CME STP FIXML - FIXML Protocol

CME STP FIXML API is based on FIXML technical standard for FIX Protocol with custom CME Group extensions delivered over HTTPS Protocol.

The structure and semantics of FIXML messages adhere to the standard, with some modifications.   
The following FIXML application-level messages are supported:

• From FIXML Client to CME STP FIXML:

  • Trade Capture Report Request (xpath: /FIXML/TrdCaptRptReq).

• From CME STP FIX to FIX Client:

  • Trade Capture Report Request Ack (xpath: /FIXML/TrdCaptRptReqAck).

  • Trade Capture Report (xpath: /FIXML/Batch/TrdCaptRpt).

  • Collateral Report (xpath: /FIXML/Batch/CollRpt). - Applicable to BrokerTec Repo Markets only.

Other application-level messages are not supported from client systems to CME STP FIXML. If an unsupported message is received by CME STP FIXML, Trade Capture Report Request Ack (xpath: /FIXML/TrdCaptRptReqAck) is sent with reject reason in FIXML payload along with standard HTTPS Level Reject codes.

All FIXML messages contain Standard Message Header block.