| Field Name | FIXML Attribute Name | Data Type | Description | Present for Security Type | Present for Asset Class | Present for Outright or Spread | Supported Values |
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| Message ID | RptID | String | A Message ID to identify the Trade Capture Report Acknowledgement. | ALL | ALL | Both |
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| Trade Transaction Type | TransTyp | int | Indicates the action being taken on a trade. The Acknowledgement echoes back the Trans Type from the inbound message. | ALL | ALL | Both | |
| Trade Report Type | RptTyp | int | Indicates the type of Trade Report being sent. The Acknowledgment message echoes back the Report Type from the initial submission. | ALL | ALL | Both | |
| Trade Type | TrdTyp | int | Type of Trade. | ALL | ALL | Both | - 1 - Block Trade
- 2 - EFP (Exchange for physical)
- 11 - Exchange for Risk (EFR)
- 22 - Over the Counter Privately Negotiated Trades (OPNT)
- 54 - OTC / Large Notional Off Facility Swap
- 58 - Block swap trade
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| Trade Sub Type | TrdSubTyp | int | Further qualification to the trade type |
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| 36 - Converted SWAP (Aged Deal)
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| Original Trade Date | OrigTrdDt | LocalMktDate | Used to preserve the original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer. |
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| Original Trade ID | OrigTrdID | String | Links an original voided trade report (which has been submitted within regulatory time restrictions) with the resubmitted trade.
Example:
1. A trade with Trade ID of 10001234 is entered into ClearPort API.
2. Trade with Trade ID of 10001234 is voided.
3. A new trade with a Trade ID of 10007777 is entered as a resubmission for the earlier voided trade, and the OrigTrdID can be set as: 10001234. |
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| Message Reference ID | RptRefID | String | This is the Report of the original Trade Report that resulted in the Acknowledgement. | ALL | ALL | Both |
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| Trade Report Status | TrdRptStat | int | Status of Trade in the system. | ALL | ALL | Both | - 0 - Accepted
- 1 - Rejected
- 2 - Cancelled
- 4 - Received Not yet Processed
- 100 - Unmatch
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| Reject Reason | RejRsn | int | An Internal system assigned reason code associated with the Rejection of Trade Report. |
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| - 1 - Invalid party information
- 2 - Unknown instrument
- 3 - Unauthorized to report trades
- 4 - Invalid trade type
- 99 - Other
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| Execution ID | ExecID | String | Exchanged assigned Execution ID (Trade Identifier). Is not generated on single-sided Trade Submission. |
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| Secondary Execution ID | ExecID2 | String | Used to echo back the client's Trade ID referenced in the submission. | ALL | ALL | Both |
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| Price Type | PxTyp | int | Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions) | OPT | OTC FX | Outright | - 1 - Percentage (i.e. percent of par)
- 2 - Per unit (i.e. per share or contract)
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| Quantity Type | QtyTyp | int | Type of quantity specified in a quantity field: | ALL | ALL | Outright | - 0 - Notional / Units
- 1 - Contract term
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| Trade Quantity | LastQty | Qty | Quantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int) | ALL | ALL | Outright |
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| Trade Price | LastPx | Price | Price of this (last) fill. | ALL | ALL | Outright |
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| Venue Type | VenuTyp | char | Identifies the type of venue where a trade was executed. |
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| - E - Electronic
- O - Off facility swap
- P - Pit
- R - Registered Market (SEF)
- X - Ex-Pit
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| Contra Amount | CalcCcyLastQty | Qty | Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. |
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| Currency | Ccy | Currency | Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout | ALL | OTC FX | Both |
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| Trade Date | TrdDt | LocalMktDate | Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). Conditionally present for all accepted trades. |
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| Clear Date | BizDt | LocalMktDate | The "Clearing Business Date" referred to by this message. Conditionally present for all accepted trades. |
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| Transaction Time | TxnTm | UTCTimestamp | Time ACK was issued by matching system, trading system or counterparty | ALL | ALL | Both |
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| Execution Method | ExecMeth | int | Specifies whether the transaction was executed via an automated execution platform or other method. |
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| 3 - Voice Brokered |
| Confirmation Method | CnfmMeth | int | Indication of how a trade was confirmed. |
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| - 0 - non-electronic
- 1 - electronic
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| Verification Method | VerfMeth | int | Indication of how a trade was verified. |
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| - 0 - non-electronic
- 1 - electronic
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| Regulatory Report Type | RegRptTyp | Reserved100Plus | Type of regulatory report being submitted. |
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| - 1 - Primary economic terms (PET)
- 4 - Combination of RT and PET
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| Trade Acknowledgement Status | TrdAckStat | int | The Status of the Trade Report that was submitted. | ALL | ALL | Both | |
| Reject Text | RejTxt | String | Used by firms to send a reason for rejecting a trade in an allocate claim model. |
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| Upfront Points | UpfrntPts | float | The Upfront Points that can be exchanged as part of a deal. |
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| External Spread Indicator | ExtSprdInd | char | Optional indicator for block trade strategies involving a CME Group exchange product and a product on any non-CME Group exchange |
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| StandardHeader | Hdr |
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| → Sender ID | SID | String | This attribute identifies the party or the Submitter of the message. This is set to CME. | ALL | ALL | Both |
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| → Target ID | TID | String | This attribute identifies the receiver of the message. This could be a Broker or Platform or any other valid Trading entity. This value is pre-assigned by CME. | ALL | ALL | Both |
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| → MsgSeqNum | SeqNum | SeqNum | (Can be embedded within encrypted data section.) |
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| → Sender Qualifier | SSub | String | This attribute qualifies the Sender. For messages sent by the CME ClearPort API this is set to CPAPI. | ALL | ALL | Both |
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| → Target Qualifier | TSub | String | This qualifies the receiver of the message. This is set to the CME ClearPort UserID of the Sender. | ALL | ALL | Both |
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| RegulatoryTradeIDGrp (repeating) | RegTrdID |
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| → Regulatory Trade ID | ID | String | Regulatory Trade ID. Will be used to communicate the Unique Swap Identifier associated with a trade execution as required by the CFTC. |
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| → Regulatory Trade ID Source | Src | String | ID of reporting entity assigned by regulatory agency. |
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| → Regulatory Trade ID Event | Evnt | int | Event causing origination of the ID. For combinations, use the higher enumeration value. E.g. for Allocation plus Clearing use the value 2. |
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| - 0 - Initial block trade
- 1 - Allocation (or determination that the block trade will not be further allocated)
- 2 - Clearing
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| → Regulatory Trade ID Type | Typ | int | The type of Regulatory Trade ID being sent. |
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| - 0 - Current (the default)
- 1 - Previous (e.g. when reporting a cleared trade or novation of a previous trade)
- 2 - Block (e.g. when reporting an allocated subtrade)
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| → Regulatory Trade ID Scope | Scope | int | Included when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Omit if scope does not apply to this instance. |
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| - 1 - Clearing member
- 2 - Client
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| RootParties (repeating) | Pty |
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| → Root Party ID | ID | String | Used to identify the Party. |
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| → Root Party ID Source | Src | char | Used to identify source source of PartyID value (e.g. LEI). |
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| N - LEI
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| → Root Party Role | R | int | Identifies the type of PartyID (e.g. the original Swap Data Repository, the Execution Venue, etc.) |
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| - 73 - Execution Venue
- 102 - Data Repository (e.g. SDR)
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| Instrument | Instrmt |
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| UnderlyingInstrument (repeating) | Undly |
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| → Underlying Product Code | ID | String | Used as the primary identifier for the underlying instrument. | OPT | ALL | Both |
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| → Underlying Product Code Source | Src | String | Identifies the source responsible for assigning the security identifier of the underlying security. This may be the exchange, CCP, or an international organization. | OPT | ALL | Both | H - Clearing House / Clearing Organization
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| → Underlying Security Type | SecTyp | String | Used to indicate the type of underlying security being reported; Future, Option on Physical, Option on Future, or Multi-leg for spreads. | OPT | ALL | Both | - FUT - Future
- FWD - Forward
- MLEG - Multi Leg (Combo)
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| → Underlying Maturity | MMY | MonthYear | The expiration period code of an underlying instrument. Used in combination with UnderlyingSymbol or UnderlyingSecurityID to specify the instrument identifier. The value can be expressed as YYYYMM, YYYYMMDD or YYYYMMwN where w represents a reference to week. | OPT | ALL | Both |
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| → Underlying Product Exchange | Exch | Exchange | The exchange where the underlying security is listed and has traded | OPT | ALL | Both | - CBT - Chicago Board of Trade
- CEE - Stock Exchange Group
- CME - Chicago Mercantile Exchange
- COMEX - Commodities Exchange, Inc
- DME - Dubai Mercantile Exchange
- NYMEX - New York Mercantile Exchange
- NYMSW - CME Swaps - NYMEX
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| PositionAmountData (repeating) | Amt |
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| → Amount Type | Typ | String | The type of amount being expressed in the Trade Report. |
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| - CRES - Cash Residual Amount
- ICPN - Initial Trade Coupon Amount
- IPMT - Upfront Payment
- PREM - Premium Amount
- TVAR - Trade Variation Amount
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| → Amount | Amt | Amt | The amount associated with the trade. |
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| → Amount Currency | Ccy | String | The currency that the Amount associated with the trade is being denominated in. |
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| TrdInstrmtLegGrp (repeating) | TrdLeg |
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| TrdRegTimestamps (repeating) | TrdRegTS |
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| → Timestamp | TS | UTCTimestamp | Execution time for the deal. | ALL | ALL | Both |
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| → Timestamp Type | Typ | int | Indicates type of timestamp. | ALL | ALL | Both | 1 - Execution Time |
| TrdCapRptAckSideGrp (repeating) | RptSide |
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| PaymentGrp (repeating) | Pmt |
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| →Payment Type | Typ | Int | Type of Payment 10=Option Premium | O | OPT | OTCFX | 10 |
| →Payment Currency | Ccy | String | Currency of payment | O | OPT | OTCFX | USD |
| → Payment Amount | Amt | Amt | The total payment amount - Can be positive or negative, depending on side
- Buyer = negative
- Seller = positive
| O | OPT | OTCFX | -50000 |
| →Payment Date | Dt | LocalMktDate | Adjusted payment date | O | OPT | OTCFX | 2016-09-30 |