CME ClearPort API - Trade Capture Report Message - TrdCapRptSideGrp - Inbound
/TrdCaptRpt/RptSide (repeating)
Field Name | FIXML Attribute Name | Data Type | Description | Required for Transaction Type | Required for Security Type | Required for Asset Class | Required for Outright or Spread | Supported Values |
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Buy Sell Code |
| char | The Side of the Trade. It's a Buy or a Sell. | Dual-Sided | ALL | ALL | Both | 1 - Buy |
Side Trade Quantity |
| int | Used to indicate the quantity on one side of a multi-sided Trade Capture Report |
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Client Order ID |
| String | Unique identifier for order as assigned for that side. |
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Input Source |
| String | The original system from which the trade originated. CME Clearing treats this as a pass-through field on cleared trade confirmations. | Dual-Sided | ALL | ALL | Both |
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Allocation Indicator | AllocInd | Int | Identifies how the trade is to be allocated | Dual-Sided | ALL | ALL | Both | Valid values: |
Aggressor Indicator |
| Boolean | Used to identify whether or not the order initiator is an aggressor in the trade. |
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| N - Order initiator is passive |
Source Trade ID |
| String | A Trade ID assigned by the source for the trade Side. Typically used to identify a trade by the submitter while submitting a single-sided trade. | Single-Sided | ALL | ALL | Both |
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Customer Order Handling Instruction |
| MultipleStringValue | Contains the FIA Execution Source. |
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| A - Phone simple |
Block Trade Allocation Indicator |
| int | Indication that a block trade will be allocated. |
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| 0 - Block to be allocated |
Side Risk Limit Check Status |
| int | Indicates the status of the risk limit check performed on the side of a trade. |
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| 13 - Accepted by execution venue |
Reference Risk Limit Check ID |
| String | Indicates the credit approval token for pre-approved trades reported on Swap Execution Facilities (SEFs). |
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Notes |
| String | A field for user-created notes. |
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Parties (repeating) |
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→ Party ID |
| String | Used to identify the Party. | Dual-Sided | ALL | ALL | Both |
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→ Party ID Source |
| char | Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. |
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| C - Generally accepted market participant identifier P – PLID (Privacy Law Identifier) Q – NPID (Natural Person Identifier) |
→ Party Role |
| int | Indicates the type of Party or the role of the party in the Party Block. | Dual-Sided | ALL | ALL | Both | 1 - Executing Firm |
→ PtysSubGrp (repeating) |
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→→ Party Qualifier ID |
| String | A Sub ID provides additional information about the Party. For example the Firm long name could be specified for the firm in the Sub Tag with Typ = 9. This is a child of the Party element. |
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→→ Party Qualifier Type |
| int | The Type of Party Sub ID in the Party Sub Tag. |
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| 1 - Firm |
SideRegulatoryTradeIDGrp (repeating) |
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→ Side Regulatory Trade ID |
| String | Regulatory Trade ID for the trade side. Will be used to communicate the Universal Swap Identifier associated with a cleared trade. |
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→ Side Regulatory Trade ID Source |
| String | ID of reporting entity assigned by regulatory agency. |
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→ Side Regulatory Trade ID Event |
| int | Event causing origination of the ID. For combinations, use the higher enumeration value. E.g. for Allocation plus Clearing use the value 2. |
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| 0 - Initial block trade |
→ Side Regulatory Trade ID Type |
| int | The type of Regulatory Trade ID being sent. |
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| 0 - Current (the default) |
→ Side Regulatory Trade ID Scope |
| int | Included when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Omit if scope does not apply to this instance. |
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| 1 - Clearing member |
CommissionDataGrp |
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→ Commission Basis |
| int | Specifies the basis or unit used to calculate the commission. |
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| 1 - Per Unit (implying shares, par, currency, etc.) |
→ Commission Currency |
| Currency | Specifies the currency denomination of the commission amount if different from the trade's currency. |
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→ Commission Rate |
| float | Rate per basis. For example, $1 per contract, or $0.01 per unit (e.g. barrel). |
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→ Commission Leg Ref ID |
| String | Trade leg identifier for spread trade submissions. Required on all CommData blocks for each leg of a spread. |
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