CME Market Data Over WebSocket API - Message Examples

This section provides messaging examples for CME Market Data Over Websocket API.

Example 1 - Login Authenticated

{ "header": { "messageType": "LOGINSTATUS", "sentTime": "2023-11-21T16:47:52.155000000Z", "version": "1.0", "sequenceNumber": "0" }, "payload": { "status": "authenticated" } }

Example 2 - Trade Subscription for a Single Product

In this example, a client system successfully subscribes to a single product.

Client Request

{ "header": { "messageType": "SUBSCRIBE", "version": "1.0", "requestId": "1", "token": "" }, "payload": { "subscriptionMessageTypes": [ "TRD" ], "subscriptions": [ { "productType": "FUT", "productCode": "CL" } ] } }

CME WebSocket API Response

{ "header": { "messageType": "SUBSCRIPTION_STATUS", "requestId": "1", "sentTime": "2023-11-28T15:46:20.532000000Z", "version": "1.0", "sequenceNumber": "2" }, "payload": { "status": "SUBSCRIBED", "subscriptionMessageTypes": [ "TRD" ], "subscriptions": [ { "productType": "FUT", "productCode": "CL" } ] } }

Example 3 - Trade Subscription using filters

In this example,  a client system is using market data subscription filters to filter by month/year (periodCodes ) and message type (spreadReportTypes).

Example 4 - Multiple Top of Book and Trade Subscriptions

In this example, a client system successfully subscribes to multiple products.

Client Request

CME WebSocket API Response

Example 5 - Subscription Request Rejection

In this example a client subscription is rejected due to a "FUT&&&" typo for product code 6A.  Consequently both requests, 6A and 6J, are rejected.

Client Request

CME WebSocket API Response

Example 6 - Trade Message

Example 7 - Top of Book Message

Example 8 - Statistics Message 




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