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...

Attribute

Description

Format

Value

v

FIX version

N.N

"FIX.5.0SP2"

xv

FIX extension pack number

EPN

130

cv

Custom Application Version

CME.NNNN

 


s

schema release

YYYYMMDD

"2010-11-16"

xmlns

Default FIXML Namespace

Valid URL

 "http://www.fixprotocol.org/FIXML-5-0-SP2"

...

Tag

Field Name

Req

FIXML Element

Valid Values

Format

Description

Component <StandardHeader> 


Hdr

 

 

 




49

SenderCompID

Y

SID

Value provided by CME

String (7)

Sender Company Identifier

56

TargetCompID

Y

TID

CME

String (7)

Target Company Identifier

57

TargetSubID

Y

TSub

RMAPI

String (5)

Target Sub-Identifier

...

Tag

Field Name

Req

FIXML Element

Valid Values

Format

Description

35

UserRequest

Y

UserReq

 


String (2)

Defines message type

MsgType BE = User Request

553

Username

Y

Username

 


String (64)

Username (login ID) assigned by CME Group

554

Password

C

Password 


String (32)

Password assigned by CME Group.

Required for log on.

Not required for log off.

923

UserRequestID

Y

UserReqID 


String (16)

Unique identifier for a User Request. Does not need to be sequential, but must be an ever-increasing number.

924

UserRequestType

Y

UserReqTyp

1 = Log On User

2 = Log Off User

100 = Ping Request

String (3)

Indicates the action required by a User Request Message.

...

Tag

Field Name

Req

FIXML Element

Valid Values

Format

Description

35

UserRequest

Y

UserReq

 


String (2)

Defines message type

MsgType BE = User Request

553

Username

Y

Username

 


String (64)

Username (login ID) assigned by CME Group

554

Password

N

Password

 


String (32)

Password assigned by CME Group.

923

UserRequestID

Y

UserReqID 


String (16)

Unique identifier for a User Request. Does not need to be sequential, but must be an ever-increasing number.

924

UserRequestType

Y

UserReqTyp

1 = Log On User

2 = Log Off User

100 = Ping Request

String (3)

Indicates the action required by a User Request Message.

...

Tag

Field Name

Req

FIXML Element

Valid Values

Format

Description

35

UserRequest

Y

UserReq 


String (2)

Defines message type

MsgType BE = User Request

553

Username

Y

Username

 


String (64)

Username (login ID) assigned by CME Group

554

Password

N

Password 


String (32)

Password assigned by CME Group.

923

UserRequestID

Y

UserReqID

 


String (16)

Unique identifier for a User Request. Does not need to be sequential, but must be an ever-increasing number.

924

UserRequestType

Y

UserReqTyp

1 = Log On User

2 = Log Off User

100 = Ping Request

String (3)

Indicates the action required by a User Request Message.

...

Tag

Field Name

Req

FIXML Element

Valid Values

Format

Description

35

PartyEntitlement DefinitionRequest 


PtyEntlmntDefReq 


String (2)

Defines message type

MsgType DA = Party Entitlement Definition Request

1770

Entitlement RequestID

Y

ReqID

 


String (16)

Unique identifier for Party Entitlement Definition Request. Does not need to be sequential but must be an ever increasing number.

Component <PartyEntitlementsUpdate>

Y

PtyEntlmnt Upd

 

 

 




1324

ListUpdateAction

Y

ListUpdActn

M=Modify

String (1)

Indicates the action required by a Party Entitlement Definition Request.

Component <PartyDetail>

Y

PtyDetl

 

 

 




448

PartyID

Y

ID

 


String (3)

Indicates the Trading Firm number

452

PartyRole

Y

R

1=Trading Firm

Integer (1)

Indicates the party for which the request is made.

Component <RelatedPartyDetail>

Y

ReltedPtyDetl

 

 

 




1563

RelatedPartyID

Y

ID

 


String (12)

Indicates the Account number

1565

RelatedPartyRole

Y

R

24=Customer Account

Integer (2)

Indicates the related party for which the request is made.

End Component </RelatedPartyDetail>

 

 

 

 

 






End Component </PartyDetail>

 

 

 

 

 






Component <Entitlement>

Y

Entlmnt

 

 

 




1774

Entitlement Indicator

Y

Ind

Y=Yes (Unblock)

N=No (Block)

Boolean (1)

Indicates if the party is entitled.

1775

EntitlementType

Y

Typ

0=Trade

String (1)

Type of Entitlement.

1776

EntitlementID

Y

ID

 


String(16)

Unique identifier for specific Entitlements repeating group instance.

Component <EntitlementAttrib>

Y

Attrib

 

 

 




1778

EntitlementAttrib Type

Y

Typ

4000=Side

Integer (4)

Name of additional Entitlement Attribute.

1780

EntitlementAttrib Type

Y

Valu

1=Buy

2=Sell

String (1)

Side of orders to Block or Unblock.

End Component </EntitlementAttrib>

 

 

 

 

 






Component <InstrumentScope>

Y

InstrmtScope

 

 



Scope of the request for specific securities.

1535

InstrumentScope Operator

Y

Oper

1=Include

Integer (1)

Operator to perform on the Product Groups specified.

1545

InstrumentScope SecurityGroup

O

SecGrp

 


String (4)

Product Group for which incoming orders are Blocked or Unblocked.

If SecGrp is not included, all product groups on the specified Side and Type will be impacted.

1547

InstrumentScope SecurityType

Y

SecTyp

FUT=Futures

OPT=Options

String (3)

Security type for which incoming orders are Blocked or Unblocked.

End Component </InstrumentScope>

 

 

 

 

 






End Component </Entitlement>

 

 

 

 

 






End Component

 

 

 

 

 






Y=Required, N=Not Required, C=Conditional, O=Optional

...

Tag

Field Name

Req

FIXML Element

Valid Values

Format

Description

35

PartyEntitlementsRequest

 


PtyEntlmnt

 


String (2)

Defines message type

MsgType CU= Party Entitlements Request

1770

EntitlementRequestID

Y

ReqID

 


String (16)

Unique identifier for Party Entitlement Request. Does not need to be sequential but must be an ever-increasing number.

Component <Parties>

Y

Pty

 

 

 




448

PartyID

Y

ID 


String (12)

Specific value for a specified Party Role.

452

PartyRole

Y

R

1=Trading Firm

24=Customer Account

Integer (2)

Indicates the party for which the request is being made.

R=1 is required in all blocks.

If requesting information on all accounts at a TF, only R=1 should be sent.

If requesting information on specific account(s) at a TF, both R=1 and R=24 should be sent.

...

Tag

Field Name

Req

FIXML Element

Valid Values

Format

Description

35

SecurityListRequest

 


SecListReq 


String (1)

Defines message type

MsgType x=Security List Request

320

SecurityRequestID

Y

ReqID

 


String (16)

Unique identifier of a Security List Request. Does not need to be sequential, but must be an ever increasing number.

559

SecurityListRequestType

Y

ListReqTyp

100 = All Product Groups

101 = Product Groups by Exchange

102 = Product Groups within specific exchange by Security Type

Integer (3)

Specifies the type of Product Group reference data requested.

Component

 <Instrument>

C

Instrmt

 

 



Required Required only if SecurityListRequestType = 101 or 102

207

SecurityExchange

C

Exch

  • XCBT = CBOT
  • XCME = CME
  • XNYM = NYMEX
  • XKBT = KCBT
  • XMGE = MGEX
  • XCEC = COMEX
  • XCME = CME
  • DUMX = DME
  • XKLS = BMD
  • GREE = GreenX
  • MGCB = MGEX-CBOT*
  • MGKB = MGEX-KCBT*
  • NYUM = NYMEX-DME*

*CMEG-generated, non ISO values for inter-exchange spreads

String (4)

Defines the Exchange for which all Product Groups will be returned.

 


Required only if SecurityListRequestType = 101 or 102

167

SecurityType

C

SecTyp

FUT = Futures

OPT = Options

String (3)

Defines the Product Type for which all Product Groups in the security exchange will be returned. Required only if SecurityRequestType = 102

End Component

 

 

 

 

 






Y=Required, N=Not Required, C=Conditional, O=Optional

...

Tag

Field Name

Req

FIXML Element

Valid Values

Format

Description

35

OrderMassActionRequest

Y

OrdMassActReq

String

2

MsgType=CA

11

ClOrdID

Y

CIOrdID

String

16

Identifier of Order Mass Action Request. It is recommended that customers send unique identifiers but uniqueness is not enforced by the API.  

1373

MassActionType

Y

MassActionType

Int

1

Specifies the type of action requested.

Supported Values:

3 - Cancel Orders

1374

MassActionScope

Y

MassActionScope

Int

3

Specifies scope of Order Mass Action Request.

Supported Values:

100 – All orders for an exchange.

101 – All orders for all exchanges.

60

TransactTime

Y

TxnTm

UTCTimestamp

23

Timestamp when the business transaction represented by the message occurred. UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

Component

 <Parties>

Y

Pty 

 

 




448

PartyID

Y

ID

String

12

Specific value for a specified Party Role. This value is case sensitive.

452

PartyRole

Y

R

Int

2

Indicates the party the request is being made for.

Supported Values:

1 – Trading Member Firm.

24 – Customer Account.

Each incoming Order Mass Action Request can only have one account and one firm.

End Component

 </Parties>

 

 

 

 

 






Component

 <Instrument>

Conditional

Instrmt

 

 

 




207

SecurityExchange

Conditional

Exch

String

4

Needed to specify the product exchange for which all open orders will be cancelled. Required only when Mass Action Scope=100.

End Component

 </Instrument>

 

 

 

 

 

 







From RMI API to Customer
Standard Header – RMI API to Customer

Tag

Field Name

Req

FIXML Element

Valid Values

Format

Description

Component <StandardHeader>

 


Hdr

 

 

 




49

SenderCompID

Y

SID

CME

String (7)

Sender Company Identifier

50

SenderSubID

Y

SSub

RMAPI

String (5)

Sender Sub-Identifier

56

TargetCompID

Y

TID

Value provided by CME

String (7)

Target Company Identifier

...

Tag

Field Name

Req

FIXML Element

Valid Values

Format

Description

35

UserResponse

 


UserRsp

 


String (2)

Defines message type

MsgType BF=User Response

553

Username

Y

Username

 


String (64)

Username (login ID) value sent on the triggering User Request.

923

UserRequestID

Y

UserReqID

 


Integer (16)

User Request ID value sent on the triggering User Request.

926

UserStatus

Y

 

 

 

 





UserStat

1 – Logged In

2 – Not Logged In (Logged off)

3 – User Not Recognized

5 – Password Changed (will be

implemented at a later date)

6 – Other

100 – Ping Response

Integer (3)

Indicates the status of the RMI API user.

927

UserStatusText

O

UserStatText

 


String (250)

A text description associated with a user status.

...

Tag

Field Name

Req

FIXML Element

Valid Values

Format

Description

35

PartyEntitlement DefinitionReqAck 


PtyEntlmntDeReqAck

 


String (2)

Defines message type

MsgType UB = Party Entitlement Definition Request Acknowledgement

1770

Entitlement RequestID

Y

ReqID

 


String (16)

ReqID value sent on the triggering Party Entitlement Definition Request.

35000

EntitlementRequest Status

Y

ReqStat

0=Accepted

1=Accepted with changes

2=Rejected

Integer (1)

Status of Party Entitlement Definition Request

35001

EntitlementRequest Result

Y

ReqRslt

0 – Successful

1 – Invalid party

2 – Invalid related party

3 – Invalid entitlement type

4 – Invalid entitlement ID

5 – Invalid entitlement attribute

6 – Invalid instrument scope

10 – Instrument scope not supported

12 – Entitlement not approved for party

14 – Instrument not approved for party

98 – Not authorized

99 – Other

100 - Number of instrument scopes exceeds the maximum Unblocked count. SentCount=<Number of Security Groups in the message>, UnblockedCount=<Configured max Unblocked number>

Integer (3)

Reports the results of Party Entitlement Definition Request instructions.

58

Text

O

Txt

 


String (250)

Text further explaining the Party Entitlement Definition results.

Component <PartyEntitlementsAck>

O

PtyEntlmntAck 

 



This repeating group is returned when the Party Entitlement Definition Request is accepted with changes (ReqStat=”1”)

It is not returned for Accepted or Rejected Requests (ReqStat=”0” or “2”)

1324

ListUpdateAction

Y

ListUpdActn

M=Modify

String (1)

Returns the action required by a Party Entitlement Definition Request.

35002

EntitlementStatus

Y

Stat

0=Accepted

1=Accepted with changes

2=Rejected

Integer (1)

Status of Entitlement Definition for one repeating group.

35003

EntitlementResult

Y

Rslt

0 – Successful

1 – Invalid party

2 – Invalid related party

3 – Invalid entitlement type

4 – Invalid entitlement ID

5 – Invalid entitlement attribute

6 – Invalid instrument scope

10 – Instrument scope not supported

12 – Entitlement not approved for party

14 – Instrument not approved for party

98 – Not authorized

99 – Other

100 - Higher level block supersedes current request

101 – Specific product group cannot be combined with ALL product groups

Integer (3)

Result of Entitlement Definition Request for one repeating group.

1328

RejectText

N

RejTxt

 


String (250)

Text further explaining the Entitlement Definition Request Result for one repeating group.

Component <PartyDetail>

O

PtyDetl

 

 



This repeating group is returned when the Party Entitlement Definition Request is accepted with changes (ReqStat=”1”)

It is not returned for Accepted or Rejected Requests (ReqStat=”0” or “2”)

448

PartyID

Y

ID

 


String (3)

Indicates the Trading Firm number

452

PartyRole

Y

R

1=Trading Firm

Integer (1)

Indicates the party for which the request is made.

Component <RelatedPartyDetail>

Y

ReltdPtyDetl

 

 

 




1563

RelatedPartyID

Y

ID

 


String (12)

Indicates the Account number

1565

RelatedPartyRole

Y

R

24=Customer Account

Integer (2)

Indicates the related party for which the request is being made.

End Component </RelatedPartyDetail>

 

 

 

 

 






End Component <PartyDetail>

 

 

 

 

 






Component <Entitlement>

O

Entlmnt

 

 



This repeating group is returned when the Party Entitlement Definition Request is accepted with changes (ReqStat=”1”)

It is not returned for Accepted or Rejected Requests (ReqStat=”0” or “2”)

Required only if there are active blocks for the Related Party ID.

1774

Entitlement Indicator

Y

Ind

Y=Yes (Unblock)

N=No (Block)

Boolean (1)

Determines if the party is entitled.

1775

EntitlementType

Y

Typ

0=Trade

String (1)

Type of Entitlement.

1776

EntitlementID

Y

ID

 


String(16)

Unique identifier for specific Entitlements repeating group instance. Must be unique for a Party Entitlement Definition Request message.

Component <EntitlementAttrib>

Y

Attrib

 

 



This repeating group is returned when the Party Entitlement Definition Request is accepted with changes (ReqStat=”1”)

It is not returned for Accepted or Rejected Requests (ReqStat=”0” or “2”)

1778

EntitlementAttrib Type

Y

Typ

4000=Side

Integer (4)

Name of additional Entitlement Attribute.

1780

EntitlementAttrib Type

Y

Valu

1=Buy

2=Sell

String (1)

Side of orders to Block or Unblock.

End Component </EntitlementAttrib>

 

 

 

 

 






Component <InstrumentScope>

Y

InstrmtScope

 

 



Scope of the request for specific securities.

This repeating group is returned when the Party Entitlement Definition Request is accepted with changes (ReqStat=”1”).

It is not returned for Accepted or Rejected Requests (ReqStat=”0” or “2”).

1535

InstrumentScope Operator

Y

Oper

1=Include

Integer (1)

Operator to perform on the Product Groups specified.

1545

InstrumentScope SecurityGroup

C

SecGrp 


String (4)

Product Group for which incoming orders are Blocked or Unblocked.

Required if SecGrp was defined on the inbound Party Entitlement Definition Request.

1547

InstrumentScope SecurityType

Y

SecTyp

FUT=Futures

OPT=Options

String (3)

Type of security for which incoming orders are Blocked or Unblocked.

End Component </InstrumentScope>

 

 

 

 

 






End Component </Entitlement>

 

 

 

 

 






End

End Component </PartyEntitlementsAck>

 

 

 

 

 






Y=Required, N=Not Required, C=Conditional, O=Optional

...

Tag

Field Name

Req

FIXML Element

Valid Values

Format

Description

35

PartyEntitlementsReport

 


PtyEntlmntRpt

 


String (2)

Defines message type

MsgType CV = Party Entitlements Report

1771

EntitlementReportID

Y

RptID 


String (20)

Unique identifier for Party Entitlements Report.

1770

EntitlementRequestID

Y

ReqID 


String (16)

ReqID value sent on the triggering Party Entitlements Request

1511

RequestResult

Y

ReqRslt

0=Successful

1=Invalid Party

98=Not authorized

99=Other

Integer (3)

Result of Party Entitlement Request.

Component <PartyEntitlement>

Y

PtyEntlmnt

 

 

 




Component <PartyDetail>

Y

PtyDetl

 

 



Returned only if there are active blocks for the Related Party ID.

448

PartyID

Y

ID

 


String (3)

Specific value for a specified Party Role.

452

PartyRole

Y

R

1=Trading Firm

Integer (1) 


Component <RelatedPartyDetail>

O

ReltdPtyDetl

 

 



Returned only if there are active blocks for the Related Party ID.

1563

RelatedPartyID

N

ID

 


String (12)

Specific value for a specified Related Party Role.

1565

RelatedPartyRole

N

R

24=Customer Account

Integer (2)

Indicates the related party for which the request is made.

End Component </RelatedPartyDetail>

 

 

 

 

 






End Component </PartyDetail>

 

 

 

 

 






Component <Entitlement>

O

Entlmnt

 

 



Required only if there are Active Instructions for the Related Party ID.

1774

EntitlementIndicator

Y

Ind

Y=Yes (Unblock)

N=No (Block)

Boolean (1)

Determines if the party is Unblocked to enter orders.

1775

EntitlementType

Y

Typ

0=Trade

String (1)

Type of Entitlement

Component <EntitlementAttrib>

O

Attrib 

 



Required only if there are Active Instructions for the Related Party ID.

1778

EntitlementAttribType

Y

Typ

4000=Side

Integer (4)

Name of additional Entitlement Attribute.

1780

EntitlementAttribValue

Y

Valu

1=Buy

2=Sell

String (1)

Side of orders to Block or Unblock.

End Component </EntitlementAttrib>






 

 

 

 

 

Component <InstrumentScope>

O

InstrmtScope

 

 Component <InstrumentScope>

O

InstrmtScope



Scope of the request for specific securities.

Required only if there are Active Instructions for the Related Party ID.

1535

InstrumentScopeOperator

Y

Oper

1=Include

Integer (1)

Operator to perform on the Product Groups specified.

1545

InstrumentScopeSecurityGroup

Y

SecGrp 


String (4)

Product Group for which incoming orders are Blocked or Unblocked.

1547

InstrumentScopeSecurityType

Y

SecTyp

FUT=Futures

OPT=Options

String (3)

Type of security for which incoming orders are Blocked or Unblocked.

End Component </InstrumentScope>

 

 

 

 

 






End Component </Entitlement>

 

 

 

 

 






End Component </PartyEntitlement>

 

 

 

 

 






Y=Required, N=Not Required, C=Conditional, O=Optional

...

Tag

Field Name

Req

FIXML Element

Valid Values

Format

Description

35

SecurityList

 


SecList

 


String (1)

Defines message type

MsgType y = Security List Response

964

SecurityReportID

Y


 

RptID

 


String (20)

Unique identifier of a Security List Response.

1470

SecurityListType

Y

ListTyp

100 = All Product Groups

101 = Product Groups by Exchange

102 = Product Groups within specific exchange by Security Type

Integer (3)

Repeats back the security list request type (ListReqTyp).

320

SecurityRequestID

Y

ReqID 


Integer (16)

ReqID value sent on the triggering Security List Request

560

SecurityRequestResult

Y

ReqRslt

0 = Valid request

1 = Invalid or unsupported request

2 = No instruments found that match selection criteria

3 = Not authorized to retrieve instrument data

4 = Instrument data temporarily unavailable

Integer (1)

Returns feedback based on the request.

58

Text

O

Txt

 


String (250)

Text further explaining the SecurityRequestResult.

Component

 <SecListGrp>

C

SecL

 

 



Only returned when ReqRslt=0

Component

 <Instrument>

Y

Instrmt

 

 

 




207

SecurityExchange

Y 


Exch 


String (4)

Returned only if sent on the triggering Security List Request.

Identifies the exchange for which All Product Groups will be returned.

167

SecurityType

C

 

 



SecTyp

 


String (3)

Returned only if sent on the triggering Security List Request.

Identifies the Product Type for which All Product Groups in the exchange are returned.

1151

SecurityGroup

Y


 

SecGrp

 


String (4)

List of product groups that match Security List Request parameters.

 End Component </Instrument>

 

 

 

 

 






 End Component </SecListGrp>

 

 

 

 

 






Y=Required, N=Not Required, C=Conditional, O=Optional

...

 

Tag

Field Name

Req

FIXML Element

Valid Values

Format

Description

35

OrderMassActionReport

Y

OrdMassActRpt

String

2

MsgType=BZ

11

ClOrdID

Y

CIOrdID

String

16

Pancake flip of the ClientOrder ID provided on the incoming Order Mass Action Request message.

1369

MassActionReportID

Y

MassActionReportID

String

20

Unique ID of Order Mass Action Report as assigned by RMI API.

1373

MassActionType

Y

MassActionType

Int

3

Specifies the type of action requested. This is a pancake flip of the incoming value provided on the Order Mass Action Request message.

1374

MassActionScope

Y

MassActionScope

Int

3

Specifies the scope of the Action – this is a pancake flip of the incoming value provided on the Order Mass Action Request message.

1375

MassActionResponse

Y

 


MassActionResponse

Int

1

Specifies the action taken by RMI API when it receives the Order Mass Action Request.

Supported Values:

1 – Accepted.

1376

MassActionReject

Reason

Conditional

MassActionRejectReason

Int

3

Reason Order Mass Action Request was rejected. Required if Mass Action Response=0. Supported Values:

99 – Other

58

Text

Optional

Txt

String

250

Text further explaining the Party Entitlement Definition Request Result.

Component

 <Parties>

Y

Pty

 

 

 




448

PartyID

Y

ID

String

12

Specific value for a specified Party Role.

452

PartyRole

Y

R

Int

2

Indicates the party the request is being made for.

Supported Values:

1 – Trading Member Firm

24 – Customer Account

End Component

 </Parties>

 

 

 

 

 






Component

 <Instrument>

Y

Instrmt

 

 

 




207

SecurityExchange

Y

Exch

String

4

Specifies the exchange requested for which orders are to be cancelled. This is a flip of the incoming value unless it is missing or null in which case it will not be sent. 

End Component

 </Instrument>

 

 

 

 






Note
All risk management services are offered by CME Group on a best-efforts basis. Clearing Member Firm (CMF) Risk Administrators only have access to the Execution Firms and Exchanges that they guarantee. Any attempt to take action on an Executing Firm and Exchange assigned to a different CMF will be rejected.

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