CME STP FIX - TradeCaptureReportRequest - EBS FX

Standard FIX Header

Y

tag 35-MsgTyp=AD

568

TradeRequestID

Y

String

TradeCaptureReportRequest ID.

1003

TradeID

N

String

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

569

TradeRequestType

Y

int

Type of Trade Capture Report.

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

263

SubscriptionRequestType

Y

char

Subscription Request Type. 

0 - Snapshot
1 - Snapshot + Updates (Subscribe)

11

SideClOrdID

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.

442

MultiLegReportingType

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')

779

LastUpdateTime

C

UTCTimestamp

DateTime that a Snapshot + Update (263=1) subscription request should start to pull data from.

Format: YYYYMMDD-HH:MM:SS (UTC time zone)
Example: 20200520-01:00:00

• Request without tag 779-LastUpdateTime will default to current date and time.

This tag is not used for Snapshot (263=0) requests and will be ignored if present.

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

9593

StartTime

C

UTCTimestamp

Datetime that a Snapshot (263=0) request should start to pull data from.

Format: YYYYMMDD-HH:MM:SS (UTC time zone)
Example: 20200520-01:00:00

Required for Snapshot (263=0) Requests.
Will be ignored for Snapshot + Update (263=1) requests.

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

9594

EndTime

N

UTCTimestamp

End DateTime of a Snapshot (263=0) request.

Optional for Snapshot (263=0) requests. Defaults to current datetime of the request when not present in the request. Value cannot be in future.

Will be ignored for Snapshot + Update (263=1) requests.

Format: YYYYMMDD-HH:MM:SS (UTC time zone)
Example: 20200520-01:30:00

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

99103

PostTradeType

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).

578

TradeInputSource

N

String

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

GLBX (CME Globex)
EBSD (EBS Direct)

1028

ManualOrderIndicator

N

Boolean

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

Y - Manual Trades
N - API Trades 

20400

NonDisclosedIndicator

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

1430

VenueType

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

20401

TradePartyType

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

453

Parties

Instrument

580

TrdCapDtGrp

Standard Trailer