CME STP - EBS FX - TradeCaptureReport
FIX Tag 35-MsgType = AE
FIXML:/TrdCaptRpt
FIX Tag | Field Name | FIXML Attribute Name | Req | Data Type | Description | Supported Values |
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571 | TradeReportID | RptID | Y | String | Unique identifier of the TradeCaptureReport message. Use to check for duplicate TradeCaptureReports. Up to a maximum of 63 characters Amends and Cancels will have a new TradeReportID value |
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1003 | TradeID | TrdID | Y | String | The EBS Deal ID. |
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1040 | SecondaryTradeID | TrdID2 | Y | String | A globally unique identifier (GUID) that can be reliably used across trade dates and all markets supported by STP. |
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487 | TradeReportTransType | TransTyp | Y | int | Identifies Trade Report message transaction type. |
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856 | TradeReportType | RptTyp | Y | int | Type of Trade Report. | 101 - Notification |
939 | TrdRptStatus | TrdRptStat | Y | int | Trade Report Status. | 0 - Accepted |
568 | TradeRequestID | ReqID | Y | String | Request ID from the TradeCaptureReportRequest message. |
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828 | TrdType | TrdTyp | Y | int | Type of trade, distinguishes between regular trades (0) and eFix trades (1000). |
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829 | TrdSubType | TrdSubTyp | C | int | Further qualification to the trade type. Only set for eFix Trades when TrdTyp (Tag 828) = 1000, otherwise not set. | 43 - TAM - Traded at marker |
880 | TrdMatchID | MtchID | Y | String | For EBS Direct trades this is the EBS Deal ID. LCs will see this in Tag 17 (ExecID) on their Execution Report and LPs will see this as the ClOrdID generated by the match engine. For Globex trades this is a system generated identifier common to all sides at a price level within a match event. This will be common to multiple deal IDs (as a match event can result in multiple deal IDs). Not provided at trade time. Can be used for Post Trade queries. |
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2490 | TradeNumber | TrdNum | N | int | The EBS Deal ID - common to maker and taker on Globex. Not provided for EBS Direct trades. |
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17 | ExecID | ExecID | Y | String | Unique identifier of the Execution Report provided in the relevant trading API. For Globex maps to Tag 17 in iLink. For EBS Direct maps to Tag 17 in the LC Execution Report and Tag 11 (ClOrdID) in the LP NOS (because the EBS Direct DealID is the ClOrdID for the LP). |
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527 | SecondaryExecID | ExecID2 | C | String | Only provided for EBS Direct disclosed tickets to LCs. Provides the LP's ExecID in the Execution Report returned to EBS Direct by the LP. |
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37 | OrderID | OrdId | C | String | For Globex, this is the iLink OrderID. For EBS Direct, this is the LC Tag 37 seen in the Execution Report received. Not provided for LP tickets. |
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11 | Client Order ID | ClOrdID | C | String | Only provided on tickets resulting from an API Order, this is the ClOrdId from the order. Not provided for LPs on EBS Direct. Provided to PBs to see their Prime Client's ClOrdID on interdealer tickets only (not synthetic tickets). |
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423 | PriceType | PxTyp | Y | int | Code to represent the price type. |
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1430 | VenueType | VenuTyp | Y | char | Identifies the type of venue where a trade was executed. |
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854 | QtyType | QtyTyp | C | int | Indicates the type of quantity being represented in the Last Quantity. The quantity type defaults to what is specified in the contract specifications. | 0 - Notional FX |
32 | LastQty | LastQty | Y | Qty | Notional Quantity of currency expressed in dealt currency. |
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31 | LastPx | LastPx | Y | Price | Price of this (last) trade. For eFix trades, if no fixing rate is available the ticket will publish with a value of 0. To confirm the rate, contact the GCC. |
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1056 | CalculatedCcyLastQty | CalcCcyLastQty | Y | Qty | The calculated contra quantity of the currency trade. Can be derived from LastQty and LastPx. |
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75 | TradeDate | TrdDt | Y | LocalMktDate | Effective trade date. Trade date will roll according to business rules and therefore may not be the same as actual calendar date. Value format follows Protocol. FIX: YYYYMMDD, FIXML: YYYY-MM-DD |
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715 | ClearingBusinessDate | BizDt | Y | LocalMktDate | Will generally overlap with TrdDt, but can differ either if a trade is canceled or amended, depending on what day it was done or the time of day it was done. Value format follows Protocol. FIX: YYYYMMDD, FIXML: YYYY-MM-DD. |
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442 | MultiLegReportingType | MLegRptTyp | Y | char | Not relevant to EBS today, STP will always set to '1'. | 1 - Single security |
60 | TransactTime | TxnTm | Y | UTCTimestamp | Timestamp when the business transaction represented by the message occurred. |
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64 | SettlDate | SettlDt | Y | LocalMktDate | Specific date of trade settlement (SettlementDate). Value format follows Protocol. FIX: YYYYMMDD, FIXML: YYYY-MM-DD. |
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779 | LastUpdateTime | LastUpdateTm | Y | UTCTimestamp | Used to indicate the date and time that internal transaction processing of the trade or allocation completed. Should occur on or after the Transaction Time. Not reset on cancels/amends. |
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1832 | ClearedIndicator | Clrd | Y | int | Indicates whether the position or trade being reported was cleared through a clearing organization. Always 0 (zero) for EBS Trades. | 0 - Not cleared |
10037 | TradingQuantity | TrdgQty | Y | Qty | Notional traded amount always expressed in terms of base currency regardless of dealt currency. Currently only trading in base currency is supported. |
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10033 | DifferentialPrice | DiffPx | N | float | Only set on eFix tickets where currently it will only be set to '0'. |
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10024 | DifferentialPriceType | DiffPxTyp | N | int | This indicates the type of differential price represented in the Differential Type attribute. Will always be set to '0' and only present on eFix tickets. | 0 - Differential from Settlement Price |
37711 | MarketDataTradeEntryID | MDTrdEntrID | C | String | Unique Trade Identifier that will match to a CME Globex order execution, associated market data message. |
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1500 | MDStreamID | MDStrmID | C | String | The identifier or name of the price stream. Only specific for LP tickets on EBS Direct. |
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99103 | PostTradeType | PostTrdTyp | C | int | Identifies the type of ticket. Interdealer tickets (also known as Market tickets) are received by Bilateral GFIDs or Prime Broker GFIDs (when facing bilateral codes, i.e., not when facing their Prime Customer). Prime Give Up tickets are also known as synthetic tickets and are those in which either the Prime Broker or Prime of Prime Broker faces their Prime Client OR when the Prime (or Prime of Prime) Client faces their credit parent broker. Prime of Prime Broker tickets are similar to Interdealer tickets in nature but are solely when the Prime of Prime Broker faces their credit parent broker. |
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20057 | TradePriceStatus | PxStat | Y | int | Status of the price. | 0 - Final |
120 | SettlCurrency | SettlCcy | Y | Currency | Currency code of settlement denomination. For non-NDFs this will be the same as contra currency. For NDFs this will be the deliverable currency. |
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63 | SettlType | SettlTyp | Y | String | Settlement Type of trade. Note: B represents broken date, actual settlement date is reflected in Tag 64. |
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5899 | SpotDate | SpotDt | C | LocalMktDate | For FXNDF, the associated SPOT settlement date. Value format follows Protocol. FIX: YYYYMMDD, FIXML: YYYY-MM-DD. Note: Not provided for FXSPOT. |
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20060 | VenueSubType | VenuSubTyp | C | Char | Identifies the sub-type of the venue where a trade was executed. |
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20400 | NonDisclosedIndicator | NonDsclInd | C | Boolean | Indicates whether a trade is Disclosed or Non-Disclosed. |
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1116 | Pty |
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552 | RptSide |
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2668 | TrdRegPublctn |
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