Click to expand each sample message below.
...
| 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> |
|
...