CME GC Allocator API - Message Specification - Search Instrument

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.

cusip

CUSIP

Query

String

No

CONDITIONAL

Required for BTUS. This is the CUSIP of the GC repo instrument

isin

ISIN

Query

String

No

CONDITIONAL

Required for BTEU. This is the ISIN of the GC repo instrument

startDt

Start Date

Query

Date

No

Format:  yyyy-mm-dd

REQUIRED

Start Date of the repo.

endDt

End Date

Query

Date

No

Format:  yyyy-mm-dd

REQUIRED

End Date of the repo.

substitutionEligibleInd

Substitution Eligible Indicator

Query

YesNoIndicator

No

• NO

• YES

CONDITIONAL

Will return collateral that can be substituted (if parameter value is YES), or that cannot be substituted (if parameter value is NO, or is not populated). Only applies to US GC trades.

payload[]

Payload

Instrument

cusip

CUSIP

String

CONDITIONAL

Only present on US securities. 

exchangeId

Exchange ID

String

ALWAYS

guid

GUID

String

CONDITIONAL

Only present on listed securities

isin

ISIN

String

CONDITIONAL

Only present on EU securities.

longName

Long Name

String

ALWAYS

priceSource

Price Source

PriceSource

• CLEAN

• DIRTY

ALWAYS

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 EU securities.

longName

Long Name

String

ALWAYS

maturityDt

Maturity Date

Date

Format:  yyyy-mm-dd

ALWAYS

errors[]

Errors

Error

code

Code

String

ALWAYS

instance

Instance

String

OPTIONAL

message

Message

String

ALWAYS

referenceIndex

Reference Index

Integer

ALWAYS