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

CME-Transact-Time

Transaction Time

Header

DateTime

No

Format:  yyyy-mm-ddThh:mm:ss.dZ

REQUIRED

venueOrderId

Venue Order ID

Path

String

No

REQUIRED

payload[]

Payload

Order

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.

This field can only be changed if the display quantity is set on the initial order.

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

OPTIONAL

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

qty

Order Quantity

Quantity

OPTIONAL

Total order size.

errors[]

Errors

Error

code

Error Code

String

• 1

• 101

• 102

• 103

• 901

• 902

• 903

• 904

• 905

• 906

• 907

• 1003

• 1012

• 2013

• 2019

• 2046

• 2047

• 2048

• 2058

• 2059

• 2060

• 2061

• 2100

• 2101

• 2102

• 2115

• 2130

• 2137

• 2179

• 2311

• 2500

• 2501

• 7000

• 7024

• 7027

• 7029

• 7613

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