Support for the CME (Globex Futures) Self-Match Prevention Functionality?

[crokusek2]

"Self-Match Prevention Functionality" Description:

https://www.cmegroup.com/globex/trad...match-faq.html

As I understand it, a trader simply registers (for free) to receive a unique SMP ID from CME using their web site.

Then each order submitted to CME can include the trader's SMP_ID (as an iLink Tag).

CME will use the SMP_ID during order matching to prevent wash trades by rejecting either the incoming or resting order (configurable by another optional tag).


This request is similar to this recent feature request for "Wash Trade Prevention" except that is specific to just CME Globex (which is the primary concern for me).

https://ninjatrader.com/support/foru...of-wash-trades

If there is no facility to include an SMP ID tag on CME orders at this time, please open a feature request that is linked to the original wash trade request. The benefit is that CME already has has the actual implementation in place so it would just be a matter of including an extra tag within the orders.

Thanks again,
Chris

[NinjaTrader_Kate]

Hello crokusek2,

Thank you for your post.

Self-match prevention with the CME is not currently supported, however, I have created a feature request on your behalf for this functionality. This request is being tracked under the number SFT-5575.

As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

Release Notes — https://ninjatrader.com/support/help...ease_notes.htm

Please let us know if we may be of further assistance to you.