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Retrieve all trades executed from CME STP or CME STP FIX at the HH:MM:SS timestamp provided by GCC.
Customers can also refer to their below Clearing Firms for what has actually traded.
EU - LCH, Eurex, Monte Titoli, BME
US - FICC, BONY Mellon
Match these trades against order execution acknowledgments at the client front end or trading application.
There are 2 scenarios to be prepared for. The first is where the trade executed but no acknowledgments were sent to the Customers trading application. The second is where a trade acknowledgment was sent to the Customers trading application but the trade did not make it to Clearing. The below action should be taken by the Customer for each scenario, respectively.
If there are trades in CME STP or CME STP FIX that were not sent on iLink 3, then reduce the open order quantity for this order by the filled quantity.
If there are trades received from iLink 3 that are not shown in CME STP or CME STP FIX, add the open order quantity in the acknowledgment back to the order.
GCC will communicate DR event status and timeline in advance of the Market opening.
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