Order Entry V2 Websocket - Submit Request For Quote
Input - Submit Request For Quote
Solicit a quote on an instrument.
Fields
Ref | Field | Name | Data Type | Values | Usage | Description |
---|---|---|---|---|---|---|
1 | header |
| ||||
2 | → applicationName | Application Name | String |
| REQUIRED | Identifies the application generating the message. |
3 | → applicationVendor | Application Vendor | String |
| REQUIRED | Identifies the vendor of the application generating the message. |
4 | → applicationVersion | Application Version | String |
| REQUIRED | Identifies the version of the application generating the message. |
5 | → messageType | Message Type | MessageType |
| REQUIRED |
|
6 | → requestId | Request ID | String |
| REQUIRED | A unique identifier for the request provided by the client for correlation. |
7 | → sentTime | Sent Time | DateTime |
| REQUIRED | Timestamp of the message leaving the producing application. |
8 | payload |
| ||||
9 | → entities |
| ||||
10 | → → customerAccountId | Customer Account ID | String |
| REQUIRED | Unique account identifier. |
11 | → → executingFirmId | Executing Firm ID | String |
| REQUIRED |
|
12 | → → operatorId | Operator ID | String |
| REQUIRED |
|
13 | → → senderCountry | Sender Country | String |
| REQUIRED |
|
14 | → → senderState | Sender State | String |
| OPTIONAL |
|
15 | → instrument |
| ||||
16 | → → glbxSecurityId | Globex Security ID | Integer |
| REQUIRED |
|
17 | → manualInd | Manual Indicator | YesNoIndicator |
| REQUIRED | Indicates whether the order was generated by automated trading logic. |
18 | → qtyInt | Quantity Integer | Integer |
| OPTIONAL |
|
19 | → sideInd | Side Indicator | MarketSideIndicator |
| OPTIONAL |
|
Output - Submit Request For Quote Response - Success
Fields
Ref | Field | Name | Data Type | Values | Usage | Description |
---|---|---|---|---|---|---|
1 | header |
| ||||
2 | → messageType | Message Type | messageType |
| ALWAYS |
|
3 | → possibleRetransInd | Possible Retransmission Indicator | yesNoIndicator |
| OPTIONAL |
|
4 | → requestId | Request ID | string |
| ALWAYS | A unique identifier for the request provided by the client for correlation. |
5 | → sentTime | Sent Time | dateTime |
| ALWAYS | Timestamp of the message leaving the producing application. |
6 | payload |
| ||||
7 | → entities |
| ||||
8 | → → operatorId | Operator ID | string |
| ALWAYS |
|
9 | → → senderCountry | Sender Country | string |
| ALWAYS |
|
10 | → → senderState | Sender State | string |
| OPTIONAL |
|
11 | → manualInd | Manual Indicator | yesNoIndicator |
| ALWAYS | Indicates whether the order was generated by automated trading logic. |
12 | → transactionTime | Transaction Time | dateTime |
| ALWAYS |
|
13 | → venueQuoteId | Venue Quote ID | string |
| ALWAYS |
|
Output - Submit Request For Quote Response - Error
Fields
Ref | Field | Name | Data Type | Values | Usage | Description |
---|---|---|---|---|---|---|
1 | errors[] |
| ||||
2 | → code | Code | string |
| ALWAYS |
|
3 | → message | Message | string |
| ALWAYS |
|
4 | → referenceField | Reference Field | string |
| OPTIONAL |
|
5 | header |
| ||||
6 | → messageType | Message Type | messageType |
| ALWAYS |
|
7 | → requestId | Request ID | string |
| ALWAYS | A unique identifier for the request provided by the client for correlation. |
8 | → sentTime | Sent Time | dateTime |
| ALWAYS | Timestamp of the message leaving the producing application. |
How was your Client Systems Wiki Experience? Submit Feedback
Copyright © 2024 CME Group Inc. All rights reserved.