CME STP - Trade Capture Report Party Block Use Cases
This table shows the possible combinations of Party Role and Party ID values within the Party Block in the Trade Capture Report.Â
FIXML XPath | FIX Tag | Field Name | FIXML Attribute Name | Values | Usage | OMNet | Notes |
|---|---|---|---|---|---|---|---|
/TrdCaptRpt/RptSide/ | 552 → 158 | AccruedInterestRate | AcrdIntRt | CONDITIONAL | extended_accrued_interest_q | ||
/TrdCaptRpt/RptSide/ | 552 → 1057 | AggressorIndicator | AgrsrInd | ALWAYS | big_attention[5] | ||
/TrdCaptRpt/RptSide/ | 552 → 11 | SideClOrdID | ClOrdID | ALWAYS | — | ||
/TrdCaptRpt/RptSide/ | 552 → 922 | EndCash | EndCsh | end_consideration_u | |||
/TrdCaptRpt/RptSide/ | 552 → 578 | TradeInputSource | InptSrc |
| ALWAYS | match_type_c big_attention[16] | |
/TrdCaptRpt/RptSide/ | 552 → 5149 | Memo | Mem | OPTIONAL | customer_info_s | ||
/TrdCaptRpt/RptSide/ | 552 → 37 | OrderID | OrdID | ALWAYS | order_number_u | ||
/TrdCaptRpt/RptSide/ | 552 → 54 | Side | Side | 1 - Buy 2 - Sell 5 - Sell Short 6 - Sell Short Exempt H - Sell Undisclosed | ALWAYS | bought_or_sold | Additional values provided in support of MIFID. |
/TrdCaptRpt/RptSide/ | 552 → 921 | StartCash | StartCsh | CONDITIONAL | consideration_u | ||
/TrdCaptRpt/RptSide/ | 552 → 1851 | StrategyLinkID | StrategyLinkID | CONDITIONAL | box_number_i | ||
/TrdCaptRpt/RptSide/ | 552 → 2639 → 2640 | Commission Amount | Amt | OPTIONAL | commission_amount_i | ||
/TrdCaptRpt/RptSide/ | 552 → 2639 → 2642 | Commission Basis | Basis | 2 - Percent 3 - Absolute 7 - Basis Points | OPTIONAL | commission_format_c | |
/TrdCaptRpt/RptSide/ | 552 → 2639 → 10054 | Commission-Adjusted Price | Px | OPTIONAL | extended_adj_trade_price | ||
/TrdCaptRpt/RptSide/ | 552 → 2639 → 2646 | Commission Rate | Rt | OPTIONAL | commission_value_q | ||
/TrdCaptRpt/RptSide/ | 552 → 453 → 448 | Proprietary / Custom code | ALWAYS | trading_code | Requires re-mapping from TMF. Tag to indicate name give-up. | ||
/TrdCaptRpt/RptSide/ | 552 → 453 → 802 → 523 | Full legal name of firm | ALWAYS | — | |||
/TrdCaptRpt/RptSide/ | 552 → 453 → 448 | Clearing house participant/member code | CONDITIONAL | bic_code_s | |||
| 552 → 453 → 802 → 523 | Executing Firm LEI | CONDITIONAL | — | Present for MIFID, optionally available for US. | ||
/TrdCaptRpt/RptSide/ | 552 → 453 → 448 | Generally accepted market participant identifier | ALWAYS | — | |||
| 552 → 453 → 802 → 523 | Contra Firm - Proprietary / Custom code | CONDITIONAL | bic_code_s | BIC code for EU Bilateral trades, | ||
/TrdCaptRpt/RptSide/ | 552 → 453 → 802 → 523 | Contra Firm - Full legal name of firm | CONDITIONAL | cust_info_s | |||
| 552 → 453 → 802 → 523 | Contra Firm - Clearing house participant/member code | CONDITIONAL | ||||
/TrdCaptRpt/RptSide/ | 552 → 453 → 448 | Generally accepted market participant identifier | CONDITIONAL | clearer_code_s | Will not be present for bilateral trades. | ||
/TrdCaptRpt/RptSide/ | 552 → 453 → 448 | Customer Account - Generally accepted market participant identifier | OPTIONAL | account_id_s | |||
/TrdCaptRpt/RptSide/ | 552 → 453 → 448 | Order Entry Operator ID - Short code identifier | ALWAYS | user_id | |||
/TrdCaptRpt/RptSide/ | 552 → 453 → 448 | Order Entry Operator ID - Short Code | CONDITIONAL | ||||
/TrdCaptRpt/RptSide/ | 552 → 453 → 448 | Session ID | ALWAYS | — | |||
/TrdCaptRpt/RptSide/ | 552 → 453 → 448 | Prime Broker ID | OPTIONAL | ||||
/TrdCaptRpt/RptSide/ | 552 → 453 → 448 | Investment Decision Maker Short Code | CONDITIONAL |
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