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API Documentation

market:futures:tickers:cme

Subscribes/Unsubscribes to futures tickers data for CME.

Make sure you're connected to this subscription: wss://ws.web3api.io/cme. You must specify the instrument symbol.

🚧

CME Authorization

You must have a valid license directly with CME to consume CME data via Amberdata's Websockets. Please connect with your Amberdata Account Executive if you have any questions.

Request

{
    "jsonrpc": "2.0",
    "id": 1,
    "method": "subscribe",
    "params": [
        "market:futures:tickers:cme",
        {
            "symbol": "METK3"
        }
    ]
}
ParamTypeDescription
symbolstringThe asset instrument.

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "subscription": "bx30tx7s1o6wmykuae7kn3gn09b8jjysioy41l5302fp7fwfejwlh2r8fn90ctaq",
        "result": {
            "exchange": "CME",
            "symbol": "METK3",
            "exchangeTimestamp": 1683119093401,
            "exchangeTimestampNanoseconds": 100089,
            "receivedTimestamp": 1683119093451,
            "receivedTimestampNanoseconds": 0,
            "sentTime": "2023-05-03T13:04:53.401190064Z",
            "tradingStatus": "ReadyToTrade",
            "instrument": {
                "definitionSource": "E",
                "exchangeMic": "XCME",
                "id": "6321",
                "marketSegmentId": "74",
                "periodCode": "202305",
                "productCode": "MET",
                "productGroup": "EZ",
                "productType": "FUT",
                "symbol": "METK3",
                "putOrCall": "",
                "strikePrice": "",
                "underlyingSymbol": ""
            },
            "askLevel": [
                {
                    "lastUpdateTime": "2023-05-03T13:04:53.401100089Z",
                    "orderCnt": 4,
                    "price": "185150",
                    "qty": 31
                }
            ],
            "bidLevel": [
                {
                    "lastUpdateTime": "2023-05-03T13:04:53.401100089Z",
                    "orderCnt": 4,
                    "price": "185000",
                    "qty": 45
                }
            ]
        }
    }
}

Example

const WebSocket = require('ws');
const ws = new WebSocket('wss://ws.web3api.io/cme', {headers: {x-api-key:'<api_key>'}});

ws.on('open', () => {
  ws.send(JSON.stringify({
      jsonrpc: '2.0',
      method: 'subscribe',
      params  : [ "market:futures:tickers:cme", { "symbol": "METK3" } ],
      id: 1,
    }));
});

ws.on('message', data => {
  console.log(JSON.stringify(JSON.parse(data), null, 2));
});