CME STP FIX - Samples for BrokerTec Trades

View samples for Futures, Options, and other currently supported CME Group Trades.

Contents

Sample Messages for CME STP FIX

Logon

8=FIX.4.4|9=113|35=A|49=abc_trading_btus|56=CMESTPFIX1|34=1|57=STP|52=20200324-14:36:41.847|98=0|108=30|141=Y|553=API_abc_BTEC1554=***|10=236

Logon Ack

8=FIX.4.4|9=94|35=A|49=CMESTPFIX1|56=abc_trading_btus|34=1|57=STP|50=STP|52=20200324-14:36:42.403|98=0|108=30|141=Y|10=081

Logout Request

8=FIX.4.4|9=84|35=5|34=3|49=abc_trading_btus|52=20200324-15:12:11.20756=CMESTPFIX1|57=STP|10=107

Logout Ack

8=FIX.4.4|9=100|35=54|9=CMESTPFIX1|56=abc_trading_btus|34=4|50=STP|52=20200324-15:12:11.234|58=The confirming Logout.|10=044|

FIX Client Sends Trade Capture Report Request (tag 35-MsgType=AD)

8=FIX.4.4|9=167|35=AD|49=bthomas_trading_brokers_llc|56=CMESTPFIX2|34=4|57=STP|52=20160330-20:01:58.152|568=d0f298f7-a285-4cd8-9207-9eab0630582a|569=1|263=1|453=1|448=ace|452=7|442=2|10=077|

CME STP FIX Sends Trade Capture Report Request Ack (tag 35-MsgType=AQ)

8=FIX.4.4|9=154|35=AQ|49=CMESTPFIX2|56=bthomas_trading_brokers_llc|34=4|50=STP|57=ace|52=20160330-20:01:58.839568=d0f298f7-a285-4cd8-9207-9eab0630582a|569=1|749=0|750=0|10=020|

CME STP FIX Client Subscribes for CME Group Trades after Successful Login - Successful Subscriptabc with Filters

8=FIX.4.4|9=136|35=A|49=bthomas_trading_brokers_llc|56=CMESTPFIX2|34=1|52=20160330-21:20:08.35|598=0|108=30|141=Y|553=API_CMESTP_BTHOMAS554= XXX3t3!|10=193

8=FIX.4.4|9=112|35=A|49=CMESTPFIX2|56=bthomas_trading_brokers_llc|34=1|50=STP|57=ace|52=20160330-21:20:08.351|98=0|108=30|141=Y|10=197

8=FIX.4.4|9=193|35=AD|49=bthomas_trading_brokers_llc|56=CMESTPFIX2|34=7|57=STP|52=20160330-21:23:01.588|779=20160330-20:50:48.800|568=d0f298f7-a285-4cd8-9207-9eab0630582a|569=1|263=1|453=1|448=ace4|52=7|442=2|10=099|

8=FIX.4.4|9=154|35=AQ|49=CMESTPFIX2|56=bthomas_trading_brokers_llc|34=7|50=STP|57=ace|52=20160330-21:23:01.909568=d0f298f7-a285-4cd8-9207-9eab0630582a|569=17|49=07|50=0|10=014

8=FIX.4.4|9=954|35=AE|49=CMESTPFIX2|56=bthomas_trading_brokers_llc|34=8|50=STP|57=ace|52=20160330-21:23:01.910|571=153C91A37970004D1B622155048799|487=28|56=101|568=d0f298f7-a285-4cd8-9207-9eab0630582a|828=1|880=153C91A37970004D1B5A|17=3084828|423=2|55=CLK648=CL|22=H|461=FCEPSX|167=FUT|200=201605|207=NYMEX|1184=0|1147=1000|6070=1000|32=50|31=38.32|75=20160330|715=20160330442=160=2016033020:50:48|552=1|54=2|11=C3084828453=10|448=666|447=D|452=1|448=666|447=D|452=4|448=ace|447=D|452=7448=CME|447=D|452=21|448=NYMEX|447=D|452=22|448=ACETSTEST01|447=D|452=24802=1523=1803=26448=A-64690447=D452=24448=CMEG447=D452=30448=btace1447=D452=36|802=1|523=Bev Thomas|803=9|448=BTHOMASCME1|447=D|452=62|802=1|523=BEVERLY THOMAS|803=9|578=CPC|582=4100|34=1|10027=CPC000003084828SN0001|10028=1010000023|10029=2|10030=0|1016=1|1013=1|1012=20160330-20:50:00205=20160420|779=20160330-20:50:48.800|1003=101040|1040=153C91A37970004D1B62|939=0|1430=X996=Bbl|10026=USD|10=207|

BrokerTec Trade Samples for CME STP FIX

Treasury Bond - US Market

Security type (tag 167) = TBOND (treasury bond), exchange (tag 207) = BTUS (BrokerTec US)

8=FIX.4.4|9=954|35=AE|49=CMESTPFIX2|56=bthomas_trading_brokers_llc|34=8|50=STP|57=ace|52=20190330-21:23:01.910|571=16DFD964ED50003D288424624683575519372|487=0|856=101|568=INTEGRATabc|828=0|880=406875|17=4071:M:69TN0000004|423=2|55=UB30_2_1/4_08/49|48=UB30|22=H|454=1|455=912810SJ8|456=1|167=TBOND|207=BTUS|107=30_YEAR|32=5|31=100.34375|75=20191104|715=20191104|442=1|60=2019110417:56:22.979469840Z|64=20191104|552=1|54=1|37=404277700|11=NYU26|453=8|448=ABCDU|447=D|452=1|802=1|523=ABC WorldMarketsCorp|803=5|448=XXXXX|447=H|452=1|448=549300U16G4LU3V6C598|447=N|452=1|448=IRON|447=C|452=7|448=FICC|447=C|452=21|448=JBRGC|452=44|448=NYU|452=55|578=GLBX|1016=1|1012=20191104-17:56:22.979469840Z|1013=1|1057=N|779=20191104-17:56:23.062000000Z|1003=4|1040=16DFD964ED50003D2886|939=0|1430=E|10026=USD|1832=1|37711=1034|37513=464985983156355342|10053=N|10=149|

Treasury Note - US Market

Security type (tag 167) = TNOTE (treasury note), exchange (tag 207) = BTUS (BrokerTec US)

8=FIX.4.4|9=954|35=AE|49=CMESTPFIX2|56=bthomas_trading_brokers_llc|34=8|50=STP|57=ace|52=20190330-21:23:01.910|571=16DFD964ED50003D288424624683575519412|487=0|856=101|568=INTEGRATabc|828=0|880=406875|17=4071:M:69TN0000008|423=2|55=UB03_2_1/2_08/21|48=UB03|22=H|454=1|455=912810SR8|456=1|167=TNOTE|207=BTUS|107=3_YEAR|32=5|31=100.34375|75=20191104|715=20191104|442=1|60=20191104-17:56:22.979469840Z|64=20191104|552=1|54=1|37=404277700|11=NYU26|453=8|448=ABCDU|447=D|452=1|802=1|523=ABC World Markets Corp|803=5|448=XXXXX|447=H|452=1|448=549300U16G4LU3V6C598|447=N|452=1|448=IRON|447=C|452=7|448=FICC|447=C|452=21|448=JBRGC|452=44|448=NYU|452=55|578=GLBX|1016=1|1012=20191104-17:56:22.979469840Z|1013=1|1057=N|779=20191104-17:56:23.062000000Z|1003=4|1040=16DFD964ED50003D2886|939=0|1430=E|10026=USD|1832=1|37711=1034|37513=464985983156355342|10053=N|10=149|

Euro Sovereigns - European Market

Security type (tag 167) = EUSOV (Euro Sovereigns), exchange (tag 207)= BTEU (BrokerTec EU)

8=FIX.4.4|9=954|35=AE|49=CMESTPFIX2|56=bthomas_trading_brokers_llc|34=8|50=STP|57=ace|52=20190330-21:23:01.910|571=16DFD964ED50003D284E24614433412987071|487=0|856=101|568=INTEGRATabc|828=0|880=441195|17=4452:M:32TN0000002|423=2|55=ITBOND_1.25_10/20|48=ITBOND|22=H|454=1|455=IT0005058919|456=4|167=EUSOV|207=BTEU|107=1_1/4_10/20|32=100|31=96.169|75=20191104|715=20191104|442=1|60=20191104-17:39:17.964763986Z|64=20191105|552=1|54=2|37=443603408|11=SLH13|453=8|448=ABCDE|447=D|452=1|802=1|523=AMC Makers Internatabcal|803=5|448=XXXXX|447=H|452=1|448=549300YE4DB53FISH076|447=N|452=1|448=TestFirm1|447=C|452=7|448=LCHSA|447=C|452=21|448=GCACH|452=44|448=SLH|452=55|578=GLBX|1016=1|1012=20191104-17:39:17.964763986Z|1013=1|1057=Y|779=20191104-17:39:18.046000000Z|1003=2|1040=16DFD964ED50003D284E|939=0|1430=E|10026=EUR|1832=1|37711=615|37513=328755225115800706|10053=N|10=149|

Repo Specific Trades

8=FIX.4.4|9=954|35=AE|34=470|49=CMEGROUP|50=STP|52=20200708-21:26:50.297|56=GFE_GFEU1|57=URU27|571=1732375C2B41018D15D462404335766459502|487=0|856=101|568=3|828=0|820=140008662|880=4219245|17=4290:M:1187TN0028998|423=9|55=U07-25:R4TWM6TTV63R|48=U07-25|22=H|454=1|455=9128286F2|456=1|167=REPO|762=SPEC|207=BTUS|107=2_1/2_02/26 REG|916=20200709|917=20200710|711=1|311=[N/A]|810=111.82421875|882=112.625|32=1000|31=1.000000000|75=20200708|715=20200708|442=1|60=20200708-21:07:05.570212592Z|64=20200709|552=1|54=2|37=42202810|11=234|453=5|448=GFEU2|447=D|452=1|802=2|523=AUTO CERT TEST FIRM GFEU2|803=5|523=G8ZTNESVNKW4NN761W05|803=84|448=gfe_btec_qai_us2|447=C|452=7|448=FICC|447=C|452=21|448=URU22|452=44|448=EED|452=55|578=GLBX|921=1126250000.00|922=1126281284.72|1016=1|1012=20200708-21:07:05.570212592Z|1013=1|1057=N|779=20200708-21:07:05.671000000Z|1003=260819|1040=1732375C2B41018D15D48|939=0|1430=E|10026=USD|1832=1|37513=644707884226771825|10053=N|20056=R0000260819|20011=101124|2490=28998|10=176|

Repo GCF Trades

35=AE|34=3|49=CMEGROUP|50=STP|52=20200709-07:47:11.151|56=TEST_ID|1571=1732EFC91B10003DDE28253577965834272|487=0|856=101|568=BDFilter|828=0|820=1157648225|880=425677|917=4227:M:4024TN0093720|423=9|55=AGFRMS:ERYHBAMN7GMS|48=AGFRMS|22=H|454=1|455=371487AL3|456=1|167=REPO|762=GCF|207=BTUS|107=GCFFRM REG $|916=20200710|917=20200713|711=1|311=[N/A]|810=100|882=100|32=50|31=2.000000000|75=20200708|715=20200708|442=1|60=20200708-18:06:33.687060745Z|64=20200710|552=1|54=1|37=4292858|211=NYT38|453=5|448=CIBCU|447=D|452=1|802=2|523=CIBC WORLD MARKETS CORP.|803=5|523=549300445CON3DBMU275|803=84|448=LOKO|447=C|452=7|448=FICC|447=C|452=21|448=JBRGC|452=44|448=NYT|452=55|578=GLBX|921=50000000.00|922=50008333.33|1016=1|1012=20200708-18:06:33.687060745Z|1013=1|1057=N|779=20200708-18:06:33.985000000Z|1003=320756|1040=1732EFC91B10003DDE4|939=0|1430=E|10026=USD|1832=1|37513=164107642780752274|10053=N200|56=R0000320756|20011=2203662490=93720|10=206

Repo General Collateral (GC) Trades

8=FIX.4.4|9=954|35=AE|34=4|49=CMEGROUP|50=STP|52=20200709-01:39:25.055|56=btec_stp_test_firm1_bteu|571=173217B5FC10001D137046414498627014482|487=0|856=101|568=08203924|828=0880=468861|17=4685:M:14TN0016367|423=9|55=DGSA1:4PVWZAU5FYS4|48=DGSA1|22=H|454=1|455=DE0000111XYZ|456=4|167=REPO|762=GC|207=BTEU|107=GC_SA_GERMAN_SUB_10YR|916=20200709|917=20200710|32=25|31=-10|75=20200709|715=20200709|442=1|60=20200709-01:38:48.110716416Z|64=20200709|552=1|54=1|37=46277124|11=EVE34|453=8|448=CME4A|447=D|452=1|802=3|523=AUTO CERT TEST FIRM CME4A|803=5|523=DUMMY|803=17|523=549300WDHFFVVRXEES11|803=84|448=btec_stp_test_firm1_bteu|447=C|452=7|448=LCHSA|447=C|452=21|448=BRIOSTP|447=C|452=24|448=CME4A|452=44|448=123|447=P|452=44|448=EVE|452=55|448=456|447=P|452=122|578=GLBX|58=Memo 123456|10034=1|10027=173217B5FC10001D136E|10028=JWU9TKEA3F|10029=0|10030=0|1016=1|1012=20200709-01:38:48.110716416Z|1013=1|1057=N|779=20200709-01:38:48.208000000Z|1003=19915|1040=173217B5FC10001D1372|939=0|1430=E|10026=EUR|1832=1|37711=48861|37513=1026458735898452572|10053=N|20056=G0000019915|20011=11634|2490=16367|10=119|