Name | Abbr | Datatype | Description | Enumerations |
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Request ID | ReqID | String | Required identifier for the trade query or subscription request. Will be echoed back on the response. |
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Trade ID | TrdID | String | Used to query for a specific Trade ID (TrdID). |
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Secondary Trade ID | TrdID2 | String | Used to query for a specific Secondary Trade ID (TrdID2). |
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Request Type | ReqTyp | int | Required. The type of trade request. The first query or subscription must specify matched trades (1). Subsequent requests for a query or subscription must specify unreported trades (3). | - 1 - Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.)
- 3 - Unreported trades that match criteria
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Subscription Request Type | SubReqTyp | char | Required. Used to differentiate between a Snapshot (0) e.g. a single query for trade state at a specific point in time, or a Snapshot + Updates (1), e.g. a subscription, which is an ongoing request for trades matching the subscription criteria. | - 0 - Snapshot
- 1 - Snapshot + Updates (Subscribe)
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Client Order ID | ClOrdID | String | Used to query for a specific Client Order ID (ClOrdID). |
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Clear Date | BizDt | LocalMktDate | Limits the subscription or query to a specific clearing business date. |
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Multi Leg Reporting Type | MLegRptTyp | char | Required. Used to indicate if trades are to be returned for the individual legs of a multi-leg instrument (2) or for the overall instrument (3). Multi-leg (3) subscriptions may not return all trades on Covered UDS instruments. Trades that do not include futures allocations are only available via Individual leg (2) subscription. | - 2 - Individual leg of a multi-leg security
- 3 - Multi-leg security
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Input Source | InptSrc | String | Used to limit queries and subscriptions to a specific trade input source. | - 'CPC' (CME ClearPort Clearing)
- 'CXPIT' (COMEX Trading Floor)
- 'GLBX' (CME Globex)
- 'NXPIT' (NYMEX Trading Floor)
- 'PCBOT' (CBOT Trading Floor and CBOT Transfers)
'FIRM'
Other values may be added without prior notice. |
Start Time | StartTm | UTCTimestamp | Indicates the starting time of the subscription or query. For a subscription, the default is to start at the current time. When entering the UTC timestamp client systems should always include the timezone offset (ex. StartTm="2024-07-24T10:35:00-05:00"). This field is required for a query. |
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End Time | EndTm | UTCTimestamp | Indicates the ending time of the query. |
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StandardHeader | Hdr |
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→ Sender ID | SID | String | Identifies the entity which is sending the message. |
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→ Target ID | TID | String | Set to CME |
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→ MsgSeqNum | SeqNum | SeqNum | Can be embedded within encrypted data section. |
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→ Sender Qualifier | SSub | String | Assigned value used to identify specific message originator (user, etc.) |
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→ Target Qualifier | TSub | String | Set to STP |
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Parties (repeating) | Pty |
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→ Party ID | ID | String | Used to identify the Party that is the subject of the subscription or query. Multiple Parties may be specified. Each Party ID must be in a separate Party (Pty) element. |
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→ Party Role | R | int | Indicates the type or role of the Party that is the subject of the subscription or query. Exactly one Party Role must be specified. | - 7 - Trading (Entering) Firm
- 30 - Inter Dealer Broker
- 49 - Asset Manager
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Instrument | Instrmt |
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→ Product Code | ID | String | Used to limit a subscription or query to a specific CME product, e.g. CL. |
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→ Security Type | SecTyp | String | Used to limit a subscription or query to a specific type of security. | - FRA - Forward Rate Agreement
- FUT - Future
- FWD - Forward
- IRS - Interest Rate Swap
- MLEG - Multi Leg (Combo)
- OPT - Option
- SWAPTION - Swaption
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→ Product Exchange | Exch | Exchange | Used to limit a subscription or query to a specific listing exchange. Required if Security ID is specified. | - CBT - Chicago Board of Trade
- CEE - Stock Exchange Group
- CME - Chicago Mercantile Exchange
- COMEX - Commodities Exchange, Inc
- DME - Gulf Mercantile Exchange
- IFUS - Intercontinental Exchange
- NGXC - Natural Gas Exchange
- NODX - Nodal
- NYMEX - New York Mercantile Exchange
- NYMSW - CME Swaps - NYMEX
- VMAC - VMAC
- XNAS - Nasdaq
- XXXX - OTC Trades
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TrdCapDtGrp (repeating) | TrdCapDt |
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→ Trade Date | TrdDt | LocalMktDate | Limits the subscription or query to a specific trade date. Only one date may be specified. |
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