP106 was also corrected to resolve FIXML Schema validation issues with components assigned to incorrect component categories.

[Updated 2012-12-03] FIXML Schema and FIX Repository updated to resolve schema validation errors reported.

[Updated 2012-06-25] Update of repository and FIXML Schema due to correction of EP131.