Entity Reference Data

Owned by CME Group
Last updated: Aug 07, 2024
4 min read

CME ClearPort Entity reference data can be retrieved by both HTTP and MQ Series clients.

See Also

Request/Response Method

Clients specify a Report ID on each Entity Data request, which they will use to uniquely identify the response to their specific request.

Message Specification

Message Type

FIXML Abbreviation

Description

Message Type

FIXML Abbreviation

Description

Party Detail List Request

PtyDetlListReq

Sent by submitter to obtain a list of permitted accounts, the Trading Firms their firm is associated with, or the traders for a particular Trading Firm.

Party Entitlement Request

PtyEntlmntReq

Sent by submitter to obtain lists of all permissible Accounts that can trade a particular Product or a list of all Products that can be traded for a particular permissible Account.

Party Detail List Report

PtyDetlListRpt

Response for Party Detail List requests.

Party Entitlement Report

PtyEntlmntRpt

Response for Party Entitlement requests.

Account IDs are only unique per 3-digit Firm Number. Firms can potentially use the same Account ID for multiple accounts. In this case the Party Detail List or Party Entitlement Response would list all accounts, differentiating each by the firm who clears the account (Related Party with Role 1).

Request Types

All request types are submitted by a broker, asset manager or active trader, or a platform that submits requests on their behalf.

  • Accounts submit by specifying their firm’s CME Group-issued Firm ID in the Requesting Party block. The assigned roles are:

    •  

      • Active Trader - 7

      • Asset Manager - 7

      • Broker - 30

  • Trading Sub Accounts can be retrieved by specifying the Trading Sub Account number in the Party (pty) block for the Party Detail List Request or Party Entitlement Request. The corresponding reports will have a Role ("R") = 29, and a Relationship ("Rltnshp") =33.

Request Type

Description

Example

Request Type

Description

Example

Account Request

Brokers, asset managers and active traders can request a list of all accounts for which they are permitted to submit deals (accounts they own).

Platforms may submit requests for a list of all accounts on behalf of brokers, asset mangers, or active traders for which they are permitted to submit deals.

  • A Requested Role of Account (Party Role 24) must also be included in the request.

Broker request:

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001"> <PtyDetlListReq ReqID="123437"> <Hdr SID="RCBK" SSub="User1" TID="CME" TSub="CPAPI"/> <ReqPty ID="CME_Firm_ID" R="30"/> <ReqR R="24"/> </PtyDetlListReq> </FIXML>

Accounts by Product Request

Brokers, asset managers and active traders can request a list of their accounts that can trade a specific product.

Platforms may submit requests for a list of permitted accounts that can trade a specific product on behalf of brokers, asset mangers, or active traders.

  • A Requested Role of Account (Party Role 24) must also be included in the request.

Active Trader request:

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001"> <PtyEntlmntReq ReqID="123437"> <Hdr SID="RCT2" SSub="rcaf2" TID="CME" TSub="CPAPI"/> <ReqPty ID="RCAF_TRD2" R="7"/> <ReqR R="24"/> <InstrmtScope Oper="1" Exch="NYMEX" ID="NN" SecTyp="FUT" Src="H"/> </PtyEntlmntReq> </FIXML>

Products by Account Request

Brokers, asset managers and active traders can request a list of all related trading firms that own accounts for which the user is permitted to submit deals.

Platforms may submit requests for a list of all related trading firms that own accounts for which the user is permitted to submit deals on behalf of brokers, asset mangers, or active traders.

  • A Requested Role of Account (Party Role 24) must also be included in the request.

Broker request:

 <FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001"> <PtyEntlmntReq ReqID="123437"> <Hdr SID="RCBK" SSub="rcaf" TID="CME" TSub="CPAPI"/> <ReqPty ID="RCAF_BRKR" R="30"/> <Pty ID="RCACCT1" R="24"/> <InstrmtScope Oper="1" Exch="NYMEX"/> </PtyEntlmntReq> </FIXML>

Trading Firm Request

Brokers, asset managers and active traders can request a list of products that can be traded with a specific related account.

Platforms may submit requests for a list of products that can be traded with a specific account on behalf of brokers, asset mangers, or active traders.

  • A Requested Role of Trading Firm (Party Role 7) must also be included in the request.

Active trader request:

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001"> <PtyDetlListReq ReqID="123437"> <Hdr SID="RCAM" SSub="rcaf3" TID="CME" TSub="CPAPI"/> <ReqPty ID="RCAF_ASMGR" R="7"/> <ReqR R="7"/> </PtyDetlListReq> </FIXML>

CounterParty Firms Request

Brokers, asset managers and active traders can request a list of all eligible counterparty firms.

Platforms may submit requests for a list of all eligible counterparty firms on behalf of brokers, asset mangers, or active traders.

Additionally required in the request:

  • A Requested Role of Opposite Firm (Party Role 17)

  • An Instrument Scope block with Oper= “1” and the specified Exchange

An optional Product and/or Security Type may be specified to further filter the results (Product requires Src=“H”).

Active Trader Request:

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001"> <PtyEntlmntReq ReqID="123437"> <Hdr SID="RCT1" SSub="rcaf1" TID="CME" TSub="CPAPI"/> <ReqPty ID="RCAF_TRD1" R="7"/> <ReqR R="17"/> <InstrmtScope Oper="1" ID="IBMRXU" Src="H" SecTyp="XYZ" Exch="NYMEX"/> </PtyEntlmntReq> </FIXML>

CME ClearPort Firms Request

Brokers, asset managers and active traders can request a list of all CME ClearPort Firms with which they are associated.

Platforms may submit requests for a list of a list of all CME ClearPort Firms with which they are associated on behalf of brokers, asset mangers, or active traders.

  • A Requested Role of ClearPort Firm (Party Role 1) must also be included in the request.

Broker Request:

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001"> <PtyDetlListReq ReqID="123437"> <Hdr SID="RCBK" SSub="rcaf" TID="CME" TSub="CPAPI"/> <ReqPty ID="RCAF_BRKR" R="30"/> <ReqR R="1"/> </PtyDetlListReq> </FIXML>

Trader User Request

Brokers, asset managers and active traders can request a list of users at a related trading firm.

Platforms may submit requests for a list of users at a related trading firm.on behalf of brokers, asset mangers, or active traders.

Additionally required in the request:

  • A CME Group-issued Firm ID of the related trading firm (with associated Party Role 7) must be specified in the Party Block.

  • A Requested Role of Trader (Party Role 36).

Asset Manager Request:

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001"> <PtyDetlListReq ReqID="123437"> <Hdr SID="RCBK" SSub="rcaf" TID="CME" TSub="CPAPI"/> <ReqPty ID="RCAF_BRKR" R="30"/> <Pty ID="RCAF_TRD2" R="7"/> <ReqR R="36"/> </PtyDetlListReq> </FIXML>



How was your Client Systems Wiki Experience? Submit Feedback

Copyright © 2024 CME Group Inc. All rights reserved.