CME GC Allocator API - Message Specification - Get Instrument for Trade

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 Side Guid of the trade where it was used. Results will be limited to active trades, and trades which have ended within the last 7 calendar days.

URL

/instruments/trades/{sideGuid}

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.

sideGuid

Side 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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