Click to expand each sample message below.

Broker Fees on Outrights

Expand

title	Client System Submits Outright Message with Broker Fees

Client System does not submit UOM in the CommData block, and will not receive UOM on the CommData block. Ccy is optional. Both sides have broker fees attached to them.

Lines 12 and 20 in this example introduce the new CommData block.

Code Block

language	xml
linenumbers	true

<FIXML v="5.0 SP2" s="20090815" xv="109" cv="CME.0001">
<TrdCaptRpt RptID="0000001" ExecID2="12345620000929" TransTyp="0" TrdTyp="1" TxnTm="2014-08-28T08:15:00-04:00" QtyTyp="0" LastPx="65" LastQty="500000">
  <Hdr SID="ATSB1" SSub="API_ATS_BRK1_TSUB" TID="CME" TSub="CPAPI" />
  <Instrmt SecTyp="FUT" Exch="NYMEX" ID="CL" Src="H" MMY="201712" TmUnit="Mo" />
  <TrdRegTS TS="2014-08-28T08:15:23.123-04:00" Typ="1" />
<RptSide ClOrdID="HTTPCT" InptSrc="ATSB1" Side="1">
  <Pty ID="880" R="1" />
  <Pty ID="ATS-BRK1-H-H-H-01" R="24" />
  <Pty ID="ATS_BROKER1" R="30" />
  <Pty ID="ATS_BRK1USER" R="62" />
  <Pty ID="ATS_TRD1USER" R="36" />
  <CommData Basis="1" Rt=".01" Ccy="GBP" />
  </RptSide>
<RptSide ClOrdID="HTTPCT" InptSrc="ATSB1" Side="2">
  <Pty ID="709" R="1" />
  <Pty ID="ATS-BRK2-H-H-02" R="24" />
  <Pty ID="ATS_BROKER1" R="30" />
  <Pty ID="ATS_BRK1USER" R="62" />
  <Pty ID="ATS_TRD2USER" R="36" />
  <CommData Basis="1" Rt=".01" Ccy="GBP" />
</RptSide>
</TrdCaptRpt>
</FIXML>

...

Expand

title	Trade Capture Report Sent to Client System

Response contains broker fees .

Lines 27 and 50 in this example introduce the new CommData block.

Code Block

language	xml
linenumbers	true

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
    <TrdCaptRpt RptID="1448546811282" TransTyp="0" TrdRptStat="0" TrdTyp="1" TrdDt="2015-11-04" BizDt="2015-11-04" ExecID="5622818" ExecID2="12345620000929" TxnTm="2015-11-04T12:38:06.434-06:00" QtyTyp="0" LastQty="500000" LastPx="65.0" TotTrdQty="500" TotTrdMultdQty="500000" RptTyp="0" LastRptReqed="Y" TotNumTrdRpts="1" ReqID="123456">
        <Hdr SID="CME" SSub="CPAPI" TID="ATSB1" TSub="API_ATS_BRK1_TSUB" />
        <Instrmt ID="CL" Src="H" SecTyp="FUT" MMY="201712" Exch="NYMEX" TmUnit="Mo" />
        <TrdRegTS TS="2014-08-28T07:15:23-05:00" Typ="1" />
        <RptSide Side="1" ClOrdID="HTTPCT" InptDev="API" InptSrc="ATSB1" CustCpcty="1">
            <Pty R="44" ID="API_ATS_BRK1_TSUB" />
            <Pty R="30" ID="ATS_BROKER1">
                <Sub Typ="5" ID="ATS_BROKER1" />
            </Pty>
            <Pty R="62" ID="ATS_BRK1USER">
                <Sub Typ="9" ID="ATS_BRK1USER_UFN ATS_BRK1USER_ULN" />
            </Pty>
            <Pty R="36" ID="ATS_TRD1USER">
                <Sub Typ="9" ID="ATS_TRD1 USER" />
            </Pty>
            <Pty R="1" ID="880">
                <Sub Typ="5" ID="ATS_CLEARING_CME1" />
            </Pty>
            <Pty R="24" ID="ATS-BRK1-H-H-H-01" Src="C">
                <Sub Typ="26" ID="2" />
            </Pty>
            <Pty R="7" ID="ATS_TRADER1">
                <Sub Typ="5" ID="ATS_TRADER1" />
            </Pty>
            <RegTrdID ID="CPC000005622818BN0001" Src="1010000023" Typ="0" Evnt="2" />
            <CommData Ccy="GBP" Basis="1" Rt=".01" />
        </RptSide>
        <RptSide Side="2" ClOrdID="HTTPCT" InptDev="API" InptSrc="ATSB1" CustCpcty="1">
            <Pty R="44" ID="API_ATS_BRK1_TSUB" />
            <Pty R="30" ID="ATS_BROKER1">
                <Sub Typ="5" ID="ATS_BROKER1" />
            </Pty>
            <Pty R="62" ID="ATS_BRK1USER">
                <Sub Typ="9" ID="ATS_BRK1USER_UFN ATS_BRK1USER_ULN" />
            </Pty>
            <Pty R="36" ID="ATS_TRD2USER">
                <Sub Typ="9" ID="ATS_TRD2 USER" />
            </Pty>
            <Pty R="1" ID="709">
                <Sub Typ="5" ID="ATS_CLEARING_CME2" />
            </Pty>
            <Pty R="24" ID="ATS-BRK2-H-H-02" Src="C">
                <Sub Typ="26" ID="2" />
            </Pty>
            <Pty R="7" ID="ATS_TRADER2">
                <Sub Typ="5" ID="ATS_TRADER2" />
            </Pty>
            <RegTrdID ID="CPC000005622818SN0001" Src="1010000023" Typ="0" Evnt="2" />
            <CommData Ccy="GBP" Basis="1" Rt=".01" />
        </RptSide>
    </TrdCaptRpt>
</FIXML>

Broker Fees on Spreads

Expand

title	Client System Submits Spread with Broker Fees

LegRefID is required on each leg with a broker commission.

Lines 18-19 and 27-28 in this example introduce the new CommData block.

Code Block

language	xml
linenumbers	true

<FIXML v="5.0 SP2" s="20090815" xv="109" cv="CME.0001">
    <TrdCaptRpt RptID="0000001" ExecID2="12345620000929" TransTyp="0" TrdTyp="1" TxnTm="2014-08-28T08:15:00-04:00">
        <Hdr SID="ATSB1" SSub="API_ATS_BRK1_TSUB" TID="CME" TSub="CPAPI" />
        <Instrmt SecTyp="MLEG" Exch="NYMEX" />
        <TrdLeg LegNo="1" QtyTyp="0" LastQty="50000" LastPx="100">
            <Leg ID="CL" Src="H" MMY="201603" Side="1" SecTyp="FUT" Exch="NYMEX" />
        </TrdLeg>
        <TrdLeg LegNo="2" QtyTyp="0" LastQty="50000" LastPx="101">
            <Leg ID="CL" Src="H" MMY="201606" Side="2" SecTyp="FUT" Exch="NYMEX" />
        </TrdLeg>
        <TrdRegTS TS="2014-08-28T08:15:23.123-04:00" Typ="1" />
        <RptSide ClOrdID="HTTPCT" InptSrc="ATSB1" Side="1">
            <Pty ID="880" R="1" />
            <Pty ID="ATS-BRK1-H-H-H-01" R="24" />
            <Pty ID="ATS_BROKER1" R="30" />
            <Pty ID="ATS_BRK1USER" R="62" />
            <Pty ID="ATS_TRD1USER" R="36" />
            <CommData Basis="1" Rt=".01" Ccy="GBP" LegRefID="1" />
            <CommData Basis="1" Rt=".02" Ccy="GBP" LegRefID="2" />
        </RptSide>
        <RptSide ClOrdID="HTTPCT" InptSrc="ATSB1" Side="2">
            <Pty ID="709" R="1" />
            <Pty ID="ATS-BRK2-H-H-02" R="24" />
            <Pty ID="ATS_BROKER1" R="30" />
            <Pty ID="ATS_BRK1USER" R="62" />
            <Pty ID="ATS_TRD2USER" R="36" />
            <CommData Basis="1" Rt=".01" Ccy="GBP" LegRefID="1" />
            <CommData Basis="1" Rt=".02" Ccy="GBP" LegRefID="2" />
        </RptSide>
    </TrdCaptRpt>
</FIXML>

...

Expand

title	Trade Capture Report Sent to Client System

Response contains broker fees.

Lines 34-35 and 59-60 in this example introduce the new CommData block.

Code Block

language	xml
linenumbers	true

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
    <TrdCaptRpt RptID="1448553294968" TransTyp="0" TrdRptStat="0" TrdTyp="1" TrdDt="2015-11-04" BizDt="2015-11-04" ExecID="5626819" ExecID2="12345620000929" TxnTm="2015-11-04T14:28:18.168-06:00" RptTyp="0" LastRptReqed="Y"      TotNumTrdRpts="1" ReqID="123456">
        <Hdr SID="CME" SSub="CPAPI" TID="ATSB1" TSub="API_ATS_BRK1_TSUB" />
        <Instrmt SecTyp="MLEG" SubTyp="SP" />
        <TrdLeg LegNo="1" QtyTyp="0" LastQty="50000" LastPx="100.0" TotTrdQty="50" TotTrdMultdQty="50000">
            <Leg ID="CL" Src="H" MMY="201603" SecTyp="FUT" Exch="NYMEX" TmUnit="Mo" Side="1" />
        </TrdLeg>
        <TrdLeg LegNo="2" QtyTyp="0" LastQty="50000" LastPx="101.0" TotTrdQty="50" TotTrdMultdQty="50000">
            <Leg ID="CL" Src="H" MMY="201606" SecTyp="FUT" Exch="NYMEX" TmUnit="Mo" Side="2" />
        </TrdLeg>
        <TrdRegTS TS="2014-08-28T07:15:23-05:00" Typ="1" />
        <RptSide Side="1" ClOrdID="HTTPCT" InptDev="API" InptSrc="ATSB1" CustCpcty="1">
            <Pty R="44" ID="API_ATS_BRK1_TSUB" />
            <Pty R="30" ID="ATS_BROKER1">
                <Sub Typ="5" ID="ATS_BROKER1" />
            </Pty>
            <Pty R="62" ID="ATS_BRK1USER">
                <Sub Typ="9" ID="ATS_BRK1USER_UFN ATS_BRK1USER_ULN" />
            </Pty>
            <Pty R="36" ID="ATS_TRD1USER">
                <Sub Typ="9" ID="ATS_TRD1 USER" />
            </Pty>
            <Pty R="1" ID="880">
                <Sub Typ="5" ID="ATS_CLEARING_CME1" />
            </Pty>
            <Pty R="24" ID="ATS-BRK1-H-H-H-01" Src="C">
                <Sub Typ="26" ID="2" />
            </Pty>
            <Pty R="7" ID="ATS_TRADER1">
                <Sub Typ="5" ID="ATS_TRADER1" />
            </Pty>
            <RegTrdID ID="CPC000005626819BN0001" Src="1010000023" Typ="0" Evnt="2" LegRefID="1" />
            <RegTrdID ID="CPC001005626819BN0001" Src="1010000023" Typ="0" Evnt="2" LegRefID="2" />
            <CommData Basis="1" Rt=".01" Ccy="GBP" LegRefID="1" />
            <CommData Basis="1" Rt=".02" Ccy="GBP" LegRefID="2" />
        </RptSide>
        <RptSide Side="2" ClOrdID="HTTPCT" InptDev="API" InptSrc="ATSB1" CustCpcty="1">
            <Pty R="44" ID="API_ATS_BRK1_TSUB" />
            <Pty R="30" ID="ATS_BROKER1">
                <Sub Typ="5" ID="ATS_BROKER1" />
            </Pty>
            <Pty R="62" ID="ATS_BRK1USER">
                <Sub Typ="9" ID="ATS_BRK1USER_UFN ATS_BRK1USER_ULN" />
            </Pty>
            <Pty R="36" ID="ATS_TRD2USER">
                <Sub Typ="9" ID="ATS_TRD2 USER" />
            </Pty>
            <Pty R="1" ID="709">
                <Sub Typ="5" ID="ATS_CLEARING_CME2" />
            </Pty>
            <Pty R="24" ID="ATS-BRK2-H-H-02" Src="C">
                <Sub Typ="26" ID="2" />
            </Pty>
            <Pty R="7" ID="ATS_TRADER2">
                <Sub Typ="5" ID="ATS_TRADER2" />
            </Pty>
            <RegTrdID ID="CPC000005626819SN0001" Src="1010000023" Typ="0" Evnt="2" LegRefID="1" />
            <RegTrdID ID="CPC001005626819SN0001" Src="1010000023" Typ="0" Evnt="2" LegRefID="2" />
            <CommData Basis="1" Rt=".01" Ccy="GBP" LegRefID="1" />
            <CommData Basis="1" Rt=".02" Ccy="GBP" LegRefID="2" /> 
        </RptSide>
    </TrdCaptRpt>
</FIXML>

Broker Fees on Outrights with Allocations

Expand

title	Client System Submits Outright with Allocations and Broker Fees

Broker Fees are added at RptSide for side that contains allocations. Side 1 in example below contains the allocations and broker fees are added at RptSide level.

Line 9 in this example introduces the new CommData block.

Code Block

language	xml
linenumbers	true

<FIXML v="5.0 SP2" s="20090815" xv="109" cv="CME.0001">
    <TrdCaptRpt RptID="0000001" ExecID2="12345620000929" TransTyp="0" TrdTyp="1" TxnTm="2014-08-28T08:15:00-04:00" QtyTyp="0" LastPx="50" LastQty="100000">
        <Hdr SID="ATSB1" SSub="API_ATS_BRK1_TSUB" TID="CME" TSub="CPAPI" />
        <Instrmt SecTyp="FUT" Exch="NYMEX" ID="CL" Src="H" MMY="201712" TmUnit="Mo" />
        <TrdRegTS TS="2014-08-28T08:15:23.123-04:00" Typ="1" />
        <RptSide ClOrdID="HTTPCT" InptSrc="ATSB1" Side="1">
            <Pty ID="ATS_BROKER1" R="30" />
            <Pty ID="ATS_BRK1USER" R="62" />
            <CommData Ccy="GBP" Basis="1" Rt=".02" />
            <Alloc Qty="60000">
                <Pty ID="880" R="1" />
                <Pty ID="ATS-BRK1-H-H-H-01" R="24" />
                <Pty ID="ATS_TRD1USER" R="36" />
            </Alloc>
            <Alloc Qty="40000">
                <Pty ID="880" R="1" />
                <Pty ID="ATS-BRK1-C-H-H-01" R="24" />
                <Pty ID="ATS_TRD1MIX" R="36" />
            </Alloc>
        </RptSide>
        <RptSide ClOrdID="HTTPCT" InptSrc="ATSB1" Side="2">
            <Pty ID="ATS_BROKER1" R="30" />
            <Pty ID="ATS_BRK1USER" R="62" />
            <Pty ID="709" R="1" />
            <Pty ID="ATS-BRK2-H-H-02" R="24" />
            <Pty ID="ATS_TRD2USER" R="36" />
        </RptSide>
    </TrdCaptRpt>
</FIXML>

Expand

title	Acknowledgment Sent to Client System

CME ClearPort sends back to customer what it receives from customer. For allocations, note that the broker fees are displayed at RptSide level only.

Line 9 in this example introduces the new CommData block.

Code Block

language	xml
linenumbers	true

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
    <TrdCaptRptAck RptID="1445512300042" TransTyp="0" ExecID2="12345620000929" TrdTyp="1" LastQty="100000" QtyTyp="0" LastPx="50" TxnTm="2015-10-13T14:59:46.704-05:00" ExecID="6973712" TrdRptStat="4" RptRefID="0000001" RptTyp="0" TrdAckStat="0" TrdDt="2015-10-13" BizDt="2015-10-13">
        <Hdr SID="CME" SSub="CPAPI" TID="ATSB1" TSub="API_ATS_BRK1_TSUB" />
        <Instrmt SecTyp="FUT" Exch="NYMEX" ID="CL" Src="H" MMY="201712" TmUnit="Mo" />
        <TrdRegTS TS="2014-08-28T08:15:23.123-04:00" Typ="1" />
        <RptSide ClOrdID="HTTPCT" InptSrc="ATSB1" Side="1">
            <Pty ID="ATS_BROKER1" R="30" />
            <Pty ID="ATS_BRK1USER" R="62" />
            <CommData Ccy="GBP" Basis="1" Rt=".02" />
            <Alloc Qty="60000">
                <Pty ID="880" R="1" />
                <Pty ID="ATS-BRK1-H-H-H-01" R="24" />
                <Pty ID="ATS_TRD1USER" R="36" />
            </Alloc>
            <Alloc Qty="40000">
                <Pty ID="880" R="1" />
                <Pty ID="ATS-BRK1-C-H-H-01" R="24" />
                <Pty ID="ATS_TRD1MIX" R="36" />
            </Alloc>
        </RptSide>
        <RptSide ClOrdID="HTTPCT" InptSrc="ATSB1" Side="2">
            <Pty ID="ATS_BROKER1" R="30" />
            <Pty ID="ATS_BRK1USER" R="62" />
            <Pty ID="709" R="1" />
            <Pty ID="ATS-BRK2-H-H-02" R="24" />
            <Pty ID="ATS_TRD2USER" R="36" />
        </RptSide>
    </TrdCaptRptAck>
</FIXML>

Expand

title	Trade Capture Report sent to Client System

CME ClearPort sends the broker fees back to the customer at the RptSide level. No broker fees are displayed at allocation level.

Line 14 in this example introduces the new CommData block.

Code Block

language	xml
linenumbers	true

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
    <TrdCaptRpt RptID="1445512331805" TransTyp="0" TrdRptStat="0" TrdTyp="1" TrdDt="2015-10-13" BizDt="2015-10-13" ExecID="6973712" ExecID2="12345620000929" TxnTm="2015-10-13T14:59:46.666-05:00" QtyTyp="0" LastQty="100000" LastPx="50.0" TotTrdQty="100" TotTrdMultdQty="100000" RptTyp="0" LastRptReqed="Y" TotNumTrdRpts="1" ReqID="123456">
        <Hdr SID="CME" SSub="CPAPI" TID="ATSB1" TSub="API_ATS_BRK1_TSUB" />
        <Instrmt ID="CL" Src="H" SecTyp="FUT" MMY="201712" Exch="NYMEX" TmUnit="Mo" />
        <TrdRegTS TS="2014-08-28T07:15:23-05:00" Typ="1" />
        <RptSide Side="1" ClOrdID="HTTPCT" InptDev="API" InptSrc="ATSB1">
            <Pty R="44" ID="API_ATS_BRK1_TSUB" />
            <Pty R="30" ID="ATS_BROKER1">
                <Sub Typ="5" ID="ATS_BROKER1" />
            </Pty>
            <Pty R="62" ID="ATS_BRK1USER">
                <Sub Typ="9" ID="ATS_BRK1USER_UFN ATS_BRK1USER_ULN" />
            </Pty>
            <CommData Ccy="GBP" Basis="1" Rt=".02" />
            <Alloc CustCpcty="1" IndAllocID2="6207663" Qty="40000" Stat="2">
                <RegTrdID ID="CPC000006973712BA0001" Src="1010000023" Typ="0" Evnt="2" />
                <Pty R="36" ID="ATS_TRD1MIX">
                    <Sub Typ="9" ID="ATS_TRD1MIX_UFN ATS_TRD1MIX_ULN" />
                </Pty>
                <Pty R="1" ID="880">
                    <Sub Typ="5" ID="ATS_CLEARING_CME1" />
                </Pty>
                <Pty R="24" ID="ATS-BRK1-C-H-H-01" Src="C">
                    <Sub Typ="26" ID="1" />
                </Pty>
                <Pty R="7" ID="ATS_TRADER1">
                    <Sub Typ="5" ID="ATS_TRADER1" />
                </Pty> 
            </Alloc>
            <Alloc CustCpcty="1" IndAllocID2="6207664" Qty="60000" Stat="2">
                <RegTrdID ID="CPC000006973712BA0002" Src="1010000023" Typ="0" Evnt="2" />
                <Pty R="36" ID="ATS_TRD1USER">
                    <Sub Typ="9" ID="ATS_TRD1USER_UFN ATS_TRD1USER_ULN" />
                </Pty>
                <Pty R="1" ID="880">
                    <Sub Typ="5" ID="ATS_CLEARING_CME1" />
                </Pty>
                <Pty R="24" ID="ATS-BRK1-H-H-H-01" Src="C">
                    <Sub Typ="26" ID="2" />
                </Pty>
                <Pty R="7" ID="ATS_TRADER1">
                    <Sub Typ="5" ID="ATS_TRADER1" />
                </Pty>
            </Alloc>
        </RptSide>
        <RptSide Side="2" ClOrdID="HTTPCT" InptDev="API" InptSrc="ATSB1">
            <Pty R="44" ID="API_ATS_BRK1_TSUB" />
            <Pty R="30" ID="ATS_BROKER1">
                <Sub Typ="5" ID="ATS_BROKER1" />
            </Pty>
            <Pty R="62" ID="ATS_BRK1USER">
                <Sub Typ="9" ID="ATS_BRK1USER_UFN ATS_BRK1USER_ULN" />
            </Pty>
            <Alloc CustCpcty="1" IndAllocID2="6207665" Qty="40000" Stat="2">
                <RegTrdID ID="CPC000006973712SN0001" Src="1010000023" Typ="0" Evnt="2" />
                <Pty R="36" ID="ATS_TRD2USER">
                    <Sub Typ="9" ID="ATS_TRD2USER_UFN ATS_TRD2USER_ULN" />
                </Pty>
                <Pty R="1" ID="709">
                    <Sub Typ="5" ID="ATS_CLEARING_CME2" />
                </Pty>
                <Pty R="24" ID="ATS-BRK2-H-H-02" Src="C">
                    <Sub Typ="26" ID="2" />
                </Pty>
                <Pty R="7" ID="ATS_TRADER2">
                    <Sub Typ="5" ID="ATS_TRADER2" />
                </Pty>
            </Alloc>
            <Alloc CustCpcty="1" IndAllocID2="6207666" Qty="60000" Stat="2">
                <RegTrdID ID="CPC000006973712SN0002" Src="1010000023" Typ="0" Evnt="2" />
                <Pty R="36" ID="ATS_TRD2USER">
                    <Sub Typ="9" ID="ATS_TRD2USER_UFN ATS_TRD2USER_ULN" />
                </Pty>
                <Pty R="1" ID="709">
                    <Sub Typ="5" ID="ATS_CLEARING_CME2" />
                </Pty>
                <Pty R="24" ID="ATS-BRK2-H-H-02" Src="C">
                    <Sub Typ="26" ID="2" />
                </Pty>
                <Pty R="7" ID="ATS_TRADER2">
                    <Sub Typ="5" ID="ATS_TRADER2" />
                </Pty>
            </Alloc>
        </RptSide>
    </TrdCaptRpt>
</FIXML>

Broker Fees on Spreads with Allocations

Expand

title	Customer Submits Spread with Allocations and Broker Fees

In the example below, Buy side is allocated between 2 different accounts with same Account owner. Sell Side is NOT allocated. The buyer of the spread is buying legs 1 and 3, and selling leg 2. Broker fees are submitted on Leg1 only. Since this is a spread, fees must be added at Leg level.

Line 18 in this example introduces the new CommData block.

Code Block

language	xml
linenumbers	true

<FIXML v="5.0 SP2" s="20090815" xv="109" cv="CME.0001">
    <TrdCaptRpt RptID="0000001" ExecID2="12345620000929" TransTyp="0" TrdTyp="2" TxnTm="2014-08-28T08:15:00-04:00" QtyTyp="0" LastPx="4" LastQty="100000">
        <Hdr SID="ATSB1" SSub="API_ATS_BRK1_TSUB" TID="CME" TSub="CPAPI" />
        <Instrmt SecTyp="MLEG" Exch="NYMEX" />
        <TrdLeg LegNo="1" QtyTyp="0" LastQty="100000" LastPx="4.450">
            <Leg ID="NG" Src="H" MMY="201601" Side="1" SecTyp="FUT" Exch="NYMEX" />
        </TrdLeg>
        <TrdLeg LegNo="2" QtyTyp="0" LastQty="200000" LastPx="4.450">
            <Leg ID="NG" Src="H" MMY="201602" Side="2" SecTyp="FUT" Exch="NYMEX" />
        </TrdLeg>
        <TrdLeg LegNo="3" QtyTyp="0" LastQty="100000" LastPx="4.450">
            <Leg ID="NG" Src="H" MMY="201603" Side="1" SecTyp="FUT" Exch="NYMEX" />
        </TrdLeg>
        <TrdRegTS TS="2014-08-28T08:15:23.123-04:00" Typ="1" />
        <RptSide ClOrdID="HTTPCT" InptSrc="ATSB1" Side="1" SideQty="10">
            <Pty ID="ATS_BROKER1" R="30" />
            <Pty ID="ATS_BRK1USER" R="62" />
            <CommData Ccy="GBP" Basis="1" Rt=".02" LegRefID="1"/>
            <Alloc Qty="4">
                <Pty ID="880" R="1" />
                <Pty ID="ATS-BRK1-H-H-H-01" R="24" />
                <Pty ID="ATS_TRD1USER" R="36" />
            </Alloc>
            <Alloc Qty="6">
                <Pty ID="880" R="1" />
                <Pty ID="ATS-BRK1-C-H-H-01" R="24" />
                <Pty ID="ATS_TRD1MIX" R="36" />
            </Alloc>
        </RptSide>
        <RptSide ClOrdID="HTTPCT" InptSrc="ATSB1" Side="2">
            <Pty ID="ATS_BROKER1" R="30" />
            <Pty ID="ATS_BRK1USER" R="62" />
            <Pty ID="709" R="1" />
            <Pty ID="ATS-BRK2-H-H-02" R="24" />
            <Pty ID="ATS_TRD2USER" R="36" />
        </RptSide>
    </TrdCaptRpt>
</FIXML>

...

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Key

Broker Fees on Outrights

Broker Fees on Spreads

Broker Fees on Outrights with Allocations

Broker Fees on Spreads with Allocations

Page Comparison

Versions Compared

Old Version 1

New Version 2

Key

Broker Fees on Outrights

Broker Fees on Spreads

Broker Fees on Outrights with Allocations

Broker Fees on Spreads with Allocations