This page provides the following CME STP message samples:
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Future (ClearPort) - Spread Leg 1 (MLegRptTyp=2)
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<?xml version="1.0"?>
<TrdCaptRpt TrdgQty="10000" OrigTmUnit="Mo" Clrd="1" LastUpdateTm="2019-12-23T20:16:34.216000000Z" TxnTm="2019-12-23T20:16:33.000000000Z" MLegRptTyp="2" BizDt="2019-12-23" TrdDt="2019-12-23" LastPx="60.00" LastQty="10" VenuTyp="X" PxTyp="2" ExecID="5817253" MtchID="16F2ED130970004DD5BB" TrdTyp="2" ReqID="1POST1" TrdRptStat="0" RptTyp="101" TransTyp="0" TrdID2="16F2ED130970004DD5C1" TrdID="106792" RptID="16F2ED130970004DD5C12141633981">
<Instrmt PxQteCcy="USD" Desc="Light Sweet Crude Oil Futures" Exch="NYMEX" SettlMeth="P" UOMQty="1000.0" UOM="Bbl" Mult="1000" MatDt="2020-02-20" MMY="202003" SubTyp="SA" SecTyp="FUT" CFI="FCEPSX" Src="H" ID="CL" Sym="CLH0"/>
<RptSide StrategyLinkID="16F2ED130970004DD5BF" CustCpcty="4" InptSrc="CPC" ClOrdID="C5817253" Side="1">
<Pty R="4" ID="666"/>
<Pty R="7" Src="C" ID="ABC123_BROTHERS_ARBITRAGE">
<Sub Typ="5" ID="ABC123 Brothers Arbitrage"/>
</Pty>
<Pty R="21" Src="C" ID="CME"/>
<Pty R="22" Src="C" ID="NYMEX"/>
<Pty R="24" Src="C" ID="ABC1236">
<Sub Typ="26" ID="1"/>
</Pty>
<Pty R="24" Src="H" ID="A-56969"/>
<Pty R="30" ID="CMEG">
<Sub Typ="5" ID="CME Group Inc. GCC"/>
</Pty>
<Pty R="36" ID="fiddev1">
<Sub Typ="9" ID="Alon Lupu"/>
</Pty>
<Pty R="62" ID="MABC123">
<Sub Typ="9" ID="MICHAEL ABC123"/>
</Pty>
<Pty R="1001" Src="D" ID="666"/>
<RegTrdID Typ="0" Evnt="2" Src="1010000023" ID="CPC000005817253BN0001"/>
<TrdRegTS Typ="1" TS="2019-12-23T20:14:00.000000000Z"/>
</RptSide>
</TrdCaptRpt> |
Future (ClearPort) - Spread Leg 2 (MLegRptTyp=2)
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Future (ClearPort) - Spread Leg 1 (MLegRptTyp=2)
<?xml version="1.0"?>
<TrdCaptRpt TrdgQty="10000" OrigTmUnit="Mo" Clrd="1" LastUpdateTm="2019-12-23T20:16:34.216000000Z" TxnTm="2019-12-23T20:16:33.000000000Z" MLegRptTyp="2" BizDt="2019-12-23" TrdDt="2019-12-23" LastPx="60.00" LastQty="10" VenuTyp="X" PxTyp="2" ExecID="5817253" MtchID="16F2ED130970004DD5BB" TrdTyp="2" ReqID="1POST1" TrdRptStat="0" RptTyp="101" TransTyp="0" TrdID2="16F2ED130970004DD5C1" TrdID="106792" RptID="16F2ED130970004DD5C12141633981">
<Instrmt PxQteCcy="USD" Desc="Light Sweet Crude Oil Futures" Exch="NYMEX" SettlMeth="P" UOMQty="1000.0" UOM="Bbl" Mult="1000" MatDt="2020-02-20" MMY="202003" SubTyp="SA" SecTyp="FUT" CFI="FCEPSX" Src="H" ID="CL" Sym="CLH0"/>
<RptSide StrategyLinkID="16F2ED130970004DD5BF" CustCpcty="4" InptSrc="CPC" ClOrdID="C5817253" Side="1">
<Pty R="4" ID="666"/>
<Pty R="7" Src="C" ID="ABC123_BROTHERS_ARBITRAGE">
<Sub Typ="5" ID="ABC123 Brothers Arbitrage"/>
</Pty>
<Pty R="21" Src="C" ID="CME"/>
<Pty R="22" Src="C" ID="NYMEX"/>
<Pty R="24" Src="C" ID="ABC1236">
<Sub Typ="26" ID="1"/>
</Pty>
<Pty R="24" Src="H" ID="A-56969"/>
<Pty R="30" ID="CMEG">
<Sub Typ="5" ID="CME Group Inc. GCC"/>
</Pty>
<Pty R="36" ID="fiddev1">
<Sub Typ="9" ID="Alon Lupu"/>
</Pty>
<Pty R="62" ID="MABC123">
<Sub Typ="9" ID="MICHAEL ABC123"/>
</Pty>
<Pty R="1001" Src="D" ID="666"/>
<RegTrdID Typ="0" Evnt="2" Src="1010000023" ID="CPC000005817253BN0001"/>
<TrdRegTS Typ="1" TS="2019-12-23T20:14:00.000000000Z"/>
</RptSide>
</TrdCaptRpt> |
Allocations
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