CME STP - TradeCaptureReport - TrdCapRptSideGrp - STP
/TrdCaptRpt/RptSide (repeating)
Name | Abbr | Datatype | Description | Enumerations |
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Buy Sell Code | Side | char | The side of the trade. |
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Secondary Client Order ID | ClOrdID2 | String | A secondary or an additional qualifier for the order assigned by the side. |
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Client Order ID | ClOrdID | String | Unique identifier assigned for the trade side. |
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Side Currency | Ccy | Currency | Used to identify the currency of the trade side. Will not be present for IRS/FRA trades. |
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Input Source | InptSrc | String | The original system from which the trade originated. CME Clearing will treat this as a pass through field on cleared trade confirmations. |
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CTI | CustCpcty | int | The customer capacity for this trade |
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Free Form Text | Txt | String | May be used by the executing market to record any execution Details that are particular to that market |
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Allocation Indicator | AllocInd | int | Identifies if the trade is marked for allocation. |
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Average Pricing Indicator | AvgPxInd | int | Indicates if the trade is marked for average pricing allocation. |
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AggressorIndicator | AgrsrInd | Boolean | Used to identify whether the order initiator is an aggressor or not in the trade. For privately negotiated deals submitted through CME ClearPort Clearing system and OTC IRS/FRA trades defaults to "N". |
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Original Platform Side ID | OrigTrdID | String | Ties the trade back to one of the report sides of the IRS trade submission. (IRS Trades Only) |
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Strategy Link ID | StrategyLinkID | 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. |
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Secondary Allocation Group ID | GrpID2 | 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. |
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OrderID | OrdID | 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. Maximum length of 38 characters |
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Customer Order Handling Instruction | CustOrdHdlInst | String | Defines source of original order. |
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Compression Group ID | CmprsnGrpID | 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. |
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Memo | Mem | String | Free format text field. Supported as follows, depending on source:
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Parties (repeating) |
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→ Party ID | ID | String | Used to identify the Party. |
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→ Party ID Source | Src | char | Used to identify the source of PartyID value. |
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→ Party Role | R | int | Indicates the type or role of the Party. Note: A FIX "Executing Firm" is a CME Group "Clearing Trade Management Firm" |
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→ PtysSubGrp (repeating) |
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→→ PartySubID | ID | String | A Sub ID provides additional information about the Party. For example, the account origin would be specified when Typ = 26. Maximum of 250 characters. |
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→→ PartySubIDType | Typ | int | Indicates the type of Party Sub ID. |
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SideTrdRegTS (repeating) | TrdRegTS |
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→ Timestamp | TS | UTCTimestamp | Used to send a regulatory timestamp. Will not be present for IRS/FRA trades.
Example: 2019-09-25T07:44:05.761123456 |
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→ Timestamp Type | Typ | int | Indicates the type of regulatory timestamp. | 1 - Execution Time |
RelatedTradeGrp | ReltdTrd |
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→ Related Trade ID | ID | String | Identifier of a related trade. This is used to link trades together for IRS netting and blending. |
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→ Related Trade ID Source | Src | int | Describes the source of the identifier that Related Trade ID represents. | 2 - Secondary trade ID |
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