To: CME Globex, CME Block Trades, and CFE subscribers
Changes
To improve the CME and CFE feeds, we implemented the following symbology changes for all CME Globex, CME Block Trades, and CFE products:
- Products are now changed to have two-digit maturity year. It will allow to avoid confusions between products expiring in 2010s and products expiring in 2020s.
- Namespaces are now added for all symbols so as to avoid intersection of product codes from different exchanges.
Example:
| Product name | Current symbol | New symbol |
| E-mini S&P 500 Futures, Mar-19 | /ESH9 | /ESH19:XCME |
| E-mini S&P 500 Futures (continuous product) | /ES | /ES:XCME |
| Light Sweet Crude Oil Futures, Mar19 | /CLH9 | /CLH19:XNYM |
| Light Sweet Crude Oil Futures (continuous product) | /CL | /CL:XNYM |
| Gold Futures, Feb-19 | /GCG9 | /GCG19:XCEC |
| Gold Futures (continuous product) | /GC | /GC:XCEC |
| Corn Futures, Mar-19 | /ZCH9 | /ZCH19:XCBT |
| Corn Futures (continuous product) | /ZC | /ZC:XCBT |
| CBOE Volatility Index (VIX) Futures, Feb-19 | /VXG9 | /VXG19:XCBF |
| CBOE Volatility Index (VIX) Futures (continuous product) | /VX | /VX:XCBF |
The list of namespace values match existing MIC values:
- For CME: XCME
- For NYMEX: XNYM
- For COMEX: XCEC
- For CBOT: XCBT
- For CFE: XCBF
Please note, that futures options and futures spreads symbols will be modified in the similar manner.
Effective Date
These changes will take effect as of February 3, 2019. The changes are backward incompatible.
We allow parallel migration period to allow time to make necessary changes: starting early November, 2018, both symbologies will be available. Legacy symbols will be disabled on February 3, 2019. Please make sure to subscribe to new symbols by this date.
Affected Feeds and Services:
- CME Globex, CME Block Trades: real-time and delayed feeds
- Cboe Futures (CFE): real-time and delayed feeds
- IPF service
- Historical services
If you have any questions concerning these changes, please contact support@dxfeed.com.