Reporting Quantities - Claim Model Only
- CME Group
As the trade goes through various states after trade submission, the API communicates various quantity buckets associated with the trade as the trade state changes. This page describes:
Described below are the various quantity fields that appear on updates to a trade Pending Clear.
Field | antiXPath | Description |
|---|---|---|
Cleared Quantity | /TrdCaptRpt/Qty/ @Qty /TrdCaptRpt/Qty/ @Typ="0" | The Cleared Quantity indicates the quantity that has been cleared on the trade so far. This is updated when a Clear Trade notification is sent. |
Long Side Claim Quantity | /TrdCaptRpt/Qty/@Qty /TrdCaptRpt/Qty/@Typ="1" | Total quantity claimed by the Long side clearing firm(s). This quantity bucket contains the sum of the quantities of allocations claimed ONLY be the Long side clearing firm(s), but not yet acted upon by the Short side. When Short side claims or rejects the allocation already claimed by the Long side, the quantity of that allocation is moved from this bucket to either the Cleared Quantity or Short Side Rejected bucket. |
Short Side Claim Quantity | /TrdCaptRpt/Qty/@Qty /TrdCaptRpt/Qty/@Typ="2" | Total quantity claimed by the Short side clearing firm(s). This quantity bucket contains the sum of the quantities of allocations claimed ONLY be the Short side clearing firm(s), but not yet acted upon by the Long side. When the Long side claims or rejects the allocation already claimed by the Short side, the quantity of that allocation is moved from this bucket to the Cleared Quantity or Long Side Rejected bucket. |
Long Side Rejected Quantity | /TrdCaptRpt/Qty/@Qty /TrdCaptRpt/Qty/@Typ="3" | This is the total quantity rejected by Long side clearing firm(s). This is NOT the total rejected quantity of the trade. To get the total rejected quantity you need to add this to the Short Side Rejected Quantity. |
Short Side Rejected Quantity | /TrdCaptRpt/Qty/@Qty /TrdCaptRpt/Qty/@Typ="4" | This is the total quantity rejected by Short side clearing firm(s). This is NOT the total rejected quantity of the trade. To get the total rejected quantity you need to add this to the Long Side Rejected Quantity. |
Pending Quantity | /TrdCaptRpt/Qty/@Qty /TrdCaptRpt/Qty/@Typ="5" | This indicates the quantity not yet acted upon by either side. |
Trade and Allocation State Transition
This section describes the state transition for trades and allocations for all trade submission models.
Two-Sided Trade Submission
Pre-Clear Allocations
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