Contents

Input - Subscription Request

Initiated by authenticated customer. Request to subscribe to a product (multiple products) or filter subscriptions by providing a list of related instrument symbols.

Fields

RefFieldNameData TypeValuesUsageDescription
1header
2→ messageTypeMessage TypeString
  • SUBSCRIBE (SUBSCRIBE)
  • UNSUBSCRIBE (UNSUBSCRIBE)
REQUIRED

Denotes login message

3→ requestIdRequest IDIntegerOPTIONAL

Client-originated ID reflected in response message

4→ sentTimeSent TimestampTimestampOPTIONAL

CME MDP gateway sends the message (UTC).

5→ versionAPI VersionString
  • 1.0 (1.0)
OPTIONAL
6payload
7→ subscriptionMessageTypes[]Subscription Message TypesString
  • STAT (Statistics)
  • TOB (Top of Book)
  • TRD (Trade Summary)
OPTIONAL
8→ subscriptions[]
9→ → productCodeInstrument Product CodeStringREQUIRED

String field that indicates the underlying asset code (Product Code). Example: GE (Eurodollars), ES (E-Minis).

10→ → productTypeProduct TypeString
  • FUT (Future)
  • OOF (Option)
  • OPT (Option)
REQUIRED

Output - Subscription Status

SmartStream response to customer Subscribe and Unsubscribe requests

Fields

RefFieldNameData TypeValuesUsageDescription
1header
2→ messageTypeMessage Typestring
  • SUBSCRIPTION_ERROR (Subscription Error)
  • SUBSCRIPTION_STATUS (Subscription)
ALWAYS

Denotes trade summary message.

3→ requestIdRequest IDint32ALWAYS

Client-originated ID reflected in response message

4→ sentTimeSent TimestamptimestampOPTIONAL

CME MDP gateway sends the message (UTC).

5→ sequenceNumbersequenceNumberstringALWAYS
6→ versionAPI Versionstring
  • 1.0 (1.0)
ALWAYS
7payload
8→ statuspayload statusstring
  • SUBSCRIBED (Subscribed)
  • UNSUBSCRIBED (Unsubscribed)
ALWAYS

denotes the subscription status

9→ subscriptionMessageTypes[]Subscription Message Typesstring
  • STAT (Statistics)
  • TOB (Top of Book)
  • TRD (Trade Summary)
ALWAYS
10→ subscriptions[]
11→ → productCodeInstrument Product CodestringALWAYS

String field that indicates the underlying asset code (Product Code). Example: GE (Eurodollars), ES (E-Minis).

12→ → productTypeProduct Typestring
  • FUT (Future)
  • OOF (Option)
  • OPT (Option)
ALWAYS

Output - Subscription Error

Server response to Subscription Errors

Fields

RefFieldNameData TypeValuesUsageDescription
1errors[]
2→ codeError Codestring
  • ERROR_400 (ERROR_400)
  • ERROR_401 (ERROR_401)
  • ERROR_403 (ERROR_403)
ALWAYS
3→ messageError MessagestringALWAYS
4→ referenceIndexReference Indexint32ALWAYS
5header
6→ messageTypeMessage Typestring
  • SUBSCRIPTION_ERROR (Login Status)
ALWAYS

Denotes trade summary message.

7→ requestIdRequest IDint32OPTIONAL

Client-originated ID reflected in response message

8→ sentTimeSent TimestamptimestampOPTIONAL

CME MDP gateway sends the message (UTC).

9→ sequenceNumbersequenceNumberstringALWAYS
10→ versionAPI Versionstring
  • 1.0 (1.0)
ALWAYS
11payload
12→ subscriptionMessageTypes[]Subscription Message Typesstring
  • STAT (Statistics)
  • TOB (Top of Book)
  • TRD (Trade Summary)
ALWAYS
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