Alternative Method To Obtain Market Data >> Eris FIX APIs
Eris Exchange is a Designated Contract Market (DCM) for USD Interest Rate Swap Futures.The Eris Exchange SwapBook Central Limit Order Book provides liquidity and anonymity for exchange participants. The trades are futures contracts which replicate the cash flows associated with OTC Interest Rate Swaps.The futures contracts are $1 million notional value, and are comprised of plain-vanilla transaction terms for date and rate flexibility. Trades are cleared through CME Clearing.
Streaming orders and execution messages for all contracts are now available over the CME Market Data Platform (not available for trading on CME Globex). CME Group licenses and distributes this market data in the Streamlined FIX/FAST format on channel 190. There are also options for connecting directly to the SwapBook Central Limit Order Book. Connecting directly requires a signed Market Data License Agreement with CME and developing to the Eris Exchange FIX APIs.
To begin consuming Eris Exchange Market Data, contact Eris Exchange Client Services Group at 646-961-4480 or Email: csg@Erisfutures.com. For existing CME customers, please contact your Global Account Manager to add Eris Exchange data:
For additional information on certification, new functionality, message impacts, and channel definitions and new template formats, see the Eris Exchange CME MDP Client System Impementation Guide