CME STP FIXML - TradeCaptureReportRequest - BrokerTec FI

ReqID

String

Required Trade Capture Report Request ID 

TrdID

String

The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.

TrdID2

String

Used to carry an internal trade entity ID which may or may not be reported to the firm

ReqTyp

int

Type of Trade Capture Report.

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

• 3 - Unreported trades that match criteria

SubReqTyp

char

Subscription Request Type

• 0 - Snapshot

• 1 - Snapshot + Updates (Subscribe)

ClOrdID

String

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those that electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

BizDt

LocalMktDate

The "Clearing Business Date" referred to by this maintenance request.

MLegRptTyp

char

Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).

• 2 - Individual leg of a multi-leg security

• 3 - Multi-leg security

InptSrc

String

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

• BTC - BrokerTec Clearing

• BTD - BrokerTec Stream

• GLBX - Globex

StartTm

UTCTimestamp

Start date/time of snapshot request.

Format: YYYYMMDD-HH:MM:SS (UTC time zone)

Required for Snapshot requests (tag 263 - SubscriptionRequestType = 0)

Client is allowed to submit requests covering period of 31 calendar days.

EndTm

UTCTimestamp

End date/time of snapshot or subscription request.

Optional for 

Snapshot requests .(tag 263- SubscriptionRequestType =0)

Format: YYYYMMDD-HH:MM:SS (UTC time zone)

Client is allowed to submit requests covering period of 31 calendar days.

CollInd

char

Indicates whether collateral should be returned in request result.

• Y - Yes

• N - No

ID

String

Party identifier/code. See PartyIDSource (447) and PartyRole (452).

R

int

Identifies the type or role of the PartyID (448) specified.

• 7 - Trading (Entering) Firm

• 30 - Inter Dealer Broker

• 49 - Asset Manager

• 79 - Prime Broker

Sym

String

Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)Use "[N/A]" for products which do not have a symbol.

ID

String

The Clearing Product ID.

SecTyp

String

Enables a requestor to filter for a specific SecurityType.

• BOND - Bond (generic)

• EUSOV - Euro Sovereigns

• EUSUP - Euro Supranational Coupons

• FRA - Forward Rate Agreement

• FWD - Forward

• IRS - Interest Rate Swap

• MLEG - Multi Leg (Combo)

• OPT - Option

• REPO - Repurchase

• SOV - UK Gilt

• SUPRA - USD Supranational Coupons

• SWAPTION - Swaption

• TB - Treasury Bill - non US

• TBA - To Be Announced

• TBILL - US Treasury Bill

• TBOND - US Treasury Bond

• TNOTE - US Treasury Note

Exch

Exchange

Market used to help identify a security.

• BTEU - BrokerTec EU

• BTUS - BrokerTec US

• CME - Chicago Mercantile Exchange

TrdDt

LocalMktDate

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).