CME GC Allocator API - Message Specification - Definitions
Enumerations
Yes-No Indicator - YesNoIndicator
Value | Name | Description |
|---|---|---|
| No | No |
| Yes | Yes |
Product Sub-type - ProductSubType
Value | Name | Description |
|---|---|---|
| General Collateral |
Market Side Indicator - MarketSideIndicator
Value | Name | Description |
|---|---|---|
| Buy | Identifies a buy side order |
| Sell | Identifies a sell side order |
Product Type - ProductType
Value | Name | Description |
|---|---|---|
| Bond (generic) | |
| European Sovereign | |
| European Supranational | |
| Interest Strip | |
| Non-US Treasury Bill | |
| Repurchase | |
| To Be Announced | |
| Treasury Inflation Protected Security | |
| UK Gilt | |
| US Supranational | |
| US Treasury Bill | |
| US Treasury Bond | |
| US Treasury Note |
Warning Type - WarningType
Value | Name | Description |
|---|---|---|
| Error | |
| Hard | |
| None | |
| Soft |
Substitution Indicator - SubstitutionIndicator
Value | Name | Description |
|---|---|---|
| Original | |
| Remainder | |
| Substitution |
Trade Collateral Status - TradeCollateralStatus
Value | Name | Description |
|---|---|---|
| Canceled | Allocation canceled |
| Full | Fully allocated |
| None | No allocations |
| Partial | Partially allocated |
Venue Type - VenueType
Value | Name | Description |
|---|---|---|
| Electronic | |
| External | |
| Quote Driven |
Price Source - PriceSource
Value | Name | Description |
|---|---|---|
| Clean | |
| Dirty |
Transaction Acknowledgement Status - TransactionAcknowledgementStatus
Value | Name | Description |
|---|---|---|
| Acknowledged | |
| Canceled | |
| Completed | |
| Notified |
Trade Event Type - TradeEventType
Value | Name | Description |
|---|---|---|
| Collateral Allocation | |
| Maturing Collateral | |
| Notification | |
| Substitution | |
| Trade | |
| Warning |
Trade Type - TradeType
Value | Name | Description |
|---|---|---|
| Privately Negotiated | |
| Regular |
Event Status - EventStatus
Value | Name | Description |
|---|---|---|
| Cancel | |
| New | |
| Update |
Collateral Status - CollateralStatus
Value | Name | Description |
|---|---|---|
| Active | |
| Canceled | |
| Substituted |
Link Relationship Type - LinkRelationshipType
Value | Name | Description |
|---|---|---|
| Original Allocation | |
| Remaining Allocation | |
| Self | |
| Substitution |
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