CME ClearPort API - Trade Capture Report Message - TrdCapRptSideGrp - Outbound
/TrdCaptRpt/RptSide (repeating)
Field Name | FIXML Attribute Name | Data Type | Description | Present for Security Type | Present for Asset Class | Present for Outright or Spread | Supported Values |
---|---|---|---|---|---|---|---|
Buy Sell Code |
| char | The Side of the Trade. It's a Buy or a Sell. | ALL | ALL | Both | 1 - Buy |
Side Trade Quantity |
| int | Used to indicate the quantity on one side of a multi-sided Trade Capture Report | Â | Â | Â | Â |
Client Order ID |
| String | Unique identifier for Order as assigned for that side. | Â | Â | Â | Â |
Input Source |
| String | The original system from which the trade originated. CME Clearing treats this as a pass-through field on cleared trade confirmations. | ALL | ALL | Both | Â |
Input Device |
| String | The device type from which the trade originated. May be specified as API, UI, or System Generated. | ALL | ALL | Both | API - API submitted |
CTI |
| int | The customer capacity for this trade | ALL | ALL | Both | 1 - Member trading for their own account |
Text |
| String | Can indicate the reason for a side rejecting, e.g. insufficient RAV or position limits. | Â | Â | Â | Â |
Allocation Indicator | AllocInd | Int | Identifies how the trade is to be allocated | Dual-Sided | ALL | ALL | Both |
Aggressor Indicator |
| Boolean | Used to identify whether or not the order initiator is an aggressor in the trade. | Â | Â | Â | N - Order initiator is passive |
Trade ID |
| String | The Trade ID for the Side as assigned by the CCP system. Typically used when single sided Trades are submitted. | Â | Â | Â | Â |
Source Trade ID |
| String | A Trade ID assigned by the source for the trade Side. Typically used to identify a trade by the submitter while submitting a single-sided trade. | Â | Â | Â | Â |
Customer Order Handling Instruction |
| MultipleStringValue | Contains the FIA Execution Source. | Â | Â | Â | A - Phone simple |
Block Trade Allocation Indicator |
| int | Indication that a block trade will be allocated. | Â | Â | Â | 0 - Block to be allocated |
Side Risk Limit Check Status |
| int | Indicates the status of the risk limit check performed on the side of a trade. | Â | Â | Â | 13 - Accepted by execution venue |
Reference Risk Limit Check ID |
| String | Indicates the credit approval token for pre-approved trades reported on Swap Execution Facilities (SEFs). | Â | Â | Â | Â |
Notes |
| String | A field for user-created notes. | Â | Â | Â | Â |
Parties (repeating) |
| Â | |||||
→ Party ID |
| String | Used to identify the Party. | ALL | ALL | Both | Â |
→ Party ID Source |
| char | Used to identify class source of PartyID value (such as BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. | ALL | ALL | Both | C - Generally accepted market participant identifier P – PLID (Privacy Law Identifier) Q – NPID (Natural Person Identifier) |
→ Party Role |
| int | Indicates the type of Party or the role of the party in the Party Block. | ALL | ALL | Both | 1 - Executing Firm |
→ PtysSubGrp (repeating) |
| Â | |||||
→→ Party Qualifier ID |
| String | A Sub ID provides additional information about the Party. For example the Firm long name could be specified for the firm in the Sub Tag with Typ = 9. This is a child of the Party element. | ALL | ALL | Both | Â |
→→ Party Qualifier Type |
| int | The Type of Party Sub ID in the Party Sub Tag. | ALL | ALL | Both | 1 - Firm |
SideRegulatoryTradeIDGrp (repeating) |
| Â | |||||
→ Side Regulatory Trade ID |
| String | Regulatory Trade ID for the trade side. Will be used to communicate the Universal Swap Identifier associated with a cleared trade. | Â | Â | Â | Â |
→ Side Regulatory Trade ID Source |
| String | ID of reporting entity assigned by regulatory agency. | Â | Â | Â | Â |
→ Side Regulatory Trade ID Event |
| int | Event causing origination of the ID. For combinations, use the higher enumeration value. E.g. for Allocation plus Clearing use the value 2. | Â | Â | Â | 0 - Initial block trade |
→ Side Regulatory Trade ID Type |
| int | The type of Regulatory Trade ID being sent. | Â | Â | Â | 0 - Current (the default) |
→ Side Regulatory Trade ID Scope |
| int | Included when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Omit if scope does not apply to this instance. | Â | Â | Â | 1 - Clearing member |
CommissionDataGrp |
| Â | |||||
→ Commission Basis |
| int | Specifies the basis or unit used to calculate the commission. | Â | Â | Â | 1 - Per Unit (implying shares, par, currency, etc.) |
→ Commission Currency |
| Currency | Specifies the currency denomination of the commission amount if different from the trade's currency. | Â | Â | Â | Â |
→ Commission Rate |
| float | Rate per basis. For example, $1 per contract, or $0.01 per unit (e.g. barrel). | Â | Â | Â | Â |
→ Commission Leg Ref ID |
| String | Trade leg identifier for spread trade submissions. Required on all CommData blocks for each leg of a spread. | Â | Â | Â | Â |
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