View samples for Futures, Optabcs, and other currently supported CME Group Trades.
Additabcal message samples for BrokerTec products will be added as they are available.
Contents
Sample Messages for CME STP FIX
Logon
8=FIX.4.4|9=113|35=A|49=abc_trading_btus|56=CMESTPFIX1|34=1|57=STP|52=20200324-14:36:41.847|98=0|108=30|141=Y|553=API_abc_BTEC1554=***|10=236
Logon Ack
8=FIX.4.4|9=94|35=A|49=CMESTPFIX1|56=abc_trading_btus|34=1|57=STP|50=STP|52=20200324-14:36:42.403|98=0|108=30|141=Y|10=081
Logout Request
8=FIX.4.4|9=84|35=5|34=3|49=abc_trading_btus|52=20200324-15:12:11.20756=CMESTPFIX1|57=STP|10=107
Logout Ack
8=FIX.4.4|9=100|35=54|9=CMESTPFIX1|56=abc_trading_btus|34=4|50=STP|52=20200324-15:12:11.234|58=The confirming Logout.|10=044|
FIX Client Sends Trade Capture Report Request (tag 35-MsgType=AD)
8=FIX.4.4|9=167|35=AD|49=bthomas_trading_brokers_llc|56=CMESTPFIX2|34=4|57=STP|52=20160330-20:01:58.152|568=d0f298f7-a285-4cd8-9207-9eab0630582a|569=1|263=1|453=1|448=ace|452=7|442=2|10=077|
CME STP FIX Sends Trade Capture Report Request Ack (tag 35-MsgType=AQ)
8=FIX.4.4|9=154|35=AQ|49=CMESTPFIX2|56=bthomas_trading_brokers_llc|34=4|50=STP|57=ace|52=20160330-20:01:58.839568=d0f298f7-a285-4cd8-9207-9eab0630582a|569=1|749=0|750=0|10=020|
CME STP FIX Client Subscribes for CME Group Trades after Successful Login - Successful Subscriptabc with Filters
8=FIX.4.4|9=136|35=A|49=bthomas_trading_brokers_llc|56=CMESTPFIX2|34=1|52=20160330-21:20:08.35|598=0|108=30|141=Y|553=API_CMESTP_BTHOMAS554= XXX3t3!|10=193
8=FIX.4.4|9=112|35=A|49=CMESTPFIX2|56=bthomas_trading_brokers_llc|34=1|50=STP|57=ace|52=20160330-21:20:08.351|98=0|108=30|141=Y|10=197
8=FIX.4.4|9=193|35=AD|49=bthomas_trading_brokers_llc|56=CMESTPFIX2|34=7|57=STP|52=20160330-21:23:01.588|779=20160330-20:50:48.800|568=d0f298f7-a285-4cd8-9207-9eab0630582a|569=1|263=1|453=1|448=ace4|52=7|442=2|10=099|
Tag 779 uses the value from Tag 779 from the last Received MsgType = AE
8=FIX.4.4|9=154|35=AQ|49=CMESTPFIX2|56=bthomas_trading_brokers_llc|34=7|50=STP|57=ace|52=20160330-21:23:01.909568=d0f298f7-a285-4cd8-9207-9eab0630582a|569=17|49=07|50=0|10=014
8=FIX.4.4|9=954|35=AE|49=CMESTPFIX2|56=bthomas_trading_brokers_llc|34=8|50=STP|57=ace|52=20160330-21:23:01.910|571=153C91A37970004D1B622155048799|487=28|56=101|568=d0f298f7-a285-4cd8-9207-9eab0630582a|828=1|880=153C91A37970004D1B5A|17=3084828|423=2|55=CLK648=CL|22=H|461=FCEPSX|167=FUT|200=201605|207=NYMEX|1184=0|1147=1000|6070=1000|32=50|31=38.32|75=20160330|715=20160330442=160=2016033020:50:48|552=1|54=2|11=C3084828453=10|448=666|447=D|452=1|448=666|447=D|452=4|448=ace|447=D|452=7448=CME|447=D|452=21|448=NYMEX|447=D|452=22|448=ACETSTEST01|447=D|452=24802=1523=1803=26448=A-64690447=D452=24448=CMEG447=D452=30448=btace1447=D452=36|802=1|523=Bev Thomas|803=9|448=BTHOMASCME1|447=D|452=62|802=1|523=BEVERLY THOMAS|803=9|578=CPC|582=4100|34=1|10027=CPC000003084828SN0001|10028=1010000023|10029=2|10030=0|1016=1|1013=1|1012=20160330-20:50:00205=20160420|779=20160330-20:50:48.800|1003=101040|1040=153C91A37970004D1B62|939=0|1430=X996=Bbl|10026=USD|10=207|
BrokerTec Trade Samples for CME STP FIX
Treasury Bond - US Market
Security type (tag 167) = TBOND (treasury bond), exchange (tag 207) = BTUS (BrokerTec US)
8=FIX.4.4|9=954|35=AE|49=CMESTPFIX2|56=bthomas_trading_brokers_llc|34=8|50=STP|57=ace|52=20190330-21:23:01.910|571=16DFD964ED50003D288424624683575519372|487=0|856=101|568=INTEGRATabc|828=0|880=406875|17=4071:M:69TN0000004|423=2|55=UB30_2_1/4_08/49|48=UB30|22=H|454=1|455=912810SJ8|456=1|167=TBOND|207=BTUS|107=30_YEAR|32=5|31=100.34375|75=20191104|715=20191104|442=1|60=2019110417:56:22.979469840Z|64=20191104|552=1|54=1|37=404277700|11=NYU26|453=8|448=ABCDU|447=D|452=1|802=1|523=ABC WorldMarketsCorp|803=5|448=XXXXX|447=H|452=1|448=549300U16G4LU3V6C598|447=N|452=1|448=IRON|447=C|452=7|448=FICC|447=C|452=21|448=JBRGC|452=44|448=NYU|452=55|578=GLBX|1016=1|1012=20191104-17:56:22.979469840Z|1013=1|1057=N|779=20191104-17:56:23.062000000Z|1003=4|1040=16DFD964ED50003D2886|939=0|1430=E|10026=USD|1832=1|37711=1034|37513=464985983156355342|10053=N|10=149|
Treasury Note - US Market
Security type (tag 167) = TNOTE (treasury note), exchange (tag 207) = BTUS (BrokerTec US)
8=FIX.4.4|9=954|35=AE|49=CMESTPFIX2|56=bthomas_trading_brokers_llc|34=8|50=STP|57=ace|52=20190330-21:23:01.910|571=16DFD964ED50003D288424624683575519412|487=0|856=101|568=INTEGRATabc|828=0|880=406875|17=4071:M:69TN0000008|423=2|55=UB03_2_1/2_08/21|48=UB03|22=H|454=1|455=912810SR8|456=1|167=TNOTE|207=BTUS|107=3_YEAR|32=5|31=100.34375|75=20191104|715=20191104|442=1|60=20191104-17:56:22.979469840Z|64=20191104|552=1|54=1|37=404277700|11=NYU26|453=8|448=ABCDU|447=D|452=1|802=1|523=ABC World Markets Corp|803=5|448=XXXXX|447=H|452=1|448=549300U16G4LU3V6C598|447=N|452=1|448=IRON|447=C|452=7|448=FICC|447=C|452=21|448=JBRGC|452=44|448=NYU|452=55|578=GLBX|1016=1|1012=20191104-17:56:22.979469840Z|1013=1|1057=N|779=20191104-17:56:23.062000000Z|1003=4|1040=16DFD964ED50003D2886|939=0|1430=E|10026=USD|1832=1|37711=1034|37513=464985983156355342|10053=N|10=149|
Euro Sovereigns - European Market
Security type (tag 167) = EUSOV (Euro Sovereigns), exchange (tag 207)= BTEU (BrokerTec EU)
8=FIX.4.4|9=954|35=AE|49=CMESTPFIX2|56=bthomas_trading_brokers_llc|34=8|50=STP|57=ace|52=20190330-21:23:01.910|571=16DFD964ED50003D284E24614433412987071|487=0|856=101|568=INTEGRATabc|828=0|880=441195|17=4452:M:32TN0000002|423=2|55=ITBOND_1.25_10/20|48=ITBOND|22=H|454=1|455=IT0005058919|456=4|167=EUSOV|207=BTEU|107=1_1/4_10/20|32=100|31=96.169|75=20191104|715=20191104|442=1|60=20191104-17:39:17.964763986Z|64=20191105|552=1|54=2|37=443603408|11=SLH13|453=8|448=ABCDE|447=D|452=1|802=1|523=AMC Makers Internatabcal|803=5|448=XXXXX|447=H|452=1|448=549300YE4DB53FISH076|447=N|452=1|448=TestFirm1|447=C|452=7|448=LCHSA|447=C|452=21|448=GCACH|452=44|448=SLH|452=55|578=GLBX|1016=1|1012=20191104-17:39:17.964763986Z|1013=1|1057=Y|779=20191104-17:39:18.046000000Z|1003=2|1040=16DFD964ED50003D284E|939=0|1430=E|10026=EUR|1832=1|37711=615|37513=328755225115800706|10053=N|10=149|
Repo Specific Trades
8=FIX.4.4|9=954|35=AE|34=470|49=CMEGROUP|50=STP|52=20200708-21:26:50.297|56=GFE_GFEU1|57=URU27|571=1732375C2B41018D15D462404335766459502|487=0|856=101|568=3|828=0|820=140008662|880=4219245|17=4290:M:1187TN0028998|423=9|55=U07-25:R4TWM6TTV63R|48=U07-25|22=H|454=1|455=9128286F2|456=1|167=REPO|762=SPEC|207=BTUS|107=2_1/2_02/26 REG|916=20200709|917=20200710|711=1|311=[N/A]|810=111.82421875|882=112.625|32=1000|31=1.000000000|75=20200708|715=20200708|442=1|60=20200708-21:07:05.570212592Z|64=20200709|552=1|54=2|37=42202810|11=234|453=5|448=GFEU2|447=D|452=1|802=2|523=AUTO CERT TEST FIRM GFEU2|803=5|523=G8ZTNESVNKW4NN761W05|803=84|448=gfe_btec_qai_us2|447=C|452=7|448=FICC|447=C|452=21|448=URU22|452=44|448=EED|452=55|578=GLBX|921=1126250000.00|922=1126281284.72|1016=1|1012=20200708-21:07:05.570212592Z|1013=1|1057=N|779=20200708-21:07:05.671000000Z|1003=260819|1040=1732375C2B41018D15D48|939=0|1430=E|10026=USD|1832=1|37513=644707884226771825|10053=N|20056=R0000260819|20011=101124|2490=28998|10=176|
Repo GCF Trades
35=AE|34=3|49=CMEGROUP|50=STP|52=20200709-07:47:11.151|56=TEST_ID|1571=1732EFC91B10003DDE28253577965834272|487=0|856=101|568=BDFilter|828=0|820=1157648225|880=425677|917=4227:M:4024TN0093720|423=9|55=AGFRMS:ERYHBAMN7GMS|48=AGFRMS|22=H|454=1|455=371487AL3|456=1|167=REPO|762=GCF|207=BTUS|107=GCFFRM REG $|916=20200710|917=20200713|711=1|311=[N/A]|810=100|882=100|32=50|31=2.000000000|75=20200708|715=20200708|442=1|60=20200708-18:06:33.687060745Z|64=20200710|552=1|54=1|37=4292858|211=NYT38|453=5|448=CIBCU|447=D|452=1|802=2|523=CIBC WORLD MARKETS CORP.|803=5|523=549300445CON3DBMU275|803=84|448=LOKO|447=C|452=7|448=FICC|447=C|452=21|448=JBRGC|452=44|448=NYT|452=55|578=GLBX|921=50000000.00|922=50008333.33|1016=1|1012=20200708-18:06:33.687060745Z|1013=1|1057=N|779=20200708-18:06:33.985000000Z|1003=320756|1040=1732EFC91B10003DDE4|939=0|1430=E|10026=USD|1832=1|37513=164107642780752274|10053=N200|56=R0000320756|20011=2203662490=93720|10=206
Repo General Collateral (GC) Trades
8=FIX.4.4|9=954|35=AE|34=4|49=CMEGROUP|50=STP|52=20200709-01:39:25.055|56=btec_stp_test_firm1_bteu|571=173217B5FC10001D137046414498627014482|487=0|856=101|568=08203924|828=0880=468861|17=4685:M:14TN0016367|423=9|55=DGSA1:4PVWZAU5FYS4|48=DGSA1|22=H|454=1|455=DE0000111XYZ|456=4|167=REPO|762=GC|207=BTEU|107=GC_SA_GERMAN_SUB_10YR|916=20200709|917=20200710|32=25|31=-10|75=20200709|715=20200709|442=1|60=20200709-01:38:48.110716416Z|64=20200709|552=1|54=1|37=46277124|11=EVE34|453=8|448=CME4A|447=D|452=1|802=3|523=AUTO CERT TEST FIRM CME4A|803=5|523=DUMMY|803=17|523=549300WDHFFVVRXEES11|803=84|448=btec_stp_test_firm1_bteu|447=C|452=7|448=LCHSA|447=C|452=21|448=BRIOSTP|447=C|452=24|448=CME4A|452=44|448=123|447=P|452=44|448=EVE|452=55|448=456|447=P|452=122|578=GLBX|58=Memo 123456|10034=1|10027=173217B5FC10001D136E|10028=JWU9TKEA3F|10029=0|10030=0|1016=1|1012=20200709-01:38:48.110716416Z|1013=1|1057=N|779=20200709-01:38:48.208000000Z|1003=19915|1040=173217B5FC10001D1372|939=0|1430=E|10026=EUR|1832=1|37711=48861|37513=1026458735898452572|10053=N|20056=G0000019915|20011=11634|2490=16367|10=119|