CME STP FIX - TradeCaptureReport - TrdCapRptSideGrp for BrokerTec Trades

/TrdCaptRpt/RptSide

FIX Tag	Field Name	FIXML Attribute Name	Data Type	Description	New for BrokerTec	OMnet Mapping	Genium FIX Mapping	Supported Values
54	Side	Side	char	Side of order.		bought_or_sold	54	1 - Buy 2 - Sell 5 - Sell short 6 - Sell short exempt H - Sell Undisclosed
526	SideSecondaryClOrdID	ClOrdID2	String	Secondary Client Order ID
11	SideClOrdID	ClOrdID	String	Client Order ID
15	SideCurrency	Ccy	Currency	Used to identify the trading currency on the Trade Capture Report Side
578	TradeInputSource	InptSrc	String	Type of input device or system from which the trade was entered. Values include: BTC - BrokerTec Clearing, BTD - BrokerTec Direct, GLBX - Globex, XPIT - Externally registered	New accepted value BTC, BTD	match_type_c + big_attention[16]	20009 + 20034
582	CustOrderCapacity	CustCpcty	int	Capacity of customer placing the orderPrimarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).				1 - Member trading for their own account 2 - Clearing Firm trading for its proprietary account 3 - Member trading for another member 4 - All other
158	AccruedInterestRate	AcrdIntRt	Percentage	The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.	New field	extended_accrued_interest_q	158
5106	FundDesignation	FundDsgntn	String	Fund Designation as specified at order submission
921	StartCash	StartCsh	Amt	Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.	New field	consideration_u	921
922	EndCash	EndCsh	Amt	Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.	New field	end_consideration_u	922
58	Text	Txt	String	Free format text string(Note: this field does not have a specified maximum length)
826	TradeAllocIndicator	AllocInd	int	Identifies how the trade is to be allocated				0 - Allocation not required 1 - Allocation required (give-up trade) allocation information not provided (incomplete) 100 - SGX Offset 2 - Use allocation provided with the trade 3 - Allocation give-up executor 4 - Allocation from executor 5 - Allocation to claim account 100 - SGX Offset
819	SideAvgPxIndicator	AvgPxInd	int	Average Pricing Indicator for the trade side.
1057	AggressorIndicator	AgrsrInd	Boolean	Used to identify whether or not the order initiator is an aggressor in the trade.	New field	big_attention[5]	1057	Y - Order initiator is aggressor N - Order initiator is passive
10039	SideOrigTradeID	OrigTrdID	String	This field points (backward) to 1040-SecondaryTradeID on the predecessor trade. This will appear on replacement trades (828=0) and clearing offsets (828=3)
1851	StrategyLinkID	StrategyLinkID	String	Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event.		box_number_i	20033
1031	CustOrderHandlingInst	CustOrdHdlInst	MultipleStringValue	Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only.				A - Phone simple B - Phone complex C - FCM-provided screen D - Other-provided screen E - Client provided platform controlled by FCM \ F - Client provided platform direct to exchange G - FCM API or FIX H - Algo Engine J - Price at Execution (price added at Initial order entry, trading, middle office or time of give-up) W - Desk - Electronic X - Desk - Pit Y - Client - Electronic Z - Client - Pit
37	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.	New field	order_number_u	37
793	SecondaryAllocGroupID	GrpID2	String	Indicates the CCP-assigned secondary allocation ID for the average price group.
2361	CompressionGroupID	CmprsnGrpID	String	Identifies all trades in a netting or compression group, including both terminating trades and any remnant trades that result from the operation.
9373	LiquidityFlag	LqdtyFlg	int	Indicates if an order was submitted for market making obligation as required for MiFID. Applicable only for EU fixed income markets.	New field			0=False 1=True
5149	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.		customer_info_s	58
453	Parties	Pty
10034	SideRegulatoryTradeIDGrp	RegTrdID
2639	CommissionDataGrp	CommData
1016	SideTrdRegTS	TrdRegTS
→1012	→SideTrdRegTimestamp	TS	UTCTimestamp	Will be used in a multi-sided message. Traded Regulatory timestamp value. Used to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house.		execution_timestamp	769 + 20042 + 770=1
→1013	→SideTrdRegTimestampType	Typ	int	Same as TrdRegTimeStampType				1 - Execution Time
1855	RelatedTradeGrp	ReltdTrd
→1856	→RelatedTradeID	ID	String	Identifier of a related trade.
→1857	→RelatedTradeIDSource	Src	int	Describes the source of the identifier that RelatedTradeID(1856) represents.				2 - Secondary trade ID