CME ClearPort API - Trade Capture Report Request Message - Inbound
/TrdCaptRptReq
Field Name | FIXML Attribute Name | Data Type | Description | Required for Transaction Type | Required for Security Type | Required for Asset Class | Required for Outright or Spread | Supported Values |
---|---|---|---|---|---|---|---|---|
Request ID |
| String | Identifier for the trade request | Â | ALL | ALL | Both | Â |
Trade ID |
| String | The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. | Â | Â | Â | Â | Â |
Request Type |
| int | Type of Trade Reports being requested. | Â | ALL | ALL | Both | 0 - All Trades |
Execution ID |
| String | In electronically matched trades, the Execution Id is assigned to each fill by the match engine. In a privately negotiated trade the execution id identifies the deal id and is provided by the trading platform to identify the deal. | Â | Â | Â | Â | Â |
Client Order ID |
| String | Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those that electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. | Â | Â | Â | Â | Â |
Secondary Execution ID |
| String | This is used to communicate the execution ID of the originating platform. | Â | Â | Â | Â | Â |
Source Trade ID |
| String | The Trade request for the specified Source Trade ID. | Â | Â | Â | Â | Â |
StandardHeader |
| Â | ||||||
→ Sender ID |
| String | This attribute identifies the party or the Submitter of the message. The value is assigned by CME. | Â | ALL | ALL | Both | Â |
→ Target ID |
| String | This attribute identifies the receiver of the message. This must be set to CME. | Â | ALL | ALL | Both | Â |
→ MsgSeqNum |
| SeqNum | (Can be embedded within encrypted data section.) | Â | Â | Â | Â | Â |
→ Sender Qualifier |
| String | This attribute qualifies the Sender. The user ID assigned to the sender must be provided. | Â | ALL | ALL | Both | Â |
→ Target Qualifier |
| String | This qualifies the receiver of the message. For CME ClearPort Trade submission this must be set to CPAPI. | Â | ALL | ALL | Both | Â |
Parties (repeating) |
| Â | ||||||
→ Party ID |
| String | Used to identify the Party. | Â | Â | Â | Â | Â |
→ Party Role |
| int | Indicates the type of Party or the role of the party in the Party Block. | Â | Â | Â | Â | 7 - Trading (Entering) Firm |
TrdCapDtGrp (repeating) |
| Â | ||||||
→ Trade Date |
| LocalMktDate | Request the trades for the trade date specified in the request. | Â | ALL | ALL | Both | Â |
How was your Client Systems Wiki Experience? Submit Feedback
Copyright © 2024 CME Group Inc. All rights reserved.