Required. Used to indicate if trades are to be returned for the individual legs of a multi-leg instrument (2) or for the overall instrument (3). Multi-leg (3) subscriptions may not return all trades on Covered UDS instruments. Trades that do not include futures allocations are only available via Individual leg (2) subscription. 'FIRM' Other values may be added without prior notice. Indicates the starting time of the subscription or query. For a subscription, the default is to start at the current time. When entering the UTC timestamp client systems should always include the timezone offset (ex. StartTm="2024-07-24T10:35:00-05:00"). This field is required for a query./TrdCaptRptReq
Name Abbr Datatype Description Enumerations Request ID ReqID String Required identifier for the trade query or subscription request. Will be echoed back on the response. Trade ID TrdID String Used to query for a specific Trade ID (TrdID). Secondary Trade ID TrdID2 String Used to query for a specific Secondary Trade ID (TrdID2). Request Type ReqTyp int Required. The type of trade request. The first query or subscription must specify matched trades (1). Subsequent requests for a query or subscription must specify unreported trades (3). Subscription Request Type SubReqTyp char Required. Used to differentiate between a Snapshot (0) e.g. a single query for trade state at a specific point in time, or a Snapshot + Updates (1), e.g. a subscription, which is an ongoing request for trades matching the subscription criteria. Client Order ID ClOrdID String Used to query for a specific Client Order ID (ClOrdID). Clear Date BizDt LocalMktDate Limits the subscription or query to a specific clearing business date. Multi Leg Reporting Type MLegRptTyp char Input Source InptSrc String Used to limit queries and subscriptions to a specific trade input source. Start Time StartTm UTCTimestamp End Time EndTm UTCTimestamp Indicates the ending time of the query. StandardHeader Hdr → Sender ID SID String Identifies the entity which is sending the message. → Target ID TID String Set to CME → MsgSeqNum SeqNum SeqNum Can be embedded within encrypted data section. → Sender Qualifier SSub String Assigned value used to identify specific message originator (user, etc.) → Target Qualifier TSub String Set to STP Parties (repeating) Pty → Party ID ID String Used to identify the Party that is the subject of the subscription or query. Multiple Parties may be specified. Each Party ID must be in a separate Party (Pty) element. → Party Role R int Indicates the type or role of the Party that is the subject of the subscription or query. Exactly one Party Role must be specified. Instrument Instrmt → Product Code ID String Used to limit a subscription or query to a specific CME product, e.g. CL. → Security Type SecTyp String Used to limit a subscription or query to a specific type of security. → Product Exchange Exch Exchange Used to limit a subscription or query to a specific listing exchange. Required if Security ID is specified. TrdCapDtGrp (repeating) TrdCapDt → Trade Date
TrdDt
LocalMktDate Limits the subscription or query to a specific trade date. Only one date may be specified.
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