CME Globex Order Entry Web Service APIs
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Table of Contents
Revision History
| Date | Description |
|---|---|
| October 30, 2024 | Key Events and Dates Production date updated to "To Be Announced". |
| April 22, 2024 | Updated Message Spec table |
| April 1, 2024 | Updated Key Events and Request Throttles |
| March 27, 2024 | Updated Production Milestone Date |
| February 21,2024 | Updated Web Socket API table |
| December 14, 2023 | Added FAK/FOK and Stop Order content |
| November 28, 2023 | Message Specification Websocket Connection update |
| November 27, 2023 | Updated Product and Instrument Referential Data section |
| October 30, 2023 | Initial Release |
Key Events and Dates
| Date | Milestone |
|---|---|
| Available Now | New Release |
| Available Now | AutoCert+ |
| To Be Announced | Production |
Testing and Certification
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Contact Certification Support for Electronic Trading (CSET) for assistance with testing and certification.
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The below Endpoints are available to request and refresh access tokens in the New Release and Production environments.
| OAuth 2.0 Authorization Server Endpoints | ||
|---|---|---|
| Detail | New Release | Production |
| OAuth Token Endpoint | https://authnr.cmegroup.com/as/token.oauth2 | https://auth.cmegroup.com/as/token.oauth2 |
| Info |
|---|
Tokens will expire after 30 minutes. |
Connectivity Methods
Once clients have completed onboarding and granted entitlements they can access the OE APIs. OE APIs support the following API protocols:
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- The value from the Path column with environment specific Base URL prefix will be a specific end point for the HTTPS call.
- Each HTTPS call must have the header parameter "Authorization" with value "Bearer" pre-pended to the OAuth token (including a space separator).
example: "Bearer <Oauth Access token>"
| Environment | Base URL |
|---|---|
| New Release | https://markets.api.uat.cmegroup.com/orderentry/v2 |
| Production | https://markets.api.cmegroup.com/orderentry/v2 |
Web Socket API
- Web Socket Initiation must have the header parameter "Authorization" with value "Bearer" pre-pended to the OAuth token (including a space separator).
example: "Bearer <Oauth Access token>"
| Environment | Base URL |
|---|---|
| AutoCert+ Certification | wss://markets.api.uat.cmegroup.com/autocert/orderentry |
| New Release | wss://markets.api.uat.cmegroup.com/orderentry/v2 |
| Production | wss://markets.api.cmegroup.com/orderentry/v2 |
Message Specifications
The business message specifications for CME OE APIs are available at Order Entry API V2
| HTTPS RESTful Web Service | Web Socket | |||
|---|---|---|---|---|
| Name | Path | Method | Message | Description |
| Establish Websocket connection | /order/events | GET | Establish Websocket connections to the Order Entry Service with capability to configure Cancel on Disconnect preferences for the session. Cancel on Disconnect will not be enabled when no parameters are provided on connect All required parameters need to be provided to enable Cancel on Disconnect functionality. | |
| 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 new tradeable instrument request | |
| 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. | ||||
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