CME STP for BrokerTec Stream 2.0
- Space Sync for Confluence
This topic describes fields added to the CME STP and CME STP FIX API for BrokerTec Stream 2.0.
CME Group recommends using the latest data CME STP FIX dictionary to ease the handling of new fields as some are user defined fields.
BrokerTec Stream 2.0 trades are reported on CME STP and CME STP FIX in lots.
Revision History
Date | Description |
|---|---|
3/22/2023 | Initial release. |
Liquidity Provider (LP) and Liquidity Consumer (LC) Trade Capture Reports
Liquidity Provider (LP) and Liquidity Consumer (LC) Trade Capture Reports - New Fields
The following fields are available for both Liquidity Provider (LP) AND Liquidity Consumer (LC) Trade Capture Reports.
FIX Tag | FIXML Attribute | Description | Possible Values |
|---|---|---|---|
20400-NonDisclosedIndicator | TrdCaptRpt/@NonDsclInd | A flag indicating if this was a non-disclosed trade. | Y |
20060-VenueSubType | TrdCaptRpt/@VenuSubTyp | Identifies the sub-type of the venue where a trade was executed. | S - Single Ticket W - Sweepable |
Liquidity Provider (LP) and Liquidity Consumer (LC) Trade Capture Reports - Updated Fields
The following fields are available for both Liquidity Provider (LP) AND Liquidity Consumer (LC) Trade Capture Reports.
FIX Tag | FIXML Attribute | Description | Possible Values |
|---|---|---|---|
31-LastPx | TrdCaptRpt/@LastPx | Price of this (last) fill. Supports values up to 9 decimal places of precision. | Example: 102.005859375 |
Party Roles
Fields listed below are available for the indicated Party Roles.
All other Party Roles remain unchanged both in terms of the roles provided and the format of the values.
Party Role - Settlement Firm - New Field
tag 452-PartyRole TrdCaptRpt/RptSide/Pty/@R | tag 447-PartyIDSource TrdCaptRpt/RptSide/Pty/@Src | tag 448-PartyID TrdCaptRpt/RptSide/Pty/@ID |
|---|---|---|
Settlement Firm (90) | Proprietary / Custom code (D) | Default to "BTEC". Liquidity Providers can optionally override this value in Admin and LP tickets and reflect override value. |
Party Role - Contra Firm - New Field
tag 452-PartyRole TrdCaptRpt/RptSide/Pty/@R | tag 447-PartyIDSource TrdCaptRpt/RptSide/Pty/@Src | tag 803-PartySubIDType TrdCaptRpt/RptSide/Pty/Sub/@Typ | tag 523-PartySubID TrdCaptRpt/RptSide/Pty/Sub/@ID |
|---|---|---|---|
Contra Firm (17) | Proprietary / Custom code (D) | Full legal name of firm (5) | Long name of contra firm as configured in CME Group systems. |
Liquidity Consumer (LC) Trade Capture Reports
Liquidity Consumer (LC) Trade Capture Reports are described below.
Liquidity Consumer (LC) Trade Capture Reports - New Field
The following field is available for Liquidity Consumer (LC) Trade Capture Reports.
FIX Tag | FIXML Attribute | Description | Possible Values |
|---|---|---|---|
5106-FundDesignation | TrdCaptRpt/RptSide/@FundDsgntn | Fund Designation as specified at order submission time. |
Liquidity Consumer (LC) Trade Capture Reports - Updated Field
The following field in Liquidity Consumer (LC) Trade Capture Reports are populated.
FIX Tag | FIXML Attribute | Description | Possible Values |
|---|---|---|---|
527-SecondaryExecID | TrdCaptRpt/@ExecID2 | Assigned by the Liquidity Provider (LP) who accepts the order. Populated with Liquidity Provider's (LP) ExecID (17) only on disclosed tickets. | e.g., 123456 |
Liquidity Provider (LP) Trade Capture Reports
Liquidity Provider (LP) Trade Capture Reports - New Field
The following field is available for Liquidity Provider (LP) Trade Capture Reports.
FIX Tag | FIXML Attribute | Description | Possible Values |
|---|---|---|---|
1500-MDStreamID | TrdCaptRpt/@MDStrmID | The identifier or name of the price stream. | e.g., "GOLD", "Z1AC" etc. |
Contact Information
BrokerTec Market Support
+1 (212) 521-4700
ms@btec.com
BrokerTec Stream Product Management & Sales
+1 (212) 521-4771
BrokerTecStream@cmegroup.com
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