CME GC Allocator API - Message Specification - Get Instruments

Owned by CME Group
Apr 26, 2024
1 min read

Request a general collateral repo instrument and the individual collateral instruments that are eligible to be allocated for it, by the GUID of the general collateral repo instrument.

URL

/instruments/{guid}

HTTP Method

GET

Version

1.0.30

Content

 

 

 

Request

Parameters

Parameter

Name

Location

Type

Multi-ple

Values

Usage

Description

Parameter

Name

Location

Type

Multi-ple

Values

Usage

Description

CME-Application-Name

Application Name

Header

String

No

 

REQUIRED

Name of the customer system that generated the message. Must match the system name as certified in AutoCert+ exactly.

CME-Application-Vendor

Application Vendor

Header

String

No

 

REQUIRED

Name of the vendor who provided the customer system. For a proprietary system, use the firm name.

CME-Application-Version

Application Version

Header

String

No

 

REQUIRED

Version identifier for the customer system.

CME-Request-ID

Request ID

Header

String

No

 

REQUIRED

Identifier for the customer message.

CME-Transact-Time

Transaction Time

Header

DateTime

No

Format:  yyyy-mm-ddThh:mm:ss.dZ

OPTIONAL

Timestamp of when the message was sent from customer system.

guid

GUID

Path

String

No

 

REQUIRED

 

Response - 200

Body

Instrument Response Message - InstrumentResponseMessage

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

payload[]

Payload

Instrument

 

 

 

Instrument - InstrumentResponseMessage.payload[]

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

cusip

CUSIP

String

 

CONDITIONAL

 

Only present on US securities.

 

exchangeId

Exchange ID

String

 

ALWAYS

 

guid

GUID

String

 

ALWAYS

 

isin

ISIN

String

 

CONDITIONAL

 

Only present on non-US securities.

 

longName

Long Name

String

 

ALWAYS

 

priceSource

Price Source

PriceSource

  • CLEAN

  • DIRTY

ALWAYS

 

Price applied for the cash flow valuation

 

collateral[]

Collateral

Instrument

 

 

 

Instrument - InstrumentResponseMessage.payload[].collateral[]

Field

Name

Type

Values

Usage

Description

Field

Name

Type

Values

Usage

Description

cleanPrice

Clean Price

Price

 

ALWAYS

 

couponRt

Coupon Rate

Decimal

 

ALWAYS

 

cusip

CUSIP

String

 

CONDITIONAL

 

Only present on US securities.

 

dirtyPrice

Dirty Price

Price

 

ALWAYS

 

guid

GUID

String

 

ALWAYS

 

isin

ISIN

String

 

CONDITIONAL

 

Only present on non-US securities.

 

longName

Long Name

String

 

ALWAYS

 

maturityDt

Maturity Date

Date

Format:  yyyy-mm-dd

ALWAYS

 

Response - 401

Response - 404



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