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.

payload[]

Payload

Instrument

productType

Product Type

ProductType

• COMBO

OPTIONAL

legs[]

Legs

Instrument

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

Location

Location

URI

ALWAYS

Standard HTTP Header field for sending a URL

errors[]

Errors

Error

code

Error Code

String

• 1

• 100

• 101

• 102

• 103

• 1003

• 2048

• 2051

• 7024

• 7027

• 7029

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

• 100

• 101

• 102

• 103

• 1003

• 2048

• 2051

• 7024

• 7027

• 7029

ALWAYS

instance

Error Instance

String

OPTIONAL

message

Error Message

String

ALWAYS

referenceIndex

Error Reference Index

Integer

ALWAYS