CME STP FIXML - Sub-Account Handling for CME ClearPort Trade
STP FIX Sub-Account Handling for CME ClearPort Trade
When a sub-account is populated on the CME ClearPort trade submission, the resulting CME STP FIXML Trade Capture Reports (/TrdCaptRpt) will reflect the sub-account with Party Role 24 (/TrdCaprtRpt/TrdCapRptSideGrp/Pty/@R). Entering Trader Party Role 36 is not reflected for these deals.
If the CME ClearPort trade submission is not populated with a sub-account, Party Role 24 will not be present and Party Role 36 will reflect the Entering Trader information.
CME ClearPort Action | CME STP FIX Result |
|---|---|
When a CME ClearPort Trade submitted | Results Trade Capture Report (/TrdCaptRpt) |
Sub-Account - Populated in ClearPort Trade submission | Attribute @ID is populated for @R=24 (Customer Account) in Trade Capture Report |
Sub-Account - Not Populated ClearPort Trade submission | Attribute @ID is populated for @R=36 (Entering trader) in Trade Capture Report |
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