CME STP FIX - TradeCaptureReport - TrdCapRptSideGrp

/TrdCaptRpt/RptSide (repeating)

Tag	Name	FIXML Abbr	Req	Format	Description	Enumerations
552	NoSides		Y	NumInGroup	Number of Side (54) repeating group instances.
54	Buy Sell Code	`Side`	Y	char	The side of the trade.	1 - Buy 2 - Sell
526	Secondary Client Order ID	`ClOrdID2`	N	String	A secondary or an addiional qualifier for the order assigned by the side.
11	Client Order ID	`ClOrdID`	N	String	Unique identifier assigned for the trade side.
1154	Side Currency	`Ccy`	N	Currency	Used to identify the currency of the trade side. Will not be present for IRS/FRA trades.
578	Input Source	`InptSrc`	N	String	The original system from which the trade originated. CME Clearing will treat this as a pass through field on cleared trade confirmations.
582	CTI	`CustCpcty`	N	int	The customer capacity for this trade	1 - Member trading for their own account 2 - Clearing Firm trading for its proprietary account 3 - Member trading for another member 4 - All other
58	Free Form Text	`Txt`	N	String	May be used by the executing market to record any execution Details that are particular to that market
826	Allocation Indicator	`AllocInd`	N	int	Identifies if the trade is marked for allocation.	0 - Allocation not required 1 - Allocation required (give-up trade) allocation information not provided (incomplete) 2 - Use allocation provided with the trade 3 - Allocation give-up executor 4 - Allocation from executor 5 - Allocation to claim account 100 - SGX Offset
1853	Average Pricing Indicator	`AvgPxInd`	N	int	Indicates if the trade is marked for average pricing allocation.	0 - No Average Pricing 1 - Trade is part of an average price group identified by the SideAvgPxGroupID
1057	AggressorIndicator	`AgrsrInd`	N	Boolean	Used to identify whether the order initiator is an aggressor or not in the trade.	Y = Order initiator is aggressive N = Order initiator is passive
10039	Original Platform Side ID	`OrigTrdID`	N	String	Ties the trade back to one of the report sides of the IRS trade submission. (IRS Trades Only)
1851	Strategy Link ID	`StrategyLinkID`	N	String	Unique ID linking all individual legs of a spread or strategy together. It can also link individual legs to the parent multi-leg trade.
793	Secondary Allocation Group ID	`GrpID2`	N	String	Indicates the clearing assigned identifier used for the allocation group. This links trades marked for allocation that are part of the same group, as well as offset trades once allocations from that group are claimed.
37	OrderID	OrdId	N	String	Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.
1031	Customer Order Handling Instruction	CustOrderHandlingInst	N	String	Defines source of original order.
2361	Compression Group ID	CompressionGroupID	N	String	Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation.
5149	Memo Field	Memo	N	String	Free format text field. Supported as follows, depending on source: CME Globex: Supported for all Globex-entered trades. CME Direct: Supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides. CME ClearPort GUI: Supports the Memo field value for the non-alleged counterparty. CME ClearPort API: For single-sided submissions, supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides. For dual-sided submissions, the Memo field supported on either or both sides, depending on the API submission. A note can be submitted for buy side and the sell side, and they can be different notes.
Parties (repeating)		`Pty`
453	NoPartyIDs		N	NuminGroup	Number of entries in block.
→448	Party ID	`ID`	N	String	Party identifier/code. if a party role grouping does not contain an ID, or contains an ID that is blank, the block will not be output in the FIX messages.
→447	Party ID Source	`Src`	N	char	Used to identify the source of PartyID value.	C - Generally accepted market participant identifier D - Proprietary/Custom code H - Clearing house participant/member code N - LEI
→452	Party Role	`R`	N	int	Indicates the type or role of the Party. A FIX "Executing Firm" is a CME Group "Clearing Trade Management Firm."	1 - Executing Firm (CME Globex) 4 - Clearing Firm 7 - Trading (Entering) Firm 12 - Executing Trader (associated with Executing Firm - actually executes) 21 - Clearing Organization 22 - Exchange 24 - Customer Account 30 - Inter Dealer Broker 36 - Entering trader 44 - Order Entry Operator ID 49 - Asset Manager 55 - Session ID 62 - Report originator 73 - Execution Venue 102 - Data Repository (e.g. SDR) 1001 - Trading Member Firm
→ PtysSubGrp (repeating)		`Sub`
→802	NoPartySubIDs		N	NumIn Group	Repeating group of Party sub-identifiers.
→→523	Party Qualifier ID	`ID`	N	String	A Sub ID provides additional information about the Party. For example, the account origin would be specified when Typ = 26.
→→803	Party Qualifier Type	`Typ`	N	int	Indicates the type of Party Sub ID.	5 - Full legal name of firm 9 - Contact name 26 - Account type or Origin
SideRegulatoryTradeIDGrp (repeating)		`RegTrdID`
CommissionDataGrp		`CommData`
SideTrdRegTS (repeating)		`TrdRegTS`
1016	NoSideTrdRegTS		N	NumInGroup	Number of NoSideTrdRegTS group entries.
→1012	Timestamp	`TS`	N	UTCTimestamp	Used to send a regulatory timestamp. Will not be present for IRS/FRA trades. Used to send a regulatory timestamp. Will not be present for IRS/FRA trades. Timestamp will be sent in UTC+0 format. Timestamp will be in nanosecond format; will be populated with the maximum available precision and padded with zeros to 9 digits after the decimal point as needed. Example: 20190925-09:08:06.017123456
→1013	Timestamp Type	`Typ`	N	int	Indicates the type of regulatory timestamp.	1 - Execution Time
RelatedTradeGrp (Repeating)		`ReltdTr`
1855	NoRelatedTrades		N	NumInGroup	Number of NoRelatedTrades group entries.
→1856	Related Trade ID	`ID`	N	String	Identifier of a related trade. This is used to link trades together for IRS netting and blending.
→1857	Related Trade ID Source	`Src`	N	int	Describes the source of the identifier that Related Trade ID represents.	2 - Secondary trade ID