This page contains notification message samples. These are unsolicited messages sent by the CME ClearPort API in response to certain events like a match, claim, clear, etc.

1 Trade Match Notification
2 Trade Explicit/Auto Claim Notification
3 Trade Explicit Claim/Auto Claim Notification to Opposite Side
4 Trade Explicit/Auto Reject Notification
5 Trade Explicit Reject Notification to the Opposite Side
6 Trade Clear Notification (MQ)

Trade Match Notification

This illustrates a message sample of a match notification sent to the submitters after ClearPort matches a trade. The Trade Status on the message is a Pending Clear. This message is sent to submitters after a successful match and trades go into the clearing workflow.

<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRpt RptID="1369949691431" TransTyp="2" TrdRptStat="101" TrdTyp="22" OrigTrdDt="2022-12-16" TrdDt="2022-12-16" BizDt="2022-12-16" ExecID="1769715" ExecID2="57913754" TxnTm="2022-12-16T06:36:35.322-05:00" Ccy="CNY" QtyTyp="0" LastQty="3100000" LastPx="6.2" CalcCcyLastQty="500000.00" RegRptTyp="1" VenuTyp="O" RptTyp="2">
		<Hdr SID="CME" SSub="CPAPI" TID="TRPL" TSub="trcpapitest"/>
		<RegTrdID ID="SNZ2OJLFK8MNNCLQOF39CCCFXF1004454" Src="" Typ="0" Evnt="1"/>
		<Pty R="102" ID="SNZ2OJLFK8MNNCLQOF39" Src="N"/>
		<Instrmt ID="USDCNY" Src="H" SecTyp="FWD" MMY="20221208" Exch="CME" TmUnit="D"/>
		<Qty Typ="1" Qty="3100000"/>
		<RptSide Side="1" ClOrdID="CCPC_110217759871" BlckTrdAllocInd="2" InptDev="API" InptSrc="TRPL" CustCpcty="2">
			<Pty R="44" ID="trcpapitest"/>
			<Pty R="7" ID="700_abc_securities">
				<Sub Typ="5" ID="ABC Securities, LLC"/>
			</Pty>
			<Pty R="36" ID="utbapi700">
				<Sub Typ="9" ID="John Smith"/>
			</Pty>
			<Pty R="1" ID="700">
				<Sub Typ="5" ID="ABC Securities, LLC"/>
			</Pty>
			<Pty R="24" ID="ABCTEST2" Src="C">
				<Sub Typ="26" ID="2"/>
			</Pty>
			<Pty R="7" ID="CME0000000000000UBSW" Src="N"/>
		</RptSide>
	</TrdCaptRpt>
</FIXML>

Trade Explicit/Auto Claim Notification

This sample illustrates a message sent by CME ClearPort to the submitter of the side claimed by a clearing firm.

Submitter did not specify a Bilateral UTI, therefore ClearPort assigns one using the CME DCO LEI.

<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRpt RptID="1370800677816" TransTyp="2" TrdRptStat="101" TrdTyp="22" OrigTrdDt="2022-12-20" TrdDt="2022-12-20" BizDt="2022-12-20" ExecID="1770812" ExecID2="56580005" TxnTm="2022-12-20T01:52:03.177-05:00" Ccy="CNY" QtyTyp="0" LastQty="4200000" LastPx="6.2" CalcCcyLastQty="677419.35" RegRptTyp="1" VenuTyp="O" RptTyp="2">
		<Hdr SID="CME" SSub="CPAPI" TID="TRPL" TSub="trcpapitest"/>
		<RegTrdID ID="SNZ2OJLFK8MNNCLQOF39CCCFXF1004455" Src="" Typ="0" Evnt="1"/>
		<Pty R="102" ID="SNZ2OJLFK8MNNCLQOF39" Src="N"/>
		<Instrmt ID="USDCNY" Src="H" SecTyp="FWD" MMY="20221208" Exch="CME" TmUnit="D"/>
		<Qty Typ="1" Qty="4200000"/>
		<RptSide Side="1" ClOrdID="CCPC_110217782511" BlckTrdAllocInd="2" InptDev="API" InptSrc="TRPL" CustCpcty="2">
			<Pty R="44" ID="trcpapitest"/>
			<Pty R="7" ID="700_abc_securities">
				<Sub Typ="5" ID="ABC Securities, LLC"/>
			</Pty>
			<Pty R="36" ID="utbapi700">
				<Sub Typ="9" ID="John Smith"/>
			</Pty>
			<Pty R="1" ID="700">
				<Sub Typ="5" ID="ABC Securities, LLC"/>
			</Pty>
			<Pty R="24" ID="ABCTEST2" Src="C">
				<Sub Typ="26" ID="2"/>
			</Pty>
			<Pty R="7" ID="CME0000000000000UBSW" Src="N"/>
		</RptSide>
	</TrdCaptRpt>
</FIXML>

Trade Explicit Claim/Auto Claim Notification to Opposite Side

This sample illustrates a message sent by CME ClearPort to the submitter of the opposite side claimed by a clearing firm.

<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRpt RptID="1370800677825" TransTyp="2" TrdRptStat="101" TrdTyp="22" OrigTrdDt="2022-12-20" TrdDt="2022-12-20" BizDt="2022-12-20" ExecID="1770812" ExecID2="56580005" TxnTm="2022-12-20T01:52:03.177-05:00" Ccy="CNY" QtyTyp="0" LastQty="4200000" LastPx="6.2" CalcCcyLastQty="677419.35" RegRptTyp="1" VenuTyp="O" RptTyp="102">
		<Hdr SID="CME" SSub="CPAPI" TID="TRPL" TSub="trcpapitest"/>
		<RegTrdID ID="SNZ2OJLFK8MNNCLQOF39CCCFXF1004456" Src="" Typ="0" Evnt="1"/>
		<Pty R="102" ID="SNZ2OJLFK8MNNCLQOF39" Src="N"/>
		<Instrmt ID="USDCNY" Src="H" SecTyp="FWD" MMY="20221209" Exch="CME" TmUnit="D"/>
		<Qty Typ="1" Qty="4200000"/>
		<RptSide Side="2" ClOrdID="CCPC_110217782507" BlckTrdAllocInd="2" InptDev="API" InptSrc="TRPL">
			<Pty R="44" ID="trcpapitest"/>
			<Pty R="7" ID="700_abc_securities">
				<Sub Typ="5" ID="ABC Securities, LLC"/>
				<Sub Typ="49" ID="Y"/>
			</Pty>
			<Pty R="36" ID="utbapi700">
				<Sub Typ="9" ID="John Smith"/>
			</Pty>
				<Pty R="1" ID="700">
					<Sub Typ="5" ID="ABC Securities, LLC"/>
				</Pty>
				<Pty R="24" ID="ABCROCK1" Src="C">
					<Sub Typ="26" ID="1"/>
				</Pty>
				<Pty R="7" ID="CME0000000000000UBSW" Src="N"/>		
		</RptSide>
	</TrdCaptRpt>
</FIXML>

Trade Explicit/Auto Reject Notification

This sample illustrates a message sent by CME ClearPort to the submitter of the explicit reject by the clearing firm.

Trade Explicit Reject Notification to the Opposite Side

This sample illustrates a message sent by CME ClearPort to the submitter of the side opposite to the one rejected by a clearing firm.

Trade Clear Notification (MQ)

This is a final clear notification sent by ClearPort for the trade. This trade cleared fully. The HTTP notification differs in that the TransTyp is 0 (New).

CME Group Client Systems Wiki

CME ClearPort API - OTC FX Trade Notification Message Samples - Single-Sided Submission