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. |
customerAccountId
|
Customer Account Identifier | Query |
String
|
Yes | OPTIONAL | ||
customerOrderId
|
Customer Order Identifier | Query |
String
|
Yes | OPTIONAL | ||
endTime
|
End Time | Query |
DateTime
|
No | Format:
yyyy-mm-ddThh:mm:ss.dZ
|
OPTIONAL | |
startTime
|
Start Time | Query |
DateTime
|
No | Format:
yyyy-mm-ddThh:mm:ss.dZ
|
OPTIONAL | |
symbol
|
Symbol | Query |
String
|
Yes | OPTIONAL | ||
venueOrderId
|
Venue Order Identifier | Query |
String
|
Yes | OPTIONAL |
Response - 200
Body
Trade Response Message -
TradeResponseMessage
| Field | Name | Type | Values | Usage | Description |
|---|---|---|---|---|---|
payload[]
|
Payload |
Trade
|
|||
Trade -
TradeResponseMessage.payload[]
| Field | Name | Type | Values | Usage | Description |
|---|---|---|---|---|---|
executionTime
|
Execution Time |
DateTime
|
ALWAYS | ||
tradeDt
|
Trade Date |
Date
|
ALWAYS |
Business trade date. |
|
venueTradeSeq
|
Venue Trade Sequence |
String
|
ALWAYS |
CME Globex trade sequence number?? |
|
instrument
|
Instrument |
Instrument
|
|||
sides[]
|
Sides |
TradeSide
|
|||
Instrument -
TradeResponseMessage.payload[].instrument
| Field | Name | Type | Values | Usage | Description |
|---|---|---|---|---|---|
exchangeMic
|
Exchange MIC |
String
|
ALWAYS |
CME Globex exchange identifier as defined in the CME Reference Data API in "exchangeGlobex" and reflected in MDP 3.0 Security Definition messages in tag 207-SecurityExchange. |
|
id
|
ID |
String
|
ALWAYS |
? Unique integer identifier for instrument on CME Globex as defined in CME Reference Data API in "globexSecurityId"" and reflected in MDP 3.0 Security Definition messages in tag 48-SecurityID. ? |
|
symbol
|
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 |
Trade Side -
TradeResponseMessage.payload[].sides[]
| Field | Name | Type | Values | Usage | Description |
|---|---|---|---|---|---|
price
|
Price |
Price
|
ALWAYS |
Price per lot for the order. |
|
qty
|
Quantity |
Quantity
|
ALWAYS |
Total order size. |
|
sideInd
|
Side Indicator |
MarketSideIndicator
|
|
ALWAYS |
Indicates if order is to buy or sell. |
spreadType
|
Spread Type |
SpreadType
|
|
ALWAYS |
Spread type indicator as defined in CME Reference Data API in "strategyType" and reflected in the MDP 3.0 Security Definition messages in tag 762-SecuritySubType. |
venueExecutionId
|
Venue Execution ID |
String
|
ALWAYS |
CME Globex execution ID for traded orders. |
|
entities
|
Entities |
TradeSideEntities
|
|||
order
|
Order |
Order
|
|||
Trade Side Entities -
TradeResponseMessage.payload[].sides[].entities
| Field | Name | Type | Values | Usage | Description |
|---|---|---|---|---|---|
executingFirmId
|
Executing Firm ID |
String
|
ALWAYS |
CME Globex executing firm identifier. |
Order -
TradeResponseMessage.payload[].sides[].order
| 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. |
|
remainingQty
|
Remaining Quantity |
Quantity
|
ALWAYS |
Order quantity currently resting on the book. |
|
status
|
Status |
OrderStatus
|
|
ALWAYS |
Current status of the order. |
venueOrderId
|
Venue Order ID |
String
|
ALWAYS |
CME Globex-assigned assigned order identifier; unique across all iLink sessions and market segments. |
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 |