CME STP FIXML - Session Layer Management
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Client systems are required to use HTTP POST method to the URL https://{path}/cmestp/query endpoint, where the "path" is to be replaced with URLs provided in the connectivity section for a given environment.
The body of the POST method is the XML for Trade Capture Report Request message. All outbound and inbound FIXML messages are XML documents denoted by XML prolog <?xml version="1.0" encoding="UTF-8"?> with encoding being optional and defaults to "UTF-8" on requests. This will be the first line in requests and responses.
CME STP FIXML uses Basic Authorization over HTTPS for user authentications. Client systems create a secret key by Base64 encoding their "STP API ID:Password" and use the "Authentication" HTTP header parameter each time a POST method is called.
CME STP FIXML only supports the HTTP POST method. Other HTTP methods are unsupported.
HTTP Header Parameters
Following section describes HTTP Header Parameters.
HTTP Header Parameter | Presence | Value |
|---|---|---|
Authorization | Required | Basic <Base64 encoded secret key> |
Content-Type | Required | text/plain or text/xml |
Interaction with the CME STP FIXML API is stateless.
The CME STP FIXML service will send a token in response to valid subscription requests and query requests where the response requires multiple pages.
Client systems continue the subscription or request the next page(s) of the query by sending the token from the prior response, on subsequent POST requests.
Both Client systems and CME STP FIXML will use the x-cme-token custom HTTP Request Header to transmit this token.
Successful HTTP POST responses will have standard HTTP status of 200.
CME Group recommends that client systems have the ability to handle a token length of up to 1500 bytes.
Optional Attributes in the FIXML Element
The following optional attributes can be included on the FIXML element of each message sent to CME STP FIXML and when present only valid values are accepted.
Responses from CME STP FIXML will have these attributes in the FIXML Element.
FIXML Element | Description | Valid Value | XPath |
|---|---|---|---|
FIX Version Number | Indicates the version of FIX being used (including Service Pack). | 5.0 SP2 | /FIXML/@v |
Schema Release Date | Indicates the release date of the FIXML Schema. | 20090815 | /FIXML/@s |
FIXML Extension Version | Indicates the FIX Extension version. | 109 | /FIXML/@xv |
Custom Application Version | Indicates the Custom Application version. | CME.0001 | /FIXML/@cv |
Standard FIXML Header
All FIXML request messages from the client systems must include a Standard Header with the following attributes. The following table indicates fields sent on messages from the Client system to CME STP FIXML.
In response, CME STP FIXML will swap values of:
Hdr/@SID with Hdr/@TID
Hdr/@SSub with Hdr/@TSub
Field | Description | Presence | Valid Value | XPath |
|---|---|---|---|---|
Sender Comp ID | Indicates the sender of the message. Should be a firm level identifier such as Trading firm name or GFID | Required | Assigned by CME | Hdr/@SID |
Sender Sub ID | Indicates the sender entity. This value must match the username (API ID) used with HTTP Basic authentication, and must be in uppercase. | Required | Assigned by CME | Hdr/@SSub |
Target Comp ID | Indicates the recipient of the message. | Optional | CME | Hdr/@TID |
Target Sub ID | Indicates the recipient entity. | Optional | STP | Hdr/@TSub |
XPath to HDR Element in the Client system requests: FIXML/TrdCaptRptReq/Hdr
XPath to HDR Element in CME STP FIXML Reponses:
Successful response: FIXML/Batch/Hdr
Failure response: FIXML/TrdCaptRptReqAck/Hdr
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