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

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

payload[]

Payload

Instrument

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

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