Order Entry API - Submit Order

Owned by
CME Group
Last updated: Apr 26, 2024
21 min read

Submit a new order.

URL /orders
HTTP Method POST
Version 1.0.1
Content

Request

Parameters

Parameter Name Location Type Multi-ple Values Usage Description
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.

Body

Order Request Message - OrderRequestMessage

Field Name Type Values Usage Description
payload[] Payload Order

Order - OrderRequestMessage.payload[]

Field Name Type Values Usage Description
customerOrderId Customer Order ID String REQUIRED

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.
displayQty Display Quantity Quantity OPTIONAL

Maximum amount of quantity to be displayed in the order book at any given time. Default is the full order quantity. Can be any number between 1 and the value in Quantity.
durationType Duration Type OrderDurationType
  • DAY
  • FILL_AND_KILL
  • FILL_OR_KILL
  • GOOD_TILL_CANCEL
  • GOOD_TILL_DATE
OPTIONAL

Defines how long the order will remain working. Day (current trading session) is the default. Customers may also use Good_Till_Cancel, Good_Till_Date, Fill_And_Kill and Fill_Or_Kill.
expirationDt Expiration Date Date Format:  yyyy-mm-dd CONDITIONAL

Defines the expiration date of the working order. Expiration Date is required when Duration Type is Good_Till_Date.

  • Required when  DurationType = GOOD_TILL_DATE
manualInd Manual Indicator YesNoIndicator
  • NO
  • YES
REQUIRED

Indicates if the message was generated by manual or automated trading logic. This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems.
price Price Price CONDITIONAL

Price per lot for the order. Required for Limit and Stop_Limit orders

  • Required when  Type IN (LIMIT, MARKET_TO_LIMIT, STOP, STOP_LIMIT)
qty Order Quantity Quantity REQUIRED

Total order size.
sideInd Side Indicator MarketSideIndicator
  • BUY
  • SELL
REQUIRED

Indicates if message is for a buy or sell order.
stopPrice Stop Price Price CONDITIONAL

Required for Stop and Stop_Limit orders. Designates the stop trigger price for the order.

  • Required when  OrderType = STOP
type Order Type OrderType
  • LIMIT
  • MARKET
  • MARKET_TO_LIMIT
  • STOP
  • STOP_LIMIT
REQUIRED

Order type. Permitted values are Limit, Market, Market_to_Limit, Stop and Stop_Limit.
entities Entities OrderEntities
instrument Instrument Instrument

Order Entities - OrderRequestMessage.payload[].entities

Field Name Type Values Usage Description
customerAccountId Customer Account Identifier String REQUIRED

Customer account identifier.
executingFirmId Executing Firm Identifier String REQUIRED

Executing firm identifier.

Instrument - OrderRequestMessage.payload[].instrument

Field Name Type Values Usage Description
symbol Instrument Trading Symbol String REQUIRED

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

Response - 201

Body

Order Response Message - OrderResponseMessage

Field Name Type Values Usage Description
payload[] Payload Order

Order - OrderResponseMessage.payload[]

Field Name Type Values Usage Description
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.
status Status OrderStatus
  • ACTIVE
ALWAYS

Status of the submitted order.
venueOrderId Venue Order ID String

ALWAYS

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

Order Entities - OrderResponseMessage.payload[].entities

Field Name Type Values Usage Description
customerOriginType Customer Origin Type OriginType
  • CUSTOMER
  • HOUSE
ALWAYS

The Origin Type as defined in the user's CME Direct profile; Customer or House.
customerType Customer Type CustomerType
  • DEFAULT
  • MEMBER_OTHER_INDIVIDUAL
  • MEMBER_OTHER_MEMBER
  • MEMBER_OWN
ALWAYS

The Customer Type as defined in the user's CME Direct profile; Default, Member Other Individual, Member Other Member or Member Own.

Response - 400

Body

Error Response Message - ErrorResponseMessage

Field Name Type Values Usage Description
errors[] Errors Error

Error - ErrorResponseMessage.errors[]

Field Name Type Values Usage Description
code Error Code String ALWAYS
instance Error Instance String

OPTIONAL
message Error Message String

ALWAYS
referenceIndex Error Reference Index Integer

ALWAYS

Response - 401

Response - 500

Body

Error Response Message - ErrorResponseMessage

Field Name Type Values Usage Description
errors[] Errors Error

Error - ErrorResponseMessage.errors[]

Field Name Type Values Usage Description
code Error Code String ALWAYS
instance Error Instance String

OPTIONAL
message Error Message String

ALWAYS
referenceIndex Error Reference Index Integer

ALWAYS



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