This section provides messaging examples for CME Market Data Over Websocket WebSocket API.
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Example 1 - Login Authenticated
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In this example, a client system is using market data subscription filters to filter by month/year (periodCodes ) and message type (spreadReportTypes).
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{
"header":
{
"messageType": "SUBSCRIBE",
"sentTime": "2022-12-13T15:25:56.600000000Z",
"version": "1.0",
"requestId": 1477
},
"payload":
{
"subscriptionMessageTypes":
[
"TOB","TRD","STAT"
],
"subscriptions":
[
{
"productType": "OOF",
"productCode": "E1C",
"periodCodes": ["202409", "202409w1"]
"spreadReportTypes":
[
"OUTRIGHT"
]
}
]
}
} |
Example 4 - Multiple Top of Book and Trade Subscriptions
In this example, a client system successfully subscribes to multiple products.
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