CME STP FIXML - TradeCaptureReportRequest - Futures and Options

The Trade Capture Report Request (XPath: /FIXML/TrdCaptRptReq) message is used by FIX Client to:

Subscribe (with or without filters) to trades on futures and options trades on CME Globex and trades submitted for clearing on CME ClearPort.
Request snapshot of trades on futures and options trades on CME Globex and trades submitted for clearing on CME ClearPort.

FIXML Attribute Name	Req	Datatype	Description	Enumerations
ReqID	Y	String	Required identifier for the trade query or subscription request. Will be echoed back on the response.
TrdID	N	String	Used to query for a specific Trade ID (TrdID).
TrdID2	N	String	Used to query for a specific Secondary Trade ID (TrdID2).
ReqTyp	Y	int	Required. The type of trade request. The first query or subscription must specify matched trades (1). Subsequent requests for a query or subscription must specify unreported trades (3).	1 - Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) 3 - Unreported trades that match criteria
SubReqTyp	Y	char	Required. Used to differentiate between a Snapshot (0) e.g. a single query for trade state at a specific point in time, or a Snapshot + Updates (1), e.g. a subscription, which is an ongoing request for trades matching the subscription criteria.	0 - Snapshot 1 - Snapshot + Updates (Subscribe)
ClOrdID	N	String	Used to query for a specific Client Order ID (ClOrdID).
BizDt	N	LocalMktDate	Limits the subscription or query to a specific clearing business date.
MLegRptTyp	N	char	Required. Used to indicate if trades are to be returned for the individual legs of a multi-leg instrument (2) or for the overall instrument (3). Multi-leg (3) subscriptions may not return all trades on Covered UDS instruments. Trades that do not include futures allocations are only available via Individual leg (2) subscription.	2 - Individual leg of a multi-leg security 3 - Multi-leg security Optional request parameter - If not present in the subscription request, defaults to '2'.
InptSrc	N	String	Used to limit queries and subscriptions to a specific trade input source.	CPC (CME ClearPort Clearing) CXPIT (COMEX Trading Floor) GLBX (CME Globex) NXPIT (NYMEX Trading Floor) PCBOT (CBOT Trading Floor and CBOT Transfers) FIRM Other values may be added without prior notice.
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	C	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.
Pty		Element used to identify the parties
ID	C	String	Used to identify the Party that is the subject of the subscription or query. Multiple Parties may be specified. Each Party ID must be in a separate Party (Pty) element.
R	C	int	Indicates the type or role of the Party that is the subject of the subscription or query. Exactly one Party Role must be specified.	7 - Trading (Entering) Firm 30 - Inter Dealer Broker 49 - Asset Manager
Instrmt		Element containing attributes describing the trade security.
ID	N	String	Used to limit a subscription or query to a specific CME product, e.g. CL.
SecTyp	N	String	Used to limit a subscription or query to a specific type of security.	FRA - Forward Rate Agreement FUT - Future FWD - Forward IRS - Interest Rate Swap MLEG - Multi Leg (Combo) OPT - Option SWAPTION - Swaption
Exch	N	Exchange	Used to limit a subscription or query to a specific listing exchange. Required if Security ID is specified.	CBT - Chicago Board of Trade CEE - Stock Exchange Group CME - Chicago Mercantile Exchange COMEX - Commodities Exchange, Inc DME - Gulf Mercantile Exchange IFUS - Intercontinental Exchange NGXC - Natural Gas Exchange NODX - Nodal NYMEX - New York Mercantile Exchange NYMSW - CME Swaps - NYMEX VMAC - VMAC XNAS - Nasdaq XXXX - OTC Trades
TrdCapDt
TrdDt	N	LocalMktDate	Limits the subscription or query to a specific trade date. Only one date may be specified. Format: YYYY-MM-DD