CME ClearPort API - Broker Fees for Brokered Trades

Click to expand each sample message below.

Broker Fees on Outrights

Client System does not submit UOM in the CommData block, and will not receive UOM on the CommData block. Ccy is optional. Both sides have broker fees attached to them.

Lines 12 and 20 in this example introduce the new CommData block.

<FIXML v="5.0 SP2" s="20090815" xv="109" cv="CME.0001"> <TrdCaptRpt RptID="0000001" ExecID2="12345620000929" TransTyp="0" TrdTyp="1" TxnTm="2014-08-28T08:15:00-04:00" QtyTyp="0" LastPx="65" LastQty="500000">   <Hdr SID="ATSB1" SSub="API_ATS_BRK1_TSUB" TID="CME" TSub="CPAPI" />   <Instrmt SecTyp="FUT" Exch="NYMEX" ID="CL" Src="H" MMY="201712" TmUnit="Mo" />   <TrdRegTS TS="2014-08-28T08:15:23.123-04:00" Typ="1" /> <RptSide ClOrdID="HTTPCT" InptSrc="ATSB1" Side="1">   <Pty ID="880" R="1" />   <Pty ID="ATS-BRK1-H-H-H-01" R="24" />   <Pty ID="ATS_BROKER1" R="30" />   <Pty ID="ATS_BRK1USER" R="62" />   <Pty ID="ATS_TRD1USER" R="36" />   <CommData Basis="1" Rt=".01" Ccy="GBP" />   </RptSide> <RptSide ClOrdID="HTTPCT" InptSrc="ATSB1" Side="2">   <Pty ID="709" R="1" />   <Pty ID="ATS-BRK2-H-H-02" R="24" />   <Pty ID="ATS_BROKER1" R="30" />   <Pty ID="ATS_BRK1USER" R="62" />   <Pty ID="ATS_TRD2USER" R="36" />   <CommData Basis="1" Rt=".01" Ccy="GBP" /> </RptSide> </TrdCaptRpt> </FIXML>

CME ClearPort sends back to customer what it receives from customer. Note the absence of UOM here as it was not submitted by customer.

Lines 12 and 20 in this example introduce the new CommData block.

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">     <TrdCaptRptAck RptID="1448546702451" TransTyp="0" ExecID2="12345620000929" TrdTyp="1" LastQty="500000" QtyTyp="0" LastPx="65" TxnTm="2015-11-04T12:39:06.418-06:00" ExecID="5622818" TrdRptStat="4" RptRefID="0000001" RptTyp="0" TrdAckStat="0" TrdDt="2015-11-04" BizDt="2015-11-04">         <Hdr SID="CME" SSub="CPAPI" TID="ATSB1" TSub="API_ATS_BRK1_TSUB" />         <Instrmt SecTyp="FUT" Exch="NYMEX" ID="CL" Src="H" MMY="201712" TmUnit="Mo" />         <TrdRegTS TS="2014-08-28T08:15:23.123-04:00" Typ="1" />         <RptSide ClOrdID="HTTPCT" InptSrc="ATSB1" Side="1">             <Pty ID="880" R="1" />             <Pty ID="ATS-BRK1-H-H-H-01" R="24" />             <Pty ID="ATS_BROKER1" R="30" />             <Pty ID="ATS_BRK1USER" R="62" />             <Pty ID="ATS_TRD1USER" R="36" />             <CommData Basis="1" Rt=".01" Ccy="GBP" />         </RptSide>         <RptSide ClOrdID="HTTPCT" InptSrc="ATSB1" Side="2">             <Pty ID="709" R="1" />             <Pty ID="ATS-BRK2-H-H-02" R="24" />             <Pty ID="ATS_BROKER1" R="30" />             <Pty ID="ATS_BRK1USER" R="62" />             <Pty ID="ATS_TRD2USER" R="36" />             <CommData Basis="1" Rt=".01" Ccy="GBP" />         </RptSide>     </TrdCaptRptAck> </FIXML>

Response contains broker fees .

Lines 27 and 50 in this example introduce the new CommData block.

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001"> <TrdCaptRpt RptID="1448546811282" TransTyp="0" TrdRptStat="0" TrdTyp="1" TrdDt="2015-11-04" BizDt="2015-11-04" ExecID="5622818" ExecID2="12345620000929" TxnTm="2015-11-04T12:38:06.434-06:00" QtyTyp="0" LastQty="500000" LastPx="65.0" TotTrdQty="500" TotTrdMultdQty="500000" RptTyp="0" LastRptReqed="Y" TotNumTrdRpts="1" ReqID="123456"> <Hdr SID="CME" SSub="CPAPI" TID="ATSB1" TSub="API_ATS_BRK1_TSUB" /> <Instrmt ID="CL" Src="H" SecTyp="FUT" MMY="201712" Exch="NYMEX" TmUnit="Mo" /> <TrdRegTS TS="2014-08-28T07:15:23-05:00" Typ="1" /> <RptSide Side="1" ClOrdID="HTTPCT" InptDev="API" InptSrc="ATSB1" CustCpcty="1"> <Pty R="44" ID="API_ATS_BRK1_TSUB" /> <Pty R="30" ID="ATS_BROKER1"> <Sub Typ="5" ID="ATS_BROKER1" /> </Pty> <Pty R="62" ID="ATS_BRK1USER"> <Sub Typ="9" ID="ATS_BRK1USER_UFN ATS_BRK1USER_ULN" /> </Pty> <Pty R="36" ID="ATS_TRD1USER"> <Sub Typ="9" ID="ATS_TRD1 USER" /> </Pty> <Pty R="1" ID="880"> <Sub Typ="5" ID="ATS_CLEARING_CME1" /> </Pty> <Pty R="24" ID="ATS-BRK1-H-H-H-01" Src="C"> <Sub Typ="26" ID="2" /> </Pty> <Pty R="7" ID="ATS_TRADER1"> <Sub Typ="5" ID="ATS_TRADER1" /> </Pty> <RegTrdID ID="CPC000005622818BN0001" Src="1010000023" Typ="0" Evnt="2" /> <CommData Ccy="GBP" Basis="1" Rt=".01" /> </RptSide> <RptSide Side="2" ClOrdID="HTTPCT" InptDev="API" InptSrc="ATSB1" CustCpcty="1"> <Pty R="44" ID="API_ATS_BRK1_TSUB" /> <Pty R="30" ID="ATS_BROKER1"> <Sub Typ="5" ID="ATS_BROKER1" /> </Pty> <Pty R="62" ID="ATS_BRK1USER"> <Sub Typ="9" ID="ATS_BRK1USER_UFN ATS_BRK1USER_ULN" /> </Pty> <Pty R="36" ID="ATS_TRD2USER"> <Sub Typ="9" ID="ATS_TRD2 USER" /> </Pty> <Pty R="1" ID="709"> <Sub Typ="5" ID="ATS_CLEARING_CME2" /> </Pty> <Pty R="24" ID="ATS-BRK2-H-H-02" Src="C"> <Sub Typ="26" ID="2" /> </Pty> <Pty R="7" ID="ATS_TRADER2"> <Sub Typ="5" ID="ATS_TRADER2" /> </Pty> <RegTrdID ID="CPC000005622818SN0001" Src="1010000023" Typ="0" Evnt="2" /> <CommData Ccy="GBP" Basis="1" Rt=".01" /> </RptSide> </TrdCaptRpt> </FIXML>

Broker Fees on Spreads

LegRefID is required on each leg with a broker commission.

Lines 18-19 and 27-28 in this example introduce the new CommData block.

CME ClearPort sends back to customer what it receives from customer. Note the absence of UOM here as it was not submitted by customer.

Lines 18-19 and 27-28 in this example introduce the new CommData block.

Broker Fees on Outrights with Allocations



Broker Fees on Spreads with Allocations










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