| Excerpt | ||
|---|---|---|
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Use this API to enter, modify and cancel orders and to create User Defined Spreads for the CME Globex platform for central limit order book trading. |
Web Service Summary
| HTTPS RESTful Web Service | Web Socket | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Name | Path | Method | Message | Description | ||||||||
| Establish Websocket connection | /order/events | GET | Initiation Web socket connections to the Order Entry Service with capability to configure Cancel on Disconnect preferences for the session. | Submit Order | /order/new | POST | Submit a new order. | |||||
| Cancel Order | /order/cancel | PUT | Cancel a working order by the Venue Order ID and/or Customer Order ID. | |||||||||
| Update Order | /order/update | PUT | Update a working order by the Venue Order ID and/or Customer Order ID. | |||||||||
| Get Order Status | /order/status | POST | Get order status for single (or multiple) working order(s). | |||||||||
| Search for Trades | /trades/search | POST | Request a trade record using custom criteria. Based on query parameters, one or more trades may be returned. | |||||||||
| Mass Order Cancel | /order/cancel-mass | PUT | Submit mass order cancel request. | |||||||||
| Create Instrument | /instruments | POST | Submit request to create User Defined Spreads (UDS). | |||||||||
| Submit Request For Quote | /quotes/new | POST | Solicit a quote on an instrument. | Applicable only to Web Socket connections. Heartbeat is sent by the server every 5 seconds. No Heartbeat requirement from the client system. | Applicable only to Web Socket connections. Asynchronous order status message indicating order expiry. | Applicable only to Web Socket connections. Asynchronous order message indication fills. | Business reject is sent when inbound client message fails business logic. | |||||
| Establish Websocket connection | /order/events | GET | Initiation Web socket connections to the Order Entry Service with capability to configure Cancel on Disconnect preferences for the session. | |||||||||
Message Service Summary
| Name | Description |
|---|---|
| Business Reject | |
| Cancel Order | |
| Create Instrument | |
| Get order Status | |
| Heartbeat | |
| Mass Order Cancel | |
| Order Expired | |
| Search For Trades | |
| Submit Order | |
| Submit Request For Quote | |
| Trade Fill | |
| Update Order |
Other Resources
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