Request
Header Parameters
Ref | Parameter | Name | Type | Multiple | Values | Usage | Description |
|---|---|---|---|---|---|---|---|
1 | CME-Application-Name | Application Name | string | No | REQUIRED | Name |
of |
the |
customer |
system |
that |
generated |
the |
message. | |||||||
2 | CME-Application-Vendor | Application Vendor | string | No | REQUIRED | Name of the vendor who provided the customer system. For a proprietary system, use the firm name. | |
3 | CME-Application-Version | Application Version | string | No | REQUIRED | Version identifier for the customer system. |
Query Parameters
Ref | Parameter | Name | Type | Multi-ple | Values | Usage | Description |
|---|---|---|---|---|---|---|---|
1 | productCodes | Product Code | string | Yes | TR1 TR3 TR6 T1Y | OPTIONAL | Indicates the underlying asset code (Product Code). Clients can query for one or more Product Codes. e.g productCodes=TR1,TR3 - Results will be limited to TR1 & TR3 |
Response Headers
Ref | Parameter | Name | Type | Multiple | Values | Usage | Description |
|---|---|---|---|---|---|---|---|
1 | sentTime | Sent Time | TimeStamp | No | REQUIRED | Time the message was published | |
2 | version | Version | String | No | REQUIRED | Version Number of the application generating the message | |
3 | dataset | Data Set | string | No | REQUIRED | Represents the type of data the application is generating |
Response - 200
Successfully retrieved
Body
Ref | Field | Name | Data Type | Values | Usage | Description |
|---|---|---|---|---|---|---|
1 | businessDt | Business Date | string | REQUIRED | Trade date of published data. The relevant date for which the SOFR rates are in reference to. Format YYYY-MM-DD | |
2 | sofrRt | SOFR Rate | number | REQUIRED | SOFR Term Rate for this Tenor | |
4 | instrument[] | Instrument | instrument | REQUIRED | ||
5 | → guidInt | Instrument GUID Int | integer | REQUIRED | Unique Instrument ID Can be used with Referential Data API to get Instrument details. | |
6 | → productCode | Product Code | string | TR1 TR3 TR6 T1Y | REQUIRED | Indicates the underlying asset code (Product Code). Can be used with Referential Data API to get Product details. |
Response - 500
Internal Server Error
Response - 400
Bad request Exception from incorrect user input e.g. incorrectly formatted date