Order Entry API - Submit Instrument

Submit a new instrument.

URL

/instruments

HTTP Method

POST

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

REQUIRED

Timestamp of when the message was sent from customer system.

Body

Instrument Request Message - InstrumentRequestMessage

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

payload[]

Payload

Instrument

 

Instrument - InstrumentRequestMessage.payload[]

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

productType

Product Type

ProductType

  • COMBO

OPTIONAL

 

legs[]

Legs

Instrument

 

Instrument - InstrumentRequestMessage.payload[].legs[]

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

delta

Delta

Decimal

 

REQUIRED

 

referencePrice

Reference Price

Price

 

REQUIRED

 

sideInd

Side Indicator

MarketSideIndicator

  • BUY

  • SELL

REQUIRED

 

strategyRatio

Strategy Ratio

Integer

 

REQUIRED

 

symbol

Symbol

String

 

REQUIRED

 

Response - 202

Headers

Parameter

Name

Type

Values

Usage

Description

Parameter

Name

Type

Values

Usage

Description

Location

Location

URI

 

ALWAYS

Standard HTTP Header field for sending a URL

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 - 500

Body

Error Response Message - ErrorResponseMessage

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage