CME STP FIX - Samples for BrokerTec Trades

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

Additional message samples for BrokerTec products will be added as they are available.

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|

Tag 779 uses the value from Tag 779 from the last Received MsgType = AE

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|




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