CME AMS API CME ClearPort and CME Direct - Globex - Specifications

These specifications are for CME ClearPort and CME Direct (Globex). ICC specifications are located here.

Contents

User Firms and Services

GET Call

Returns results for all clearing firms, and all account management services that the customer is permissioned for.

Method	GET
URL	_/v#/myFirms/
URL Parameters	None
Pagination Enabled?	No
HATOAS Links	Links to retrieve permissioned accounts by service: Retrieve CMED Accounts Retrieve CPC Accounts Retrieve ICC Accounts

Example Return Message

{
  "entitlements": [
    {
      "service": "CPC",
      "clearingFirms": [
        {
          "firmName": "GREENTEA_API_CLEARING2",
          "firmLongName": "GREENTEA_API_CLEARING2",
          "clearingId": "780"
        }
      ]
    },
    {
      "service": "CMED",
      "clearingFirms": [
        {
          "firmName": "GREENTEA_API_CLEARING2",
          "firmLongName": "GREENTEA_API_CLEARING2",
          "clearingId": "780"
        }
      ]
    },
    {
      "service": "ICC",
      "clearingFirms": [
        {
          "firmName": "GREENTEA_API_CLEARING2",
          "firmLongName": "GREENTEA_API_CLEARING2",
          "clearingId": "780"
        }
      ]
    }
  ],
  "links": [
    {
      "rel": "Retrieve CMED Accounts",
      "href": "_/v#/accounts/clearing/CMED/GREENTEA_API_CLEARING2"
    },
    {
      "rel": "Retrieve CPC Accounts",
      "href": "_/v#/accounts/clearing/CPC/GREENTEA_API_CLEARING2"
    },
    {
      "rel": "Retrieve ICC Accounts",
      "href": "_/v#/accounts/clearing/ICC/GREENTEA_API_CLEARING2"
    }
  ]
}

Output Parameters

Output Parameters	Definition	Example	Supported Values	Data Types	Notes

Output Parameters	Definition	Example	Supported Values	Data Types	Notes
entitlements	Services and firms user has access to
service	Venue	CPC	CPC CMED ICC (Globex)	string
clearingFirms	Contains clearing firm information on firms user has access to
firmName	Firm identifier	GREENTEA_API_CLEARING1		string	unique
firmLongName	Firm identifier (firm long name)	GREENTEA_API_CLEARING1		string	not unique
clearingId	Firm identifier	984		string	unique
links	Links to navigate the site's REST interfaces dynamically			string

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Retrieve all Accounts

GET Call

Retrieves all of the accounts the user has access to for a specific service (venue), type (clearing) and clearing firm. Account owner and number are optional.

Method	GET
URL	_/v#/accounts/[Type]/[Service]/[Clearing Firm]/[Account Owner]/[Account Number]
Pagination Enabled?	Yes
HATEOAS Links	Links to retrieve all other account-related details: get accountLimitsUtilization get marketPermissions get productPermissions get brokerPermissions get eligibleBrokers get eligibleProducts

Input Parameters

Input Parameters	Definition	Example	Required?	Supported Values	Data Types	Notes

Input Parameters	Definition	Example	Required?	Supported Values	Data Types
type	Clearing account	clearing	Yes	clearing	string
service	Venue	CPC	Yes	CPC CMED ICC	string
clearingFirm	Firm identifier	027	Yes		string
accountOwner	Firm that owns the account (uses it for trading)	Generic_trading	No		string
accountNumber	Number of the account	GT_12345	No		string
from	Audit date	2023-03-01	No		string
to	Audit date	2023-03-15	No		string

Venue: CME ClearPort Example Return Messages

{
    "service": "CPC",
    "counts": 1,
    "clearingAccounts": [
        {
            "clearingFirm": "GREENTEA_API_CLEARING1",
            "accountNumber": "4343",
            "owner": "bancone",
            "segType": "C",
            "status": "Active",
            "ownerLongName": "Banc One",
            "links": [
                {
                    "rel": "self",
                    "href": "https://amsapinr.cmegroup.com/rest/v2/accounts/clearing/CPC/GREENTEA_API_CLEARING1?accountNumber=4343"
                },
                {
                    "rel": "get accountLimitsUtilization",
                    "href": "https://amsapinr.cmegroup.com/rest/v2/accountLimitsUtilization/clearing/CPC/GREENTEA_API_CLEARING1/4343"
                },
                {
                    "rel": "get marketPermissions",
                    "href": "https://amsapinr.cmegroup.com/rest/v2/marketPermissions/clearing/CPC/GREENTEA_API_CLEARING1/4343"
                },
                {
                    "rel": "get productPermissions",
                    "href": "https://amsapinr.cmegroup.com/rest/v2/productPermissions/clearing/CPC/GREENTEA_API_CLEARING1/4343"
                },
                {
                    "rel": "get brokerPermissions",
                    "href": "https://amsapinr.cmegroup.com/rest/v2/brokerPermissions/clearing/CPC/GREENTEA_API_CLEARING1/4343"
                },
                {
                    "rel": "get eligibleBrokers",
                    "href": "https://amsapinr.cmegroup.com/rest/v2/eligibleBrokers/clearing/CPC/GREENTEA_API_CLEARING1/4343"
                },
                {
                    "rel": "get eligibleProducts",
                    "href": "https://amsapinr.cmegroup.com/rest/v2/eligibleProducts/clearing/CPC/GREENTEA_API_CLEARING1/4343"
                }
            ]
        },
]

Venue: CME Direct

{
    "service": "CMED",
    "counts": 2,
    "clearingAccounts": [
        {
            "clearingFirm": "GREENTEA_API_CLEARING2",
            "accountNumber": "DV101218B",
            "owner": "0202TP4",
            "segType": "C",
            "status": "Active",
            "senderComp": "XX0212",
            "links": [
                {
                    "rel": "self",
                    "href": "_/v#/accounts/clearing/CMED/GREENTEA_API_CLEARING2?accountNumber=DV101218B"
                },
                {
                    "rel": "get accountLimitsUtilization",
                    "href": "_/v#/accountLimitsUtilization/clearing/CMED/GREENTEA_API_CLEARING2/DV101218B"
                },
                {
                    "rel": "get marketPermissions",
                    "href": "_/v#/marketPermissions/clearing/CMED/GREENTEA_API_CLEARING2/DV101218B"
                },
                {
                    "rel": "get productPermissions",
                    "href": "_/v#/productPermissions/clearing/CMED/GREENTEA_API_CLEARING2/DV101218B"
                },
                {
                    "rel": "get brokerPermissions",
                    "href": "_/v#/brokerPermissions/clearing/CMED/GREENTEA_API_CLEARING2/DV101218B"
                },
                {
                    "rel": "get eligibleBrokers",
                    "href": "_/v#/eligibleBrokers/clearing/CMED/GREENTEA_API_CLEARING2/DV101218B"
                },
                {
                    "rel": "get eligibleProducts",
                    "href": "_/v#/eligibleProducts/clearing/CMED/GREENTEA_API_CLEARING2/DV101218B"
                }
            ]
        }
    ],
    "limit": 50,
    "offset": 1,
    "availableOffsets": 1
}

Output Parameters

Output Parameters	Definition	Example	Supported Values	Data Types	Notes

Output Parameters	Definition	Example	Supported Values	Data Types	Notes
service	Venue	CPC	CPC CMED	string
counts	Number of accounts returned	2		number
type	Clearing account	clearingAccounts	clearingAccounts	string
id	Unique alias	A-7400		string
clearingFirm	Firm identifier	092		string
accountNumber	Number of the account	OTCFXACCT2		string
owner	Trading Firm Owner of the account	KRBroker7		string
segType	Account segregation Customer or House	H	C H	string
status	Status of an account	active	active inactive closed	string
senderComp	CMED only: senderComp associated to an account specific to venue	2MG350		string	Only for Service CMED
assetmanager	Asset Manager assigned to an account	ENERGY ACTIVE TRADERS		string	optional field may or may not have a value
links	Information to navigate the site's REST interfaces dynamically.

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Limits and Utilization for an Account

GET Call

Retrieves all limits and utilization for a specific account by venue.

Method	GET
URL	^{_/v#/accountLimitsUtilization/[Type]/[Service]/[Clearing Firm]/[Account Number]}
Pagination Enabled?	No
HATOAS Links	Links available from an Account Limits Utilization query: get/update accountLimitsUtilization delete accountLimitsUtilization
Notes	Products with unlimited long / short limits with utilization in the current business day will be included. Products with unlimited long / short limits without utilization in the current business day will be excluded.

Input Parameters

Input Parameters	Definition	Example	Required?	Supported Values	Data Types	Notes

Input Parameters	Definition	Example	Required?	Supported Values	Data Types	Notes
type	Clearing account	clearing	Yes	clearing	string
service	Venue	CPC	Yes	o	string	one service at a time
clearingFirm	Firm identifier	027	Yes		string
accountNumber	Number of the account	011	Yes		string
tradable	Retrieve limit utilization for tradable products	true	No	true false	string	When called with tradable=true, any products with limits, that are no longer tradable for the account are filtered out. If not supplied, this defaults to false.
nonZeroLimits	Filter products with 0 (zero) limits	true	No	true false	string	If nonZeroLimits=true, then any products that have 0 limits will be filtered out.

Example Return Messages for Venue CME ClearPort

{
  "service": "CPC",
    "clearingFirm": "GREENTEA_API_CLEARING2",
    "accountNumber": "DV101218B",
    "limits": [
        {
            "currency": "USD",
            "limitType": "RAV Limit",
            "limit": 999999999999999,
            "usage": 0
        },
        {
            "product": "11.FUT.CBT",
            "productFullName": "$10 DOW JONES FUTURES",
            "productLimits": {
                "short": 10000,
                "long": 10000
            },
            "netFills": "",
            "workingLong": "",
            "workingShort": ""
        },
        {
            "product": "11.OOF.CBT",
            "productFullName": "$10 DOW JONES OPTIONS",
            "productLimits": {
                "short": 10000,
                "long": 10000
            },
            "netFills": "",
            "workingLong": "",
            "workingShort": ""
        },
        {
            "product": "CL.FUT.NYMEX",
            "productFullName": "Light Sweet Crude Oil Futures",
            "productLimits": {
                "short": "unlimited",
                "long": "unlimited"
            },
            "netFills": 0,
            "workingLong": 0,
            "workingShort": 0
        }
    ]
}
 "links": [
        {
            "rel": "get/update accountLimitsUtilization",
            "href": "_/v#/accountLimitsUtilization/clearing/CPC/GREENTEA_API_CLEARING2/GREENTEA_DV101218B"
        },
        {
            "rel": "delete accountLimitsUtilization",
            "href": "_/v1/accountLimitsUtilization/clearing/CPC/GREENTEA_API_CLEARING2/GREENTEA_DV101218B?delete=true"
        }
    ]
}

Output Parameters

Output Parameters	Definition	Example	Supported Values	Data Types	Notes

Output Parameters	Definition	Example	Supported Values	Data Types	Notes
service	Venue	CPC	CPC CMED	string
clearingFirm	Firm identifier	027		string
accountNumber	Number of the account	011		string
limits	Returns limits information by credit control type	limits	limit information	string
product	Symbol.ProductType.Exchange	11.FUT.CBT		string	Also used with Span Limit.
productFullName	Full name of product	$10 DOW JONES FUTURES		string
currency	currency for RAV Limit or Credit Limit	USD		string	Used with RAV Limit or Credit Limit.
limitType	Used for RAV limit or Credit limit	RAV Limit - CPC Credit Limit - CMED		string
limit	Amount of RAV limit or Credit limit	999999999		number
usage	Amount usage of RAV limit or Credit limit	999999		number	Used with RAV Limit or Credit Limit.
productLimits	Value of the limit	20		number	Limit field will be populated if there is any value set.
short	Short Limit for Product	10000		number
long	Long Limit for Product	10000		number
netFills	The difference between the working long and short			number
workingLong	The portion of the long limit that is being used			number
workingShort	The portion of the short limit that is being used			number
links	Information to navigate the site's REST interfaces dynamically			string

POST Call

Update, add or delete account limits using the accountsLimitsUtilization POST call.

To post a delete, append the call with ?delete=true
When Request body is submitted for Limits Update (Post) or Delete - usage field is ignored, it cannot be updated
Usage, Working Long, Working Short, and Net Fills cannot be edited

Method	POST
Function	Update or Delete Limits for an Account
URL	_/v#/accountLimitsUtilization/[Type]/[Service]/[Clearing Firm]/[Account Number]
Pagination Enabled?	No
HATOAS Links	Links available from an Account Limits Utilization query: get/update accountLimitsUtilization delete accountLimitsUtilization

Input Parameters

Input Parameters	Definition	Example	Required?	Supported Values	Data Types	Notes

Input Parameters

Definition

Example

Required?

Supported Values

Data Types

Notes

service

Venue

CPC

CMED

string

clearingFirm

Firm identifier

027

string

accountNumber

Number of the account

011

string