CME ClearPort API - Trade Capture Report Acknowledgment Message - TrdCapRptAckSideGrp - Outbound

Buy Sell Code

Side

char

Side of order (see Volume : "Glossary" for value definitions)

ALL

ALL

Both

1 - Buy

2 - Sell

Input Source

InptSrc

String

Type of input device or system from which the trade was entered.

ALL

ALL

Both

Input Device

InptDev

String

Specific device number, terminal number or station where the trade was entered.

API - API submitted

UI - GUI used for Submission

Customer Type Indicator

CustCpcty

int

Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

1 - Member trading for their own account

2 - Clearing Firm trading for its proprietary account

3 - Member trading for another member

4 - All other

Allocation Indicator

AllocInd

Int

Identifies how the trade is to be allocated

Dual-Sided 
Single-Sided

ALL

ALL

Both

Aggressor Indicator

AgrsrInd

Boolean

Used to identify whether or not the order initiator is an aggressor in the trade.

N - Order initiator is passive

Y - Order initiator is aggressor

Side Quantity

SideQty

int

Used to indicate the quantity on one side of a multi-sided Trade Capture Report

Block Trade Allocation Indicator

BlckTrdAllocInd

int

Indication that a block trade will be allocated.

0 - Block to be allocated

1 - Block not to be allocated

2 - Allocated trade (i.e. a sub-trade of a block trade)

Side Trade ID

TrdID

String

CPC assigned Side Trade ID. This is sent back only for single-sided trades (Not two-sided Acks).

Source Trade ID

SrcTrdID

String

A Trade ID assigned by the source for the trade Side. Typically used to identify a trade by the submitter while submitting a single-sided trade.

Customer Order Handling Instruction

CustOrdHdlInst

MultipleStringValue

Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only.

A - Phone simple

B - Phone complex

C - FCM-provided screen

D - Other-provided screen

E - Client provided platform controlled by FCM

F - Client provided platform direct to exchange

G - FCM API or FIX

H - Algo Engine

J - Price at Execution (price added at Initial order entry, trading, middle office or time of give-up)

W - Desk - Electronic

X - Desk - Pit

Y - Client - Electronic

Z - Client - Pit

Side Risk Limit Check Status

RiskChkStat

int

Indicates the status of the risk limit check performed on the side of a trade.

13 - Accepted by execution venue

Reference Risk Limit Check ID

RefRiskLmtChkID

String

Indicates the credit approval token for pre-approved trades reported on Swap Execution Facilities (SEFs).

Notes

Notes

String

A field for user-created notes.

→ Party ID

ID

String

Used to identify the Party.

ALL

ALL

Both

→ Party ID Source

Src

char

Needed when submitting with Account Alias (R=24).

C - Generally accepted market participant identifier

D - Proprietary / Custom code

H - Clearing house participant/member code

N - LEI

P – PLID (Privacy Law Identifier)

Q – NPID (Natural Person Identifier)

→ Party Role

R

int

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

ALL

ALL

Both

1 - Executing Firm

7 - Trading (Entering) Firm

17 - Contra Firm

24 - Customer Account

30 - Inter Dealer Broker

36 - Entering trader

37 - Contra trader

44 - Order Entry Operator ID

49 - Asset Manager

62 - Report originator

→→ Party Qualifier ID

ID

String

A Sub ID provides additional information about the Party. For example the Firm long name could be specified for the firm in the Sub Tag with Typ = 9. This is a child of the Party element.
Where Sub/@Typ = 26
1 = Customer
2 = House

→→ Party Qualifier Type

Typ

int

The Type of Party Sub ID in the Party Sub Tag.

1 - Firm

3 - System

5 - Full legal name of firm

9 - Contact name

26 - Account type or Origin

49 - Reporting entity indicator

→ Side Regulatory Trade ID

ID

String

Regulatory Trade ID for the trade side. Will be used to communicate the Universal Swap Identifier associated with a cleared trade.

→ Side Regulatory Trade ID Source

Src

String

ID of reporting entity assigned by regulatory agency.

→ Side Regulatory Trade ID Event

Evnt

int

Event causing origination of the ID. For combinations, use the higher enumeration value. E.g. for Allocation plus Clearing use the value 2.

0 - Initial block trade

1 - Allocation (or determination that the block trade will not be further allocated)

2 - Clearing

→ Side Regulatory Trade ID Type

Typ

int

The type of Regulatory Trade ID being sent.

0 - Current (the default)

1 - Previous (e.g. when reporting a cleared trade or novation of a previous trade)

2 - Block (e.g. when reporting an allocated subtrade)

→ Side Regulatory Trade ID Scope

Scope

int

Included when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Omit if scope does not apply to this instance.

1 - Clearing member

2 - Client

→ Commission Basis

Basis

int

Specifies the basis or unit used to calculate the commission.

1 - Per Unit (implying shares, par, currency, etc.)

2 - Percent

8 - Amount per contract

→ Commission Currency

Ccy

Currency

Specifies the currency denomination of the commission amount if different from the trade's currency.

→ Commission Rate

Rt

float

Rate per basis. For example, $1 per contract, or $0.01 per unit (e.g. barrel).

→ Commission Leg Ref ID

LegRefID

String

Trade leg identifier for spread trade submissions. Required on all CommData blocks for each leg of a spread.