CME GC Allocator API - Message Specification - Get Instrument for Trade
- Space Sync for Confluence
Request a general collateral repo instrument and the individual collateral instruments that are eligible to be allocated for it, by the Side Guid of the trade where it was used. Results will be limited to active trades, and trades which have ended within the last 7 calendar days.
URL |
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HTTP Method |
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Version | 1.0.30 |
Content |
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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 | Identifier for the customer message. | |
CME-Transact-Time | Transaction Time | Header | DateTime | No | Format:Â yyyy-mm-ddThh:mm:ss.dZ | OPTIONAL | Timestamp of when the message was sent from customer system. |
sideGuid | Side GUID | Path | String | No | REQUIRED |
Response - 200
Body
Instrument Response Message - InstrumentResponseMessage
Field | Name | Type | Values | Usage | Description |
|---|---|---|---|---|---|
payload[] | Payload | Instrument |
Instrument - InstrumentResponseMessage.payload[]
Field | Name | Type | Values | Usage | Description |
|---|---|---|---|---|---|
cusip | CUSIP | String | CONDITIONAL | Only present on US securities. | |
exchangeId | Exchange ID | String | ALWAYS | ||
guid | GUID | String | ALWAYS | ||
isin | ISIN | String | CONDITIONAL | Only present on non-US securities. | |
longName | Long Name | String | ALWAYS | ||
priceSource | Price Source |
| ALWAYS | Price applied for the cash flow valuation | |
collateral[] | Collateral | Instrument |
Instrument - InstrumentResponseMessage.payload[].collateral[]
Field | Name | Type | Values | Usage | Description |
|---|---|---|---|---|---|
cleanPrice | Clean Price | Price | ALWAYS | ||
couponRt | Coupon Rate | Decimal | ALWAYS | ||
cusip | CUSIP | String | CONDITIONAL | Only present on US securities. | |
dirtyPrice | Dirty Price | Price | ALWAYS | ||
guid | GUID | String | ALWAYS | ||
isin | ISIN | String | CONDITIONAL | Only present on non-US securities. | |
longName | Long Name | String | ALWAYS | ||
maturityDt | Maturity Date | Date | Format:Â yyyy-mm-dd | ALWAYS |
Response - 401
Response - 404
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