CME Smart Stream Websockets - FX Tape - Subscription

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

Field

Name

Data Type

Values

Usage

Description

header

 

→ messageType

Message Type

string

  • SUBSCRIBE 
    (SUBSCRIBE)

  • UNSUBSCRIBE 
    (UNSUBSCRIBE)

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

  • 1.0 (1.0)

OPTIONAL

 

payload[]

 

→ subscriptionMessageTypes

Subscription Message Types

string

  • FX_TAPE

REQUIRED

 

→ subscriptions[]

 

→ → productCode

Instrument Product Code

string

  • EURUSD

  • USDCHF

  • GBPUSD

  • AUDUSD

  • NZDUSD

  • USDJPY

  • USDCAD

  • USDMXN

  • USDZAR

  • USDCNH

 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

Field

Name

Data Type

Values

Presence

Description

header

 

→ messageType

Message Type

string

  • SUBSCRIPTION_ERROR 
    (Subscription Error)

  • SUBSCRIPTION_STATUS
    (Subscription)

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

  • 1.0 (1.0)

ALWAYS

 

payload

 

→ status

payload status

string

  • SUBSCRIBED 
    (Subscribed)

  • UNSUBSCRIBED 
    (Unsubscribed)

ALWAYS

Denotes the subscription status.

→ subscriptionMessageTypes[]

Subscription Message Types

string

  • FX_TAPE

ALWAYS

 

→ subscriptions[]

 

→ → productCode

Instrument Product Code

string

  • EURUSD

  • USDCHF

  • GBPUSD

  • AUDUSD

  • NZDUSD

  • USDJPY

  • USDCAD

  • USDMXN

  • USDZAR

  • USDCNH

OPTIONAL

String field that indicates the currency pairs; i.e., EURUSD

→ → productType

Product Type

string

  • FX

OPTIONAL

 

Output - Subscription Error

The following are server response to Subscription Errors:

Field

Name

Data Type

Values

Presence

Description

Field

Name

Data Type

Values

Presence

Description

errors[]

 

→ code

Error Code

string

  • ERROR_400 (ERROR_400)

  • ERROR_401 (ERROR_401)

  • ERROR_403 (ERROR_403)

ALWAYS

 

→ message

Error Message

string

 

ALWAYS

 

→ referenceIndex

Reference Index

int32

 

ALWAYS

 

header

 

→ messageType

Message Type

string

  • SUBSCRIPTION_ERROR 
    (Login Status)

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

  • 1.0 (1.0)

ALWAYS

 

payload

 

→ subscriptionMessageTypes[]

Subscription Message Types

string

  • FX_TAPE

ALWAYS

 




How was your Client Systems Wiki Experience? Submit Feedback

Copyright © 2024 CME Group Inc. All rights reserved.