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Input - Subscription Request

Initiated by authenticated customer. Request to subscribe to a product (multiple products) or filter subscriptions by providing a list of related instrument symbols.

Fields

Ref

Field

Name

Data Type

Values

Usage

Description

1

header

2

→ messageType

Message Type

String

  • SUBSCRIBE (SUBSCRIBE)

  • UNSUBSCRIBE (UNSUBSCRIBE)

REQUIRED

Denotes login message

3

→ requestId

Request ID

Integer

OPTIONAL

Client-originated ID reflected in response message

4

→ sentTime

Sent Timestamp

Timestamp

OPTIONAL

CME MDP gateway sends the message (UTC).

5

→ version

API Version

String

  • 1.0 (1.0)

OPTIONAL

6

payload

7

→ subscriptionMessageTypes[]

Subscription Message Types

String

  • STAT (Statistics)

  • TOB (Top of Book)

  • TRD (Trade Summary)

REQUIRED

8

→ subscriptions[]

9

→ → productCode

Instrument Product Code

String

REQUIRED

String field that indicates the underlying asset code (Product Code). Example: GE (Eurodollars), ES (E-Minis).

10

→ → productType

Product Type

String

  • FUT (Future)

  • OOF (Option)

REQUIRED

11

→ → periodCodes

Period codes

String

  • YYYYMM

  • YYYYMMw[1-5]

OPTIONAL

Subscription request filter. Used to target specific contract periods.

Monthly (YYYYMM), weekly (YYYYMMw[1-5)

Info

Please note the lowercase w for weeklies.

12

→ → spreadReportTypes

Spread Report Types

String

  • OUTRIGHT

  • SPREADS

OPTIONAL

Subscription request filter. Used to target specific spread report types.

Output - Subscription Status

SmartStream response to customer Subscribe and Unsubscribe requests

Fields

Ref

Field

Name

Data Type

Values

Usage

Description

1

header

2

→ messageType

Message Type

string

  • SUBSCRIPTION_ERROR (Subscription Error)

  • SUBSCRIPTION_STATUS (Subscription)

ALWAYS

Denotes trade summary message.

3

→ requestId

Request ID

int32

ALWAYS

Client-originated ID reflected in response message

4

→ sentTime

Sent Timestamp

timestamp

OPTIONAL

CME MDP gateway sends the message (UTC).

5

→ sequenceNumber

sequenceNumber

string

ALWAYS

6

→ version

API Version

string

  • 1.0 (1.0)

ALWAYS

7

payload

8

→ status

payload status

string

  • SUBSCRIBED (Subscribed)

  • UNSUBSCRIBED (Unsubscribed)

ALWAYS

denotes the subscription status

9

→ subscriptionMessageTypes[]

Subscription Message Types

string

  • STAT (Statistics)

  • TOB (Top of Book)

  • TRD (Trade Summary)

ALWAYS

10

→ subscriptions[]

11

→ → productCode

Instrument Product Code

string

ALWAYS

String field that indicates the underlying asset code (Product Code). Example: SR1 (One-Month SOFR futures), ES (E-Mini S&P futures).

12

→ → productType

Product Type

string

  • FUT (Future)

  • OOF (Option)

  • OPT (Option)

ALWAYS

Output - Subscription Error

Server response to Subscription Errors

Fields

Ref

Field

Name

Data Type

Values

Usage

Description

1

errors[]

2

→ code

Error Code

string

  • ERROR_400 (ERROR_400)

  • ERROR_401 (ERROR_401)

  • ERROR_403 (ERROR_403)

ALWAYS

3

→ message

Error Message

string

ALWAYS

4

→ referenceIndex

Reference Index

int32

ALWAYS

5

header

6

→ messageType

Message Type

string

  • SUBSCRIPTION_ERROR (Login Status)

ALWAYS

Denotes trade summary message.

7

→ requestId

Request ID

int32

OPTIONAL

Client-originated ID reflected in response message

8

→ sentTime

Sent Timestamp

timestamp

OPTIONAL

CME MDP gateway sends the message (UTC).

9

→ sequenceNumber

sequenceNumber

string

ALWAYS

10

→ version

API Version

string

  • 1.0 (1.0)

ALWAYS

11

payload

12

→ subscriptionMessageTypes[]

Subscription Message Types

string

  • STAT (Statistics)

  • TOB (Top of Book)

  • TRD (Trade Summary)

ALWAYS