99103-PostTradeType

/TrdCaptRpt/@PostTrdTyp

int

Identifies the type of ticket. 

FX SPOT Give Up Tickets are also known as synthetic tickets; those in which either the FXSPOT firm faces their Trading Firm or when the Trading Firm faces a FX SPOT firm or where the CCP faces the FX SPOT Firm.

FX SPOT Prime Broker Tickets are solely when the FX SPOT firm faces their credit parent broker.

• 4 - Central Counter Party Firm (First Side) to FX Spot Firm and between Trading Firm and FX Spot Firm

• 6 - FX Spot firm (first side) to Central Counter Party (Settlement Firm)

526-SecondaryClOrdID

/TrdCaptRpt/RptSide/@ClOrdID2

string

Provided only to credit suppliers, populated with clients ClOrdID (Tag 11) value.

20057-TradePriceStatus

/TrdCaptRpt/@PxStat

int

Status of the Price

0 - Final

854-QtyTyp

/TrdCaptRpt/@QtyTyp

int

Indicates the type of quantity being represented in the Last Quantity. The quantity type defaults to what is specified in the contract specifications.

0 - Notional FX

120-SettlCurrency

/TrdCaptRpt/@SettlCcy

Currency

Currency code of settlement denomination.

64-SettlDate

/TrdCaptRpt/@SettlDt

LocalMktDate

Specific date of trade settlement (SettlementDate).

Value format follows Protocol. FIX: YYYYMMDD, FIXML: YYYY-MM-DD.

63-SettlType

/TrdCaptRpt/@SettlTyp

String

Settlement Type of trade. 

0 = Spot 

15-Currency

/TrdCaptRpt/@Ccy

Currency

3 character ISO code of the dealt currency.

2490-TradeNumber

/TrdCaptRpt/@TrdNum

int

The FXS+ Deal ID - Common to all participants involved in a deal. 

10037-TradingQuantity

/TrdCaptRpt/@TrdgQty

Qty

Notional traded amount always expressed in terms of base currency regardless of dealt currency. Currently only trading in base currency is supported.

20060-VenueSubType

/TrdCaptRpt/@VenuSubTyp

Char

Identifies the subtype of the venue where a trade was executed.

C - Central limit order book 

37725-FXCurrencySymbol

/TrdCaptRpt/Instrmt/@FXCcySym

String

Currency pair in CCY1/CCY2 format.

37513-GUID

/TrdCaptRpt/Instrmt/@GUID

String

Globally unique Instrument identifier.

460-Product

/TrdCaptRpt/Instrmt/@Prod

int

Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.

4 - CURRENCY

1191-PriceUnitOfMeasure

/TrdCaptRpt/Instrmt/@PxUOM

String

Used to provide context to the PxUOM fields.

Ccy

1717-PriceUnitOfMeasureCurrency

/TrdCaptRpt/Instrmt/@PxUOMCcy

Currency

3 character ISO code of the base currency.

455-SecurityAltID

/TrdCaptRpt/Instrmt/AID/@AltID

String

Alternate Security identifier value for this security of SecurityAltIDSource (456) requires SecurityAltIDSource.

456-SecurityAltIDSource

/TrdCaptRpt/Instrmt/AID/@AltIDSrc

String

Identifies the class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified.

8 - Exchange Symbol

9373-LiquidityFlag

/TrdCaptRpt/RptSide/@LqdtyFlg

Int

Indicates if an order was submitted for market making obligation as required for MIFID.

0 - False

1028-ManualOrderIndicator

/TrdCaptRpt/RptSide/@ManOrdInd

Boolean

Indicates if the order was created manually or through API.

• N - No

• Y - Yes

10027-SideRegulatoryTradeID

10028-SideRegulatoryTradeIDSource

→ 10029-SideRegulatoryTradeIDEvent=0

→ 10030-SideRegulatoryTradeIDType=0

/TrdCaptRpt/RptSide/RegTrdID/@ID

/TrdCaptRpt/RptSide/RegTrdID/@Src

(@Evnt="0" & @Typ="0")

String

Fully formed Unique Trade Identifier (UTI) Regulatory Trade ID.

Legal entity Identifier (LEI) populated in Source.

213800Y1KZLBMHGMTJ05 

1119-RootPartyRole="73"

1118-RootPartyIDSource="G"

1117-RootPartyID="GLBX"

/TrdCaptRpt/[@R="73" AND @Src="G"]@ID="GLBX"

Char

Root Party group identifies the Market Identifier Code (MIC) Code.

• Role = "73" (Execution Venue)

• Source = "G" (Market Identifier Code)

1832-ClearedIndicator

/TrdCaptRpt/@Clrd

Spot Leg not cleared at CME Clearing.

1 - Cleared

0 - Not Cleared

828-TradeType

/TrdCaptRpt/@TrdTyp

FX Spot+ is a tradable product and not OTC.

54 - OTC / Large Notional Off Facility Swap

0 - Regular Trade

107-SecurityDescription

/TrdCaptRpt/Instrmt/@Desc

 Updated naming convention for FX Spot+.

E.g. VALUE DATED GBPUSD SPOT FX

E.g. FXSPOT.GBP/USD

55-ProductSymbol

/TrdCaptRpt/Instrmt/@Sym

E.g. FXBPV415

E.g. GBPUSDZ5031

60-TransactionTime

/TrdCaptRpt/@TxnTm

Updated timestamps with nanosecond precision and trailing "Z" removed to be consistent with FIX UTCTimestamp data type.

FIXML Format: 2024-10-15T08:49:40.000000000Z

FIX Format: 20241015-08:49:40.000000000Z

FIXML Format: 2024-10-15T08:49:40.755178582

FIX Format: 20241015-08:49:40.755178582

1012-SideTrdRegTimestamp

/TrdCaptRpt/RptSide/TrdRegTS/@TS

FIXML Format: 2024-10-15T08:49:40.000000000Z

FIX Format: 20241015-08:49:40.000000000Z

FIXML Format: 2024-10-15T08:49:40.755178582

FIX Format: 20241015-08:49:40.755178582

779-LastUpdateTime

/TrdCaptRpt/@LastUpdateTm

No change in time precision but trailing "Z" removed to be consistent with FIX UTCTimestamp data type.

FIXML Format: 2024-10-15T08:49:40.199000000Z

FIX Format: 20241015-08:49:40.199000000Z

FIXML Format: 2024-10-10T15:43:53.655000000

FIX Format: 20241010-15:43:53.655000000

461-CFICode

/TrdCapRpt/Instmt/@CFI

Update value to be consistent across all Spot trades

FFXCNO

IFXXXP