CME STP FIX - TradeCaptureReport - TrdCapRptSideGrp - BrokerTec FI

FIX Tag	Field Name	Data Type	Description	Supported Values
54	Side	char	Side of order.	1 - Buy 2 - Sell 6 - Sell short exempt H - Sell Undisclosed
526	SideSecondaryClOrdID	String	Secondary Client Order ID
11	SideClOrdID	String	Client Order ID
578	TradeInputSource	String	Type of input device or system from which the trade was entered.	BTC - BrokerTec Clearing BTD - BrokerTec Direct GLBX - Globex
582	CustOrderCapacity	int	Capacity of customer placing the order. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).	1 - Member trading for their own account 2 - Clearing Firm trading for its proprietary account 3 - Member trading for another member 4 - All other
921	StartCash	Amt	Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.
922	EndCash	Amt	Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.
1057	AggressorIndicator	Boolean	Used to identify whether or not the order initiator is an aggressor in the trade.	Y - Order initiator is aggressor N - Order initiator is passive
10039	SideOrigTradeID	String	This field points (backward) to 1040-SecondaryTradeID on the predecessor trade. This will appear on replacement trades (828=0) and clearing offsets (828=3)
1851	StrategyLinkID	String	Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event.
37	OrderID	String	Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.
9373	LiquidityFlag	int	Indicates if an order was submitted for market making obligation as required for MiFID. Applicable only for EU fixed income markets.	0=False 1=True
5149	Memo	String	Free format text field. Supported as follows, depending on source: CME Globex: Supported for all Globex-entered trades.
158	AccruedInterestRate	Percentage	The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.
5106	FundDesignation	String	Fund Designation as specified at order submission.
453	Parties	Party Details
10034	SideRegulatoryTradeIDGrp	Regulatory Identifiers
2639	CommissionDataGrp	Commission Data
1016	SideTrdRegTS
→1012	→SideTrdRegTimestamp	UTCTimestamp	Will be used in a multi-sided message. Traded Regulatory timestamp value. Used to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house.
→1013	→SideTrdRegTimestampType	int	Same as TrdRegTimeStampType	1 - Execution Time
1855	RelatedTradeGrp
→1856	→RelatedTradeID	String	Identifier of a related trade.
→1857	→RelatedTradeIDSource	int	Describes the source of the identifier that RelatedTradeID(1856) represents.	2 - Secondary trade ID