Request
Parameters
| Parameter | Name | Location | Type | Multi-ple | Values | Usage | Description | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME-Application-Name | Application Name | Header | String | No |
| Name of the customer system that generated the message. Must match the system name as certified in AutoCert+ exactly. | |||||||||
CME-Application-Vendor | Application Vendor | Header | String | No |
| Name of the vendor who provided the customer system. For a proprietary system, use the firm name. | |||||||||
CME-Application-Version | Application Version | Header | String | No |
| Version identifier for the customer system. | |||||||||
CME-Request-ID | Request ID | Header | String | No |
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CME-Transact-Time | Transaction Time | Header | DateTime | No | Format:Â yyyy-mm-ddThh:mm:ss.dZ |
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venueOrderId | Venue Order ID | Path | String | No |
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Body
| Anchor | ||||
|---|---|---|---|---|
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OrderRequestMessage| Field | Name | Type | Values | Usage | Description |
|---|---|---|---|---|---|
payload[] | Payload | Order | |||
| Anchor | ||||
|---|---|---|---|---|
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OrderRequestMessage.payload[]| Field | Name | Type | Values | Usage | Description | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
customerOrderId | Customer Order ID | String |
| Unique customer-assigned order identifier. Client system must maintain uniqueness of this value across all orders for the trading week (Sunday through Friday). Maximum allowed value is 20bytes. | |||||||||
displayQty | Display Quantity | Quantity |
| Maximum amount of quantity to be displayed in the order book at any given time. Default is the full order quantity. Can be any number between 1 and the value in Quantity. This field can only be changed if the display quantity is set on the initial order. | |||||||||
manualInd | Manual Indicator | YesNoIndicator |
|
| Indicates if the message was generated by manual or automated trading logic. This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems. | ||||||||
price | Price | Price |
| Price per lot for the order. Required for Limit and Stop_Limit orders | |||||||||
qty | Order Quantity | Quantity |
| Total order size. |
Response - 204
Response - 400
Body
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|---|---|---|---|---|
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ErrorResponseMessage| Field | Name | Type | Values | Usage | Description |
|---|---|---|---|---|---|
errors[] | Errors | Error | |||
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|---|---|---|---|---|
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ErrorResponseMessage.errors[]| Field | Name | Type | Values | Usage | Description | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
code | Error Code | String |
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instance | Error Instance | String |
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message | Error Message | String |
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referenceIndex | Error Reference Index | Integer |
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Response - 401
Response - 404
Response - 500
Body
| Anchor | ||||
|---|---|---|---|---|
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ErrorResponseMessage| Field | Name | Type | Values | Usage | Description |
|---|---|---|---|---|---|
errors[] | Errors | Error | |||
| Anchor | ||||
|---|---|---|---|---|
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ErrorResponseMessage.errors[]| Field | Name | Type | Values | Usage | Description | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
code | Error Code | String |
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instance | Error Instance | String |
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message | Error Message | String |
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referenceIndex | Error Reference Index | Integer |
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