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Order Status API - Get Order

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Request a working order by the CME Globex venue order ID.

URL /orders/{venueOrderId}
HTTP Method GET
Version 1.0.1
Content

Request

Parameters

Parameter Name Location Type Multi-ple Values Usage Description
CME-Application-Name Application Name Header String No REQUIRED

Name of the customer system that generated the message. Must match the system name as certified in AutoCert+ exactly.

CME-Application-Vendor Application Vendor Header String No REQUIRED

Name of the vendor who provided the customer system. For a proprietary system, use the firm name.

CME-Application-Version Application Version Header String No REQUIRED

Version identifier for the customer system.

CME-Request-ID Request ID Header String No REQUIRED

Identifier for the customer message.

CME-Transact-Time Transaction Time Header DateTime No Format:  yyyy-mm-ddThh:mm:ss.dZ OPTIONAL

Timestamp of when the message was sent from customer system.

venueOrderId Venue Order ID Path String No REQUIRED

Response - 200

Body

Order Response Message - OrderResponseMessage

Field Name Type Values Usage Description
payload[] Payload Order

Order - OrderResponseMessage.payload[]

Field Name Type Values Usage Description
customerOrderId Customer Order ID String

ALWAYS

Unique customer-assigned order identifier. Client system must maintain uniqueness of this value across all orders for the trading week (Sunday through Friday). Maximum allowed value is 20bytes.

displayQty Display Quantity Quantity

OPTIONAL

Maximum amount of quantity to be displayed in the order book at any given time. Default is the full order quantity. Can be any number between 1 and the value in Quantity.

durationType Duration Type OrderDurationType
  • DAY
  • FILL_AND_KILL
  • FILL_OR_KILL
  • GOOD_TILL_CANCEL
  • GOOD_TILL_DATE
ALWAYS

Defines how long the order will remain working. Day (current trading session) is the default. Customers may also use Good_Till_Cancel, Good_Till_Date, Fill_And_Kill and Fill_Or_Kill.

expirationDt Expiration Date Date

CONDITIONAL

Defines the expiration date of the working order. Expiration Date is required when Duration Type is Good_Till_Date.

  • Always when  DurationType IN (DAY, GOOD_TILL_DATE)
manualInd Manual Indicator YesNoIndicator
  • NO
  • YES
ALWAYS

Indicates if the message was generated by manual or automated trading logic. This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems.

maxShowQty Maximum Show Quantity Quantity

OPTIONAL

Maximum amount of quantity to be displayed in the order book at any given time. Default is the full order quantity. Can be any number between 1 and the value in Quantity.

price Price Price

CONDITIONAL

Price per lot for the order. Required for Limit and Stop_Limit orders.

  • Always when  Type NOT IN (MARKET, MARKET_TO_LIMIT)
qty Order Quantity Quantity

ALWAYS

Total order size.

sideInd Side Indicator MarketSideIndicator
  • BUY
  • SELL
ALWAYS

Indicates if order is to buy or sell.

status Order Status OrderStatus
  • ACTIVE
  • ACTIVE_MODIFIED
  • CANCELED
  • EXPIRED
  • MATCHED
  • PARTIAL
ALWAYS

Current status of the order.

stopPrice Stop Price Price

CONDITIONAL

Required for Stop and Stop_Limit orders. Identifies the stop trigger price for the order.

  • Always when  Type IN (STOP, STOP_LIMIT)
transactionTime Transaction Time DateTime

ALWAYS
type Order Type OrderType
  • LIMIT
  • MARKET
  • MARKET_TO_LIMIT
  • STOP
  • STOP_LIMIT
ALWAYS

Order type. Permitted values are Limit, Market, Market_to_Limit, Stop and Stop_Limit.

venueOrderId Venue Order Identifier String

ALWAYS

CME Globex-assigned assigned order identifier; unique across all iLink sessions and market segments for a trade date.

entities Entities OrderEntities
instrument Instrument Instrument

Order Entities - OrderResponseMessage.payload[].entities

Field Name Type Values Usage Description
customerAccountId Customer Account Identifier String

ALWAYS

Customer account identifier.

customerOriginType Customer Origin Type OriginType
  • CUSTOMER
  • HOUSE
ALWAYS

The Origin Type as defined in the user's CME Direct profile; Customer or House.

customerType Customer Type CustomerType
  • DEFAULT
  • MEMBER_OTHER_INDIVIDUAL
  • MEMBER_OTHER_MEMBER
  • MEMBER_OWN
ALWAYS

The Customer Type as defined in the user's CME Direct profile; Default, Member Other Individual, Member Other Member or Member Own.

Instrument - OrderResponseMessage.payload[].instrument

Field Name Type Values Usage Description
symbol Instrument Trading Symbol String

ALWAYS

CME Globex symbol for the instrument as defined in the Reference Data API in globexSymbol, and reflected in MDP3.0 tag 55-Symbol and iLink tag 107-SecurityDesc.

Response - 400

Body

Error Response Message - ErrorResponseMessage

Field Name Type Values Usage Description
errors[] Errors Error

Error - ErrorResponseMessage.errors[]

Field Name Type Values Usage Description
code Error Code String ALWAYS
instance Error Instance String

OPTIONAL
message Error Message String

ALWAYS
referenceIndex Error Reference Index Integer

ALWAYS

Response - 401

Response - 404

Response - 500

Body

Error Response Message - ErrorResponseMessage

Field Name Type Values Usage Description
errors[] Errors Error

Error - ErrorResponseMessage.errors[]

Field Name Type Values Usage Description
code Error Code String ALWAYS
instance Error Instance String

OPTIONAL
message Error Message String

ALWAYS
referenceIndex Error Reference Index Integer

ALWAYS
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