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CME STP - TradeCaptureReport - SideRegulatoryTradeIDGrp - STP —

/TrdCaptRpt/RptSide/RegTrdID (repeating)

Name	Abbr	Datatype	Description	Enumerations
Side Regulatory Trade ID	`ID`	String	Regulatory Trade ID for the trade side. Will be used to communicate the Universal Swap Identifier (USI) or Unique Trade Identifier (UTI) associated with a cleared trade.
Side Regulatory Trade ID Source	`Src`	String	ID of reporting entity assigned by regulatory agency. When present for Post Trade Risk Reduction ID (PTRR ID), this is the compression provider LEI.
Side Regulatory Trade ID Event	`Evnt`	int	Event causing origination of the ID, e.g. Clearing.	0 - Initial Block trade 2 - Clearing 3 - Compression
Side Regulatory Trade ID Type	`Typ`	int	The type of Regulatory Trade ID being sent.	0 - Current (the default) 1 - Previous 6 - Report Tracking Number
Side Regulatory Leg Reference ID	`LegRefID`	String	When reporting the USI or UTI of a spread or strategy, this indicates the leg number that the USI or UTI references, as communicated in the LegNo field.
Side Regulatory Trade ID Scope	`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.	1 - Clearing member 2 - Client

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CME STP - TradeCaptureReport - Instrument - STP —

/TrdCaptRpt/Instrmt

Name	Abbr	Datatype	Description	Enumerations
Product Symbol	`Sym`	String	Symbol for a CME contract, e.g. CLX05.
Product Code	`ID`	String	Symbol for CME product, e.g. CL.
Source of the Product Code	`Src`	String	Identifies the source of the Security ID. If it is not specified, the default of Clearing is used.	H - Clearing House / Clearing Organization
CFI Code	`CFI`	String	Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.
Security Type	`SecTyp`	String	Indicates type of instrument or security.	CMDTYSWAP - Commodity Swap FRA - Forward Rate Agreement FUT - Future FWD - Forward FXSPOT - FX Spot IRS - Interest Rate Swap MLEG - Multi Leg (Combo) OPT - Option SWAPTION - Swaption
Index Or Single Name	`SubTyp`	String	For spreads, indicates the strategy type.	Strategies/combos are available here.
Contract Period Code	`MMY`	MonthYear	Specifies the month and year of maturity. YYYYMM (i.e. 201403) YYYYMMDD (20140323) YYYYMMwN (201403w1)
Maturity Date	Matdt	LocalMktDate	Date of maturity.
Next Coupon Date	`CpnPmt`	LocalMktDate	This is used to indicate the next date on which Coupon Premium is due.
Strike Price	`StrkPx`	Price	Strike price for an option.
Strike Multiplier	`StrkMult`	float	Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
Strike Index	`StrkNdx`	String	Specifies the index used to calculate the strike price.
Strike Index Location	`StrkNdxLctn`	String	Location of the strike price index.
UnderlyingPriceDeterminationMethod	`PxDtrmnMeth`	int	Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").	1 - Regular 2 - Special reference 3 - Optimal value (Lookback) 4 - Average value (Asian option)
Price Multiplier	`Mult`	float	Price multiplier used to convert the change in price (sell - buy) into P&L per contract.
Unit Of Measure	`UOM`	String	The unit of measure of the product upon which the contract is based. It is also referred to as the trading unit.	Alw - Allowances BDFT - Board feet Bbl - Barrels Bcf - Billion cubic feet Bu - Bushels CBM - Cubic Meters CER - Certified Emissions Reduction CRT - Climate Reserve Tonnes Ccy - Amount of currency EnvCrd - Environmental Credit EnvOfst - Environmental Offset FEU - Forty foot equivalent unit GJ - Gigajoules GT - Gross Tons Also known as long tons or imperial tons, equal to 2240 lbs Gal - Gallons IPNT - Index point L - Liters MMBtu - One Million BTU MMbbl - Million Barrels MW-M - Megawatt-Month (electrical capacity) MWh - Megawatt hours PRINC - Principal with relation to debt instrument cwt - Hundredweight (US) day - Days dt - Dry metric tons g - Grams kL - Kiloliters kW-M - Kilowatt-Month (electrical capacity) kWh - Kilowatt hours kg - Kilograms lbs - pounds oz_tr - Troy Ounces t - Metric Tons (aka Tonne) thm - Therms tn - Tons (US) wt - Wet metric tons
Unit of Measure Currency	`UOMCcy`	Currency	Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure = Ccy.
Unit of Measure Quantity	`UOMQty`	Qty	Contract's defined quantity, used to calculate total traded notional quantity.
Price Unit of Measure	`PxUOM`	String	The Unit of measure of the quoted Price. For example it is USD for a Eurodollar contract.	Alw - Allowances Bbl - Barrels Bcf - Billion cubic feet Bu - Bushels Gal - Gallons MMBtu - One Million BTU MMbbl - Million Barrels MWh - Megawatt hours USD - US Dollars lbs - pounds oz_tr - Troy Ounces t - Metric Tons (aka Tonne) tn - Tons (US)
Settlement Method	`SettlMeth`	char	Settlement method for a contract. Can be used as an alternative to CFI Code value	C - Cash settlement required E - Election at exercise P - Physical settlement required
Exercise Style	`ExerStyle`	int	Type of exercise of a derivatives security	0 - European 1 - American 2 - Bermuda
Put Or Call	`PutCall`	int	Indicates whether an option contract is a put or call.	0 - Put 1 - Call
Product Exchange	`Exch`	Exchange	The exchange where the security is listed.	CBT - Chicago Board of Trade CEE - Stock Exchange Group CME - Chicago Mercantile Exchange COMEX - Commodities Exchange, Inc DME - Dubai Mercantile Exchange FXS - FX Spot IFUS - Intercontinental Exchange NGXC - Natural Gas Exchange NODX - Nodal NYMEX - New York Mercantile Exchange NYMSW - CME Swaps - NYMEX VMAC - VMAC XNAS - Nasdaq XXXX - OTC Trades
Price Quote Currency	`PxQteCcy`	Currency	The currency in which the price is quoted.
Instrument Security Description	desc	String	Long name description of the instrument symbol (product name).
SecAltIDGrp (repeating)	`AID`
→ Alternate Identifier	`AltID`	String	The value of the alternate security identifier.
→ Alternate Identifier Source	`AltIDSrc`	String	The source of the alternate security identifier.	112 - TAM Marker Price Symbol N - Markit RED entity CLIP P - Markit RED pair CLIP
SecurityXML	`SecXML`
→ FpML	`FpML`
EvntGrp (repeating)	`Evnt`
→ Product Event Type	`EventTyp`	int	Code to represent the type of event	13 - First Delivery Date 111 - Unadjusted Next Coupon Date 112 - Unadjusted Previous Coupon Date 113 - Unadjusted Previous Previous Coupon Date 121 - Fixing Date
→ Product Event Date	`Dt`	LocalMktDate	Date of event
OptionExercise	`OptExer`
→ OptionExerciseDates	`Dts`
→→ Option Exercise Frequency Period	`FreqPeriod`	int	Time unit multiplier for the frequency of exercise dates. If present OptionExerciseFrequencyUnit(tbd) must be specified.
→→ OptionExerciseFrequencyUnit	`FreqUnit`	String	Time unit associated with the frequency of exercise dates. If present OptionExerciseFrequencyPeriod(tbd) must be specified.	D - Day Mo - Month Wk - Week Yr - Year
StreamGrp (repeating)	`Strm`

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CME STP - TradeCaptureReportRequestAck - STP —

/TrdCaptRptReqAck

Name	Abbr	Datatype	Description	Enumerations
Request ID	`ReqID`	String	The identifier for the trade query or subscription request. Echoes back the value submitted on the request.
Request Type	`ReqTyp`	int	The type of trade request. Echoes back the value submitted on the request.	1 - Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) 3 - Unreported trades that match criteria
Subscription Request Type	`SubReqTyp`	char	Used to differentiate query and subscription requests. Echoes back the value submitted on the request.	0 - Snapshot 1 - Snapshot + Updates (Subscribe)
Request Result	`ReqRslt`	int	Result of Trade Request.	1 - Invalid or unknown instrument 2 - Invalid type of trade requested 3 - Invalid parties 9 - Not authorized 99 - Other
Request Status	`ReqStat`	int	Status of Trade Request.	2 - Rejected
Text	`Txt`	String	Indicates the reason the request was rejected.
StandardHeader	`Hdr`
→ Sender ID	`SID`	String	Identifies the entity which is sending the message. Always CME.
→ Target ID	`TID`	String	Identifies the entity to whom the message is being sent. This echoes the SID sent on the request.
→ MsgSeqNum	`SeqNum`	SeqNum	(Can be embedded within encrypted data section.)
→ Sender Qualifier	`SSub`	String	Assigned value used to identify specific message originator. Always set to STP.
→ Target Qualifier	TSub	String	Assigned value used to identify specific message recipient (user, etc.) This echoes the SSub sent on the request.

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CME STP - TradeCaptureReport - PaymentGrp - STP —

/TrdCaptRpt/Pmt (repeating)

Name	Abbr	Datatype	Description	Enumerations
Payment Type	`Typ`	int	Type of payment.	10 - Option premium
Payment Pay Side	`PaySide`	int	Side value of party paying the payment.	1 - Buy 2 - Sell
Payment Receive Side	`RcvSide`	int	Side value of party receiving the payment.	1 - Buy 2 - Sell
Payment Currency	`Ccy`	Currency	Specifies the currency in which PaymentAmount(tbd) and/or PaymentRate(tbd) is denominated. Uses ISO 4271 currency codes.
Payment Amount	`Amt`	Amt	The total payment amount.
Payment Date Adjusted	Dt	LocalMktDate	Adjusted Payment date.

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CME STP - TradeCaptureReport - CommissionDataGrp - STP —

/TrdCaptRpt/RptSide/CommData

Name	Abbr	Datatype	Description	Enumerations
Commission Basis	`Basis`	int	Indicates the method used to calculate broker fees.	1 - Per Unit (implying shares, par, currency, etc.) 2 - Percent 8 - Amount per contract
Commission Amount	`Amt`	Amt	The total commission amount.
Commission Amount Type	`Typ`	int	Type of Commission.	Value = 0.
Commission Currency	`Ccy`	Currency	Currency of broker fees. Default is USD.
Commission Unit of Measure	`UOM`	String	Unit of measure for computing the broker fees. Used when Basis = Per Unit.	Alw - Allowances BDFT - Board feet Bbl - Barrels Bcf - Billion cubic feet Bu - Bushels CBM - Cubic Meters CER - Certified Emissions Reduction CRT - Climate Reserve Tonnes Ccy - Amount of currency EnvCrd - Environmental Credit EnvOfst - Environmental Offset FEU - Forty foot equivalent unit GJ - Gigajoules GT - Gross Tons Also known as long tons or imperial tons, equal to 2240 lbs Gal - Gallons IPNT - Index point L - Liters MMBtu - One Million BTU MMbbl - Million Barrels MW-M - Megawatt-Month (electrical capacity) MWh - Megawatt hours PRINC - Principal with relation to debt instrument cwt - Hundredweight (US) day - Days dt - Dry metric tons g - Grams kL - Kiloliters kW-M - Kilowatt-Month (electrical capacity) kWh - Kilowatt hours kg - Kilograms lbs - pounds oz_tr - Troy Ounces t - Metric Tons (aka Tonne) thm - Therms tn - Tons (US) wt - Wet metric tons
Commission Unit of Measure Currency	`UOMCcy`	Currency	Unit of measure currency for computing the broker fees. Used when Unit of Measure = Ccy.
Commission Rate	`Rt`	float	Rate used to calculate broker fees. For example, $1 per contract, or $0.01 per barrel.
Commission Leg Ref ID	LegRefID	String	Trade leg identifier. Indicates that the broker fees apply to a specific trade leg. For a spread with broker fees specified, this field is present for each leg.

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CME STP - TradeCaptureReportRequest - STP —

/TrdCaptRptReq

Name	Abbr	Datatype	Description	Enumerations
Request ID	`ReqID`	String	Required identifier for the trade query or subscription request. Will be echoed back on the response.
Trade ID	`TrdID`	String	Used to query for a specific Trade ID (TrdID).
Secondary Trade ID	`TrdID2`	String	Used to query for a specific Secondary Trade ID (TrdID2).
Request Type	`ReqTyp`	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.) 3 - Unreported trades that match criteria
Subscription Request Type	`SubReqTyp`	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 1 - Snapshot + Updates (Subscribe)
Client Order ID	`ClOrdID`	String	Used to query for a specific Client Order ID (ClOrdID).
Clear Date	`BizDt`	LocalMktDate	Limits the subscription or query to a specific clearing business date.
Multi Leg Reporting Type	`MLegRptTyp`	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.	2 - Individual leg of a multi-leg security 3 - Multi-leg security
Input Source	`InptSrc`	String	Used to limit queries and subscriptions to a specific trade input source.	'CPC' (CME ClearPort Clearing) 'CXPIT' (COMEX Trading Floor) 'GLBX' (CME Globex) 'NXPIT' (NYMEX Trading Floor) 'PCBOT' (CBOT Trading Floor and CBOT Transfers) 'FIRM' Other values may be added without prior notice.
Start Time	`StartTm`	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	`EndTm`	UTCTimestamp	Indicates the ending time of the query.
StandardHeader	`Hdr`
→ Sender ID	`SID`	String	Identifies the entity which is sending the message.
→ Target ID	`TID`	String	Set to CME
→ MsgSeqNum	`SeqNum`	SeqNum	(Can be embedded within encrypted data section.)
→ Sender Qualifier	`SSub`	String	Assigned value used to identify specific message originator (user, etc.)
→ Target Qualifier	`TSub`	String	Set to STP
Parties (repeating)	`Pty`
→ Party ID	`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	`R`	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 30 - Inter Dealer Broker 49 - Asset Manager
Instrument	`Instrmt`
→ Product Code	`ID`	String	Used to limit a subscription or query to a specific CME product, e.g. CL.
→ Security Type	`SecTyp`	String	Used to limit a subscription or query to a specific type of security.	FRA - Forward Rate Agreement FUT - Future FWD - Forward IRS - Interest Rate Swap MLEG - Multi Leg (Combo) OPT - Option SWAPTION - Swaption
→ Product Exchange	`Exch`	Exchange	Used to limit a subscription or query to a specific listing exchange. Required if Security ID is specified.	CBT - Chicago Board of Trade CEE - Stock Exchange Group CME - Chicago Mercantile Exchange COMEX - Commodities Exchange, Inc DME - Dubai Mercantile Exchange IFUS - Intercontinental Exchange NGXC - Natural Gas Exchange NODX - Nodal NYMEX - New York Mercantile Exchange NYMSW - CME Swaps - NYMEX VMAC - VMAC XNAS - Nasdaq XXXX - OTC Trades
TrdCapDtGrp (repeating)	`TrdCapDt`
→ Trade Date	`TrdDt`	LocalMktDate	Limits the subscription or query to a specific trade date. Only one date may be specified.

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CME STP - TradeCaptureReport - TrdInstrmtLegGrp - STP —

/TrdCaptRpt/TrdLeg (repeating)

Name	Abbr	Datatype	Description	Enumerations
Leg Order Quantity	`OrdQty`	Qty	Quantity ordered for this leg as provided during order entry.
Leg Report ID	`RptID`	String	This represents the report ID for the leg as generated by the clearing system
Leg Number	`LegNo`	int	A number identifying the leg within a strategy or spread. When reporting a USI or UTI, the field LegRefID will reference this number.
Leg Reference ID	`RefID`	String	A unique Trade ID generated by the clearing system for this leg.
Leg Last Price	`LastPx`	Price	Used to report the trade price or execution price assigned to the leg of the strategy or spread instrument.
Leg Price Type	`PxTyp`	int	Indicates the type of the price associated with the trade. Will not be present for IRS/FRA trades.	1 - Percentage (i.e. percent of par) 2 - Per unit (i.e. per share or contract) 10 - Fixed cabinet trade price (primarily for listed futures and options) 11 - Variable cabinet trade price (primarily for listed futures and options) 100 - Tentative placeholder price 101 - Updated actual price
LegPriceSubType	`PxSubTyp`	int	This is a further qualification of the Price Type, and determines whether this is an initial (preliminary) or final price.	0 - Initial Price 1 - Final Price
Leg Original Time Unit	`OrigTmUnit`	String	Specifies the Time Unit for this leg of the original trade, e.g. whether it was entered as contracts per day or per month. Note that all trades are normalized to default units in STP, regardless of the units originally used to enter the trade.	D - Day H - Hour Min - Minute Mo - Month S - Second Wk - Week Yr - Year
LegDifferentialPrice	`DiffPx`	PriceOffset	Represents the differential price for spreads, or a TAS or TAM differental price.
LegDifferentialPriceType	`DiffPxTyp`	int	This indicates the type of differential price represented in the Differential Price attribute.	0 - Differential from SettlementPrice
Leg Trading Quantity	`TrdgQty`	Qty	Leg quantity per Original Time Unit as submitted on a CME ClearPort API trade report when a product has multiple time units, or, Product Variable Quantity Unit (VQU) is not 'S' (standard), and the product subtype (Monthly, daily, weekly) is not equal to the time unit entered for the trade.
Leg Quantity	Qty	Qty	Quantity ordered for this leg.
InstrumentLeg	`Leg`
TradeCapLegUnderlyingsGrp (repeating)	`Undlys`
→ UnderlyingLegInstrument	`Undly`
→→ Leg Underlying Product Code	`ID`	String	Used as the primary identifier for the leg's underlying instrument.
→→ Leg Underlying Product Code Source	`Src`	String	Identifies the source of the leg's underlying instrument.	H - Clearing House / Clearing Organization
→→ Leg Underlying Security Type	`SecTyp`	String	Used to indicate the type of the leg's underlying security being reported.	FUT - Future FWD - Forward MLEG - Multi Leg (Combo)
→→ Leg Underlying Maturity	`MMY`	MonthYear	The expiration period code of the leg's underlying instrument. YYYYMM (i.e. 201403) YYYYMMDD (20140323) YYYYMMwN (201403w1)
→→ Leg Underlying Product Exchange	`Exch`	String	The exchange on which the leg's underlying security is listed.	CBT - Chicago Board of Trade CEE - Stock Exchange Group CME - Chicago Mercantile Exchange COMEX - Commodities Exchange, Inc DME - Dubai Mercantile Exchange IFUS - Intercontinental Exchange NGXC - Natural Gas Exchange NODX - Nodal NYMEX - New York Mercantile Exchange NYMSW - CME Swaps - NYMEX VMAC - VMAC XNAS - Nasdaq XXXX - OTC Trades
LegPositionAmountData (repeating)	Amt
→ Leg Position Amount	`Amt`	Amt	Used to capture the FX premium amount.
→ Leg Position Amount Type	`Typ`	String	The type of monetary amount associated with a transaction.	CRES - Cash Residual Amount ICPN - Initial Trade Coupon Amount IPMT - Upfront Payment PREM - Premium Amount TVAR - Trade Variation Amount
→ Leg Position Amount Currency	`Ccy`	Currency	The currency of the amount specified.

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CME STP - TradeCaptureReport - InstrumentLeg - STP —

/TrdCaptRpt/TrdLeg/Leg

Name	Abbr	Datatype	Description	Enumerations
Leg Symbol	`Sym`	String	Symbol for a leg, which is a CME contract, e.g. CLX05.
Leg Product Code	`ID`	String	Leg symbol for CME product, e.g. CL.
Leg Product ID Source	`Src`	String	Identifies the source of the leg's Security ID. If it is not specified, the default of Clearing is used.	H - Clearing House / Clearing Organization
Leg CFI	`CFI`	String	Indicates the type of leg security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.
Leg Security Type	`SecTyp`	String	Indicates type of instrument or security for this leg.	FUT - Future FWD - Forward MLEG - Multi Leg (Combo) OPT - Option
Leg Maturity	`MMY`	MonthYear	Specifies the month and year of maturity of this leg. YYYYMM (i.e. 201403) YYYYMMDD (20140323) YYYYMMwN (201403w1)
Leg Maturity Date	Mat	LocalMktDate	Multileg instrument's individual securitys MaturityDate.
Leg Strike Price	`Strk`	Price	Strike price for a leg that is an option.
Leg Contract Multiplier	`Mult`	float	Price multiplier used to convert the change in price (sell - buy) into P&L per contract leg.
Leg Unit of Measure	`UOM`	String	The leg unit of measure of the product upon which the contract is based. It is also referred to as the trading unit.	Alw - Allowances BDFT - Board feet Bbl - Barrels Bcf - Billion cubic feet Bu - Bushels CBM - Cubic Meters CER - Certified Emissions Reduction CRT - Climate Reserve Tonnes Ccy - Amount of currency EnvCrd - Environmental Credit EnvOfst - Environmental Offset FEU - Forty foot equivalent unit GJ - Gigajoules GT - Gross Tons Also known as long tons or imperial tons, equal to 2240 lbs Gal - Gallons IPNT - Index point L - Liters MMBtu - One Million BTU MMbbl - Million Barrels MW-M - Megawatt-Month (electrical capacity) MWh - Megawatt hours PRINC - Principal with relation to debt instrument cwt - Hundredweight (US) day - Days dt - Dry metric tons g - Grams kL - Kiloliters kW-M - Kilowatt-Month (electrical capacity) kWh - Kilowatt hours kg - Kilograms lbs - pounds oz_tr - Troy Ounces t - Metric Tons (aka Tonne) thm - Therms tn - Tons (US) wt - Wet metric tons
Leg Unit of Measure Quantity	`UOMQty`	Qty	Contract's defined quantity, used to calculate total traded notional quantity per spread leg.
Leg Unit of Measure Currency	`UOMCcy`	Currency	Currency of the leg unit of measure. Conditionally available when UOM=Ccy. Will be populated where appropriate.
Leg Product Exchange	`Exch`	Exchange	The exchange where the leg security is listed.	CBT - Chicago Board of Trade CEE - Stock Exchange Group CME - Chicago Mercantile Exchange COMEX - Commodities Exchange, Inc DME - Dubai Mercantile Exchange IFUS - Intercontinental Exchange NGXC - Natural Gas Exchange NODX - Nodal NYMEX - New York Mercantile Exchange NYMSW - CME Swaps - NYMEX VMAC - VMAC XNAS - Nasdaq XXXX - OTC Trades
Leg Security Description	Desc	string	Multileg instrument's individual security's SecurityDesc.
Leg Buy Sell Code	`Side`	char	Indicates the side of this leg within the spread or strategy.	1 - Buy 2 - Sell
Leg Put Or Call	`PutCall`	int	Indicates whether a leg that is an option contract is a put or call.	0 - Put 1 - Call
Leg Settlement Method	SettlMeth	string	Settlement method for a contract. Can be used as an alternative to CFI Code value.
LegSecAltIDGrp (repeating)	`LegAID`
→ Leg Security Alternate ID	`SecAltID`	String	Alternate Security identifier value for this security of SecurityAltIDSource type (e.g. CUSIP, SEDOL, ISIN, etc).
→ Leg Security Alternate ID Source	`SecAltIDSrc`	String	Identifies class or source of the LegSecurityAltID value. Required if LegSecurityAltID is specified.	112 - TAM Marker Price Symbol

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CME STP - TradeCaptureReport - StreamGrp - STP —

/TrdCaptRpt/Instrmt/Strm (repeating)

Name	Abbr	Datatype	Description	Enumerations
Stream Type	`Typ`	int	Type of swap stream.	0 - Payment / cash settlement 1 - Physical delivery
Stream Pay Side	`PaySide`	int	Side value of party paying the stream.	1 - Buy 2 - Sell
Stream Receive Side	`RcvSide`	int	Side value of party receiving the stream.	1 - Buy 2 - Sell
Stream Notional	`Notl`	Amt	Notional, or initial notional value for the payment stream. Use <PaymentSchedule> for steps.
Stream Notional Frequency Period	`NotlPeriod`	int	Time unit multiplier for the notional frequency. If present StreamNotionalFrequencyUnit(tbd) must be specified.
Stream Notional Frequency Unit	`NotlUnit`	String	Time unit associated with the notional frequency. If present StreamNotionalFrequencyPeriod(tbd) must be specified.	D - Day H - Hour Min - Minute Mo - Month S - Second Wk - Week Yr - Year
Stream Notional Unit of Measure	`NotlUOM`	String	Stream notional UOM.	AUD - Australian Dollars Alw - Allowances BDFT - Board feet BRL - Brazil Real Bbl - Barrels Bcf - Billion cubic feet Bu - Bushels CAD - Canadian Dollars CBM - Cubic Meters CER - Certified Emissions Reduction CHF - Swiss Franc CLP - Chilean Peso CNY - Chinese Renminbi COP - Colombian Pesos CRT - Climate Reserve Tonnes CZK - Czech Koruna Ccy - Amount of currency DEM - Deutsche Mark ESP - Spanish Peseta EUR - Euro FRF - French Franc GBP - British Pound GJ - Gigajoules Gal - Gallons HUF - Hungarian Forint ILS - Israel Shekel IPNT - Index point ITL - Italian Lira JPY - Japanese Yen KRW - Korean Won MMBtu - One Million BTU MMbbl - Million Barrels MWh - Megawatt hours MXN - Mexican Peso MYR - Malaysia Ringgits NOK - Norway Krone NZD - New Zealand Dollars PLN - Polish Zloty PRINC - Principal with relation to debt instrument RCER - Relevant Certified Emission Reduction RUB - Russian Ruble SEK - Swedish Kroner TRY - Turkish Lira USD - US Dollars ZAR - South African Rand cwt - Hundredweight (US) day - Days dt - Dry metric tons g - Grams lbs - pounds oz_tr - Troy Ounces t - Metric Tons (aka Tonne) tn - Tons (US)
Stream Total Notional	`TotNotl`	Qty	Total notional or delivery quantity over the term of the contract.
Stream Total Notional Unit of Measure	`TotNotlUOM`	String	Stream total notional UOM.	AUD - Australian Dollars Alw - Allowances BDFT - Board feet BRL - Brazil Real Bbl - Barrels Bcf - Billion cubic feet Bu - Bushels CAD - Canadian Dollars CBM - Cubic Meters CER - Certified Emissions Reduction CHF - Swiss Franc CLP - Chilean Peso CNY - Chinese Renminbi COP - Colombian Pesos CRT - Climate Reserve Tonnes CZK - Czech Koruna Ccy - Amount of currency DEM - Deutsche Mark ESP - Spanish Peseta EUR - Euro FRF - French Franc GBP - British Pound GJ - Gigajoules Gal - Gallons HUF - Hungarian Forint ILS - Israel Shekel IPNT - Index point ITL - Italian Lira JPY - Japanese Yen KRW - Korean Won MMBtu - One Million BTU MMbbl - Million Barrels MWh - Megawatt hours MXN - Mexican Peso MYR - Malaysia Ringgits NOK - Norway Krone NZD - New Zealand Dollars PLN - Polish Zloty PRINC - Principal with relation to debt instrument RCER - Relevant Certified Emission Reduction RUB - Russian Ruble SEK - Swedish Kroner TRY - Turkish Lira USD - US Dollars ZAR - South African Rand cwt - Hundredweight (US) day - Days dt - Dry metric tons g - Grams lbs - pounds oz_tr - Troy Ounces t - Metric Tons (aka Tonne) tn - Tons (US)
StreamCommodity	`Cmdty`
→ Stream Commodity Base	`Base`	String	Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions.
→ Stream Commodity Description	`Desc`	String	Description of the commodity asset.
→ StreamAssetAttributeGrp (repeating)	`AssetAttrb`
→→ Stream Asset Attribute Type	`Typ`	String	Name of the attribute being specified.	AdjustmentFallback - (Weather) When value is "Y" it indicates that adjustment to the fallback weather station is appropriate. AlternateProvider - (Weather) When value is "Y" it indicates that an alternate data provider is acceptable. ApplicableLaw - (Environmental) For U.S. Emissions Allowance Transactions used to specify the applicable emissions law when this is not defined in Emissions Product Definitions Exhibit. Ash - The ash content of the coal product. AshFusionTemperature - The temperature at which the ash form of the coal product fuses completely in accordance with the ASTM International D1857 Standard Test Methodology. BTUQualityAdjustment - (Coal) The Quality Adjustment formula to be used where the Actual Shipment BTU/Lb value differs from the Standard BTU/Lb value. See values at URL: http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments. BTUperLB - The number of British Thermal Units per Pound of the coal product. BrandCountry - (Metal) Country where brand is produced. BrandManager - (Metal) Brand name manager. BrandName - (Metal) Brand name. BrandProducer - (Metal) Producer of brand. CalorificValue - The calorific value of the gas to be delivered specified in megajoules per cubic meter. ComplianceEndYear - (Environmental) For E.U. Emissions Allowance Transactions describes the specified compliance period end year for which the allowances are issued. ComplianceStartYear - (Environmental) For E.U. Emissions Allowance Transactions describes the specified compliance period start year for which the allowances are issued. DeliveryMethod - Tanker, Barge, Pipeline, etc. DeliveryPoint - Physical delivery point DeliveryQuality - (Electricity) 0 = Not firm, 1 = Firm EEPApplicable - (Environmental) If Excess Emission Penalty is specified to be applicable in the confirmation then the Excess Emission Penalty will be determined in the manner specified in the confirmation. EEPEquivalentApplicable - (Environmental) When value is "Y" the EEP Equivalent is applicable. See Part [7] definition of EEP Equivalent. EEPPenaltyApplicable - (Environmental) When value is "Y" the Excess Emissions Penalty. is applicable. See Part [7] definition of Excess Emissions Penalty. EEPRiskEndDate - (Environmental) Enddd date used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied. EEPRiskStartDate - (Environmental) Start date used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied. EmissionsYear - Year for emissions trading, i.e. 'Vintage' FailureToDeliverApplicable - (Environmental) For EU Emissions Allowance Transactions holds the failure to deliver (alternative method) election. Used to determine how provisions in Part [7] Page 7 (B) Failure to Deliver Not Remedied are to be applied. FinalEditedData - (Weather) When value is 'Y' it indicates that provider's data is final. FinesPassingScreen - Fluid - The temperature at which the ash cone flattens. Grade - Grade of the commodity to be delivered, e.g. of oil or of refined product. Grindability - The Hardgrove Grindability Index value of the coal to be delivered. InitialDeformation - The temperature at which an ash cone shows evidence of deformation. LoadShapeForced - When value is "Y" it indicates that the electrical load settlement shape is forced. Moisture - The moisture content of the coal product. Quality - The quality of the gas to be delivered. QualityVariationAdjustment - When value is "Y" Quality Variation Adjustment is applicable. SCoTASpecification - When value is "Y" type and source of coal refer to global SCoTA specifications. SO2 - The sulphur dioxide content of the coal product. SO2QualityAdjustment - (Coal) The Quality Adjustment formula to be used where the Actual Shipment SO2/MMBTU value differs from the Standard SO2/MMBTU value. See values at URL: http://www.fpml.org/coding-scheme/commodity-coal-quality-adjustments. SchemeAbandonment - (Environmental) For U.S. Emissions Allowance Transactions specifies terms which apply in the event of an abandonment of scheme event. Shape - (Metal) Shape. SofteningHeightHalfWidth - The temperature at which the height of an ash cone equals half its width. (Hemisphere temperature). SofteningHeightWidth - The temperature at which the height of an ash cone equals its width. (Softening temperature). SpecialCondition - Free-form description of condition Sulphur - The sulphur content of the coal product. SynopticFallback - When value is "Y" it indicates that synoptic data fallback is acceptable. TopSize - The smallest sieve opening that will result in less than 5% of a sample of the coal product remaining. TrackingSystem - (Environmental) For U.S. Emissions Allowance Transactions used to specify the tracking system when this is not defined in Emissions Product Definitions Exhibit. TransferTerms - Terms for physical transfer Volatile - The volatile content of the coal product. Voltage - The voltage of the electricity to be delivered.
→→ Stream Asset Attribute Value	`Val`	String	Value of the attribute
→ StreamCommoditySettlementPeriodGrp (repeating)	`SettlPeriod`
→→ Stream Commodity Settlement Time Zone	`TZ`	String	Commodity delivery timezone specified as prevailing rather than standard or daylight . E.g. CPT for Central (US) Prevailing Time.
→→ Stream Commodity Settlement Flow Type	`FlowTyp`	int	Commodity delivery flow type.	0 - All times 1 - On-peak 2 - Off-peak 3 - Base 4 - Block hours 5 - Other
→→ Stream Commodity Settlement Holidays Processing Instruction	`Holidays`	int	Indicates whether holidays are included in the settlement periods. Required for electricity contracts.	0 - Do not include holidays 1 - Include holidays
StreamEffectiveDate	`EfctvDt`
→ Adjusted Effective Date	`Dt`	LocalMktDate	Adjusted effective date.
StreamTerminationDate	`TrmtnDt`
→ Adjusted Termination Date	`Dt`	LocalMktDate	Adjusted Termination Date.
PaymentStream	`PmtStrm`
→ PaymentStreamPaymentDates	`PmtDts`
→→ Payment Stream Payment Frequency Period	`FreqPeriod`	int	The period of frequency of payments.
→→ Payment Stream Payment Frequency Unit	`FreqUnit`	String	The unit of frequency of payments.	D - Day Mo - Month T - Term Wk - Week Yr - Year
→ PaymentStreamFixedRate	`Fixed`
→→ Rate	`Rt`	Percentage	Rate if the payment stream is a fixed rate stream.
→→ Rate or Amount Currency	`Ccy`	Currency	Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denomincated. Uses ISO 4271 currency codes.
→ PaymentStreamFloatingRate	`Float`
→→ Floating Rate Index	`Ndx`	String	Floating Rate Index.
→→ Floating Rate Index Location	`NdxLctn`	String	Specifies the location of the floating rate index.
→→ Floating Rate Multiplier	`RtMult`	float	A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream.
→→ Floating Rate Spread	`Spread`	PriceOffset	Spread from floating rate index.
DeliveryStream	`DlvryStrm`
→ Delivery Point	`DlvryPnt`	String	The point at which the commodity product will be delivered and received. Unconstrained string for most commodities. For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location
→ Delivery Restriction	`DlvryRstctn`	int	Specifies under what conditions the buyer and seller should be excused of their delivery obligations.	1 - Firm (never excused of delivery obligations) 2 - Interruptible or Non-firm (excused when interrupted for any reason or for no reason without liability) 3 - Force majeure (excused when prevented by force majeure). 4 - System firm (must be supplied from the owned or controlled generation or pre-existing purchased power assets of the system specified) 5 - Unit firm (must be supplied from the generation asset specified) 101 - Firm with Liquidating Damages 102 - WSPP Schedule C Firm with Liquidating Damages

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CME STP - Standard Header —

Standard Header for Request and Submissions

Name	Abbr	Datatype	Description	Enumerations
Sender ID	SID	String	This attribute identifies the party or the Submitter of the message. The value is assigned by CME. XPath /FIXML/TrdCaptRpt/Hdr/@SID	SENDER
Sender Qualifier	SSub	String	This attribute qualifies the Sender. The user ID assigned to the sender must be provided in all uppercase letters. XPath /FIXML/TrdCaptRpt/Hdr/@SSub	USER123
Target ID	TID	String	This attribute identifies the receiver of the message. This must be set to CME. XPath /FIXML/TrdCaptRpt/Hdr/@TID	CME
Target Qualifier	TSub	String	This qualifies the receiver of the message. XPath /FIXML/TrdCaptRpt/Hdr/@TSub	STP

Standard Header for Responses

Name	Abbr	Datatype	Description	Enumerations
Sender ID	SID	String	This attribute identifies the party or the Submitter of the message. This is set to CME. XPath /FIXML/TrdCaptRpt/Hdr/@SID	CME
Sender Qualifier	SSub	String	This attribute qualifies the Sender. XPath /FIXML/TrdCaptRpt/Hdr/@SSub	STP
Target ID	TID	String	This attribute identifies the receiver of the message. This could be a Platform or any other valid Trading entity. This value is pre-assigned by CME. XPath /FIXML/TrdCaptRpt/Hdr/@TID	TARGET
Target Qualifier	TSub	String	This qualifies the receiver of the message. This is set to the UserID of the Sender. XPath /FIXML/TrdCaptRpt/Hdr/@TSub	USER123

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CME STP - TradeCaptureReport - UnderlyingInstrument - STP —

/TrdCaptRpt/Undly (repeating)

Name	Abbr	Datatype	Description	Enumerations
Underlying Symbol	Sym	String	Underlying security's Symbol. [N/A] when TrdCaptRpt/Undly/@Sym in FIXML is absent or empty.
UnderlyingSymbolSfx	Sfx	String	Underlying security's SymbolSfx - additional details about the symbol.	CD=EUCP with lump-sum interest rather than discount price WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
Underlying Product Code	`ID`	String	Used as the primary identifier for the underlying instrument.
Underlying Product Code Source	`Src`	String	Identifies the source of the underlying instrument.	H - Clearing House / Clearing Organization
Underlying Security Type	`SecTyp`	String	Used to indicate the type of underlying security being reported.	CMDTYSWAP - Commodity Swap FUT - Future FWD - Forward MLEG - Multi Leg (Combo)
Underlying Maturity	`MMY`	MonthYear	The expiration period code of an underlying instrument. YYYYMM (i.e. 201403) YYYYMMDD (20140323) YYYYMMwN (201403w1)
Underlying Product Exchange	`Exch`	Exchange	The exchange on which the underlying security is listed.	CBT - Chicago Board of Trade CEE - Stock Exchange Group CME - Chicago Mercantile Exchange COMEX - Commodities Exchange, Inc DME - Dubai Mercantile Exchange IFUS - Intercontinental Exchange NGXC - Natural Gas Exchange NODX - Nodal NYMEX - New York Mercantile Exchange NYMSW - CME Swaps - NYMEX VMAC - VMAC XNAS - Nasdaq XXXX - OTC Trades
UnderlyingStreamGrp (repeating)	`Strm`

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CME STP - TradeCaptureReport - TrdCapRptSideGrp - STP —

/TrdCaptRpt/RptSide (repeating)

Name	Abbr	Datatype	Description	Enumerations
Buy Sell Code	`Side`	char	The side of the trade.	1 - Buy 2 - Sell
Secondary Client Order ID	`ClOrdID2`	String	A secondary or an addiional qualifier for the order assigned by the side.
Client Order ID	`ClOrdID`	String	Unique identifier assigned for the trade side.
Side Currency	`Ccy`	Currency	Used to identify the currency of the trade side. Will not be present for IRS/FRA trades.
Input Source	`InptSrc`	String	The original system from which the trade originated. CME Clearing will treat this as a pass through field on cleared trade confirmations.
CTI	`CustCpcty`	int	The customer capacity for this trade	1 - Member trading for their own account 2 - Clearing Firm trading for its proprietary account 3 - Member trading for another member 4 - All other
Free Form Text	`Txt`	String	May be used by the executing market to record any execution Details that are particular to that market
Allocation Indicator	`AllocInd`	int	Identifies if the trade is marked for allocation.	0 - Allocation not required 1 - Allocation required (give-up trade) allocation information not provided (incomplete) 2 - Use allocation provided with the trade 3 - Allocation give-up executor 4 - Allocation from executor 5 - Allocation to claim account 100 - SGX Offset
Average Pricing Indicator	`AvgPxInd`	int	Indicates if the trade is marked for average pricing allocation.	0 - No Average Pricing 1 - Trade is part of an average price group identified by the SideAvgPxGroupID
AggressorIndicator	`AgrsrInd`	Boolean	Used to identify whether the order initiator is an aggressor or not in the trade.	Y = Order initiator is aggressive N = Order initiator is passive
Original Platform Side ID	`OrigTrdID`	String	Ties the trade back to one of the report sides of the IRS trade submission. (IRS Trades Only)
Strategy Link ID	`StrategyLinkID`	String	Unique ID linking all individual legs of a spread or strategy together. It can also link individual legs to the parent multi-leg trade.
Secondary Allocation Group ID	`GrpID2`	String	Indicates the clearing assigned identifier used for the allocation group. This links trades marked for allocation that are part of the same group, as well as offset trades once allocations from that group are claimed.
OrderID	OrdID	String	Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.
Customer Order Handling Instruction	CustOrdHdlInst	String	Defines source of original order.
Compression Group ID	CmprsnGrpID	String	Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation.
Memo	Mem	String	Free format text field. Supported as follows, depending on source: CME Globex: Supported for all Globex-entered trades. CME Direct: Supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides. CME ClearPort GUI: Supports the Memo field value for the non-alleged counterparty. CME ClearPort API: For single-sided submissions, supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides. For dual-sided submissions, the Memo field supported on either or both sides, depending on the API submission. A note can be submitted for buy side and the sell side, and they can be different notes.
Parties (repeating)	`Pty`
→ Party ID	`ID`	String	Used to identify the Party.
→ Party ID Source	`Src`	char	Used to identify the source of PartyID value.	C - Generally accepted market participant identifier D - Proprietary/Custom code H - Clearing house participant/member code N - LEI
→ Party Role	`R`	int	Indicates the type or role of the Party. Note: A FIX "Executing Firm" is a CME Group "Clearing Trade Management Firm"	1 - Executing Firm (CME Globex) 4 - Clearing Firm 7 - Trading (Entering) Firm 12 - Executing Trader (associated with Executing Firm - actually executes) 21 - Clearing Organization 22 - Exchange 24 - Customer Account 30 - Inter Dealer Broker 36 - Entering trader 44 - Order Entry Operator ID (conveys GUS - Globex User Signature) 49 - Asset Manager 55 - Session ID 62 - Report originator 73 - Execution Venue 102 - Data Repository (e.g. SDR) 1001 - Trading Member Firm
→ PtysSubGrp (repeating)	`Sub`
→→ Party Qualifier ID	`ID`	String	A Sub ID provides additional information about the Party. For example, the account origin would be specified when Typ = 26.
→→ Party Qualifier Type	`Typ`	int	Indicates the type of Party Sub ID.	5 - Full legal name of firm 9 - Contact name 26 - Account type or Origin
SideRegulatoryTradeIDGrp (repeating)	`RegTrdID`
CommissionDataGrp	`CommData`
SideTrdRegTS (repeating)	`TrdRegTS`
→ Timestamp	`TS`	UTCTimestamp	Used to send a regulatory timestamp. Will not be present for IRS/FRA trades. Timestamp will be sent in UTC+0 format. Timestamp will be in nanosecond format; will be populated with the maximum available precision and padded with zeros to 9 digits after the decimal point as needed. Example: 2019-09-25T07:44:05.761123456
→ Timestamp Type	`Typ`	int	Indicates the type of regulatory timestamp.	1 - Execution Time
RelatedTradeGrp	`ReltdTrd`
→ Related Trade ID	`ID`	String	Identifier of a related trade. This is used to link trades together for IRS netting and blending.
→ Related Trade ID Source	`Src`	int	Describes the source of the identifier that Related Trade ID represents.	2 - Secondary trade ID

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CME STP - TradeCaptureReport - STP —

/TrdCaptRpt

Name	Abbr	Datatype	Description	Enumerations
Message ID	`RptID`	String	Identifies the specific trade report being sent. This is usually the unique message ID for the trade being reported. However, legs of spreads can share the same message ID. TrdID2 and RptID together form a unique key.
Trade ID	`TrdID`	String	Trade ID for the trade entity is assigned by the CME clearing system. It is unique per trade side/leg and for the (trading firm / executing firm) and exchange for a given Trade Date. Trade ID will not change during the life of the trade. Note that should a trading firm do business with multiple clearing firms, Trade ID may not be unique. Will not be present for IRS/FRA trades.
Secondary Trade ID	`TrdID2`	String	Used to carry a secondary trade ID. Unlike TrdID, this is unique across all trade dates and all clearing firms.
Package ID	`PackageID`	String	A value that identifies the group of trades or a portfolio of trades cleared simultaneously under the one Package ID.
Transaction Type	`TransTyp`	int	Indicates the action being taken on a trade. Note that STP does not guarantee new trades must be reported with New(0) prior to reports of Replace(2). STP will initially report CME ClearPort trades using Replace(2)”.	0 - New 1 - Cancel 2 - Replace
Trade Report Type	`RptTyp`	int	Indicates the purpose of the trade within the workflow and determines the action of the receiver of the trade.	101 - Notification
Trade Status	`TrdRptStat`	int	Indicates the status of the trade in clearing.	0 - Accepted 7 - Terminated
Request ID	`ReqID`	String	Request ID returns the same value sent on the Trade Capture Report Request.
Trade Type	`TrdTyp`	int	Specifies the type of trade reported by CME Clearing. Used to distinguish a significant difference in the regulatory or economic requirements surrounding the trade.	0 - Regular Trade 1 - Block Trade 2 - EFP (Exchange for physical) 3 - Transfer 11 - Exchange for Risk (EFR) 22 - Over the Counter Privately Negotiated Trades (OPNT) 23 - Substitution of Futures for Forwards 45 - Option exercise 54 - OTC / Large Notional Off Facility Swap 55 - Exchange Basis Facility (EBF) 57 - Netted trade 58 - Block swap trade 59 - Credit event trade 60 - Succession event trade
Trade Sub Type	`TrdSubTyp`	int	This field further qualifies the Trade Type.	7 - Differential spread 8 - Implied spread leg executed against an outright 36 - Converted SWAP (Aged Deal) 37 - Crossed Trade (X) 40 - TAS - Traded at settlement (Note: Differs from FIXTrading standard) 42 - Auction Trade 43 - TAM - Traded at marker 48 - Multilateral Compression 200 - Delivery Transfer
Offset Instruction	`OfstInst`	int	Indicates offset or onset due to allocation.	0 - Offset 1 - Onset
Transfer Reason	`TrnsfrRsn`	String	Reason why the trade is being transferred	A - Exchange approved transfers between accounts with different beneficial ownership B - For correcting Rule 527 mis-clears C - Transfer between accounts in which the underlying beneficial ownership is identical E - Transfer to correct an error in assignment of account (in-house) or customer/house origin error or firm-to-firm clerical error in clearing a trade J - For rule 770 transfers M - Transfer for portfolio margining purposes N - Transfer of positions to a newly approved clearing firm O - Option Compression P - Fungible Transfers and Delivery Transfers (system generated, cannot be submitted by firms) T - Transfer due to the merger of two or more clearing firms V - Auto-transfer Offset (system generated, cannot be submitted by firms) W - Transfer due to withdrawal of a clearing firm X - For transferring new or offsetting Singapore Exchange executed positions between local firms Y - Cross Exchange Transfer (OCC)
Trade Match ID	`MtchID`	String	Trade Match ID is assigned by the matching engine or clearing system and used to correlate a cleared trade with a match event. Should be common for all trade sides included in a match event. For CME ClearPort, this represents the deal number and always links strategies. For CME Globex and Floor, this links calendar spreads only. Will not be present for IRS/FRA trades.
Execution ID	`ExecID`	String	Exchange assigned execution ID (trade identifier). ExecID will be present for on-exchange trades and blocks, including Invoice Swap Spreads. ExecID will not be present for off-exchange IRS/FRA trades.
Secondary Execution ID	`ExecID2`	String	This is used to communicate the execution ID of the originating platform, e.g. the ClearPort execution ID.
Block ID	`BlckID`	String	Contains the platform-assigned block ID for the trade.
Price Type	`PxTyp`	int	Indicates the type of the price associated with the trade. Will not be present for IRS/FRA trades.	1 - Percentage (i.e. percent of par) 2 - Per unit (i.e. per share or contract) 10 - Fixed cabinet trade price (primarily for listed futures and options) 11 - Variable cabinet trade price (primarily for listed futures and options) 100 - Tentative placeholder price 101 - Updated actual price 102 - Derived price block
Venue Type	`VenuTyp`	char	Identifies the type of venue where a trade was executed.	C - Clearing house E - Electronic O - Off facility swap P - Pit R - Registered Market (SEF) X - Ex-Pit
Quantity Type	`QtyTyp`	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 / Units 1 - Contract term
Trade Quantity	`LastQty`	Qty	The quantity of the trade.
Trade Price	`LastPx`	Price	The price of the trade. Will not be present for IRS/FRA trades.
Calculation Currency Last Quantity	CalcCcyLastQty	Qty	Used in calculating the quantity of the other side of the currency trade.
Trade Date	`TrdDt`	LocalMktDate	The trade date assigned to an execution on the trading platform.
Clear Date	`BizDt`	LocalMktDate	The date on which a trade is formally cleared and settled.
Average Price	`AvgPx`	Price	Calculated average price. Will be populated for Average Price System (APS) transactions only.
Multi Leg Reporting Type	`MLegRptTyp`	char	Indicates if a trade is being reported as a single-leg outright, the leg of a spread, or a multi-leg trade report.	1 - Single security (default if not specified) 2 - Individual leg of a multi-leg security 3 - Multi-leg security
Transaction Time	`TxnTm`	UTCTimestamp	The time of the transaction, e.g. the date and time of a trade, allocation, etc. Will not be present for IRS/FRA trades.
Execution Method	`ExecMeth`	int	Specifies the transaction was executed manually via Confirm Hub.	1 - Manual
Last Update Time	`LastUpdateTm`	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.
Cleared Indicator	`Clrd`	int	Indicates whether the position or trade being reported was cleared through a clearing organization.	0 - Not cleared 1 - Cleared
Clearing Intention	`ClrIntn`	int	Indicates whether or not the parties intend the trade to clear.	0 - Do not intend to clear 1 - Intend to clear
Clearing Requirement Exception	`ClrReqmtExcptn`	int	Specifies whether a party to a swap is using the clearing requirement exception pursuant to CEA Section 2(h)(7) and Commission regulations.	0 - No exception 1 - Exception
Collateralization	`TrdCollztn`	int	Indication of trade collateralization.	0 - Uncollateralized 1 - Partially collateralized 2 - One-way collateralized 3 - Fully collateralized
Differential Price	`DiffPx`	float	Represents the differential price for spreads, or a TAS or TAM differental price. Note: Not supported for CPC-entered Calendar Spreads.
Differential Price Type	`DiffPxTyp`	int	This indicates the type of differential price represented in the Differential Price attribute. Note: Not supported for CPC-entered Calendar Spreads.	0 - Differential from Settlement Price 1 - Differential between legs
Original Time Unit	`OrigTmUnit`	String	Specifies the Time Unit of the original trade, e.g. whether it was entered as contracts per day or per month. Note that all trades are normalized to default units in STP, regardless of the units originally used to enter the trade.	D - Day H - Hour Min - Minute Mo - Month S - Second Wk - Week Yr - Year
Trading Quantity	`TrdgQty`	Qty	Quantity per Original Time Unit as submitted on a CME ClearPort API trade report when a product has multiple time units, or, Product Variable Quantity Unit (VQU) is not 'S' (standard), and the product subtype (Monthly, daily, weekly) is not equal to the time unit entered for the trade.
MarketDataTradeEntryID	`MDTrdEntrID`	int	Unique Trade Identifier that will match to a CME Globex order execution, associated market data message and STP messaging
ConfirmHubTradeType	`CHTrdTyp`	String	Custom field to represent specific Confirm Hub Trade Types
Fee Multiplier	FeeMult	Float	Multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms.
Clearing Transformation Type	`ClrTransTyp`	int	Indicates the type of Clearing Transformation that generated this Trade.	1- Exercise 2-Assignment 3-General Transformation 4-Delivery Transformation 5-Fungible
Contrary Instruction Indicator	`CntraryInstrctnInd`	Boolean	Used to indicate when a contrary instruction for exercise or abandonment is being submitted	Y-YES N-NO
Option Exercise Time Frame	`OptExerTmFm`	int	For Exercise/Assignment Transformation, this indicates whether or not the resulting Future was the result of an Early Exercise Instruction (Prior to Settlement Date)	0 - Early 1 - Expiration
FeeQuantityThresholdIndicator	FeeQtyThrshldInd	String	Indicator flag used to determine the eligibility of fee discount based on threshold level	L1 - Threshold Level 1 - The highest threshold level was met or surpassed. L2 - Threshold Level 2 - The middle threshold level was met. L3 - Threshold Level 3 - The lowest threshold level was met. LN- Eligible but does not meet set thresholds.
RootParties (repeating)	`Pty`
→ Root Party ID	`ID`	String	Used to identify the Party.
→ Root Party ID Source	`Src`	char	Used to identify the source of the Party.	N - LEI
→ Root Party Role	`R`	int	Indicates the type or role of the Party.	73 - Execution Venue
Instrument	Instrmt
PaymentGrp (repeating)	Pmt
UnderlyingInstrument (repeating)	Undly
PositionAmountData (repeating)	`Amt`
→ Amount Type	`Typ`	String	The type of the position amount represented.	CRES - Cash Residual Amount ICPN - Initial Trade Coupon Amount IPMT - Upfront Payment PREM - Premium Amount TVAR - Trade Variation Amount
→ Amount	`Amt`	Amt	The position amount represented.
→ Amount Currency	`Ccy`	String	The currency associated with the position amount represented.
TrdInstrmtLegGrp (repeating)	`TrdLeg`
TrdCapRptSideGrp (repeating)	`RptSide`