Order Status API - Search for Trades

Request a trade record using custom criteria. Supported criteria include Customer Account, Customer Order ID, all trades that occured during a particular time period, order Status, Symbol or CME Globex order ID. Based on query parameters, one or more orders may be returned.

URL

/trades/search

HTTP Method

GET

Version

1.0.1

Content

Request

Parameters

Parameter

Name

Location

Type

Multi-ple

Values

Usage

Description

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

OPTIONAL

Timestamp of when the message was sent from customer system.

customerAccountId

Customer Account Identifier

Query

String

Yes

 

OPTIONAL

 

customerOrderId

Customer Order Identifier

Query

String

Yes

 

OPTIONAL

 

endTime

End Time

Query

DateTime

No

Format:  yyyy-mm-ddThh:mm:ss.dZ

OPTIONAL

 

startTime

Start Time

Query

DateTime

No

Format:  yyyy-mm-ddThh:mm:ss.dZ

OPTIONAL

 

symbol

Symbol

Query

String

Yes

 

OPTIONAL

 

venueOrderId

Venue Order Identifier

Query

String

Yes

 

OPTIONAL

 

Response - 200

Body

Trade Response Message - TradeResponseMessage

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

payload[]

Payload

Trade

 

Trade - TradeResponseMessage.payload[]

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

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

 

Instrument - TradeResponseMessage.payload[].instrument

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

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

Trade Side - TradeResponseMessage.payload[].sides[]

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

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

 

Trade Side Entities - TradeResponseMessage.payload[].sides[].entities

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

executingFirmId

Executing Firm ID

String

 

ALWAYS

CME Globex executing firm identifier.

Order - TradeResponseMessage.payload[].sides[].order

Field

Name

Type

Values

Usage

Description

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.

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.

Response - 400

Body

Error Response Message - ErrorResponseMessage

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

errors[]

Errors

Error

 

Error - ErrorResponseMessage.errors[]

Field

Name

Type

Values

Usage

Description

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 - 404

Response - 500

Body

Error Response Message - ErrorResponseMessage

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

errors[]

Errors

Error

 

Error - ErrorResponseMessage.errors[]

Field

Name

Type

Values

Usage

Description

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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