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 | ||
CME-Transact-Time
|
Transaction Time | Header |
DateTime
|
No | Format:
yyyy-mm-ddThh:mm:ss.dZ
|
REQUIRED | |
venueOrderId
|
Venue Order ID | Path |
String
|
No | REQUIRED |
Body
Order Request Message -
OrderRequestMessage
| Field | Name | Type | Values | Usage | Description |
|---|---|---|---|---|---|
payload[]
|
Payload |
Order
|
|||
Order -
OrderRequestMessage.payload[]
| Field | Name | Type | Values | Usage | Description |
|---|---|---|---|---|---|
customerOrderId
|
Customer Order ID |
String
|
REQUIRED |
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.
This field can only be changed if the display quantity is set on the initial order. |
|
manualInd
|
Manual Indicator |
YesNoIndicator
|
|
REQUIRED |
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. |
price
|
Price |
Price
|
OPTIONAL |
Price per lot for the order. Required for Limit and Stop_Limit orders |
|
qty
|
Order Quantity |
Quantity
|
OPTIONAL |
Total order size. |
Response - 204
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 |