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Table of Contents

Introduction

This document is a developer’s guide for the CME STP API library.

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Code Block
languagec#
 public class CMEApiConfiguration
{
	public CMEApiConfiguration();
 
	public string ApiURL { get; set; }
	public int ConnectionTimeout { get; set; }
	public string Description { get; }
	public string PartyFirmID { get; set; }
	public string PartyRole { get; set; }
	public string Password { get; set; }
	public int PollingTimeout { get; set; }
	public int ReconnectMaxTries { get; set; }
	public int RecoveryTimeout { get; set; }
	public DateTimeOffset StartTime { get; set; }
	public string TestXML { get; set; }
	public string UserName { get; set; }
}

Property

Default value

Description

ApiURL

 

URI of the FIXML API

ConnectionTimeout

10

Connection timeout of FIXML API connect (in seconds)

Description

 


Returns string representation of current configuration

LastUpdateTime

<No default value, automatically will be set to current time minus 24 hours (in time zone of CME)>

The timestamp of last received trade.

PartyFirmID

 


ID of Party that is the subject of the subscription

PartyRole

 


Indicates the type or role of the Party that is the subject of the subscription

Password

 


FIXML API password

PoolingTimeout

5

The frequency of pooling of the FIXML API (in seconds)

ReconnectMaxTries

-1

Amount of retries if connection was lost.

RecoveryTimeout

60000

The timeout between recovery attempts if any problem occurs during the pooling action (in milliseconds)

UserName

 


FIXML API login

class CMESTPapi

Code Block
languagec#
public sealed class CMESTPapi : IDisposable
{
	public CMESTPapi(CMEApiConfiguration config);
 
	public event CMESTPapi.TradeHandler onTrade;
 
	public string LicenseInfo();
	public void Start();
	public void Stop();
 
	public delegate void TradeHandler(object sender, XElement trade);
}

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