CME STP - EBS FX - TradeCaptureReport - Instrument

55

Symbol

Sym

Y

String

Unique symbol for the instrument as defined in the reference data.

Example values:
EUR/CZK - EUR/CZK Spot on Globex
VND 1M - USD/VND 1 Month NDF
USD/CNH - USD/CNH Spot on Globex
TMA 1130 HK - USD/TMA 1130 HK eFix - To check
TWD 1M SEF - USD/TWD 1 Month on SEF NDF
EUR/DKK BFIX 0030 LN - EUR/DKK BFIX 0030 London eFix
XPT/USD - XPT/USD Spot loco Zurich
XPT/USD LN - XPT/USD Spot loco London
XPT/USD:Q - XPT/USD Spot loco Zurich on EBS Direct

37725

FXCurrencySymbol

FXCcySym

Y

String

Currency pair in CCY1/CCY2 format.

48

SecurityID

ID

Y

String

The Clearing Product ID.

22

SecurityIDSource

Src

N

String

Identifies class or source of the SecurityID value. Currently always set to 'H'.

H - Clearing House / Clearing Organization

461

CFICode

CFI

Y

String

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority.

2891

UPICode

UPI

C

String

Uniquely identifies the product of a security using the ISO 4914 standard

167

SecurityType

SecTyp

Y

String

Indicates type of security.

Note: Additional values may be used by mutual agreement of the counterparties.

FXNDF - FX Non-Deliverable Forward
FXSPOT - FX Spot

541

MaturityDate

MatDt

C

LocalMktDate

NDF Fixing Date (local market date).

Value format follows Protocol.  FIX: YYYYMMDD, FIXML: YYYY-MM-DD

15

Currency

Ccy

Y

Currency

3 character ISO code of the dealt currency. Currently only trading in base currency is supported.

996

UnitOfMeasure

UOM

Y

String

Used to provide context to the UOM fields, always set to 'Ccy'. 

Ccy

1147

UnitOfMeasureQuantity

UOMQty

Y

Qty

Typically used to indicate the quantity of the underlying commodity unit of measure on which the contract is based. For FX this will always be 1.

1716

UnitOfMeasureCurrency

UOMCcy

C

Currency

Represents the base currency for any FX trade that is not a metal.

1191

PriceUnitOfMeasure

PxUOM

Y

String

Used to provide context to the PxUOM fields.

Ccy

1717

PriceUnitOfMeasureCurrency

PxUOMCcy

Y

Currency

3 character ISO code of the base currency.

Conditionally required when PriceUnitOfMeasure = Ccy.

1193

SettlMethod

SettlMeth

Y

char

Settlement method for a contract. Can be used as an alternative to CFI Code value.

C - Cash settlement required

207

SecurityExchange

Exch

Y

Exchange

Market used to help identify a security. Always set to 'EBS'. 

EBS

107

SecurityDesc

Desc

Y

String

Can be used to provide an optional textual description for a financial instrument.

10026

PriceQuoteCurrency

PxQteCcy

Y

Currency

3 character ISO code of the term currency.

37513

GUID

GUID

Y

String

Globally unique identifier.

460

Product

Prod

Y

int

Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.

2 - COMMODITY
4 - CURRENCY

454

SecAltIDGrp

AID

864

EvntGrp

Evnt