CME GC Allocation API - Message Specification - Search Notifications

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.

acknowledgementStatus

Acknowledgement Status

Query

TransactionAcknowledgementStatus

No

• ACKNOWLEDGED

• CANCELED

• COMPLETED

• NOTIFIED

OPTIONAL

exchangeId

ExchangeId

Query

String

No

OPTIONAL

Accepts BTEU for BrokerTec EU, or BTUS for BrokerTec US

notificationGuid

Notification GUID

Query

String

No

OPTIONAL

verboseInd

Verbose Indicator

Query

YesNoIndicator

No

• NO

• YES

OPTIONAL

Allows for responses with additional fields

payload[]

Payload

CollateralNotification

acknowledgementStatus

Acknowledgement Status

TransactionAcknowledgementStatus

• ACKNOWLEDGED

• CANCELED

• COMPLETED

• NOTIFIED

ALWAYS

notificationGuid

Notification GUID

String

ALWAYS

notificationQty

Notification Quantity

Integer

ALWAYS

notificationQtyRemaining

Notification Remaining Quantity

Integer

ALWAYS

notificationSequenceNbr

Notification Sequence Number

String

ALWAYS

transactionTime

Transaction Time

DateTime

Format:  yyyy-mm-ddThh:mm:ss.dZ

ALWAYS

verboseInd

Verbose Indicator

YesNoIndicator

• NO

• YES

ALWAYS

collateral

Collateral

Collateral

trade

Trade

Trade

collateralGuid

CollateralGuid

String

ALWAYS

The collateralGuid associated with the notification record at the time of the query. May change over time.

lastUpdateTime

Last Update Time

DateTime

Format:  yyyy-mm-ddThh:mm:ss.dZ

CONDITIONAL

• Always when  VerboseIndicator = YES

instrument

Instrument

Instrument

longName

Long Name

String

CONDITIONAL

• Always when  VerboseIndicator = YES

dealId

Deal ID

String

ALWAYS

endDt

End Date

Date

Format:  yyyy-mm-dd

CONDITIONAL

• Always when  VerboseIndicator = YES

price

Price

Price

CONDITIONAL

• Always when  VerboseIndicator = YES

qty

Quantity

Quantity

CONDITIONAL

• Always when  VerboseIndicator = YES

startDt

Start Date

Date

Format:  yyyy-mm-dd

CONDITIONAL

• Always when  VerboseIndicator = YES

instrument

Instrument

Instrument

sides[]

Sides

TradeSide

exchangeId

Exchange ID

String

ALWAYS

longName

Long Name

String

CONDITIONAL

• Always when  VerboseIndicator = YES

sideGuid

Side GUID

String

ALWAYS

sideInd

Side Indicator

MarketSideIndicator

• BUY

• SELL

CONDITIONAL

• Always when  VerboseIndicator = YES

tradeId

Trade ID

String

ALWAYS