CME STP - EBS FX - TradeCaptureReport - TrdCapRptSideGrp

552

NoSides

Y

NumInGroup

Number of Side (54) repeating group instances.

54

Side

Side

Y

char

Side of order for Trading Firm (R=7).

• 1 - Buy

• 2 - Sell

526

SecondaryClOrdID

ClOrdID2

C

String

Client Order ID of counterparty provided on EBS Direct tickets to LPs where LC was disclosed.

11

ClOrdID

ClOrdID

C

String

Client Order ID.

5106

FundDesignation

FundDsgntn

C

String

Fund Designation as specified at order submission time.

Note: Only present on EBS Direct Trades.

578

TradeInputSource

InptSrc

Y

String

Venue from which the trade was entered.

• GLBX - Globex

• EBSD - EBS Direct

1057

AggressorIndicator

AgrsrInd

Y

Boolean

Used to identify if the Trading Firm (R=7) is an aggressor or non-aggressor in the trade.

• N - Order initiator is passive

• Y - Order initiator is aggressor

37

OrderID

OrdID

C

String

Order ID for the trade.

• For Globex, this is the iLink OrderID (tag 37).

• For EBS Direct LCs, this is the execution report OrderID (tag 37).

Maximum length of 38 characters

9373

LiquidityFlag

LqdtyFlg

Y

Boolean

Indicates if an order was submitted for market making obligation as required for MIFID.

5149

Memo

Mem

C

String

Free format text field. Supported as follows, depending on source:

• For Globex trades entered via iLink, this is the memo field.

• For Globex trades entered via API this is not supported.

• For EBS Direct trades, for LC's only this is the UserReference1 (Tag 20115).

1028

ManualOrderIndicator

ManOrdInd

Y

Boolean

Indicates if the order was created manually or through API.

• N - No

• Y - Yes

453

Parties

Pty

10034

SideRegulatoryTradeIDGrp

RegTrdID

1016

SideTrdRegTS

TrdRegTS