CME Smart Stream Websockets - Statistics

Output - Statistics

Fields

Ref	Field	Name	Data Type	Values	Usage	Description
1	`header`
2	`→ messageType`	Message Type	`string`	`STAT` (Trade Statistics)	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	`→ tradeStatistics`
19	`→ → clearedVolume`	Open Interest Quantity	`int32`		OPTIONAL
20	`→ → clearedVolumeDate`	Settlement Price Date	`string`		OPTIONAL
21	`→ → clearedVolumeTimestamp`	Settlement Price Timestamp	`int32`		OPTIONAL
22	`→ → openInterest`	Open Interest Quantity	`int32`		OPTIONAL
23	`→ → openInterestDate`	Settlement Price Date	`string`		OPTIONAL
24	`→ → openInterestTimestamp`	Settlement Price Timestamp	`int32`		OPTIONAL
25	`→ → settlementActual`	Settlement Actual Indicator	`boolean`		OPTIONAL
26	`→ → settlementFinal`	Settlement Final Indicator	`boolean`		OPTIONAL
27	`→ → settlementPrice`	Settlement Price	`double`		OPTIONAL
28	`→ → settlementPriceDate`	Settlement Price Date	`string`		OPTIONAL
29	`→ → settlementPriceTimestamp`	Settlement Price Timestamp	`timestamp`		OPTIONAL
30	`→ → settlementRounded`	Settlement Rounded Indicator	`boolean`		OPTIONAL