Excerpt

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Submit a new order.

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.wiki-content .columnLayout .cell.aside {width:500px;}

Panel

borderColor	lightgray

URL	`/orders`
HTTP Method	`POST`
Version	1.0.1

Panel

borderColor	lightgray
title	Content

Table of Contents

maxLevel	2

Request

Parameters

Parameter Name Location Type Multi-ple Values Usage Description

CME-Application-Name

Application Name

Header

String

No

Status

subtle	true
colour	Green
title	REQUIRED

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

Status

subtle	true
colour	Green
title	REQUIRED

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

Status

subtle	true
colour	Green
title	REQUIRED

Version identifier for the customer system.

CME-Request-ID

Request ID

Header

String

No

Status

subtle	true
colour	Green
title	REQUIRED

Identifier for the customer message.

CME-Transact-Time

Transaction Time

Header

DateTime

No

Format: yyyy-mm-ddThh:mm:ss.dZ

Status

subtle	true
colour	Green
title	REQUIRED

Timestamp of when the message was sent from customer system.

Body

Anchor
RequestOrderRequestMessage
RequestOrderRequestMessage
Order Request Message - `OrderRequestMessage`

Field	Name	Type	Values	Usage	Description
`payload[]`	Payload	`Order`

Anchor
RequestOrderRequestMessage.payload[]
RequestOrderRequestMessage.payload[]
Order - `OrderRequestMessage.payload[]`

Field Name Type Values Usage Description

customerOrderId

Customer Order ID

String

Status

subtle	true
colour	Green
title	REQUIRED

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

Status

subtle	true
colour	Grey
title	OPTIONAL

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.

durationType

Duration Type

OrderDurationType

DAY
FILL_AND_KILL
FILL_OR_KILL
GOOD_TILL_CANCEL
GOOD_TILL_DATE

Status

subtle	true
colour	Grey
title	OPTIONAL

Defines how long the order will remain working. Day (current trading session) is the default. Customers may also use Good_Till_Cancel, Good_Till_Date, Fill_And_Kill and Fill_Or_Kill.

expirationDt

Expiration Date

Date

Format: yyyy-mm-dd

Status

subtle	true
colour	Blue
title	CONDITIONAL

Defines the expiration date of the working order. Expiration Date is required when Duration Type is Good_Till_Date.

Required when DurationType = GOOD_TILL_DATE

manualInd

Manual Indicator

YesNoIndicator

NO
YES

Status

subtle	true
colour	Green
title	REQUIRED

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

Status

subtle	true
colour	Blue
title	CONDITIONAL

Price per lot for the order. Required for Limit and Stop_Limit orders

Required when Type IN (LIMIT, MARKET_TO_LIMIT, STOP, STOP_LIMIT)

qty

Order Quantity

Quantity

Status

subtle	true
colour	Green
title	REQUIRED

Total order size.

sideInd

Side Indicator

MarketSideIndicator

BUY
SELL

Status

subtle	true
colour	Green
title	REQUIRED

Indicates if message is for a buy or sell order.

stopPrice

Stop Price

Price

Status

subtle	true
colour	Blue
title	CONDITIONAL

Required for Stop and Stop_Limit orders. Designates the stop trigger price for the order.

Required when OrderType = STOP

type

Order Type

OrderType

LIMIT
MARKET
MARKET_TO_LIMIT
STOP
STOP_LIMIT

Status

subtle	true
colour	Green
title	REQUIRED

Order type. Permitted values are Limit, Market, Market_to_Limit, Stop and Stop_Limit.

entities Entities OrderEntities

instrument Instrument Instrument

Anchor
RequestOrderRequestMessage.payload[].entities
RequestOrderRequestMessage.payload[].entities
Order Entities - `OrderRequestMessage.payload[].entities`

Field Name Type Values Usage Description

customerAccountId

Customer Account Identifier

String

Status

subtle	true
colour	Green
title	REQUIRED

Customer account identifier.

executingFirmId

Executing Firm Identifier

String

Status

subtle	true
colour	Green
title	REQUIRED

Executing firm identifier.

Anchor
RequestOrderRequestMessage.payload[].instrument
RequestOrderRequestMessage.payload[].instrument
Instrument - `OrderRequestMessage.payload[].instrument`

Field Name Type Values Usage Description

symbol

Instrument Trading Symbol

String

Status

subtle	true
colour	Green
title	REQUIRED

CME Globex symbol for the instrument as defined in the Reference Data API in globexSymbol, and reflected in MDP3.0 tag 55-Symbol and iLink tag 107-SecurityDesc

Response - 201

Body

Anchor
Response201OrderResponseMessage
Response201OrderResponseMessage
Order Response Message - `OrderResponseMessage`

Field	Name	Type	Values	Usage	Description
`payload[]`	Payload	`Order`

Anchor
Response201OrderResponseMessage.payload[]
Response201OrderResponseMessage.payload[]
Order - `OrderResponseMessage.payload[]`

Field Name Type Values Usage Description

customerOrderId

Customer Order ID

String

Status

subtle	true
colour	Green
title	ALWAYS

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.

status

Status

OrderStatus

ACTIVE

Status

subtle	true
colour	Green
title	ALWAYS

Status of the submitted order.

venueOrderId

Venue Order ID

String

Status

subtle	true
colour	Green
title	ALWAYS

CME Globex-assigned assigned order identifier; unique across all iLink sessions and market segments.

entities Entities OrderEntities

Anchor
Response201OrderResponseMessage.payload[].entities
Response201OrderResponseMessage.payload[].entities
Order Entities - `OrderResponseMessage.payload[].entities`

Field Name Type Values Usage Description

customerOriginType

Customer Origin Type

OriginType

CUSTOMER
HOUSE

Status

subtle	true
colour	Green
title	ALWAYS

The Origin Type as defined in the user's CME Direct profile; Customer or House.

customerType

Customer Type

CustomerType

DEFAULT
MEMBER_OTHER_INDIVIDUAL
MEMBER_OTHER_MEMBER
MEMBER_OWN

Status

subtle	true
colour	Green
title	ALWAYS

The Customer Type as defined in the user's CME Direct profile; Default, Member Other Individual, Member Other Member or Member Own.

Response - 400

Body

Anchor
Response400ErrorResponseMessage
Response400ErrorResponseMessage
Error Response Message - `ErrorResponseMessage`

Field	Name	Type	Values	Usage	Description
`errors[]`	Errors	`Error`

Anchor
Response400ErrorResponseMessage.errors[]
Response400ErrorResponseMessage.errors[]
Error - `ErrorResponseMessage.errors[]`

Field Name Type Values Usage Description

code

Error Code

String

1
101
102
103
901
902
903
904
905
906
907
1003
1012
1013
1014
2013
2019
2046
2047
2051
2058
2059
2060
2061
2115
2130
2137
2179
2311
2500
2501
7000
7027
7029
7613

Status

subtle	true
colour	Green
title	ALWAYS

instance

Error Instance

String

Status

subtle	true
colour	Grey
title	OPTIONAL

message

Error Message

String

Status

subtle	true
colour	Green
title	ALWAYS

referenceIndex

Error Reference Index

Integer

Status

subtle	true
colour	Green
title	ALWAYS

Response - 401

Response - 500

Body

Anchor
Response500ErrorResponseMessage
Response500ErrorResponseMessage
Error Response Message - `ErrorResponseMessage`

Field	Name	Type	Values	Usage	Description
`errors[]`	Errors	`Error`

Anchor
Response500ErrorResponseMessage.errors[]
Response500ErrorResponseMessage.errors[]
Error - `ErrorResponseMessage.errors[]`

Field Name Type Values Usage Description

code

Error Code

String

1

Status

subtle	true
colour	Green
title	ALWAYS

instance

Error Instance

String

Status

subtle	true
colour	Grey
title	OPTIONAL

message

Error Message

String

Status

subtle	true
colour	Green
title	ALWAYS

referenceIndex

Error Reference Index

Integer

Status

subtle	true
colour	Green
title	ALWAYS

Versions Compared

Old Version 1

New Version Current

Key

Request

Parameters

Body

Anchor
RequestOrderRequestMessage
RequestOrderRequestMessage
Order Request Message - `OrderRequestMessage`

Anchor
RequestOrderRequestMessage.payload[]
RequestOrderRequestMessage.payload[]
Order - `OrderRequestMessage.payload[]`

Anchor
RequestOrderRequestMessage.payload[].entities
RequestOrderRequestMessage.payload[].entities
Order Entities - `OrderRequestMessage.payload[].entities`

Anchor
RequestOrderRequestMessage.payload[].instrument
RequestOrderRequestMessage.payload[].instrument
Instrument - `OrderRequestMessage.payload[].instrument`

Response - 201

Body

Anchor
Response201OrderResponseMessage
Response201OrderResponseMessage
Order Response Message - `OrderResponseMessage`

Anchor
Response201OrderResponseMessage.payload[]
Response201OrderResponseMessage.payload[]
Order - `OrderResponseMessage.payload[]`

Anchor
Response201OrderResponseMessage.payload[].entities
Response201OrderResponseMessage.payload[].entities
Order Entities - `OrderResponseMessage.payload[].entities`

Response - 400

Body

Anchor
Response400ErrorResponseMessage
Response400ErrorResponseMessage
Error Response Message - `ErrorResponseMessage`

Anchor
Response400ErrorResponseMessage.errors[]
Response400ErrorResponseMessage.errors[]
Error - `ErrorResponseMessage.errors[]`

Response - 401

Response - 500

Body

Anchor
Response500ErrorResponseMessage
Response500ErrorResponseMessage
Error Response Message - `ErrorResponseMessage`

Anchor
Response500ErrorResponseMessage.errors[]
Response500ErrorResponseMessage.errors[]
Error - `ErrorResponseMessage.errors[]`

Page Comparison

Versions Compared

Old Version 1

New Version Current

Key

Request

Parameters

Body

AnchorRequestOrderRequestMessageRequestOrderRequestMessageOrder Request Message - OrderRequestMessage

AnchorRequestOrderRequestMessage.payload[]RequestOrderRequestMessage.payload[]Order - OrderRequestMessage.payload[]

AnchorRequestOrderRequestMessage.payload[].entitiesRequestOrderRequestMessage.payload[].entitiesOrder Entities - OrderRequestMessage.payload[].entities

AnchorRequestOrderRequestMessage.payload[].instrumentRequestOrderRequestMessage.payload[].instrumentInstrument - OrderRequestMessage.payload[].instrument

Response - 201

Body

AnchorResponse201OrderResponseMessageResponse201OrderResponseMessageOrder Response Message - OrderResponseMessage

AnchorResponse201OrderResponseMessage.payload[]Response201OrderResponseMessage.payload[]Order - OrderResponseMessage.payload[]

AnchorResponse201OrderResponseMessage.payload[].entitiesResponse201OrderResponseMessage.payload[].entitiesOrder Entities - OrderResponseMessage.payload[].entities

Response - 400

Body

AnchorResponse400ErrorResponseMessageResponse400ErrorResponseMessageError Response Message - ErrorResponseMessage

AnchorResponse400ErrorResponseMessage.errors[]Response400ErrorResponseMessage.errors[]Error - ErrorResponseMessage.errors[]

Response - 401

Response - 500

Body

AnchorResponse500ErrorResponseMessageResponse500ErrorResponseMessageError Response Message - ErrorResponseMessage

AnchorResponse500ErrorResponseMessage.errors[]Response500ErrorResponseMessage.errors[]Error - ErrorResponseMessage.errors[]

Anchor
RequestOrderRequestMessage
RequestOrderRequestMessage
Order Request Message - `OrderRequestMessage`

Anchor
RequestOrderRequestMessage.payload[]
RequestOrderRequestMessage.payload[]
Order - `OrderRequestMessage.payload[]`

Anchor
RequestOrderRequestMessage.payload[].entities
RequestOrderRequestMessage.payload[].entities
Order Entities - `OrderRequestMessage.payload[].entities`

Anchor
RequestOrderRequestMessage.payload[].instrument
RequestOrderRequestMessage.payload[].instrument
Instrument - `OrderRequestMessage.payload[].instrument`

Anchor
Response201OrderResponseMessage
Response201OrderResponseMessage
Order Response Message - `OrderResponseMessage`

Anchor
Response201OrderResponseMessage.payload[]
Response201OrderResponseMessage.payload[]
Order - `OrderResponseMessage.payload[]`

Anchor
Response201OrderResponseMessage.payload[].entities
Response201OrderResponseMessage.payload[].entities
Order Entities - `OrderResponseMessage.payload[].entities`

Anchor
Response400ErrorResponseMessage
Response400ErrorResponseMessage
Error Response Message - `ErrorResponseMessage`

Anchor
Response400ErrorResponseMessage.errors[]
Response400ErrorResponseMessage.errors[]
Error - `ErrorResponseMessage.errors[]`

Anchor
Response500ErrorResponseMessage
Response500ErrorResponseMessage
Error Response Message - `ErrorResponseMessage`

Anchor
Response500ErrorResponseMessage.errors[]
Response500ErrorResponseMessage.errors[]
Error - `ErrorResponseMessage.errors[]`