Order Status API - Get Trade

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.

venueExecutionId

Venue Execution ID

Path

String

No

REQUIRED

payload[]

Payload

Trade

executionTime

Execution Time

DateTime

ALWAYS

tradeDt

Trade Date

Date

ALWAYS

Business trade date.

venueTradeSeq

Venue Trade Sequence

String

ALWAYS

CME Globex trade sequence number??

instrument

Instrument

Instrument

sides[]

Sides

TradeSide

exchangeMic

Exchange MIC

String

ALWAYS

CME Globex exchange identifier as defined in the CME Reference Data API in "exchangeGlobex" and reflected in MDP 3.0 Security Definition messages in tag 207-SecurityExchange.

id

ID

String

ALWAYS

? Unique integer identifier for instrument on CME Globex as defined in CME Reference Data API in "globexSecurityId"" and reflected in MDP 3.0 Security Definition messages in tag 48-SecurityID. ?

symbol

Symbol

String

ALWAYS

CME Globex symbol for the instrument as defined in the Reference Data API in globexSymbol, and reflected in MDP3.0 tag 55-Symbol and iLink tag 107-SecurityDesc

price

Price

Price

ALWAYS

Price per lot for the order.

qty

Quantity

Quantity

ALWAYS

Total order size.

sideInd

Side Indicator

MarketSideIndicator

• BUY

• SELL

ALWAYS

Indicates if order is to buy or sell.

spreadType

Spread Type

SpreadType

• IMPLIED

• LEG_OF_SPREAD

• OUTRIGHT

• SPREAD

• UNKNOWN

ALWAYS

Spread type indicator as defined in CME Reference Data API in "strategyType" and reflected in the MDP 3.0 Security Definition messages in tag 762-SecuritySubType.

venueExecutionId

Venue Execution ID

String

ALWAYS

CME Globex execution ID for traded orders.

entities

Entities

TradeSideEntities

order

Order

Order

executingFirmId

Executing Firm ID

String

ALWAYS

CME Globex executing firm identifier.

customerOrderId

Customer Order ID

String

ALWAYS

Unique customer-assigned order identifier. Client system must maintain uniqueness of this value across all orders for the trading week (Sunday through Friday). Maximum allowed value is 20bytes.

remainingQty

Remaining Quantity

Quantity

ALWAYS

Order quantity currently resting on the book.

status

Status

OrderStatus

• ACTIVE

• ACTIVE_MODIFIED

• CANCELED

• EXPIRED

• MATCHED

• PARTIAL

ALWAYS

Current status of the order.

venueOrderId

Venue Order ID

String

ALWAYS

CME Globex-assigned assigned order identifier; unique across all iLink sessions and market segments.

errors[]

Errors

Error

code

Error Code

String

• 1

• 100

• 2045

ALWAYS

instance

Error Instance

String

OPTIONAL

message

Error Message

String

ALWAYS

referenceIndex

Error Reference Index

Integer

ALWAYS

errors[]

Errors

Error

code

Error Code

String

• 1

ALWAYS

instance

Error Instance

String

OPTIONAL

message

Error Message

String

ALWAYS

referenceIndex

Error Reference Index

Integer

ALWAYS