318

Name Space

Relevant only to NDF tickets, if configured to receive EMIR/SEF fields.
If an NDF is traded on SEF, it contains the NEX SEF Issuer NameSpace.
If the NDF is off-SEF but reported under EMIR, it contains the EBS Swiss Co Namespace.

2138008LPQ92DIHKHY20

N

The requirement to provide the namespace was dropped when UTI was introduced.

328

Trade Repository

Relevant only to NDF tickets, if configured to receive European Market Infrastructure Regulation (EMIR) / Swap Execution Facility (SEF) fields.Contains the name of the Trade Repository where the SEF trade was reported.

DTCCGTR
(if onSEF and configured to receive SEF fields)

Y

20059-DataRepositoryID

DataRepoID

DTCCGTR

338

SEF IND

Relevant only to NDF tickets, if configured to receive EMIR / SEF fieldsThis field contains ‘Y’ if traded ON SEF, ‘N’ if traded OFF SEF.

“Y” (or “N”)

Y

20058-FacilityType

FcltyTyp

MTF 

SEF

Part of the SideRegulatoryTradeIDGrp

500

SOURCE_OF_DATA

Configured value at client request

"1" or "8"

N

501

SOURCE_REFERENCE

Incrementing value, no significance to deal, up to 5 digits.

“27224”

N

502

DATE_OF_DEAL

Deal Initiation Date (on Fixing tickets indicates date of fixing)

“22 MAY 2023”

Y

75-TradeDate

TrdDt

20230522

The trade date is the date the match occurred.  CME STP does not differentiate between Date of deal and Date confirmed like TOF because these are not different times on Globex.

For eFix tickets this may be different to the date the FIX is actually issued as for eFix the trade date is the date of the match and not when the fixing rate is actually published.

Matches FID 505

503

TIME_OF_DEAL(FIXING_DEAL_TIME)

Deal Initiation Time (on Fixing tickes indicates time of fixing)

“12:02:54”

Y

60-TransactTime

TxnTm

20230522-12:02:54.171

The transaction time in FIX is always the match time.

For eFix the match may occur before the fixing rate is actually issued.

Matches FID 506

504

DEALER_ID

GUS of Trader

“T11”

Y

448-PartyID

(452-PartyRole=44

447-PartyIDSource=D)

ID

R

Src

T11

44

D

The Globex User Signature (GUS) appears 4 times in the TOF message. When available, all users will see their own GUS.

EBS Direct Liquidity Providers do not have a GUS.

Matches FIDs 507, 549 and 550

505

DATE_CONFIRMED

Deal Confirmation Date (on Fixing tickets indicates the match confirmation date)

“22 MAY 2023”

Y

75-TradeDate

TrdDt

20230522-12:02:54.171

The trade date is the date the match occurred.  CME STP FIX does not differentiate between Date of deal and Date confirmed like TOF.

For eFix tickets this may be different to the date the fix is actually issued. 

Matches FID 502

506

TIME_CONFIRMED(MATCH_DEAL_TIME)

Deal Confirmation Time (on Fixing tickets indicates the match confirmation time)

“12:02:54”

Y

60-TransactTime

TxnTm

20230522-12:02:54.171

The transaction time in FIX is always the match time.

For eFix the match may be long before the FIX is actually issued.

Matches FID 503

507

CONFIRMED_BY_ID

GUS of Trader

“A11”

Y

448-PartyID

(452-PartyRole=44

447-PartyIDSource=D)

ID

R

Src

T11

44

D

The GUS appears 4 times in the TOF message. All users will see their own GUS when available. 

EBS Direct Liquidity Providers do not have a GUS.

Matches FIDs 504, 549 and 550

508

BANK_1_DEALING_CODE

Counterparty GFID

“EBSA”

Y

448-PartyID

(452-PartyRole=90

447-PartyIDSource=D)

ID

R

Src

EBSA

90

D

The GFID for the settlement counterparty

509

BANK_1_NAME

Counterparty Longname

“A Bank Name”

N

510

BROKER_DEALING_CODE

Client requested configured value usually set to EBST

“EBST"

N

511

BROKER_NAME

Always blank

“ “

N

513

BANK_2_NAME

Always blank

“ “

N

514

DEAL_TYPE

DealType

“1” (buy)
“2” (sell)

Y

54-Side

Side

1 or 2

Buy/Sell indicator for Trading firm (PartyRole 7)

515

INSTRUMENT_TENOR

Settlement Period

1 – Today
2 – tomorrow
3 – Day after tomorrow
4 – Spot
5 – Next after Spot
11-14 – 1 to 4 weeks
21-80 – 1 to 60 months
101-199 – 1 to 99 years

Y

63-SettlType

SettleTyp

0, Mx or B

Currently FIX supports 0 for Spot, Mx indicating number of months or B (for Broken date in which the settlement date (tag 64) needs to be used to determine the date).

517

CURRENCY_1

Base Currency (and Dealt Currency)

“EUR”

Y

15-Ccy

1717-PriceUnitOfMeasureCurrency

Currency

PxUOMCcy

EUR

With TOF the assumption was that the dealt currency and base currency were always the same. For Globex and EBS Direct that is true today, 

CME STP defines the dealt currency in tag 15. Tags 1716 and 1717 both define the base currency; for metals 1716 is not populated. 

Currently tags 15, 1716 and 1717 will have the same value (unless it's a metal trade when 1716 is not populated). 

If term currency is supported in the future tag 15 would equal 10026.

518

CURRENCY_2

Terms Currency

“GBP”

Y

10026-PriceQuoteCurrency

PxQteCcy

GBP

10026 represents the term currency of the currency pair. 

519

DEAL_VOLUME_CURRENCY_1

Quantity of dealt currency

“20000000”

Y

32-LastQty

LastQty

2000000

Notional quantity of currency expressed in dealt currency 

522

EXCHANGE_RATE_PERIOD_1

Price of trade

“0.6851”

Y

31-LastPx

LastPx

0.6851

Price of this trade

524

RATE_DIRECTION

Used in TOF to indicate if the rate is provided in standard or inverted notation. In CPT TOF it is always 1.

“1” (normal)

N

525

SETTLEDATE_DATE_CURRENCY_1

Settlement date of trade

“24 MAY 2023”

Y

64-SettlDate

SettlDt

20230524

Specific date of trade settlement

526

SETTLEDATE_CURRENCY_2

Settlement date of trade

“24 MAY 2023”

N

529

PAYMENT_INSTRUCTION_PERIOD_1_CURRENCY_1

CPT TOF hardcoded to "Refer to SSI SSI SSI".

"Refer to SSI SSI SSI".

N

530

PAYMENT_INSTRUCTION_PERIOD_1_CURRENCY_2

CPT TOF hardcoded to "Refer to SSI SSI SSI".

"Refer to SSI SSI SSI".

N

539

SECONDARY_SOURCE_REFERENCE

Incrementing value, no significance to deal up to 5 digits.

Always matches FID 501.

“27224”

N

540

METHOD_OF_DEAL

3 (Maker) / 2 (Taker)

Maker = Initiator
Taker = Acceptor

"3" or "2"

Y

1057-AggressorIndicator

AgrsrInd

N or Y

TOF 3 = N - Order initiator is passive
TOF 2 = Y - Order initiator is aggressor

541

RATE_CURRENCY_1_AGAINST_USD

Always blank

“ “

N

542

RATE_CURRENCY_2_AGAINST_USD

Always blank

“ “

N

543

RATE_BASE_CURRENCY_AGAINST_USD

Always blank

“ “

N

544

BASE_CURRENCY

Always set to USD

“USD”

Y

1717-PriceUnitOfMeasureCurrency

PxUOMCcy

USD

In TOF this is hardcoded regardless of true base currency so there isn't really a FIX equivalent but in FIX tag 1717 will contain the true base currency.

545

CALCULATED_VOLUME_PERIOD_1_CURRENCY_2

Contra Quantity of trade

“31730000”

Y

1056-CalculatedCcyLastQty

CalcCcyLastQty

31730000

The calculated contra quantity of the currency trade. Can be derived from LastQty and LastPx.

549

DEALER_NAME

GUS of Trader

“T11”

Y

448-PartyID

(452-PartyRole=44

447-PartyIDSource=D)

ID

R

Src

T11

44

D

The GUS appears 4 times in the TOF message. All users will see their own GUS when available. 

EBS Direct Liquidity Providers do not have a GUS.

Matches FIDs 504, 507 and 550

550

CONFIRMED_BY_NAME

GUS of Trader

“T11”

Y

448-PartyID

(452-PartyRole=44

447-PartyIDSource=D)

ID

R

Src

T11

44

D

The GUS appears 4 times in the TOF message. All users will see their own GUS when available. 

EBS Direct Liquidity Providers do not have a GUS.

Matches FIDs 504, 507 and  549

551

LOCAL_TCID

TOF TCID

“EBSA”

N

552

REVIEW_REFERENCE_NUMBER

Sequence number of this ticket

“3232”

N

553

COMMENT_TEXT

Comment on deal details including the EBS Deal ID.

WE ARE GFD1 - Customer GFD1. WE ARE AGRESSOR.  EBS deal reference number FF01-1234-0000-01-MP

Y

448-PartyID

(452-PartyRole=1

447-PartyIDSource=D)

523-PartySubID

(803-PartySubIDType=5)

1057-AggressorIndicator

1003-TradeID

99103-PostTradeType

ID

R

Src

ID

Typ

AgrsrInd

TrdID

PostTrdTyp

GFD1

1

D

Customer GFID1

5

Y or N

FF01-1234-0000-01

4

The comment text combines the data from a number of fields. 

GFD1 is the GFID of the ticket receiver (PartyRole 7 - the 'trading firm').

(NON-)AGRESSOR is maker/taker indicator in tag 1057 - AgressorIndicator

FF01-1234-0000-01 is the EBS Deal ID in tag 1003 (TradeID)

The 'P' in the -MP suffix indicating a Prime deal can be determined from 99103=4

554

FRA_FIXING_DATE

Valuation Date of NDF or Fixing trade

 “27 JUN 2023”

Y

541-MaturityDate

MatDt

20230627

NDF Fixing Date (local market date)

561

USER_DEFINED_TITLE_1

One of 3 values

eg DEAL_REF_NUM

Y

N/A

N/A

N/A

No equivalent in FIX

562

USER_DEFINED_DATA_1

Data associated with above value

eg FF01-1234-0000-01

Y

See below

See below

eg FF01-1234-0000-01 

See TOF User Defined Fields

563

USER_DEFINED_TITLE_2

One of 3 values

eg DEAL_REF_NUM

Y

N/A

N/A

N/A

No equivalent in FIX

564

USER_DEFINED_DATA_2

Data associated with above value

eg FF01-1234-0000-01

Y

See below

See below

eg FF01-1234-0000-01 

See TOF User Defined Fields

565

USER_DEFINED_TITLE_3

One of 3 values

eg DEAL_REF_NUM 

Y

N/A

N/A

N/A

No equivalent in FIX

566

USER_DEFINED_DATA_3

Data associated with above value

eg FF01-1234-0000-01

See below

See below

eg FF01-1234-0000-01 

See TOF User Defined Fields

567

ID_OF_THE_ORIGINAL_IF_THIS_IS_A_CONTRA

DealCode#0

“EBSA#0”

N

568

ID_OF_PREVIOUS_IF_THIS_IS_A_NEXT

DealCode#0

“EBSA#0”

N

569

PURE_DEAL_TYPE

InstrumentType

“2” - FX Spot
“128” – NDF

Y

167-SecurityType

SecTyp

FXSPOT

FXNDF

Security type

573

PRICE_CONVENTION

RateDirection

“1”

N

575

SWIFT_BIC_CURRENCY_1_PERIOD_1

SWIFTBICCode

“NOSWIFTCODE”

N

576

SWIFT_BIC_CURRENCY_2_PERIOD_1

SWIFTBICCode

“NOSWIFTCODE”

N

579

D2000_2_CREDIT_REDUCTION

Always blank

“ “

N

580

D2000_2_CREDIT_REMAINING

Always blank

“ “

N

581

BASE_CURRENCY_2

Always blank

“ “

N

582

BASE_CURRENCY_3

Always blank

“ “

N

583

RATE_BASE_CURRENCY_2_VERSUS_USD

Always blank

“ “

N

584

RATE_BASE_CURRENCY_3_VERSUS_USD

Always blank

“ “

N

585

EBS_TICKET_PROPERTIES

Always blank

“ “

N

599

Their LEI

Relevant only to MiFID tickets, if configured to receive MiFID fields.

Counterparty LEI of MiFID regulated Trade.

“ABCD1234EFGH5678IJK”

Y

448-PartyID

(452-PartyRole=90

447-PartyIDSource=D)

523-PartySubID

(803-PartySubIDType=84)

ID

R

Src

ID

Typ

EBSA

90

D

ABCD1234EFGH5678IJK

84

SubID of the Settlement Party ID (PartyRole 90)

15427

Regulatory Timestamp (µs)

Relevant only to MiFID tickets, if configured to receive MiFID fields.

Timestamp provided in microsecond granularity.

Format is

DD MMM YYYY hh:mm:ss.dddddd

“11 AUG 2017 12:15:14.123456”

Y

1012-SideTrdRegTimestamp

TS

20230522-12:02:54.171000

This will be the timestamp to the precision required for regulatory reporting (eg MiFID). Currently it is in microseconds, which is the same as that of tag 60.

15431

ISIN

Relevant only to MiFID tickets, if configured to receive MiFID fields.

Instrument identifier of MiFID regulated trade.

“EZ0000001670”

Y

455-SecurityAltID 

(456-SecurityAltIDSource=4)

AltID

AltIDSrc

EZ0000001670

4

ISIN is always provided when available

15435

MIC

Relevant only to MiFID tickets, if configured to receive MiFID fields.

Venue Identifier – Market Identifier Code (MIC) of MiFID regulated trade

alphanumeric

“XEBS”

Y

1117-RootPartyID

(1118-RootPartyIDSource=G, 

1119-RootPartyRole=73)

ID

Src

R

XEBS

G

73

The MIC code is provided 

15458

Trading Venue Transaction ID

Relevant only to MiFID tickets, if configured to receive MiFID fields.

The Trading Venue Transation ID is a venue unique deal id (this is the EBS Deal ID without the hyphens)

054D0001000101

Y

10027-SideRegulatoryTradeID

(10030-SideRegulatoryTradeIDType=5)

ID

Typ

054D0001000101

5

The TVTID is only relevant for MIFID transactions. The SideRegulatoryTrade block contains all the regulatory trade IDs.

DEAL_REF_NUM

1003-TradeID

TrdID

FF01-1234-0000-01

This value appears in FID 533 as part of the comment text so many users have this configured in FID 561 to have the deal ID in FID 562. Clients are advised to check their messages or confirm their set up with their GAM.

COUNTERPARTY_TRADER_ID

448-PartyID

(452-PartyRole=37, 

447-PartyIDSource=D)

ID

R

Src

T11

37

D

Most clients do not use this user defined field but the format in TOF is traderID@GFID (eg T11@GFID2). In FIX the traderID sits in it's own field within a party block.

CUST_ORDER_REFERENCE

11-Client Order ID

ClOrdID

MyOrder1

The client order id is configured for some clients but not all. It is only provided when the order came via an API.

511

Broker Name

513

Bank 2 Name

541

Rate Currency 1 against USD

542

Rate Currency 2 against USD

543

Rate Base Currency against USD

579

D2000-2 Credit Reduction

580

D2000-2 Credit Remaining

581

Base Currency 2

582

Base Currency 3

583

Rate Base Currency 2 versus USD

584

Rate Base Currency 3 versus USD

500

Source of Data

Configurable value in TOF that remains constant in all TOF messages. 

Not required

501

Source Reference

CPT TOF simply increments this value in messages. It has no connection to the deal and was provided with an incrementing value for compatibility with the previous TOF version.

No relevance

509

Bank 1 Name

The long name of the counterparty will no longer be provided. 

Not required

524

Rate Direction

Used in TOF to indicate if the rate is provided in standard or inverted notation. In CPT TOF it is always 1.

Not required

529

Payment Instruction Period 1 Currency 1

CPT TOF hardcoded to "Refer to SSI SSI SSI".

Not required

530

Payment Instruction Period 1 Currency 2

CPT TOF hardcoded to "Refer to SSI SSI SSI".

Not required

539

Secondary Source Reference

CPT TOF simply increments this value in messages. It has no connection to the deal and was provided with an incrementing value for compatibility with the previous TOF version.

No relevance

553

Comment Text

This text that includes the GFID, the GFID long name, the Deal ID and whether this is a passive or aggressive ticket.

All this information is within the FIX message across multiple tags.

No relevance

567

ID of Original if this is a Contra

This is hardcoded in TOF to the TOF TCID + #0. 

No relevance

568

ID of Previous if this is a Next

This is hardcoded in TOF to the TOF TCID + #0. 

No relevance

573

Price Convention

Hardcoded to 1

No relevance

575        

SWIFT-BIC Currency 1 Period 1

Settlement instructions are not provided on FIX so this is hardcoded to "NOSWIFTCODE"

Not required

576

SWIFT-BIC Currency 2 Period 1

Settlement instructions are not provided on FIX so this is hardcoded to "NOSWIFTCODE"

Not required