Name | Abbr | Datatype | Description | Enumerations |
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Request ID | ReqID | String | The identifier for the trade query or subscription request. Echoes back the value submitted on the request. |
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Request Type | ReqTyp | int | The type of trade request. Echoes back the value submitted on the request. | - 1 - Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.)
- 3 - Unreported trades that match criteria
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Subscription Request Type | SubReqTyp | char | Used to differentiate query and subscription requests. Echoes back the value submitted on the request. | - 0 - Snapshot
- 1 - Snapshot + Updates (Subscribe)
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Request Result | ReqRslt | int | Result of Trade Request. | - 1 - Invalid or unknown instrument
- 2 - Invalid type of trade requested
- 3 - Invalid parties
- 9 - Not authorized
- 99 - Other
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Request Status | ReqStat | int | Status of Trade Request. | 2 - Rejected
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Text | Txt | String | Indicates the reason the request was rejected. |
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StandardHeader | Hdr |
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→ Sender ID | SID | String | Identifies the entity which is sending the message. Always CME. |
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→ Target ID | TID | String | Identifies the entity to whom the message is being sent. This echoes the SID sent on the request. |
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→ MsgSeqNum | SeqNum | SeqNum | (Can be embedded within encrypted data section.) |
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→ Sender Qualifier | SSub | String | Assigned value used to identify specific message originator. Always set to STP. |
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→ Target Qualifier | TSub | String | Assigned value used to identify specific message recipient (user, etc.) This echoes the SSub sent on the request. |
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