CME ClearPort API - Trade Capture Report Message - Outbound
/TrdCaptRpt
Field Name | FIXML Attribute Name | Data Type | Description | Present for Security Type | Present for Asset Class | Present for Outright or Spread | Supported Values |
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Message ID |
| String | Identifies the specific trade report being sent. This can also be considered to be as the unique message Id for the Trade being reported. The Trade Report Id may be echoed back on the Acks in the RptRefID. | ALL | ALL | Both |
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Transaction Type |
| int | Indicates the action being taken on a trade. The Acknowledgment echoes back the Trans Type from the inbound message. | ALL | ALL | Both |
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Trade Report Type |
| int | Indicates the purpose of the trade within the workflow and determines the action of the receiver of the trade. For example when a submitter is submitting a new trade or replacing or cancelling an existing trade, a Report Type of Submit is used to indicate the trade is being submitted. | ALL | ALL | Both |
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Trade Status |
| int | Indicates the status of the trade in Clearing. | ALL | ALL | Both |
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Request ID |
| String | Request ID is present if the Trade Capture Report is in response to a Trade Capture Report Request. |
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Trade Type |
| int | Specifies the type of trade being submitted to CME Clearing or reported by CME Clearing. Used to distinguish a significant difference in the regulatory or economic requirements surrounding the trade. | ALL | ALL | Both |
58 - Block swap trade |
Trade Sub Type |
| int | This field further qualifies the Trade Type. |
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| 36 - Converted SWAP (Aged Deal) |
Original Trade Date |
| LocalMktDate | Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer |
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Original Trade ID |
| String | Links an original voided trade report (which has been submitted within regulatory time restrictions) with the resubmitted trade. |
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Total Number of Trades returned |
| int | Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request | ALL | ALL | Both |
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Last Report Indicator |
| Boolean | Indicates if this is the last report in the response to a Trade Capture Report Request | ALL | ALL | Both |
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Execution ID |
| String | In electronically matched trades, the Execution ID is assigned to each fill by the match engine. In a privately negotiated trade, the Execution ID identifies the deal ID and is provided by the trading platform to identify the deal. |
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Secondary Execution ID |
| String | This is used to communicate the execution ID of the originating platform. | ALL | ALL | Both |
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Price Type |
| int | In most cases represents the type of price in the last price. For example if the trade was traded as a fixed cabinet a Price type of 10 is sent in the attribute. | OPT | OTC FX | Outright |
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Venue Type |
| char | Identifies the type of venue where a trade was executed. |
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Quantity Type |
| int | Indicates the type of quantity being represented in the Last Quantity. In CME clearing implementation, the quantity type is defaulted to what is specified in the contract specifications. Unless the contract can be traded in both terms (notional and contract units) this attribute is optional. | ALL | ALL | Outright |
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Trade Quantity |
| Qty | Notional amount of the trade. | ALL | ALL | Outright |
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Total Trade Qty |
| Qty | Expresses the total quantity traded over the life of the contract when the trade quantity is repeated periodically over the term of the contract. |
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Total Trade Multiplied Qty |
| Qty | Expresses the total trade quantity in units. Used when the Contract Multiplier is not 1. This equals Total Trade Qty times Contract Multiplier. |
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Trade Price |
| Price | The price at which a trade is cleared. This is the fill or match price if executed in an open market and the negotiated price if executed privately. In most cases it represents a true price. There are a few exceptions. If the Price Type is a Cabinet, this represents the Cabinet price. | ALL | ALL | Outright |
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Contra Amount |
| Qty | Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. Conditionally present for OTC FX Future or Forward outrights that are entered in settlement terms. |
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Currency |
| Currency | Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout | ALL | OTC FX | Both |
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Trade Date |
| LocalMktDate | The trade date assigned to an execution on the trading platform. For privately negotiated trades, the date the trade has been received by the CCP | ALL | ALL | Both |
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Clear Date |
| LocalMktDate | The date a trade is formally cleared and settled by the CCP. | ALL | ALL | Both |
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Transaction Time |
| UTCTimestamp | The transaction time of the trade. Represents the time that the trade was initially generated either by CME Clearing or firm. The transaction time may be assigned by CME Clearing at the point the trade is reported as cleared. Transaction time can also be provided by an external submitter of the trade at the point the trade is submitted. | ALL | ALL | Both |
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Execution Method |
| int | Specifies whether the transaction was voice brokered. |
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| 3 - Voice Brokered |
Reject Text |
| String | The reason why the Trade was rejected by the Clearing System. |
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Confirmation Method |
| int | Indication of how a trade was confirmed. |
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Verification Method |
| int | Indication of how a trade was verified. |
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Regulatory Report Type |
| Reserved100Plus | Type of regulatory report being submitted. |
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Trade Contingency |
| int | Only applicable to EFRP (EFS/EOO and EFR) transactions. |
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Trade Reject Reason |
| int | The reason code associated with the trade reject. |
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Upfront Points |
| float | If the trade is negotiated in upfront points this field is sent. |
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External Spread Indicator | ExtSprdInd | char | Optional indicator for block trade strategies involving a CME Group exchange product and a product on any non-CME Group exchange |
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StandardHeader |
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→ Sender ID |
| String | This attribute identifies the party or the Submitter of the message. This is set to CME. | ALL | ALL | Both |
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→ Target ID |
| String | This attribute identifies the receiver of the message. This could be a Broker or Platform or any other valid Trading entity. This value is pre-assigned by CME. | ALL | ALL | Both |
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→ MsgSeqNum |
| SeqNum | (Can be embedded within encrypted data section.) |
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→ Sender Qualifier |
| String | This attribute qualifies the Sender. For messages sent by the CME ClearPort API this is set to CPAPI. | ALL | ALL | Both |
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→ Target Qualifier |
| String | This qualifies the receiver of the message. This is set to the CME ClearPort UserID of the Sender. | ALL | ALL | Both |
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RegulatoryTradeIDGrp (repeating) |
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→ Regulatory Trade ID |
| String | Regulatory Trade ID. Will be used to communicate the Unique Transaction Identifier associated with a trade execution as required by the CFTC. |
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→ Regulatory Trade ID Source |
| String | With the conversion to Unique Transaction Identifier (UTI), this tag will be empty. |
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→ 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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→ Regulatory Trade ID Type |
| int | The type of Regulatory Trade ID being sent. |
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→ 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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RootParties (repeating) |
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→ Root Party ID |
| String | Used to identify the party. |
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→ Root Party ID Source |
| char | Used to identify the source of PartyID value (e.g. LEI). |
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| N - LEI |
→ Root Party Role |
| int | Identifies the type of PartyID (e.g. the original Swap Data Repository, the Execution Venue, etc.) |
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UnderlyingInstrument (repeating) |
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→ Underlying Product Code |
| String | Used as the primary identifier for the underlying instrument. | OPT | ALL | Both |
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→ Underlying Product Code Source |
| String | Identifies the source responsible for assigning the security identifier of the underlying security. This may be the exchange, CCP, or an international organization. | OPT | ALL | Both | H - Clearing House / Clearing Organization |
→ Underlying Security Type |
| String | Used to indicate the type of underlying security being reported; Future, Option on Physical, Option on Future, or Multi-leg for spreads. | OPT | ALL | Both |
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→ Underlying Maturity |
| MonthYear | The expiration period code of an underlying instrument. Used in combination with UnderlyingSymbol or UnderlyingSecurityID to specify the instrument identifier. The value can be expressed as YYYYMM, YYYYMMDD or YYYYMMwN where w represents a reference to week | OPT | ALL | Both |
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→ Underlying Product Exchange |
| Exchange | The exchange where the underlying security is listed and has traded | OPT | ALL | Both |
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PositionAmountData (repeating) |
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→ Amount Type |
| String | The type of amount being expressed in the Trade Report. | OPT (OTC FX), ALL | OTC FX | Outright |
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→ Amount |
| Amt | The amount associated with the trade. | OPT (OTC FX), ALL | OTC FX | Outright |
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→ Amount Currency |
| String | The currency that the Amount associated with the trade is being denominated in. | OPT (OTC FX), ALL | OTC FX | Outright |
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TrdRegTimestamps (repeating) |
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→ Timestamp |
| UTCTimestamp | Execution time for the deal. | ALL | ALL | Both |
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→ Timestamp Type |
| int | Indicates type of timestamp. | ALL | ALL | Both | 1 - Execution Time |
TradeQty (repeating) |
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→ Quantity Type |
| int | The Quantity types that are associated with the Trade. |
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→ Quantity |
| float | The trade quantity associated with the quantity. |
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PaymentGrp (repeating) | Pmt |
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→Payment Type | Typ | Int | Type of Payment 10=Option Premium | OPT | OTCFX |
| 10 |
→Payment Currency | Ccy | String | Currency of payment | OPT | OTCFX |
| USD |
→ Payment Amount | Amt | Amt | The total payment amount
| OPT | OTCFX |
| -50000 |
→Payment Date | Dt | LocalMktDate | Adjusted payment date | OPT | OTCFX |
| 2016-09-30 |
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