CME STP - EBS FX - TradeCaptureReport - TrdCapRptSideGrp

FIX: Embedded repeating group

FIXML:/TrdCaptRpt/RptSide

FIX Tag

Field Name

FIXML Attribute Name

Req

Data Type

Description

Supported Values

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

Not provided for LP tickets

 

9373

LiquidityFlag

LqdtyFlg

Y

Int

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

 

 

 

 




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