CME STP FIX - TradeCaptureReport - TrdCapRptSideGrp

552

NoSides

Y

NumInGroup

Number of Side (54) repeating group instances.

54

Buy Sell Code

Side

Y

char

The side of the trade.

• 1 - Buy

• 2 - Sell

526

Secondary Client Order ID

ClOrdID2

N

String

A secondary or an addiional qualifier for the order assigned by the side.

11

Client Order ID

ClOrdID

N

String

Unique identifier assigned for the trade side. 

1154

Side Currency

Ccy

N

Currency

Used to identify the currency of the trade side. Will not be present for IRS/FRA trades.

578

Input Source

InptSrc

N

String

The original system from which the trade originated. CME Clearing will treat this as a pass through field on cleared trade confirmations.

582

CTI

CustCpcty

N

int

The customer capacity for this trade

• 1 - Member trading for their own account

• 2 - Clearing Firm trading for its proprietary account

• 3 - Member trading for another member

• 4 - All other

58

Free Form Text

Txt

N

String

May be used by the executing market to record any execution Details that are particular to that market

826

Allocation Indicator

AllocInd

N

int

Identifies if the trade is marked for allocation.

0 - Allocation not required
1 - Allocation required (give-up trade) allocation information not provided (incomplete)
2 - Use allocation provided with the trade
3 - Allocation give-up executor
4 - Allocation from executor
5 - Allocation to claim account
100 - SGX Offset

1853

Average Pricing Indicator

AvgPxInd

N

int

Indicates if the trade is marked for average pricing allocation.

• 0 - No Average Pricing

• 1 - Trade is part of an average price group identified by the SideAvgPxGroupID

1057

AggressorIndicator

AgrsrInd 

N

Boolean

Used to identify whether the order initiator is an aggressor or not in the trade.

For privately negotiated deals submitted through CME ClearPort Clearing system and OTC IRS/FRA trades defaults to "N".

• Y = Order initiator is aggressive

• N = Order initiator is passive 

10039

Original Platform Side ID

OrigTrdID

N

String

Ties the trade back to one of the report sides of the IRS trade submission. (IRS Trades Only)

1851

Strategy Link ID

StrategyLinkID

N

String

Unique ID linking all individual legs of a spread or strategy together. It can also link individual legs to the parent multi-leg trade.

793

Secondary Allocation Group ID

GrpID2

N

String

Indicates the clearing assigned identifier used for the allocation group. This links trades marked for allocation that are part of the same group, as well as offset trades once allocations from that group are claimed.

37

OrderID

OrdId

N

String

 Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.

Maximum length of 38 characters

1031

Customer Order Handling Instruction

CustOrderHandlingInst 

N

String

Defines source of original order.

2361

Compression Group ID

CompressionGroupID

N

String

Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation.

5149

Memo Field

Memo

N

String

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

• CME Globex: Supported for all Globex-entered trades.

• CME Direct: Supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides.

• CME ClearPort GUI: Supports the Memo field value for the non-alleged counterparty.

• CME ClearPort API:

•  

  • For single-sided submissions, supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides.

  • For dual-sided submissions, the Memo field supported on either or both sides, depending on the API submission. A note can be submitted for buy side and the sell side, and they can be different notes.

453

NoPartyIDs

N

NuminGroup

Number of entries in block.

→448

Party ID

ID

N

String

Party identifier/code. if a party role grouping does not contain an ID, or contains an ID that is blank, the block will not be output in the FIX messages.

→447

Party ID Source

Src

N

char

Used to identify the source of PartyID value.

• C - Generally accepted market participant identifier

• D - Proprietary/Custom code

• H - Clearing house participant/member code

• N - LEI

→452

Party Role

R

N

int

Indicates the type or role of the Party.

• 1 - Executing Firm (CME Globex)

• 4 - Clearing Firm

• 7 - Trading (Entering) Firm

• 12 - Executing Trader (associated with Executing Firm - actually executes)

• 21 - Clearing Organization

• 22 - Exchange

• 24 - Customer Account

• 30 - Inter Dealer Broker

• 36 - Entering trader

• 44 - Order Entry Operator ID

• 49 - Asset Manager

• 55 - Session ID

• 62 - Report originator

• 73 - Execution Venue

• 102 - Data Repository (e.g. SDR)

• 1001 - Trading Member Firm

→802

NoPartySubIDs

N

NumIn Group

Repeating group of Party sub-identifiers.

→→523

PartySubID

ID

N

String

A Sub ID provides additional information about the Party. For example, the account origin would be specified when Typ = 26.

Maximum of 250 characters.

→→803

PartySubIDType

Typ

N

int

Indicates the type of Party Sub ID.

• 5 - Full legal name of firm

• 9 - Contact name

• 26 - Account type or Origin

1016

NoSideTrdRegTS

N

NumInGroup

Number of NoSideTrdRegTS group entries.

→1012

Timestamp

TS

N

UTCTimestamp

Used to send a regulatory timestamp. Will not be present for IRS/FRA trades.

Used to send a regulatory timestamp. Will not be present for IRS/FRA trades.

• Timestamp will be sent in UTC+0 format.

• Timestamp will be in nanosecond format; will be populated with the maximum available precision and padded with zeros to 9 digits after the decimal point as needed.

Example:

 20190925-09:08:06.017123456

→1013

Timestamp Type

Typ

N

int

Indicates the type of regulatory timestamp.

1 - Execution Time

1855

NoRelatedTrades

N

NumInGroup

Number of NoRelatedTrades group entries.

→1856

Related Trade ID

ID

N

String

Identifier of a related trade. This is used to link trades together for IRS netting and blending.

→1857

Related Trade ID Source

Src

N

int

Describes the source of the identifier that Related Trade ID represents.

2 - Secondary trade ID