CME STP FIXML

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CME STP FIXML is used for end-to-end trading customer interfaces for all markets and real-time trade flow between the front and middle office.

CME Group requires a basic working knowledge of FIXML to interface with CME Straight-Through Processing API (CME STP FIXML). 

This page describes: 

Related Content 

Related Content 

Supported Functions

CME STP supports all cleared trades for all asset classes. It uses HTTPS polling to retrieve the cleared trades in a secure fashion.

Trades are available from CME STP for 31 calendar days, including the current date, based on trade date.  

If a trade is corrected during this cycle, that trade will reflect the most recent information with a new transaction date and time.

CME STP allows trading firm and broker firm participants, and asset managers to view their Exchange trading, off-Exchange trading, and clearing activity via subscription and query messages.  CME STP provides trade and allocation information from the following sources:

Source

Description

Source

Description

CPC

CME ClearPort

CXPIT

COMEX Trading Floor

DLV 

Delivery Transfer

Represents the monthly delivering into a strip of individual daily positions and the transfer to establish the open position on the books of the firm or client

FIRM 

Clearing firm submission into FEC via UI or API

GLBX

GBX

CME Globex

IRS 

Trade Capture reports values represent Platform Name e.g. BLOOMBERG, MARKIT, TRADEWEB

NXPIT

NYMEX Trading Floor

PCBOT

CBOT Trading Floor

CME STP supports these major functions: 

Function

Description

Function

Description

Trade Capture Reports & Notifications

Provides Cleared Trade Notifications.

Queries

Allows queries for CME STP using parameters such as Party (Broker, Trading Firm, Asset Manager), Trade Date, Venue, Product and Exchange supported by REST style HTTP parameters / FIXML message (e.g. TrdCaptRptReq).

Spreads

Provides a choice between receiving spread-level messages with legs, or individual leg-level messages. 

Allocations

Provides allocation information on messages to executing firm and offset and onset messages to the executing and claiming firm. 

See more about Supported Functions.

CME STP Trade View

For details refer to the CME STP Trade View GUI User Help System.



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