Category Description
General Information for a CME security
Category Identification
| pNxCoreMessage->coreData.Category.pnxStringCategory->Atom | 87 |
| pNxCoreMessage->coreData.Category.pnxStringCategory->String | CMESecurityInformation |
Update Time and Frequency
| Approximate Time | Info |
|---|---|
| 00:00 AM | Information from previous session |
| Weekly | This category is upated when the symbol first appears each week. Usually pre-market Sunday |
Category Fields | 21
| Index | FieldName | FieldType | C Code | Info |
|---|---|---|---|---|
| 0 | LastUpdateTime | NxCFT_TIME | pnxFields[0].data.nxTime | Time of last security information change |
| 1 | CMESymbol | NxCFT_STRINGZ | pnxFields[1].data.StringZ | Symbol as defined by CME |
| 2 | SecurityID | NxCFT_32BIT | pnxFields[2].data.i32Bit | Unique instrument ID |
| 3 | Exchange | NxCFT_STRING_IDX | pnxFields[3].data.stringTableItem | Exchange used to identify a security. From table NxST_EXCHANGE |
| 4 | MaturityYear | NxCFT_32BIT | pnxFields[4].data.i32Bit | Maturity year |
| 5 | MaturityMonth | NxCFT_32BIT | pnxFields[5].data.i32Bit | Maturity month |
| 6 | MaturityDay | NxCFT_32BIT | pnxFields[6].data.i32Bit | Maturity day, if this is a daily product |
| 7 | MaturityWeek | NxCFT_32BIT | pnxFields[7].data.i32Bit | Maturity week, if this is a weekly prodcut |
| 8 | SecurityGroup | NxCFT_STRINGZ | pnxFields[8].data.StringZ | An exchange specific code assigned to a group of related securities |
| 9 | SecurityType | NxCFT_STRINGZ | pnxFields[9].data.StringZ | Security Type |
| 10 | CFICode | NxCFT_STRINGZ | pnxFields[10].data.StringZ | ISO standard instrument categorization code |
| 11 | MarketSegment | NxCFT_32BIT | pnxFields[11].data.i32Bit | Identifies the market segment |
| 12 | Asset | NxCFT_STRINGZ | pnxFields[12].data.StringZ | Indicates the underlying asset code |
| 13 | RoundlotSize | NxCFT_STRINGZ | pnxFields[13].data.StringZ | Roundlot Size |
| 14 | MinOrderSize | NxCFT_STRINGZ | pnxFields[14].data.StringZ | Minimum order entry quantity |
| 15 | MinBlockSize | NxCFT_STRINGZ | pnxFields[15].data.StringZ | Minimum quantity required for a block trade |
| 16 | MatchAlgorithm | NxCFT_STRING_IDX | pnxFields[16].data.stringTableItem | Matching Algorithm. From table NxST_MATCHALGORITHM |
| 17 | Eligibility | NxCFT_STRING_MAP | pnxFields[17].data.stringTableItem | String map of eligibility indicators. From table NxST_ELIGIBILITYMAP |
| 18 | MinTradeVolume | NxCFT_32BIT | pnxFields[18].data.i32Bit | The minimum trading quantity for a security |
| 19 | MaxTradeVolume | NxCFT_32BIT | pnxFields[19].data.i32Bit | The maximum trading quantity for a security |
| 20 | MinPriceIncrement | NxCFT_PRICE | pnxFields[20].data.nxPrice | Minimum constant tick for the instrument |