- From FIX Client to CME STP FIX:
- Trade Capture Report Request (tag 35-MsgType= AD).
- From CME STP FIX to FIX Client:
- Trade Capture Report Request Ack (tag 35-MsgType = AQ);
- Trade Capture Report (tag 35-MsgType = AE).
Other application-level messages are not supported. If an unsupported message is received by CME STP FIX, Session Level Reject (tag 35-MsgType= 3) message is sent in a response.
All FIX messages contain Standard Message Header and Standard Message Trailer component blocks. CME STP FIX usage of these blocks is compliant with standard FIX 4.4.
FIX Session Layer - Identification of FIX Session
TCP/IP over SSL is required to establish a physical connection to CME STP FIX. FIX Client should act as an initiator and use the following details when establishing FIX Session to CME STP FIX.
- FIX Version = FIX 4.4
- SenderCompID = as defined by CME Group
- TargetCompID = 'CMESTPFIX#' The value will be increased for each new user at the Firm, e.g., CMESTPFIX1, CMESTPFIX2, CMESTPFIX3, etc.
- TargetSubID = 'STP'
- Heartbeat interval = any between 30 and 60
- FIX session Username
- FIX session Password
FIX Client uses a Logon (tag 35-MsgType=A) message including the following tags to perform authentication at CME STP FIX:
- tag 49-SenderCompID = as defined by CME Group
- tag 56-TargetCompID = 'CMESTPFIX#' The value will be increased for each new user at the Firm, e.g., CMESTPFIX1, CMESTPFIX2, CMESTPFIX3, etc.
- tag 57-TargetSubID = 'STP'
- tag 34-MsgSeqNum = 1
- tag 141-ResetSeqNumFlag = Y
- tag 553-Username = Customer SmartClick API ID
- tag 554-Password = Customer SmartClick Password
FIX Clients are required to use the Logout (tag 35-MsgType=5) message to gracefully terminate a FIX Session with CME STP.
Sequence Numbers Reset
CME STP FIX expects the FIX Client to reset incoming and outgoing sequence numbers every time a FIX session is established (i.e. CME STP FIX expects a Logon (tag 35-MsgType = A) message from the FIX Client to contain tag 34-MsgSeqNum = 1 and tag 141-ResetSeqNumFlag = Y).
CME STP Credentials
In order to subscribe for CME Group trade, the FIX Client should provide the following:
- CME STP Username – provided in Logon (tag 35-MsgType = A)
- CME STP Password – provided in Logon (tag 35-MsgType = A)
- CME STP FirmID and Role – provided in Parties group of Trade Capture Report Request (tag 35-MsgType = AD)
Supported CME Group Products
The public CME STP FIX interface supports all products available on CME STP.
CME STP Availability
CME STP is available in Production beginning 2 PM Central Time Sunday afternoon through 9 PM Central Time Friday. Internal testing occurs every weekend in the Production environment; please ensure that your API is not connected from Friday night until Sunday afternoon.
See CME Group trading hours.
See standard CME Group disclaimer and Trademark information.