dxFeed announces plans to improve reference data for symbols from the CME universe, effective May 4, 2025. This enhancement will utilize the CME Reference API and will result in changes to several IPF fields. Specifically:
DESCRIPTION:
- For OPTIONS: The DESCRIPTION field will be removed.
- For SPREADS: The DESCRIPTION field will now include information about the Legal CME Product Name of the spread and the spread’s contract month.
CFI: The CFI code will incorporate details on the settlement method (Cash/Physical) for futures.
FDD, FND, FTD, LDD, LND, SD: These attributes will now be sourced from the CME Reference API.
Additionally, several new fields will be available upon request:
- CATEGORY
- SECTOR
- Other CME Reference API attributes (refer to the CME specification) can be added upon request. Please contact your account manager for further information.
Please refer to dxFeed Help Desk if you have any questions or concerns.