This topic is for users migrating from the EBS Central Post Trade (CPT) Ticket Output Feed (TOF) API to the CME STP API. CME STP supports FIX and FIXML API. Mappings apply to both APIs and provide CPT TOF equivalent fields in the CME STP that should be used with the CME STP documentation in related resources.

CME STP is the strategic solution for CME Post Trade services based on the industry standard FIX and FIXML protocol.

In line with the Post Trade API strategy and vision, CME Group will not enhance the CPT TOF API. Clients are encouraged to migrate to the CME STP API at the earliest opportunity.

Resources
CME STP - EBS FX Business Message Specifications

CPT TOF to CME STP Mappings

FID	TOF Field Name	Description	Example TOF Value / Format	In FIX?	FIX Tag Equivalent	FIXML Attribute Name	Equivalent FIX Example Value	FIX Notes
318	Name Space	Relevant only to NDF tickets, if configured to receive European Market Infrastructure Regulation (EMIR)/Swap Execution Facility (SEF) fields. Only OFF SEF trades are supported, which include 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 EMIR/SEF fields. SEF trades are no longer supported, this value is not provided.	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 fields. This 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 is 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	Alphanumeric Relevant only to MiFID tickets, if configured to receive MiFID fields. Venue Identifier – Market Identifier Code (MIC) of MiFID regulated trade.	“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 Transaction 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.

TOF User Defined Fields

In the TOF message there are up to 3 user-defined fields that are statically configured on a TOF session (so do not change during the session). These are configured according to user requirements and can take one of 3 values. These 3 values appear in FIDs 561, 563 and 565 and the corresponding value appears in 562, 564 and 566 respectively.

The table below shows the user-defined field value and FIX attributes, examples, details.

TOF user-defined field

FIX Tag

Equivalent

FIXML Attribute Name

Equivalent FIX Example Value

FIX Notes

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 its 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.

Existing Unsupported TOF Fields

The list below are fields that are not supported today on CPT TOF and so no equivalent field in CME STP will be provided.

TOF Field#	TOF Field Name
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

TOF Fields without an equivalent in FIX

The existing CPT TOF API supports a number of fields that are either no longer relevant on CME STP or not required as they were hardcoded. Details of each field are outlined below.

TOF Field#	TOF Field Name	Notes
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