Services

• Easy-to-use API.
• Manages the session layer (for the delivery of application messages).
• Manages the application layer (defines business-related data content).
• Creates (outgoing) Request messages.
• Parses (incoming) Reports messages.
• Flexible logging.

Note: We recommend reading the “CME STP API” alongside this guide. Additionally, reviewing the source code of the sample project included in the library distributive package is advised.

Example

final String url = "https://servicesnr.cmegroup.com/cmestp/query";
final String senderCompId = "SenderCompId";
final String senderSubId = "SenderSubId";
final String password = "Password";
Session.setLicenseDirectory("d:\\licenses");
try {
    final Session session = new Session(new URL(url), senderCompId, senderSubId, password);
} catch (LicenseException | MalformedURLException e) {
    throw new RuntimeException(e);
}

Check also the following chapters:

1. Error Reporting
2. Licensing

Application Level

There are two ways to receive

• Query for historical data.
• Subscription for real-time data.

Both methods can be used with or without filters, which are defined using the

message.

Note: Relationship between filters is “AND”.

public static void main(final String[] args) {
    TradeCaptureReportRequest req = new TradeCaptureReportRequest();
    req.getInstrument().setSecurityID("CL");
    req.getInstrument().setSecurityType(SecurityType.Future);
    req.getInstrument().setSecurityExchange("NYMEX");
}

Query

For historical data retrieval, use

Example

The following example requests historical data filtering for CME product “EC”:

            Session session = new Session(new URL(url), senderCompId, senderSubId, password);
            session.registerErrorListener(this);
            session.registerMessageListener(this);
            session.registerFixmlMessageListener(this);

            TradeCaptureReportRequest req = new TradeCaptureReportRequest();
            req.setStartTime(ZonedDateTime.parse("2025-02-22"));
            req.setEndTime(ZonedDateTime.parse("2025-02-28"));
            req.getInstrument().setSecurityID("EC");
            req.getInstrument().setSecurityExchange("CME");

            session.query(req);

Controlling Handler Logging

By default, the handler logs all important aspects of its activity while working. The SLF4J (Simple Logging Facade for Java) is used by Handler internally. The SLF4J detects and uses the concrete logging implementation configured by the user. By default, the Logback logging implementation is recommended.

Please see Logging section for more details.

The logging configuration should be set up at the start of the application. Example Logback configuration:

<logger name="biz.onixs.cme.stp.handler.samples" level="DEBUG"/>
<logger name="biz.onixs.cme.stp.handler" level="INFO"/>

Error Reporting

An exception is used as a fundamental error-reporting mechanism. In the event

of any error the biz.onixs.cme.stp.handler.ErrorListener is triggered once exception is thrown while processing inbound/outbound messages.

Licensing

The handler requires a valid license key file for its execution. If there is no license file available or the handler is not able to locate it, the

exception will be thrown.

The pre-defined license file name is “OnixS.lic”. The license file is loaded during handler initialization as described in the [Unified Resource Loading].

The default license file name can be changed using LicenseFile parameter in the

method.

The following table explains different options to keep the license file.

Unified Resource Loading

By default, any external resource is looked for at the following places and in the following order (if other is not set explicitly):

1. Classpath
2. Absolute file path
3. Current directory
4. User home directory

If it can't be found at the 1st location then the 2nd one is checked, etc.

    public void run(final String[] args) {
        TradeCaptureReportRequest req = new TradeCaptureReportRequest();
        req.getInstrument().setSecurityID("CL");
        req.getInstrument().setSecurityType(SecurityType.Future);
        req.getInstrument().setSecurityExchange("NYMEX");
        try {
            Session session = new Session(new URL(url), senderCompId, senderSubId, password);
            session.registerErrorListener(this);
            session.registerMessageListener(this);
            session.registerFixmlMessageListener(this);

        } catch (LicenseException e) {
            throw new RuntimeException(e);
        } catch (MalformedURLException e) {
            throw new RuntimeException(e);
        }
    }

    @Override
    public void onError(ErrorEventArgs args) {
        LOG.error("Error: {}", args.toString());
    }

    @Override
    public void onMessageSent(FixmlMessageEventArgs args) {
        LOG.info("FIXML message sent: {}", args.getFixmlMessage());
    }

    @Override
    public void onMessageReceived(FixmlMessageEventArgs args) {
        LOG.info("FIXML message received: {}", args.getFixmlMessage());
    }

    @Override
    public void onTradeCaptureReportRequestSent(TradeCaptureReportRequestEventArgs args) {
        LOG.info("TradeCaptureReportRequest sent with ID = {}", args.getTradeCaptureReportRequest().getTradeRequestID());
    }

    @Override
    public void onTradeCaptureReportRequestAcknowledgmentReceived(TradeCaptureReportRequestAcknowledgmentEventArgs args) {
        LOG.info("TradeCaptureReportRequestAck received for ID = {}", args.getTradeCaptureReportRequestAcknowledgment().getTradeRequestID());
    }

    @Override
    public void onTradeCaptureReportReceived(TradeCaptureReportEventArgs args) {
        LOG.info("TradeCaptureReport received with ID = {}", args.getTradeCaptureReport().getTradeReportID());
    }

    @Override
    public void onCollateralReportReceived(CollateralReportEventArgs args) {
        LOG.info("CollateralReport received for SecurityID = {}", args.getCollateralReport().getInstrument().getSecurityID());
    }

    @Override
    public void onEndOfQuery(TradeCaptureReportRequestEventArgs args) {
        LOG.info("Last report received for the query with ID = {}", args.getTradeCaptureReportRequest().getTradeRequestID());
    }

Jira

Jira is an issue logging and tracking system with release version control, records of issues/fixes and enhancements, and access to useful resource and FAQ information.

Email

We recommend using Jira for issue logging/tracking. Registration requests for Jira access and technical support are also available via email at support@onixs.biz.