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API Documentation

market:futures:trades:cme

Subscribes/Unsubscribes to futures trade 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:trades:cme",
        {
            "symbol": "ETHK3"
        }
    ]
}
ParamTypeDescription
symbolstringThe asset instrument.

Response

{
    "jsonrpc": "2.0",
    "method": "subscription",
    "params": {
        "subscription": "b5tyryvt3br9pe3bieehz96hvqyzxnmyqk5r9w9hnhx1rigl0s2wtmrqjnla87vx",
        "result": {
            "exchange": "CME",
            "symbol": "ETHK3",
            "exchangeTimestamp": 1683119217913,
            "exchangeTimestampNanoseconds": 175727,
            "receivedTimestamp": 1683119218018,
            "receivedTimestampNanoseconds": 464,
            "sentTime": "null",
            "tradeSummary": {
                "aggressorSide": "1",
                "mdTradeEntryId": "1733858",
                "tradePrice": "185000",
                "tradeQty": "1",
                "tradeOrderCount": "2",
                "tradeUpdateAction": "NEW",
                "orderQty": {
                    "orderId": "2",
                    "lastOrdQty": "1"
                }
            },
            "instrument": {
                "definitionSource": "E",
                "exchangeMic": "XCME",
                "id": "7245",
                "marketSegmentId": "74",
                "periodCode": "202305",
                "productCode": "ETH",
                "productGroup": "FUT",
                "productType": "EZ",
                "symbol": "ETHK3",
                "putOrCall": "",
                "strikePrice": "",
                "underlyingSymbol": ""
            }
        }
    }
}

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:trades:cme", { "symbol": "ETHK3" } ],
      id: 1,
    }));
});

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