CME Smart Stream Websockets - Subscription

Input - Subscription Request

Initiated by authenticated customer. Request to subscribe to a product (multiple products) or filter subscriptions by providing a list of related instrument symbols.

Contents

Fields

Ref	Field	Name	Data Type	Values	Usage	Description

Ref	Field	Name	Data Type	Values	Usage	Description
1	`header`
2	`→ messageType`	Message Type	`String`	`SUBSCRIBE` (SUBSCRIBE) `UNSUBSCRIBE` (UNSUBSCRIBE)	REQUIRED	Denotes login message
3	`→ requestId`	Request ID	`Integer`		OPTIONAL	Client-originated ID reflected in response message
4	`→ sentTime`	Sent Timestamp	`Timestamp`		OPTIONAL	CME MDP gateway sends the message (UTC).
5	`→ version`	API Version	`String`	`1.0` (1.0)	OPTIONAL
6	`payload`
7	`→ subscriptionMessageTypes[]`	Subscription Message Types	`String`	`STAT` (Statistics) `TOB` (Top of Book) `TRD` (Trade Summary)	REQUIRED
8	`→ subscriptions[]`
9	`→ → productCode`	Instrument Product Code	`String`		REQUIRED	String field that indicates the underlying asset code (Product Code). Example: GE (Eurodollars), ES (E-Minis).
10	`→ → productType`	Product Type	`String`	`FUT` (Future) `OOF` (Option)	REQUIRED

Output - Subscription Status

SmartStream response to customer Subscribe and Unsubscribe requests

Fields

Ref	Field	Name	Data Type	Values	Usage	Description

Ref	Field	Name	Data Type	Values	Usage	Description
1	`header`
2	`→ messageType`	Message Type	`string`	`SUBSCRIPTION_ERROR` (Subscription Error) `SUBSCRIPTION_STATUS` (Subscription)	ALWAYS	Denotes trade summary message.
3	`→ requestId`	Request ID	`int32`		ALWAYS	Client-originated ID reflected in response message
4	`→ sentTime`	Sent Timestamp	`timestamp`		OPTIONAL	CME MDP gateway sends the message (UTC).
5	`→ sequenceNumber`	sequenceNumber	`string`		ALWAYS
6	`→ version`	API Version	`string`	`1.0` (1.0)	ALWAYS
7	`payload`
8	`→ status`	payload status	`string`	`SUBSCRIBED` (Subscribed) `UNSUBSCRIBED` (Unsubscribed)	ALWAYS	denotes the subscription status
9	`→ subscriptionMessageTypes[]`	Subscription Message Types	`string`	`STAT` (Statistics) `TOB` (Top of Book) `TRD` (Trade Summary)	ALWAYS
10	`→ subscriptions[]`
11	`→ → productCode`	Instrument Product Code	`string`		ALWAYS	String field that indicates the underlying asset code (Product Code). Example: GE (Eurodollars), ES (E-Minis).
12	`→ → productType`	Product Type	`string`	`FUT` (Future) `OOF` (Option) `OPT` (Option)	ALWAYS

Output - Subscription Error

Server response to Subscription Errors

Fields

Ref	Field	Name	Data Type	Values	Usage	Description

Ref	Field	Name	Data Type	Values	Usage	Description
1	`errors[]`
2	`→ code`	Error Code	`string`	`ERROR_400` (ERROR_400) `ERROR_401` (ERROR_401) `ERROR_403` (ERROR_403)	ALWAYS
3	`→ message`	Error Message	`string`		ALWAYS
4	`→ referenceIndex`	Reference Index	`int32`		ALWAYS
5	`header`
6	`→ messageType`	Message Type	`string`	`SUBSCRIPTION_ERROR` (Login Status)	ALWAYS	Denotes trade summary message.
7	`→ requestId`	Request ID	`int32`		OPTIONAL	Client-originated ID reflected in response message
8	`→ sentTime`	Sent Timestamp	`timestamp`		OPTIONAL	CME MDP gateway sends the message (UTC).
9	`→ sequenceNumber`	sequenceNumber	`string`		ALWAYS
10	`→ version`	API Version	`string`	`1.0` (1.0)	ALWAYS
11	`payload`
12	`→ subscriptionMessageTypes[]`	Subscription Message Types	`string`	`STAT` (Statistics) `TOB` (Top of Book) `TRD` (Trade Summary)	ALWAYS