CME STP - TradeCaptureReport - TrdCapRptSideGrp - STP

Buy Sell Code

Side

char

The side of the trade. 

• 1 - Buy

• 2 - Sell

Secondary Client Order ID

ClOrdID2

String

A secondary or an additional qualifier for the order assigned by the side.

Client Order ID

ClOrdID

String

Unique identifier assigned for the trade side.

Side Currency

Ccy

Currency

Used to identify the currency of the trade side. Will not be present for IRS/FRA trades.

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.

CTI

CustCpcty

int

The customer capacity for this trade

• 1 - Member trading for their own account

• 2 - Clearing Firm trading for its proprietary account

• 3 - Member trading for another member

• 4 - All other

Free Form Text

Txt

String

May be used by the executing market to record any execution Details that are particular to that market

Allocation Indicator

AllocInd

int

Identifies if the trade is marked for allocation.

• 0 - Allocation not required

• 1 - Allocation required (give-up trade) allocation information not provided (incomplete)

• 2 - Use allocation provided with the trade

• 3 - Allocation give-up executor

• 4 - Allocation from executor

• 5 - Allocation to claim account

• 100 - SGX Offset

Average Pricing Indicator

AvgPxInd

int

Indicates if the trade is marked for average pricing allocation.

• 0 - No Average Pricing

• 1 - Trade is part of an average price group identified by the SideAvgPxGroupID

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".

• Y = Order initiator is aggressive

• N = Order initiator is passive 

Original Platform Side ID

OrigTrdID

String

Ties the trade back to one of the report sides of the IRS trade submission. (IRS Trades Only)

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.

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.

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

Customer Order Handling Instruction

CustOrdHdlInst

String

Defines source of original order.

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.

Memo

Mem

String

Free format text field. Supported as follows, depending on source:

• CME Globex: Supported for all Globex-entered trades.

• CME Direct: Supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides.
  Not supported for block trades.

• CME ClearPort GUI: Supports the Memo field value for the non-alleged counterparty.

• CME ClearPort API:

•  

  • For single-sided submissions, supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides.

  • For dual-sided submissions, the Memo field supported on either or both sides, depending on the API submission. A note can be submitted for buy side and the sell side, and they can be different notes.

→ Party ID

ID

String

Used to identify the Party.

→ Party ID Source

Src

char

Used to identify the source of PartyID value.

• C - Generally accepted market participant identifier

• D - Proprietary/Custom code

• H - Clearing house participant/member code
  N - LEI

→ 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"

• 1 - Executing Firm (CME Globex)

• 4 - Clearing Firm

• 7 - Trading (Entering) Firm

• 12 - Executing Trader (associated with Executing Firm - actually executes)

• 21 - Clearing Organization

• 22 - Exchange

• 24 - Customer Account

• 30 - Inter Dealer Broker

• 36 - Entering trader

• 44 - Order Entry Operator ID (conveys GUS - Globex User Signature)

• 49 - Asset Manager

• 55 - Session ID

• 62 - Report originator

• 73 - Execution Venue

• 102 - Data Repository (e.g. SDR)

• 1001 - Trading Member Firm

→→ 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.

→→ PartySubIDType

Typ

int

Indicates the type of Party Sub ID.

• 5 - Full legal name of firm

• 9 - Contact name

• 26 - Account type or Origin

→ Timestamp

TS

UTCTimestamp

Used to send a regulatory timestamp. Will not be present for IRS/FRA trades.

• Timestamp will be sent in UTC+0 format.

• Timestamp will be in nanosecond format; will be populated with the maximum available precision and padded with zeros to 9 digits after the decimal point as needed.

Example:

 2019-09-25T07:44:05.761123456

→ Timestamp Type

Typ

int

Indicates the type of regulatory timestamp.

1 - Execution Time

→ Related Trade ID

ID

String

Identifier of a related trade. This is used to link trades together for IRS netting and blending.

→ Related Trade ID Source

Src

int

Describes the source of the identifier that Related Trade ID represents.

2 - Secondary trade ID