CME Smart Stream Websockets - Trade Summary

Output - Trade Summary

Fields

Ref	Field	Name	Data Type	Values	Usage	Description
1	`header`
2	`→ messageType`	Message Type	`string`	`TRD` (Trade Summary)	ALWAYS	Denotes trade summary message.
3	`→ sentTime`	Sent Timestamp	`timestamp`		ALWAYS	CME MDP gateway sends the message (UTC).
4	`→ sequenceNumber`	sequence Number	`string`		ALWAYS
5	`→ version`	API Version	`string`	`1.0` (1.0)	ALWAYS
6	`payload`
7	`→ instrument`
8	`→ → definitionSource`	Instrument Definition Source	`string`	`E` (Exchange Defined) `U` (User Defined)	ALWAYS	Identifies user-defined instruments. If the tag is not present, the instrument is not user-defined.
9	`→ → exchangeMic`	Exchange MIC	`string`	`DUMX` (Dubai Mercantile Exchange) `XCBT` (Chicago Board of Trade) `XCEC` (COMEX (Commodities Exchange Center)) `XCME` (Chicago Mercantile Exchange) `XNYM` (New York Mercantile Exchange)	ALWAYS	Exchange used to identify a security.
10	`→ → id`	Instrument ID	`string`		ALWAYS	Unique instrument ID as qualified by the exchange per market segment. The unique instrument ID value will not be reused until the next trade date following an instrument expiration or deletion.
11	`→ → marketSegmentId`	Market Segment ID	`string`		ALWAYS	Identifies the market segment. Populated for all CME Globex instruments.
12	`→ → periodCode`	Instrument Period Code	`string`		ALWAYS	This field provides the calendar month reflected in the instrument symbol. Format `YYYYMM` (e.g., 201912) For futures spreads, this field contains the first leg's calendar month reflected in the instrument symbol.
13	`→ → productCode`	Instrument Product Code	`string`		ALWAYS	String field that indicates the underlying asset code (Product Code). Example: GE (Eurodollars), ES (E-Minis).
14	`→ → productGroup`	Product Group Code	`string`		ALWAYS
15	`→ → productType`	Product Type	`string`	`FUT` (Future) `OOF` (Option) `OPT` (Option)	ALWAYS
16	`→ → symbol`	Instrument Symbol	`string`		ALWAYS
17	`→ lastUpdateTime`	Last Update Timestamp	`timestamp`		ALWAYS
18	`→ tradeSummary`
19	`→ → aggressorSide`	Aggressor Side	`string`	`BUY` (Buy) `NO_AGGRESSOR` (No aggressor) `NULL` (Null) `SELL` (Sell)	ALWAYS	Indicates which side is aggressor of the trade. If there is a zero value present, then there is no aggressor. Trades without aggressors occur: At Market Open after a Pre-Open or after a Pause When the event includes customer order participation in a trade with a CME Globex-generated implied bid or offer.
20	`→ → mdTradeEntryId`	Market Data Trade Entry ID	`string`		ALWAYS	Common Trade ID that links each trade execution.
21	`→ → orderQty`
22	`→ → → lastOrdQty`	Order Quantity	`string`		ALWAYS	Quantity of order
23	`→ → → orderId`	Venue Order ID	`string`		ALWAYS	Unique ID assigned by CME Globex to identify orders.
24	`→ → tradeOrderCount`	Trade Order Count	`string`		ALWAYS	Identifies the total number of non-implied orders per instrument that participated in a match event.
25	`→ → tradePrice`	Trade Price	`string`		ALWAYS
26	`→ → tradeQty`	Trade Quantity	`string`		ALWAYS	Quantity of trade
27	`→ → tradeUpdateAction`	Trade Update Action	`string`	`DELETE` (Delete) `NEW` (New) `UPDATE` (Update)	ALWAYS