CME GC Allocator API - Message Specification - Submit Collateral Substitutions

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

REQUIRED

Timestamp of when the message was sent from customer system.

payload[]

Payload

Collateral

notificationGuid

Notification GUID

String

REQUIRED

qty

Quantity

Quantity

REQUIRED

instrument

Instrument

Instrument

cusip

Cusip

String

CONDITIONAL

Some identifier for the collateral being allocated must be provided, either GUID, CUSIP, or ISIN.

guid

GUID

String

CONDITIONAL

Some identifier for the collateral being allocated must be provided, either GUID, CUSIP, or ISIN.

isin

ISIN

String

CONDITIONAL

Some identifier for the collateral being allocated must be provided, either GUID, CUSIP, or ISIN.

payload[]

Payload

Collateral

collateralGuid

Collateral GUID

String

ALWAYS

Note: this is the GUID of the newly introduced collateral.

venueCollateralNbr

Venue Collateral ID

String

ALWAYS

links[]

Links

Link

href

Reference

URI

ALWAYS

rel

Relationship Type

LinkRelationshipType

• ORIGINAL_ALLOCATION

• REMAINING_ALLOCATION

• SELF

• SUBSTITUTION

ALWAYS

Allocations will only result in a SELF link, while substitutions may include all four

errors[]

Errors

Error

code

Code

String

ALWAYS

instance

Instance

String

OPTIONAL

message

Message

String

ALWAYS

referenceIndex

Reference Index

Integer

ALWAYS