API Documentation

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