Input - Subscription Request

Initiated by authenticated customer. Request to subscribe to a product (multiple products) or filter subscriptions by providing a list of related instrument symbols.

Fields

Ref	Field	Name	Data Type	Values	Usage	Description
1	header
2	→ messageType	Message Type	String	SUBSCRIBE (SUBSCRIBE) UNSUBSCRIBE (UNSUBSCRIBE)	REQUIRED	Denotes login message
3	→ requestId	Request ID	Integer		OPTIONAL	Client-originated ID reflected in response message
4	→ sentTime	Sent Timestamp	Timestamp		OPTIONAL	CME MDP gateway sends the message (UTC).
5	→ version	API Version	String	1.0 (1.0)	OPTIONAL
6	payload
7	→ subscriptionMessageTypes[]	Subscription Message Types	String	STAT (Statistics) TOB (Top of Book) TRD (Trade Summary)	REQUIRED
8	→ subscriptions[]
9	→ → productCode	Instrument Product Code	String		REQUIRED	String field that indicates the underlying asset code (Product Code). Example: GE (Eurodollars), ES (E-Minis).
10	→ → productType	Product Type	String	FUT (Future) OOF (Option)	REQUIRED
11	→ → periodCodes	Period codes	String	YYYYMM YYYYMMw[1-5]	OPTIONAL	Subscription request filter. Used to target specific contract periods. Monthly (YYYYMM), weekly (YYYYMMw[1-5) Please note the lowercase w for weeklies.
12	→ → spreadReportTypes	Spread Report Types	String	OUTRIGHT SPREADS	OPTIONAL	Subscription request filter. Used to target specific spread report types.

Output - Subscription Status

SmartStream response to customer Subscribe and Unsubscribe requests

Fields

Ref	Field	Name	Data Type	Values	Usage	Description
1	header
2	→ messageType	Message Type	string	SUBSCRIPTION_ERROR (Subscription Error) SUBSCRIPTION_STATUS (Subscription)	ALWAYS	Denotes trade summary message.
3	→ requestId	Request ID	int32		ALWAYS	Client-originated ID reflected in response message
4	→ sentTime	Sent Timestamp	timestamp		OPTIONAL	CME MDP gateway sends the message (UTC).
5	→ sequenceNumber	sequenceNumber	string		ALWAYS
6	→ version	API Version	string	1.0 (1.0)	ALWAYS
7	payload
8	→ status	payload status	string	SUBSCRIBED (Subscribed) UNSUBSCRIBED (Unsubscribed)	ALWAYS	denotes the subscription status
9	→ subscriptionMessageTypes[]	Subscription Message Types	string	STAT (Statistics) TOB (Top of Book) TRD (Trade Summary)	ALWAYS
10	→ subscriptions[]
11	→ → productCode	Instrument Product Code	string		ALWAYS	String field that indicates the underlying asset code (Product Code). Example: SR1 (One-Month SOFR futures), ES (E-Mini S&P futures).
12	→ → productType	Product Type	string	FUT (Future) OOF (Option) OPT (Option)	ALWAYS

Output - Subscription Error

Server response to Subscription Errors

Fields

Ref	Field	Name	Data Type	Values	Usage	Description
1	errors[]
2	→ code	Error Code	string	ERROR_400 (ERROR_400) ERROR_401 (ERROR_401) ERROR_403 (ERROR_403)	ALWAYS
3	→ message	Error Message	string		ALWAYS
4	→ referenceIndex	Reference Index	int32		ALWAYS
5	header
6	→ messageType	Message Type	string	SUBSCRIPTION_ERROR (Login Status)	ALWAYS	Denotes trade summary message.
7	→ requestId	Request ID	int32		OPTIONAL	Client-originated ID reflected in response message
8	→ sentTime	Sent Timestamp	timestamp		OPTIONAL	CME MDP gateway sends the message (UTC).
9	→ sequenceNumber	sequenceNumber	string		ALWAYS
10	→ version	API Version	string	1.0 (1.0)	ALWAYS
11	payload
12	→ subscriptionMessageTypes[]	Subscription Message Types	string	STAT (Statistics) TOB (Top of Book) TRD (Trade Summary)	ALWAYS

CME Smart Stream Websockets - Subscription

Input - Subscription Request

Output - Subscription Status

Output - Subscription Error