This page describes CME STP and STP FIX trade messaging, EU regulatory identifiers, cancel and correction functionality for BrokerTec.
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- In Trade Capture Report (35=AE) if tag 1832 (CleardIndicator, FIXML @Clrd) is set to 0, then it is bilateral (UTI); if set to 1 it is CCP (RTN).
- In Trade Capture Report (35=AE) and Collateral Report (35=BA) tag 30 (LastMkt) will identify the MIC code. BTEE for UK Entity, BTAM for European Entity.
- The Regulatory fields are in /TrdCaptRpt/RptSide/RegTrdID (repeating) of Trade Capture Report (35=AE) and in /CollRpt/RegTrdID (repeating) of Collateral message (35=BA)
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Bilateral trade rejects result in two Trade Capture Report (tag 35-MsgType=AE): trade confirmation and tag 487-TradeReportTransType=0 and Reject/Reverse message tag 487-TradeReportTransType=4. Certain transactions can be cancelled and not published on API for example if BrokerTec changes terms of the deal. |
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