CME STP - EBS FX - TradeCaptureReportRequest

568

TradeRequestID

ReqID

Y

String

TradeCaptureReportRequest ID.

1003

TradeID

TrdID

N

String

The EBS Deal ID - Only trades of EBS on CME Globex are supported.
EBS Direct Deal ID support is under development.

569

TradeRequestType

ReqTyp

Y

int

Type of Trade Capture Report.

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

263

SubscriptionRequestType

SubReqTyp

Y

char

Subscription Request Type. 

0 - Snapshot
1 - Snapshot + Updates (Subscribe)

11

ClOrdID

ClOrdID

N

String

Client Order ID, assigned by the API users.

For Globex , ClOrdId as stated in iLink or AI message. Not valid for workstation related trades. 

For EBS Direct, ClOrdID provided in API by Liquidity Consumers. Not relevant for tickets by Liquidity Providers.

442

MultiLegReportingType

MLegRptTyp

N

int

Request multi-legged instrument trades either as Individual leg or Summary trades.

2 - Request outright and individual legs of multi-leg deals
(MLegRptTyp = '1' and '2')

3 - Request outright and summaries of multi-leg deals
(MLegRptTyp = '1' and '3')

779

LastUpdateTime

LastUpdateTm

C

UTCTimestamp

Date/time that a Snapshot + Update (263=1|569=1) Request should start to pull data from
Format: YYYYMMDD-HH:MM:SS (UTC time zone)  
Snapshot + Updates Request without tag 779-LastUpdateTime will default to current date and time.
This tag, if present, is not used for Snapshot (263=0|569=1) Requests and will be ignored if present.

9593

StartTime

StartTm

C

UTCTimestamp

Date/time that a Snapshot (263=0|569=1) Request should start to pull data from
Format: YYYYMMDD-HH:MM:SS (UTC time zone)
Required for Snapshot (263=0|569=1) Requests
Will be ignored for Snapshot + Update (263=1|569=1) Requests 

A FIX Client can request data for the last 31 calendar days.

9594

EndTime

EndTm

N

UTCTimestamp

End date/time of a Snapshot (263=0|569=1) Request
Format: YYYYMMDD-HH:MM:SS (UTC time zone)
Optional for Snapshot Requests.
Will be ignored for Snapshot + Update (263=1|569=1) Request
End Time cannot be in the future

99103

PostTradeType

PostTrdTyp

N

int

Used to filter for / subscribe to tickets based on the ticket type. Typically only valid for use by Prime Brokers.

Prime Give Up tickets are also known as synthetic tickets representing the back to back deal with the prime Customer. 

4 - Prime Give up (Synthetic tickets)
5 - Interdealer
6 - Prime of Prime Broker - Equivalent of Interdealer ticket (facing the Parent of the Prime of Prime Broker).

578

TradeInputSource

InptSrc

N

String

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

GLBX (CME Globex)
EBSD (EBS Direct)

1028

ManualOrderIndicator

ManOrdInd

N

Boolean

Used to subscribe to tickets based on origination either from API or manually created trades.

Y - Manual Trades
N - API Trades 

20400

NonDisclosedIndicator

NonDsclInd

N

Boolean

Used to subscribe to tickets based on disclosed or non-disclosed status of the trade.

Only applies to EBS Direct trades, ignored for Globex trades.

N - Disclosed
Y - Non-Disclosed

1430

VenueType

VenuTyp

N

char

Used to subscribe to trades based on the venue where the trade was executed.

For Globex Venue Type is set to 'E'.

For EBS Direct Venue Type is set to 'Q'.

E - Electronic
Q - Quote-driven Market

20401

TradePartyType

TrdPtyTyp

N

int

When used in conjunction with PartyRole (tag 452) R=7 (Trading Firm) provides further context of the role played by that trading firm.

0 - All Trades

1 - Executing Firm

2 - Prime Broker

453

Parties

Pty

Instrument

Instrmt

580

TrdCapDtGrp

TrdCapDt