CME GC Allocator API - Message Specification - Search for Trades
Request one or more trades using custom search criteria. Results will be limited to active trades, and trades which have ended within the last 7 calendar days.
URL |
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HTTP Method |
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Version | 1.0.30 |
Content |
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Request
Parameters
Parameter | Name | Location | Type | Multi-ple | Values | Usage | Description |
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| Application Name | Header |
| No | REQUIRED | Name of the customer system that generated the message. Must match the system name as certified in AutoCert+ exactly. | |
| Application Vendor | Header |
| No | REQUIRED | Name of the vendor who provided the customer system. For a proprietary system, use the firm name. | |
| Application Version | Header |
| No | REQUIRED | Version identifier for the customer system. | |
| Request ID | Header |
| No | REQUIRED | Identifier for the customer message. | |
| Transaction Time | Header |
| No | Format:Â | OPTIONAL | Timestamp of when the message was sent from customer system. |
| Side GUID | Query |
| No | OPTIONAL | ||
| Deal ID | Query |
| No | OPTIONAL | ||
| Trade ID | Query |
| No | OPTIONAL | ||
| Start Price | Query |
| No | OPTIONAL | ||
| End Price | Query |
| No | OPTIONAL | ||
| Exchange ID | Query |
| No | OPTIONAL | ||
| Exchange Firm ID | Query |
| No | OPTIONAL | ||
| Start Trade Date | Query |
| No | Format:Â | OPTIONAL | |
| End Trade Date | Query |
| No | Format:Â | OPTIONAL | |
| Start Execution Time | Query |
| No | Format:Â | OPTIONAL | |
| End Execution Time | Query |
| No | Format:Â | OPTIONAL | |
| Start Start Date | Query |
| No | Format:Â | OPTIONAL | |
| End Start Date | Query |
| No | Format:Â | OPTIONAL | |
| Start End Date | Query |
| No | Format:Â | OPTIONAL | |
| End End Date | Query |
| No | Format:Â | OPTIONAL | |
| Collatral Status | Query | Yes |
| OPTIONAL | ||
| Bilateral Indicator | Query | No |
| OPTIONAL | ||
| Warning Type | Query | Yes |
| OPTIONAL | ||
| Instrument GUID | Query |
| No | OPTIONAL | ||
| Instrument CUSIP | Query |
| No | OPTIONAL | ||
| Instrument ISIN | Query |
| No | OPTIONAL | ||
| Collateral CUSIP | Query |
| No | OPTIONAL | ||
| Start Substitution Remaining Count | Query |
| No | OPTIONAL | ||
| End Substitutions Remaining Count | Query |
| No | OPTIONAL |
Response - 200
Body
Trade Response Message - TradeResponseMessage
Field | Name | Type | Values | Usage | Description |
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Payload |
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Trade - TradeResponseMessage.payload[]
Field | Name | Type | Values | Usage | Description |
---|---|---|---|---|---|
| Collateral Status |
| ALWAYS | ||
| Deal ID |
| ALWAYS | ||
| End Cash |
| CONDITIONAL | Not present for EONIA repos. | |
| End Date |
| Format:Â | ALWAYS | |
| Execution Time |
| Format:Â | ALWAYS | |
| Hard Warning Time |
| Format:Â | CONDITIONAL |
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| Maximum Collateral Instruments |
| ALWAYS | ||
| Price |
| ALWAYS | ||
| Quantity |
| ALWAYS | ||
| Soft Warning Time |
| Format:Â | CONDITIONAL |
|
| Start Cash |
| ALWAYS | ||
| Start Date |
| Format:Â | ALWAYS | |
| Trade Date |
| Format:Â | ALWAYS | |
| Trade Type |
| ALWAYS | ||
| Transaction Time |
| Format:Â | ALWAYS | |
| Venue Type |
| ALWAYS | ||
Instrument |
| ||||
Sides |
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Instrument - TradeResponseMessage.payload[].instrument
Field | Name | Type | Values | Usage | Description |
---|---|---|---|---|---|
| Bilateral Indicator |
| ALWAYS | ||
| Clearing Organization ID |
| CONDITIONAL |
| |
| CUSIP |
| CONDITIONAL | Only present on US securities. | |
| Exchange ID |
| ALWAYS | ||
| GUID |
| ALWAYS | ||
| ISIN |
| CONDITIONAL | Only present on non-US securities. | |
| Long Name |
| ALWAYS | ||
| Product Sub-Type |
| ALWAYS | ||
| Product Type |
| ALWAYS |
Trade Side - TradeResponseMessage.payload[].sides[]
Field | Name | Type | Values | Usage | Description |
---|---|---|---|---|---|
| Aggressor Indicator |
| ALWAYS | ||
| Last Update Time |
| Format:Â | ALWAYS | |
| Memo |
| CONDITIONAL | Present if there is data from the user to populate. | |
| Remaining Allocation Quantity |
| CONDITIONAL |
| |
| Side GUID |
| ALWAYS | ||
| Side Indicator |
| ALWAYS | ||
| Trade ID |
| ALWAYS | ||
| Venue Entry ID |
| CONDITIONAL | Not present for workup. | |
| WarningType |
| CONDITIONAL |
| |
Entities |
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Trade Side Entities - TradeResponseMessage.payload[].sides[].entities
Field | Name | Type | Values | Usage | Description |
---|---|---|---|---|---|
| Customer Account ID |
| CONDITIONAL | Present when done on a customer's behalf. | |
| Executing Firm ID |
| ALWAYS | ||
| Operator ID |
| ALWAYS | ||
| Opposite Firm ID |
| CONDITIONAL |
|
Response - 400
Body
Error Response Message - ErrorResponseMessage
Field | Name | Type | Values | Usage | Description |
---|---|---|---|---|---|
Errors |
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Error - ErrorResponseMessage.errors[]
Field | Name | Type | Values | Usage | Description |
---|---|---|---|---|---|
| Code |
| ALWAYS | ||
| Instance |
| OPTIONAL | ||
| Message |
| ALWAYS | ||
| Reference Index |
| ALWAYS |
Response - 401
Response - 404
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