CME GC Allocator API - Message Specification - Get Collateral

Request a collateral allocation by its GUID. Results will be limited to active trades, and trades which have ended within the last 7 calendar days.

URL	`/collateral/{collateralGuid}`
HTTP Method	`GET`
Version	1.0.30

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.
`collateralGuid`	Collateral GUID	Path	`String`	No		REQUIRED

Response - 200

Body

Collateral Response Message - `CollateralResponseMessage`

Field	Name	Type	Values	Usage	Description
`payload[]`	Payload	`Collateral`

Collateral - `CollateralResponseMessage.payload[]`

Field	Name	Type	Values	Usage	Description
`accruedInterestAmt`	Accrued Interest Amount	`Decimal`		CONDITIONAL	Always when `Status = SUBSTITUTED`
`cleanPrice`	Clean Price	`Price`		ALWAYS
`collateralGuid`	Collateral GUID	`String`		ALWAYS
`dealId`	Deal ID	`String`		ALWAYS
`dirtyPrice`	Dirty Price	`Price`		ALWAYS
`endCash`	End Cash	`Decimal`		CONDITIONAL	Not present for EONIA repos.
`lastUpdateTime`	Last Update Time	`DateTime`	Format: `yyyy-mm-ddThh:mm:ss.dZ`	ALWAYS
`notificationQty`	Notification Quantity	`Integer`		CONDITIONAL	Aggregate quantity of all remaining, unfilled notifications on this allocation Always when `NotificationQuantity <> 0`
`originalCollateralGuid`	Original Collateral GUID	`String`		CONDITIONAL	Always when `SubstitutionIndicator = SUBSTITUTION` Always when `SubstitutionIndicator = REMAINDER`
`originalTransactionTime`	Original Transaction Time	`DateTime`	Format: `yyyy-mm-ddThh:mm:ss.dZ`	ALWAYS
`originalVenueCollateralNbr`	Original Venue Collateral Number	`String`		CONDITIONAL	Always when `SubstitutionIndicator = SUBSTITUTION` Always when `SubstitutionIndicator = REMAINDER`
`qty`	Quantity	`Quantity`		ALWAYS
`sideGuid`	Side GUID	`String`		ALWAYS
`sideInd`	Side Indicator	`MarketSideIndicator`	`BUY` `SELL`	ALWAYS
`startCash`	Start Cash	`Decimal`		ALWAYS
`status`	Collateral Status	`CollateralStatus`	`ACTIVE` `CANCELED` `SUBSTITUTED`	ALWAYS
`substitutionInd`	Substitution Indicator	`SubstitutionIndicator`	`ORIGINAL` `REMAINDER` `SUBSTITUTION`	ALWAYS
`substitutionsRemainingCnt`	Substitutions Remaining Count	`Integer`		ALWAYS
`tradeId`	Trade ID	`String`		ALWAYS
`transactionTime`	Transaction Time	`DateTime`	Format: `yyyy-mm-ddThh:mm:ss.dZ`	ALWAYS
`venueCollateralNbr`	Venue Collateral ID	`String`		ALWAYS
`entities`	Entities	`TradeSideEntities`
`generalCollateralInstrument`	General Collateral Instrument	`Instrument`
`instrument`	Instrument	`Instrument`

Trade Side Entities - `CollateralResponseMessage.payload[].entities`

Field	Name	Type	Usage	Description
`enteringTraderId`	Entering Trader ID	`String`	ALWAYS
`executingFirmId`	Executing Firm ID	`String`	ALWAYS
`oppositeFirmId`	Opposite Firm ID	`String`	CONDITIONAL	Always when `BilateralIndicator = YES`

Instrument - `CollateralResponseMessage.payload[].generalCollateralInstrument`

Field	Name	Type	Values	Usage	Description
`clearingOrganizationId`	Clearing Organization ID	`String`		CONDITIONAL	Always when `BilateralIndicator = NO`
`cusip`	CUSIP	`String`		CONDITIONAL	Only present on US securities.
`exchangeId`	Exchange ID	`String`		ALWAYS
`guid`	GUID	`String`		ALWAYS
`isin`	ISIN	`String`		CONDITIONAL	Only present on non-US securities.
`longName`	LongName	`String`		ALWAYS
`priceSource`	Price Source	`PriceSource`	`CLEAN` `DIRTY`	ALWAYS	Price applied for the cash flow valuation
`symbol`	Symbol	`String`		ALWAYS

Instrument - `CollateralResponseMessage.payload[].instrument`

Field	Name	Type	Values	Usage	Description
`cusip`	CUSIP	`String`		CONDITIONAL	Only present on US securities.
`guid`	GUID	`String`		ALWAYS
`isin`	ISIN	`String`		CONDITIONAL	Only present on non-US securities.
`longName`	Long Name	`String`		ALWAYS
`productType`	Product Type	`ProductType`	`BOND` `EUSOV` `EUSUP` `TB` `TBA` `TINT` `TIPS` `SOV` `SUPRA` `TBILL` `TBOND` `TNOTE`	ALWAYS

Request

Parameters

Response - 200

Body

Collateral Response Message - `CollateralResponseMessage`

Collateral - `CollateralResponseMessage.payload[]`

Trade Side Entities - `CollateralResponseMessage.payload[].entities`

Instrument - `CollateralResponseMessage.payload[].generalCollateralInstrument`

Instrument - `CollateralResponseMessage.payload[].instrument`

Response - 401

Response - 404

CME GC Allocator API - Message Specification - Get Collateral

Request

Parameters

Response - 200

Body

Collateral Response Message - CollateralResponseMessage

Collateral - CollateralResponseMessage.payload[]

Trade Side Entities - CollateralResponseMessage.payload[].entities

Instrument - CollateralResponseMessage.payload[].generalCollateralInstrument

Instrument - CollateralResponseMessage.payload[].instrument

Response - 401

Response - 404

Collateral Response Message - `CollateralResponseMessage`

Collateral - `CollateralResponseMessage.payload[]`

Trade Side Entities - `CollateralResponseMessage.payload[].entities`

Instrument - `CollateralResponseMessage.payload[].generalCollateralInstrument`

Instrument - `CollateralResponseMessage.payload[].instrument`