CME GC Allocation API - Message Specification - Search for Trades

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.

sideGuid

Side GUID

Query

String

No

OPTIONAL

dealId

Deal ID

Query

String

No

OPTIONAL

tradeId

Trade ID

Query

String

No

OPTIONAL

startPrice

Start Price

Query

Price

No

OPTIONAL

endPrice

End Price

Query

Price

No

OPTIONAL

exchangeId

Exchange ID

Query

String

No

OPTIONAL

executingFirmId

Exchange Firm ID

Query

String

No

OPTIONAL

startTradeDate

Start Trade Date

Query

Date

No

Format:  yyyy-mm-dd

OPTIONAL

endTradeDate

End Trade Date

Query

Date

No

Format:  yyyy-mm-dd

OPTIONAL

startExecutionTime

Start Execution Time

Query

DateTime

No

Format:  yyyy-mm-ddThh:mm:ss.dZ

OPTIONAL

endExecutionTime

End Execution Time

Query

DateTime

No

Format:  yyyy-mm-ddThh:mm:ss.dZ

OPTIONAL

startStartDate

Start Start Date

Query

Date

No

Format:  yyyy-mm-dd

OPTIONAL

endStartDate

End Start Date

Query

Date

No

Format:  yyyy-mm-dd

OPTIONAL

startEndDate

Start End Date

Query

Date

No

Format:  yyyy-mm-dd

OPTIONAL

endEndDate

End End Date

Query

Date

No

Format:  yyyy-mm-dd

OPTIONAL

collateralStatus

Collatral Status

Query

TradeCollateralStatus

Yes

• CANCELED

• FULL

• NONE

• PARTIAL

OPTIONAL

bilateralInd

Bilateral Indicator

Query

YesNoIndicator

No

• NO

• YES

OPTIONAL

warningType

Warning Type

Query

WarningType

Yes

• ERROR

• HARD

• NONE

• SOFT

OPTIONAL

instrumentGuid

Instrument GUID

Query

String

No

OPTIONAL

instrumentCusip

Instrument CUSIP

Query

String

No

OPTIONAL

instrumentIsin

Instrument ISIN

Query

String

No

OPTIONAL

collateralCusip

Collateral CUSIP

Query

String

No

OPTIONAL

startSubstitutionsRemainingCnt

Start Substitution Remaining Count

Query

Integer

No

OPTIONAL

endSubstitutionsRemainingCnt

End Substitutions Remaining Count

Query

Integer

No

OPTIONAL

payload[]

Payload

Trade

collateralStatus

Collateral Status

TradeCollateralStatus

• CANCELED

• FULL

• NONE

• PARTIAL

ALWAYS

dealId

Deal ID

String

ALWAYS

endCash

End Cash

Decimal

CONDITIONAL

Not present for EONIA repos.

endDt

End Date

Date

Format:  yyyy-mm-dd

ALWAYS

executionTime

Execution Time

DateTime

Format:  yyyy-mm-ddThh:mm:ss.dZ

ALWAYS

hardWarningTime

Hard Warning Time

DateTime

Format:  yyyy-mm-ddThh:mm:ss.dZ

CONDITIONAL

• Always when  CollateralStatus <> FULL and  SideIndicator = SELL 

maximumCollateralInstruments