CME STP FIXML - TradeCaptureReportRequest- EBS FX

ReqID

Y

String

TradeCaptureReportRequest ID.

TrdID

N

String

The EBS Deal ID - Only trades of EBS on CME Globex are supported.
EBS Direct Deal ID support is under development.

ReqTyp

Y

int

Type of Trade Capture Report.

1 - Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.)

SubReqTyp

Y

char

Subscription Request Type. 

• 0 - Snapshot

• 1 - Snapshot + Updates (Subscribe)

ClOrdID

N

String

Client Order ID, assigned by the API users.

For Globex , ClOrdId as stated in iLink or AI message. Not valid for workstation related trades. 

For EBS Direct, ClOrdID provided in API by Liquidity Consumers. Not relevant for tickets by Liquidity Providers.

MLegRptTyp

N

int

Request multi-legged instrument trades either as Individual leg or Summary trades.

• 2 - Request outright and individual legs of multi-leg deals
  (MLegRptTyp = '1' and '2')

• 3 - Request outright and summaries of multi-leg deals
  (MLegRptTyp = '1' and '3')

StartTm

C

UTCTimestamp

Indicates the starting DateTime of the subscription or query.

Conditionally required for a subscription (@SubReqTyp=1), the default is to start at the current time, if not present in the initial subscription request.

Required for a query request - (@SubReqTyp=0).

Time zone: UTC

Format: YYYY-MM-DDTHH:MM:SS (Example: "2024-07-24T10:35:00").

The FIX Client can submit requests covering a period of 31 calendar days.

EndTm

N

UTCTimestamp

Indicates the end time for a query.

Conditionally required in query request to limit returned by timestamp. If not provided, defaults to DateTime of the request.

Not applicable to subscription (@SubReqTyp=0) request.

Time zone: UTC

Format: YYYY-MM-DDTHH:MM:SS (Example: "2024-07-24T10:35:00").

The FIX Client can submit requests covering a period of 31 calendar days.

PostTrdTyp

N

int

Used to filter for / subscribe to tickets based on the ticket type. Typically only valid for use by Prime Brokers.

Prime Give Up tickets are also known as synthetic tickets representing the back to back deal with the prime Customer. 

• 4 - Prime Give up (Synthetic tickets)

• 5 - Interdealer

• 6 - Prime of Prime Broker - Equivalent of Interdealer ticket (facing the Parent of the Prime of Prime Broker).

InptSrc

N

String

Type of input device or system from which the trade was entered.

• GLBX (CME Globex)

• EBSD (EBS Direct)

ManOrdInd

N

Boolean

Used to subscribe to tickets based on origination either from API or manually created trades.

• Y - Manual Trades

• N - API Trades 

NonDsclInd

N

Boolean

Used to subscribe to tickets based on disclosed or non-disclosed status of the trade.

Only applies to EBS Direct trades, ignored for Globex trades.

• N - Disclosed

• Y - Non-Disclosed

VenuTyp

N

char

Used to subscribe to trades based on the venue where the trade was executed.

For Globex Venue Type is set to 'E'.

For EBS Direct Venue Type is set to 'Q'.

• E - Electronic

• Q - Quote-driven Market

TrdPtyTyp

N

int

When used in conjunction with PartyRole (tag 452) R=7 (Trading Firm) provides further context of the role played by that trading firm.

• 0 - All Trades

• 1 - Executing Firm

• 2 - Prime Broker

Pty

 Party Roles

Instrmt

 Instrument

TrdCapDt

 Trade Date