CME GC Allocation API - Message Specification - Search Events

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.

endEventTime

End Event Time

Query

DateTime

No

Format:  yyyy-mm-ddThh:mm:ss.dZ

OPTIONAL

eventType

Event Type

Query

TradeEventType

No

• COLLATERAL_ALLOCATION

• MATURING_COLLATERAL

• NOTIFICATION

• SUBSTITUTION

• TRADE

• WARNING

OPTIONAL

exchangeId

Exchange ID

Query

String

No

OPTIONAL

startEventTime

Start Event Time

Query

DateTime

No

Format:  yyyy-mm-ddThh:mm:ss.dZ

OPTIONAL

payload[]

Payload

TradeEvent

collateralGuid

Collateral GUID

String

CONDITIONAL

Only present when the event pertains to a particular trade

description

Description

String

ALWAYS

eventTime

DateTime

DateTime

Format:  yyyy-mm-ddThh:mm:ss.dZ

ALWAYS

notificationGuid

Notification GUID

String

CONDITIONAL

• Always when  TradeEventType = NOTIFICATION

• Always when  TradeEventType = SUBSTITUTION

sideGuid

Side GUID

String

ALWAYS

status

Event Status

EventStatus

• CANCEL

• NEW

• UPDATE

ALWAYS

type

Type

TradeEventType

• COLLATERAL_ALLOCATION

• MATURING_COLLATERAL

• NOTIFICATION

• SUBSTITUTION

• TRADE

• WARNING

ALWAYS

collateral

Collateral

Instrument

instrument

Instrument

Instrument

guid

GUID

String

CONDITIONAL

Only present when the event pertains to a particular trade

exchangeId

Exchange ID

String

ALWAYS

guid

GUID

String

ALWAYS

errors[]

Errors

Error

code

Code

String

ALWAYS

instance

Instance

String

OPTIONAL

message

Message

String

ALWAYS

referenceIndex

Reference Index

Integer

ALWAYS