CME Smart Stream Websockets - FX Tape - Subscription
Contents
Input - Subscription Request
These are fields for messages when authenticated customer requests to subscribe to a product.
Field | Name | Data Type | Values | Usage | Description |
|---|---|---|---|---|---|
header |
| ||||
→ messageType | Message Type | string |
| REQUIRED | Denotes login message. |
→ requestId | Request ID | integer |
| OPTIONAL | Client-originated ID reflected in response message. |
→ sentTime | Sent Timestamp | timestamp |
| OPTIONAL | Time is represented in UTC. |
→ version | API Version | string |
| OPTIONAL |
|
payload[] |
| ||||
→ subscriptionMessageTypes | Subscription Message Types | string |
| REQUIRED |
|
→ subscriptions[] |
| ||||
→ → productCode | Instrument Product Code | string |
| OPTIONAL | String field that indicates the currency pair example: EURUSD |
→ → productType | Product Type | string | FX | OPTIONAL |
|
Output - Subscription Status
SmartStream response to customer Subscribe and Unsubscribe requests
Field | Name | Data Type | Values | Presence | Description |
|---|---|---|---|---|---|
header |
| ||||
→ messageType | Message Type | string |
| ALWAYS | Denotes trade summary message. |
→ requestId | Request ID | int32 |
| ALWAYS | Client-originated ID reflected in response message. |
→ sentTime | Sent Timestamp | timestamp |
| OPTIONAL | CME MDP gateway sends the message (UTC). |
→ sequenceNumber | sequenceNumber | string |
| ALWAYS |
|
→ version | API Version | string |
| ALWAYS |
|
payload |
| ||||
→ status | payload status | string |
| ALWAYS | Denotes the subscription status. |
→ subscriptionMessageTypes[] | Subscription Message Types | string |
| ALWAYS |
|
→ subscriptions[] |
| ||||
→ → productCode | Instrument Product Code | string |
| OPTIONAL | String field that indicates the currency pairs; i.e., EURUSD |
→ → productType | Product Type | string |
| OPTIONAL |
|
Output - Subscription Error
The following are server response to Subscription Errors:
Field | Name | Data Type | Values | Presence | Description |
|---|---|---|---|---|---|
errors[] |
| ||||
→ code | Error Code | string |
| ALWAYS |
|
→ message | Error Message | string |
| ALWAYS |
|
→ referenceIndex | Reference Index | int32 |
| ALWAYS |
|
header |
| ||||
→ messageType | Message Type | string |
| ALWAYS | Denotes FX Tape message. |
→ requestId | Request ID | int32 |
| OPTIONAL | Client-originated ID reflected in response message. |
→ sentTime | Sent Timestamp | timestamp |
| OPTIONAL | CME MDP gateway sends the message (UTC). |
→ sequenceNumber | sequenceNumber | string |
| ALWAYS |
|
→ version | API Version | string |
| ALWAYS |
|
payload |
| ||||
→ subscriptionMessageTypes[] | Subscription Message Types | string |
| ALWAYS |
|