CME 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 FIX Trade Capture Reports (tag 35-MsgType=AE) will reflect the sub-account in Party Role 24. 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.
Action in ClearPort | Result in CME STP FIX |
|---|---|
When a CME ClearPort Trade submitted | Results Trade Capture Report (MsgType 35=AE) |
Sub-Account - Populated in ClearPort Trade submission | 448-PartyID is populated for 452-PartyRole=24 (Customer Account) in Trade Capture Report |
Sub-Account - Not Populated ClearPort Trade submission | 448-PartyID is populated for 452-PartyRole=36 (Entering trader) in Trade Capture Report |
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