CME STP - TradeCaptureReportRequest - STP
/TrdCaptRptReq
Name | Abbr | Datatype | Description | Enumerations |
---|---|---|---|---|
Request ID |
| String | Required identifier for the trade query or subscription request. Will be echoed back on the response. | |
Trade ID |
| String | Used to query for a specific Trade ID (TrdID). | |
Secondary Trade ID |
| String | Used to query for a specific Secondary Trade ID (TrdID2). | |
Request Type |
| int | Required. The type of trade request. The first query or subscription must specify matched trades (1). Subsequent requests for a query or subscription must specify unreported trades (3). | 1 - Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) |
Subscription Request Type |
| char | Required. Used to differentiate between a Snapshot (0) e.g. a single query for trade state at a specific point in time, or a Snapshot + Updates (1), e.g. a subscription, which is an ongoing request for trades matching the subscription criteria. | 0 - Snapshot |
Client Order ID |
| String | Used to query for a specific Client Order ID (ClOrdID). | |
Clear Date |
| LocalMktDate | Limits the subscription or query to a specific clearing business date. | |
Multi Leg Reporting Type |
| char | Required. Used to indicate if trades are to be returned for the individual legs of a multi-leg instrument (2) or for the overall instrument (3). Multi-leg (3) subscriptions may not return all trades on Covered UDS instruments. Trades that do not include futures allocations are only available via Individual leg (2) subscription. |
|
Input Source |
| String | Used to limit queries and subscriptions to a specific trade input source. |
Other values may be added without prior notice. |
Start Time |
| UTCTimestamp | Indicates the starting time of the subscription or query. For a subscription, the default is to start at the current time. This field is required for a query. | |
End Time |
| UTCTimestamp | Indicates the ending time of the query. | |
StandardHeader |
| |||
→ Sender ID |
| String | Identifies the entity which is sending the message. | |
→ Target ID |
| String | Set to CME | |
→ MsgSeqNum |
| SeqNum | (Can be embedded within encrypted data section.) | |
→ Sender Qualifier |
| String | Assigned value used to identify specific message originator (user, etc.) | |
→ Target Qualifier |
| String | Set to STP | |
Parties (repeating) |
| |||
→ Party ID |
| String | Used to identify the Party that is the subject of the subscription or query. Multiple Parties may be specified. Each Party ID must be in a separate Party (Pty) element. | |
→ Party Role |
| int | Indicates the type or role of the Party that is the subject of the subscription or query. Exactly one Party Role must be specified. | 7 - Trading (Entering) Firm |
Instrument |
| |||
→ Product Code |
| String | Used to limit a subscription or query to a specific CME product, e.g. CL. | |
→ Security Type |
| String | Used to limit a subscription or query to a specific type of security. | FRA - Forward Rate Agreement |
→ Product Exchange |
| Exchange | Used to limit a subscription or query to a specific listing exchange. Required if Security ID is specified. | CBT - Chicago Board of Trade |
TrdCapDtGrp (repeating) |
| |||
→ Trade Date |
| LocalMktDate | Limits the subscription or query to a specific trade date. Only one date may be specified. |
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