CME GC Allocator API - Message Specification - Definitions
Enumerations
Yes-No Indicator - YesNoIndicator
Value | Name | Description |
|---|---|---|
NO | No | No |
YES | Yes | Yes |
Product Sub-type - ProductSubType
Value | Name | Description |
|---|---|---|
GC | General Collateral |
Market Side Indicator - MarketSideIndicator
Value | Name | Description |
|---|---|---|
BUY | Buy | Identifies a buy side order |
SELL | Sell | Identifies a sell side order |
Product Type - ProductType
Value | Name | Description |
|---|---|---|
BOND | Bond (generic) | |
EUSOV | European Sovereign | |
EUSUP | European Supranational | |
TINT | Interest Strip | |
TB | Non-US Treasury Bill | |
REPO | Repurchase | |
TBA | To Be Announced | |
TIPS | Treasury Inflation Protected Security | |
SOV | UK Gilt | |
SUPRA | US Supranational | |
TBILL | US Treasury Bill | |
TBOND | US Treasury Bond | |
TNOTE | US Treasury Note |
Warning Type - WarningType
Value | Name | Description |
|---|---|---|
ERROR | Error | |
HARD | Hard | |
NONE | None | |
SOFT | Soft |