CME GC Allocator API - Message Specification - 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.

sideGuid

Side GUID

Path

String

No

REQUIRED

payload[]

Payload

Trade

collateralStatus

Collateral Status

TradeCollateralStatus

• CANCELED

• FULL

• NONE

• PARTIAL

ALWAYS

dealId

Deal ID

String

ALWAYS

endCash

End Cash

Decimal

CONDITIONAL

Not present for EONIA repos.

endDt

End Date

Date

Format:  yyyy-mm-dd

ALWAYS

executionTime

Execution Time

DateTime

Format:  yyyy-mm-ddThh:mm:ss.dZ

ALWAYS

hardWarningTime

Hard Warning Time

DateTime

Format:  yyyy-mm-ddThh:mm:ss.dZ

CONDITIONAL

• Always when  CollateralStatus <> FULL and  SideIndicator = SELL

maximumCollateralInstruments

Maximum Collateral Instruments

Integer

ALWAYS

price

Price

Price

ALWAYS

qty

Quantity

Quantity

ALWAYS

softWarningTime

Soft Warning Time

DateTime

Format:  yyyy-mm-ddThh:mm:ss.dZ

CONDITIONAL

• Always when  CollateralStatus <> FULL and  SideIndicator = SELL

startCash

Start Cash

Decimal

ALWAYS

startDt

Start Date

Date

Format:  yyyy-mm-dd

ALWAYS

tradeDt

Trade Date

Date

Format:  yyyy-mm-dd

ALWAYS

tradeType

Trade Type

TradeType

• PRIVATELY_NEGOTIATED

• REGULAR

ALWAYS

transactionTime

Transaction Time

DateTime

Format:  yyyy-mm-ddThh:mm:ss.dZ

ALWAYS

venueType

Venue Type

VenueType

• ELECTRONIC

• EXTERNAL

• QUOTE_DRIVEN

ALWAYS

instrument

Instrument

Instrument

sides[]

Sides

TradeSide

bilateralInd

Bilateral Indicator

YesNoIndicator

• NO

• YES

ALWAYS

clearingOrganizationId

Clearing Organization ID

String

CONDITIONAL

• Always when  BilateralIndicator = NO

cusip

CUSIP

String

CONDITIONAL

Only present on US securities.

exchangeId

Exchange ID

String

ALWAYS

guid

GUID

String

ALWAYS

isin

ISIN

String

CONDITIONAL

Only present on non-US securities.

longName

Long Name

String

ALWAYS

productSubType

Product Sub-Type

ProductSubType

• GC

ALWAYS

productType

Product Type

ProductType

• REPO

ALWAYS

aggressorInd

Aggressor Indicator

YesNoIndicator

• NO

• YES

ALWAYS

lastUpdateTime

Last Update Time

DateTime

Format:  yyyy-mm-ddThh:mm:ss.dZ

ALWAYS

memo

Memo

String

CONDITIONAL

Present if there is data from the user to populate.

remainingAllocationQty

Remaining Allocation Quantity

Quantity

CONDITIONAL

• Always when  CollateralStatus <> FULL

sideGuid

Side GUID

String

ALWAYS

sideInd

Side Indicator

MarketSideIndicator

• BUY

• SELL

ALWAYS

tradeId

Trade ID

String

ALWAYS

venueEntryId

Venue Entry ID

String

CONDITIONAL

Not present for workup.

warningType

WarningType

WarningType

• ERROR

• HARD

• NONE

• SOFT

CONDITIONAL

• Always when  SideIndicator = SELL

• ERROR - state indicating trade allocations are no longer permitted

• HARD - state indicating trade allocations are approaching their hard limit

• NONE - state with no warnings

• SOFT - state indicating trade allocations have passed their soft limit and now subject to their hard limit (not applicable in the EU)

entities

Entities

TradeSideEntities

customerAccountId

Customer Account ID

String

CONDITIONAL

Present when done on a customer's behalf.

executingFirmId

Executing Firm ID

String

ALWAYS

operatorId

Operator ID

String

ALWAYS

oppositeFirmId

Opposite Firm ID

String

CONDITIONAL

• Always when  BilateralIndicator = YES