CME GC Allocator API - Message Specification - Definitions
- CME Group
Enumerations
Yes-No Indicator -Â YesNoIndicator
Value | Name | Description |
|---|---|---|
NO | No | No |
YES | Yes | Yes |
Product Sub-type -Â ProductSubType
Value | Name | Description |
|---|---|---|
GC | General Collateral |
Market Side Indicator -Â MarketSideIndicator
Value | Name | Description |
|---|---|---|
BUY | Buy | Identifies a buy side order |
SELL | Sell | Identifies a sell side order |
Product Type -Â ProductType
Value | Name | Description |
|---|---|---|
BOND | Bond (generic) | |
EUSOV | European Sovereign | |
EUSUP | European Supranational | |
TINT | Interest Strip | |
TB | Non-US Treasury Bill | |
REPO | Repurchase | |
TBA | To Be Announced | |
TIPS | Treasury Inflation Protected Security | |
SOV | UK Gilt | |
SUPRA | US Supranational | |
TBILL | US Treasury Bill | |
TBOND | US Treasury Bond | |
TNOTE | US Treasury Note |
Warning Type - WarningType
Value | Name | Description |
|---|---|---|
ERROR | Error | |
HARD | Hard | |
NONE | None | |
SOFT | Soft |
Substitution Indicator - SubstitutionIndicator
Value | Name | Description |
|---|---|---|
ORIGINAL | Original | |
REMAINDER | Remainder | |
SUBSTITUTION | Substitution |
Trade Collateral Status - TradeCollateralStatus
Value | Name | Description |
|---|---|---|
CANCELED | Canceled | Allocation canceled |
FULL | Full | Fully allocated |
NONE | None | No allocations |
PARTIAL | Partial | Partially allocated |
Venue Type - VenueType
Value | Name | Description |
|---|---|---|
ELECTRONIC | Electronic | |
EXTERNAL | External | |
QUOTE_DRIVEN | Quote Driven |
Price Source - PriceSource
Value | Name | Description |
|---|---|---|
CLEAN | Clean | |
DIRTY | Dirty |
Transaction Acknowledgement Status - TransactionAcknowledgementStatus
Value | Name | Description |
|---|---|---|
ACKNOWLEDGED | Acknowledged | |
CANCELED | Canceled | |
COMPLETED | Completed | |
NOTIFIED | Notified |
Trade Event Type - TradeEventType
Value | Name | Description |
|---|---|---|
COLLATERAL_ALLOCATION | Collateral Allocation | |
MATURING_COLLATERAL | Maturing Collateral | |
NOTIFICATION | Notification | |
SUBSTITUTION | Substitution | |
TRADE | Trade | |
WARNING | Warning |
Trade Type - TradeType
Value | Name | Description |
|---|---|---|
PRIVATELY_NEGOTIATED | Privately Negotiated | |
REGULAR | Regular |
Event Status - EventStatus
Value | Name | Description |
|---|---|---|
CANCEL | Cancel | |
NEW | New | |
UPDATE | Update |
Collateral Status - CollateralStatus
Value | Name | Description |
|---|---|---|
ACTIVE | Active | |
CANCELED | Canceled | |
SUBSTITUTED | Substituted |
Link Relationship Type - LinkRelationshipType
Value | Name | Description |
|---|---|---|
ORIGINAL_ALLOCATION | Original Allocation | |
REMAINING_ALLOCATION | Remaining Allocation | |
SELF | Self | |
SUBSTITUTION | Substitution |
How was your Client Systems Wiki Experience? Submit Feedback
Copyright © 2024 CME Group Inc. All rights reserved.