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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.

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Fields

Ref

Field

NameData TypeValuesUsageDescription
1header
2→ messageTypeMessage TypeString
  • SUBSCRIBE SUBSCRIBE (SUBSCRIBE)
  • UNSUBSCRIBE UNSUBSCRIBE (UNSUBSCRIBE)
REQUIRED

Denotes login message

3→ requestIdRequest IDInteger
OPTIONAL

Client-originated ID reflected in response message

4→ sentTimeSent TimestampTimestamp
OPTIONAL

CME MDP gateway sends the message (UTC).

5→ versionAPI VersionString
  • 1.0 0 (1.0)
OPTIONAL
6payload
7→ subscriptionMessageTypes[]Subscription Message TypesString
  • STAT STAT (Statistics)
  • TOB TOB (Top of Book)
  • TRD TRD (Trade Summary)

REQUIRED


8→ subscriptions[]
9→ → productCodeInstrument Product CodeString
REQUIRED

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

10→ → productTypeProduct TypeString
  • FUT FUT (Future)
  • OOF (Option)
REQUIRED
11→ → periodCodesPeriod codesString
  • 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→ → spreadReportTypesSpread Report TypesString
  • 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

RefFieldNameData TypeValuesUsageDescription
1header
2→ messageTypeMessage Typestring
  • SUBSCRIPTION_ERROR ERROR (Subscription Error)
  • SUBSCRIPTION_STATUS STATUS (Subscription)
ALWAYS

Denotes trade summary message.

3→ requestIdRequest IDint32
ALWAYS

Client-originated ID reflected in response message

4→ sentTimeSent Timestamptimestamp
OPTIONAL

CME MDP gateway sends the message (UTC).

5→ sequenceNumbersequenceNumberstring
ALWAYS
6→ versionAPI Versionstring
  • 1.0 0 (1.0)
ALWAYS
7payload
8→ statuspayload statusstring
  • SUBSCRIBED SUBSCRIBED (Subscribed)
  • UNSUBSCRIBED UNSUBSCRIBED (Unsubscribed)
ALWAYS

denotes the subscription status

9→ subscriptionMessageTypes[]Subscription Message Typesstring
  • STAT STAT (Statistics)
  • TOB TOB (Top of Book)
  • TRD TRD (Trade Summary)
ALWAYS
10→ subscriptions[]
11→ → productCodeInstrument Product Codestring
ALWAYS

String field that indicates the underlying asset code (Product Code). Example: GE (EurodollarsSR1 (One-Month SOFR futures), ES (E-MinisMini S&P futures).

12→ → productTypeProduct Typestring
  • FUT FUT (Future)
  • OOF OOF (Option)OPT
  •  OPT (Option)
ALWAYS

Output - Subscription Error

Server response to Subscription Errors

Fields

RefFieldNameData TypeValuesUsageDescription
1errors[]
2→ codeError Codestring
  • ERROR_400 400 (ERROR_400)
  • ERROR_401 401 (ERROR_401)
  • ERROR_403 403 (ERROR_403)
ALWAYS
3→ messageError Messagestring
ALWAYS
4→ referenceIndexReference Indexint32
ALWAYS
5header
6→ messageTypeMessage Typestring
  • SUBSCRIPTION_ERROR ERROR (Login Status)
ALWAYS

Denotes trade summary message.

7→ requestIdRequest IDint32
OPTIONAL

Client-originated ID reflected in response message

8→ sentTimeSent Timestamptimestamp
OPTIONAL

CME MDP gateway sends the message (UTC).

9→ sequenceNumbersequenceNumberstring
ALWAYS
10→ versionAPI Versionstring
  • 1.0 0 (1.0)
ALWAYS
11payload
12→ subscriptionMessageTypes[]Subscription Message Typesstring
  • STAT STAT (Statistics)
  • TOB TOB (Top of Book)
  • TRD TRD (Trade Summary)
ALWAYS