CME ClearPort API - Trade Capture Report Request Message - Inbound

Request ID

ReqID

String

Identifier for the trade request

ALL

ALL

Both

Trade ID

TrdID

String

The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.

Request Type

ReqTyp

int

Type of Trade Reports being requested.

ALL

ALL

Both

• 0 - All Trades

• 1 - Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.)

• 2 - Unmatched or Pending Trades

• 4 - Alleged Trades

Execution ID

ExecID

String

In electronically matched trades, the Execution Id is assigned to each fill by the match engine. In a privately negotiated trade the execution id identifies the deal id and is provided by the trading platform to identify the deal.

Client Order ID

ClOrdID

String

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those that electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

Secondary Execution ID

ExecID2

String

This is used to communicate the execution ID of the originating platform.

Source Trade ID

SrcTrdID

String

The Trade request for the specified Source Trade ID.

StandardHeader

Hdr

→ Sender ID

SID

String

This attribute identifies the party or the Submitter of the message. The value is assigned by CME.

ALL

ALL

Both

→ Target ID

TID

String

This attribute identifies the receiver of the message. This must be set to CME.

ALL

ALL

Both

→ MsgSeqNum

SeqNum

SeqNum

(Can be embedded within encrypted data section.)

→ Sender Qualifier

SSub

String

This attribute qualifies the Sender. The user ID assigned to the sender must be provided.

ALL

ALL

Both

→ Target Qualifier

TSub

String

This qualifies the receiver of the message. For CME ClearPort Trade submission this must be set to CPAPI.

ALL

ALL

Both

Parties (repeating)

Pty

→ Party ID

ID

String

Used to identify the Party.

→ Party Role

R

int

Indicates the type of Party or the role of the party in the Party Block.

• 7 - Trading (Entering) Firm

• 30 - Inter Dealer Broker

• 49 - Asset Manager

TrdCapDtGrp (repeating)

TrdCapDt

→ Trade Date

TrdDt

LocalMktDate

Request the trades for the trade date specified in the request.

ALL

ALL

Both