CME STP

CME Straight Through Processing (CME STP FIXML) enables customers to connect to the Exchange to retrieve post-trade messages containing NYMEX, COMEX, Gulf Mercantile Exchange (GME), CBOT via CMD, and CME cleared trade information. The CME STP solution focuses on end-to-end trading customer interfaces for all markets and provides real-time trade flow between the front and middle office.

The Exchange requires a basic working knowledge of FIXML to interface with CME Straight-Through Processing API (CME STP). Information on FIX protocol and access to the FIXML 5.0 SP2 specifications are located at http://fixprotocol.org.

This page describes:

1 CME Group Connectivity (Production access only) - CME Glink, CME EConnect, CME EConnect Secaucus, LNet, CME Globex Hub
2 Supported Functions
3 CME STP Trade View

Related Content

Related Content
CME STP Core CME STP FIX Core CME STP FIXML Core

CME Group Connectivity (Production access only) - CME Glink, CME EConnect, CME EConnect Secaucus, LNet, CME Globex Hub

For the production environment only, clients may also choose to access CME STP and CME STP FIX over their leased lines.

FIXML API over HTTPS
- PROD - https://services.cmegroup.com/cmestp/query
FIX API (Secure TCP based)
- PROD - stpfixapi.cmegroup.com:443

These URLs also use certificates signed by a trusted CA and customers do not need to install additional certificates.

Clients must create a Domain Name Service (DNS) record in their systems to associate the DNS name and following IPs to access the STP services:

Service	DNS Name	IP

Service	DNS Name	IP
CME STP FIXML	https://services.cmegroup.com/cmestp/query	167.204.41.29
CME Glink, CME EConnect, CME LNet, CME Globex Hubs for Futures and Options	stpfixapi.cmegroup.com:443	167.204.41.90
CME GLink, CME EConnect, CME Globex Hubs, CME Globex Hub – Aurora and CME LNet for BrokerTec on CME Globex	stpfixapi.cmegroup.com:443	167.204.72.90
CDN Leased lines and Site to Site VPN	stpfixapi.cmegroup.com:443	167.204.72.90

Supported Functions

CME STP supports all cleared trades for all asset classes. It uses HTTPS polling to retrieve the cleared trades in a secure fashion.

Trades are available from CME STP for 31 calendar days, including the current date, based on trade date.

If a trade is corrected during this cycle, that trade will reflect the most recent information with a new transaction date and time.

CME STP allows trading firm and broker firm participants, and asset managers to view their Exchange trading, off-Exchange trading, and clearing activity via subscription and query messages. CME STP provides trade and allocation information from the following sources:

Source	Description

Source	Description
CHB	ConfirmHub
CPC	CME Clearport.
CXPIT	COMEX Trading Floor
DLV	Delivery Transfer Represents the monthly delivering into a strip of individual daily positions and the transfer to establish the open position on the books of the firm or client.
FIRM	Clearing firm submission into FEC via UI or API.
GLBX GBX	CME Globex.
IRS	Trade Capture reports values represent Platform Name e.g. BLOOMBERG, MARKIT, TRADEWEB.
NXPIT	NYMEX Trading Floor
PCBOT	CBOT Trading Floor

CME STP supports these major functions:

Function	Description

Function	Description
Trade Capture Reports & Notifications	Provides Cleared Trade Notifications.
Queries	Allows queries for CME STP using parameters such as Party (Broker, Trading Firm, Asset Manager), Trade Date, Venue, Product and Exchange supported by REST style HTTP parameters / FIXML message (e.g. TrdCaptRptReq).
Spreads	Provides a choice between receiving spread-level messages with legs, or individual leg-level messages.
Allocations	Provides allocation information on messages to executing firm and offset and onset messages to the executing and claiming firm.

See more about Supported Functions.

CME STP Trade View

For details refer to the CME STP Trade View GUI User Help System.