CME STP - Trade Capture Report Party Block Use Cases
- CME Group
This table shows the possible combinations of Party Role and Party ID values within the Party Block in the Trade Capture Report.
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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