Skip to end of banner
Go to start of banner

CME STP FIX - Samples

Skip to end of metadata
Go to start of metadata

You are viewing an old version of this page. View the current version.

Compare with Current View Page History

Version 1 Current »

Sample messages for CME STP FIX. 

Login and Subscription

Login 

8=FIX.4.49=13635=A49=trading_brokers_llc56=CMESTPFIX234=152=20160330-20:00:44.56898=0108=30141=Y553=API_CMESTP_554=XXX3t3!10=19

Login Ack

8=FIX.4.49=11235=A49=CMESTPFIX256=trading_brokers_llc34=150=STP57=ace52=20160330-20:00:44.65598=0108=30141=Y10=201

FIX Client Sends Trade Capture Report Request (tag 35-MsgType = AD)

8=FIX.4.49=16735=AD49=trading_brokers_llc56=CMESTPFIX234=457=STP52=20160330-20:01:58.152568=d0f298f7-a285-4cd8-9207-9eab0630582a569=1263=1453=1448=ace452=7442=210=077

CME STP FIX sends Trade Capture Report Request Ack (tag 35-MsgType = AQ)

8=FIX.4.49=15435=AQ49=CMESTPFIX256=trading_brokers_llc34=450=STP57=ace52=20160330-20:01:58.839568=d0f298f7-a285-4cd8-9207-9eab0630582a569=1749=0750=010=020

CME STP FIX Client Subscribes for CME Group Trades after Successful Log In - Successful Subscription with Filters

8=FIX.4.49=13635=A49=trading_brokers_llc56=CMESTPFIX234=152=20160330-21:20:08.35598=0108=30141=Y553=API_CMESTP_554= XXX3t3!10=193

8=FIX.4.49=11235=A49=CMESTPFIX256=trading_brokers_llc34=150=STP57=ace52=20160330-21:20:08.35198=0108=30141=Y10=197

8=FIX.4.49=19335=AD49=trading_brokers_llc56=CMESTPFIX234=757=STP52=20160330-21:23:01.588779=20160330-20:50:48.800568=d0f298f7-a285-4cd8-9207-9eab0630582a569=1263=1453=1448=ace452=7442=210=099

Tag 779 uses the value from Tag 779 from the last Received MsgType = AE

8=FIX.4.49=15435=AQ49=CMESTPFIX256=trading_brokers_llc34=750=STP57=ace52=20160330-21:23:01.909568=d0f298f7-a285-4cd8-9207-9eab0630582a569=1749=0750=010=014

8=FIX.4.49=95435=AE49=CMESTPFIX256=trading_brokers_llc34=850=STP57=ace52=20160330-21:23:01.910571=153C91A37970004D1B622155048799487=2856=101568=d0f298f7-a285-4cd8-9207-9eab0630582a828=1880=153C91A37970004D1B5A17=3084828423=255=CLK648=CL22=H461=FCEPSX167=FUT200=201605207=NYMEX1184=01147=10006070=100032=5031=38.3275=20160330715=20160330442=160=20160330-20:50:48552=154=211=C3084828453=10448=666447=D452=1448=666447=D452=4448=ace447=D452=7448=CME447=D452=21448=NYMEX447=D452=22448=ACETSTEST01447=D452=24802=1523=1803=26448=A-64690447=D452=24448=CMEG447=D452=30448=btace1447=D452=36802=1523=Tammy Tester803=9448=BTCME1447=D452=62802=1523=TAMMY TESTER803=9578=CPC582=410034=110027=CPC000003084828SN000110028=101000002310029=210030=01016=11013=11012=20160330-20:50:00205=20160420779=20160330-20:50:48.8001003=1010401040=153C91A37970004D1B62939=01430=X996=Bbl10026=USD10=207

Outright Future Trade

8=FIX.4.4^A9=960^A35=AE^A49=CMESTPFIX2^A56=trading_brokers_llc^A34=47^A50=STP^A57=ace^A52=20160404-19:52:21.770^A571=153E13D0F020004D93682145219891^A487=2^A856=101^A568=d0f298f7-a285-4cd8-9207-9eab0630582a^A828=1^A880=153E13D0F020004D9360^A17=3090428^A423=2^A55=AJ9J604^A48=J9^A22=H^A461=FCECSO^A167=FUT^A200=20160404^A207=NYMEX^A1184=0^A1147=1000^A6070=1000^A32=10^A31=38.480^A75=20160404^A715=20160404^A442=1^A60=20160404-19:52:19^A552=1^A54=2^A11=C3090428^A453=10^A448=072^A447=D^A452=1^A448=350^A447=D^A452=4^A448=ace^A447=D^A452=7^A448=CME^A447=D^A452=21^A448=NYMEX^A447=D^A452=22^A448=072ACETEST^A447=D^A452=24^A802=1^A523=1^A803=26^A448=A-46323^A447=D^A452=24^A448=CMEG^A447=D^A452=30^A448=btace1^A447=D^A452=36^A802=1^A523=Tammy Tester^A803=9^A448=CME1^A447=D^A452=62^A802=1^A523=TAMMY TESTER^A803=9^A578=CPC^A582=4^A10034=1^A10027=CPC000003090428SN0001^A10028=1010000023^A10029=2^A10030=0^A1016=1^A1013=1^A1012=20160404-19:51:00^A205=20160503^A779=20160404-19:52:19.891^A1003=100013^A1040=153E13D0F020004D9368^A939=0^A1430=X^A996=Bbl^A10026=USD^A10=130^A

Option Trade

8=FIX.4.4^A9=1081^A35=AE^A49=CMESTPFIX2^A56=trading_brokers_llc^A34=62^A50=STP^A57=ace^A52=20160404-19:59:39.788^A571=153E13D0F020004D93B02145938392^A487=2^A856=101^A568=d0f298f7-a285-4cd8-9207-9eab0630582a^A828=1^A880=153E13D0F020004D93A8^A17=3090431^A423=2^A55=BAJ6 P3900^A48=BA^A22=H^A461=OPEXCS^A167=OPT^A200=201604^A202=39.0^A207=NYMEX^A201=0^A1184=0^A1147=1000^A6070=1000^A711=1^A309=CY^A305=H^A310=FUT^A313=201604^A308=NYMEX^A32=1500^A31=1.00^A75=20160404^A715=20160404^A753=1^A707=PREM^A708=1500000.00^A1055=USD^A442=1^A60=20160404-19:59:38^A552=1^A54=2^A11=C3090431^A453=10^A448=072^A447=D^A452=1^A448=350^A447=D^A452=4^A448=ace^A447=D^A452=7^A448=CME^A447=D^A452=21^A448=NYMEX^A447=D^A452=22^A448=072ACETEST^A447=D^A452=24^A802=1^A523=1^A803=26^A448=A-46323^A447=D^A452=24^A448=CMEG^A447=D^A452=30^A448=btace1^A447=D^A452=36^A802=1^A523=Tammy Tester^A803=9^A448=CME1^A447=D^A452=62^A802=1^A523=TAMMY TESTER^A803=9^A578=CPC^A582=4^A10034=1^A10027=CPC000003090431SN0001^A10028=1010000023^A10029=2^A10030=0^A1016=1^A1013=1^A1012=20160404-19:52:00^A205=20160429^A779=20160404-19:59:38.392^A1003=100014^A1040=153E13D0F020004D93B0^A939=0^A1430=X^A996=Bbl^A997=D^A10026=USD^A10037=50000^A10=189^A

OTC FX Trade

8=FIX.4.4^A9=1040^A35=AE^A49=CMESTPFIX2^A56=trading_brokers_llc^A34=77^A50=STP^A57=ace^A52=20160404-20:05:27.788^A571=153E0EDBF63001LD5A2150524515^A487=2^A856=101^A568=d0f298f7-a285-4cd8-9207-9eab0630582a^A828=1^A880=153E0EDBF63001LD52^A17=3090432^A423=2^A55=AUDK6^A48=AUD^A22=H^A461=FFCPSX^A167=FUT^A200=201605^A207=CME^A1184=0^A1147=100000^A6070=100000^A32=10^A31=0.75990^A75=20160404^A715=20160404^A442=1^A60=20160404-20:05:24^A552=1^A54=2^A11=C3090432^A453=10^A448=187^A447=D^A452=1^A448=187^A447=D^A452=4^A448=ace^A447=D^A452=7^A448=CME^A447=D^A452=21^A448=CME^A447=D^A452=22^A448=ACECMEB01^A447=D^A452=24^A802=1^A523=1^A803=26^A448=A-66503^A447=D^A452=24^A448=CMEG^A447=D^A452=30^A448=btace1^A447=D^A452=36^A802=1^A523=Tammy Tester^A803=9^A448=CME1^A447=D^A452=62^A802=1^A523=TAMMY TESTER^A803=9^A578=CPC^A582=4^A10034=2^A10027=CPC000003090432SN0001^A10028=000CMEC000^A10029=2^A10030=0^A10032=1^A10027=CPCC000003090432SN0001^A10028=000CMEC000^A10029=2^A10030=0^A10032=2^A1016=1^A1013=1^A1012=20160404-20:04:00^A205=20160516^A779=20160404-20:05:24.517^A1003=100002^A1040=153E0EDBF63001LD5A^A939=0^A1430=X^A996=Ccy^A10025=AUD^A10026=USD^A10=177^A

IRS Trade

8=FIX.4.49=676435=AE49=CMESTPFIX556=ace34=3150=STP57=ace52=20171117-16:48:46.972571=0926502635487=1856=101568=TradeReqID1828=22527=185INT48=SWOPTUSD22=H167=SWAPTION207=CME854=032=3000000.0075=20160927715=20171116442=1552=154=111=ASWPN101USD1-4232100000A453=7448=092452=1448=092452=4448=092447=C452=7802=1523=A BANK SECURITIES FIRM  803=5448=CME447=C452=21448=CME447=C452=22448=SHBDAIRS2447=C452=24802=1523=1803=26448=A-50925447=H452=24578=TEST FIRM 2361=2017-11-16-EOD-168209779=20171117-00:01:22939=01040=6502635 1184=6074

// embedded FpML

1185=

 Click here to expand and see embedded FpML...
<SecXML>
	<cme:FpML
		xmlns:cme="http://www.cmegroup.com/otc-clearing/confirmation"
		xmlns="http://www.fpml.org/FpML-5/confirmation"
		xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.cmegroup.com/otc-clearing/confirmation cme-conf-ext-1-12-STP.xsd">
		<cme:terminatingEvent>PARTIAL_NETTING</cme:terminatingEvent>
		<swaption>
			<buyerPartyReference href="trading_firm_account"/>
			<sellerPartyReference href="clearing_service"/>
			<premium>
				<payerPartyReference href="trading_firm_account"/>
				<receiverPartyReference href="clearing_service"/>
				<paymentAmount>
					<currency>USD</currency>
					<amount>500.00</amount>
				</paymentAmount>
				<paymentDate>
					<unadjustedDate>2018-09-24</unadjustedDate>
					<dateAdjustments>
						<businessDayConvention>MODFOLLOWING</businessDayConvention>
						<businessCenters>
							<businessCenter>USNY</businessCenter>
						</businessCenters>
					</dateAdjustments>
					<adjustedDate>2018-09-24</adjustedDate>
				</paymentDate>
			</premium>
			<europeanExercise>
				<expirationDate>
					<adjustableDate>
						<unadjustedDate>2018-09-24</unadjustedDate>
						<dateAdjustments>
							<businessDayConvention>FOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
							</businessCenters>
						</dateAdjustments>
						<adjustedDate/>
					</adjustableDate>
				</expirationDate>
				<earliestExerciseTime>
					<hourMinuteTime>09:00:00</hourMinuteTime>
					<businessCenter>USNY</businessCenter>
				</earliestExerciseTime>
				<expirationTime>
					<hourMinuteTime>18:00:00</hourMinuteTime>
					<businessCenter>USNY</businessCenter>
				</expirationTime>
			</europeanExercise>
			<swaptionStraddle>false</swaptionStraddle>
			<swap>
				<swapStream id="fixedLeg">
					<payerPartyReference href="trading_firm_account"/>
					<receiverPartyReference href="clearing_service"/>
					<calculationPeriodDates id="fixedCalcDates">
						<effectiveDate>
							<unadjustedDate>2018-09-26</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>NONE</businessDayConvention>
							</dateAdjustments>
						</effectiveDate>
						<terminationDate id="fixedLegTerminationDate">
							<unadjustedDate>2020-09-26</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCenters>
									<businessCenter>USNY</businessCenter>
								</businessCenters>
							</dateAdjustments>
						</terminationDate>
						<calculationPeriodDatesAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
							</businessCenters>
						</calculationPeriodDatesAdjustments>
						<calculationPeriodFrequency>
							<periodMultiplier>6</periodMultiplier>
							<period>M</period>
							<rollConvention>26</rollConvention>
						</calculationPeriodFrequency>
					</calculationPeriodDates>
					<paymentDates id="fixedLegPaymentDates">
						<calculationPeriodDatesReference href="fixedCalcDates"/>
						<paymentFrequency>
							<periodMultiplier>6</periodMultiplier>
							<period>M</period>
						</paymentFrequency>
						<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
						<paymentDatesAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
							</businessCenters>
						</paymentDatesAdjustments>
					</paymentDates>
					<calculationPeriodAmount>
						<calculation>
							<notionalSchedule>
								<notionalStepSchedule>
									<initialValue>3000000.00</initialValue>
									<currency>USD</currency>
								</notionalStepSchedule>
							</notionalSchedule>
							<fixedRateSchedule>
								<initialValue>0.0101</initialValue>
							</fixedRateSchedule>
							<dayCountFraction>ACT/360</dayCountFraction>
						</calculation>
					</calculationPeriodAmount>
				</swapStream>
				<swapStream id="floatingLeg">
					<payerPartyReference href="clearing_service"/>
					<receiverPartyReference href="trading_firm_account"/>
					<calculationPeriodDates id="floatingCalcDates">
						<effectiveDate>
							<unadjustedDate>2018-09-26</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>NONE</businessDayConvention>
							</dateAdjustments>
						</effectiveDate>
						<terminationDate id="floatingLegTerminationDate">
							<unadjustedDate>2020-09-26</unadjustedDate>
							<dateAdjustments>
								<businessDayConvention>MODFOLLOWING</businessDayConvention>
								<businessCenters>
									<businessCenter>USNY</businessCenter>
								</businessCenters>
							</dateAdjustments>
						</terminationDate>
						<calculationPeriodDatesAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
							</businessCenters>
						</calculationPeriodDatesAdjustments>
						<calculationPeriodFrequency>
							<periodMultiplier>3</periodMultiplier>
							<period>M</period>
							<rollConvention>26</rollConvention>
						</calculationPeriodFrequency>
					</calculationPeriodDates>
					<paymentDates id="floatingLegPaymentDates">
						<calculationPeriodDatesReference href="floatingCalcDates"/>
						<paymentFrequency>
							<periodMultiplier>3</periodMultiplier>
							<period>M</period>
						</paymentFrequency>
						<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
						<paymentDatesAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
							</businessCenters>
						</paymentDatesAdjustments>
					</paymentDates>
					<resetDates id="floatingResetDates">
						<calculationPeriodDatesReference href="floatingCalcDates"/>
						<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
						<fixingDates>
							<periodMultiplier>-2</periodMultiplier>
							<period>D</period>
							<dayType>Business</dayType>
							<businessDayConvention>PRECEDING</businessDayConvention>
							<businessCenters>
								<businessCenter>GBLO</businessCenter>
							</businessCenters>
							<dateRelativeTo href="floatingResetDates"/>
						</fixingDates>
						<resetFrequency>
							<periodMultiplier>3</periodMultiplier>
							<period>M</period>
						</resetFrequency>
						<resetDatesAdjustments>
							<businessDayConvention>MODFOLLOWING</businessDayConvention>
							<businessCenters>
								<businessCenter>USNY</businessCenter>
							</businessCenters>
						</resetDatesAdjustments>
					</resetDates>
					<calculationPeriodAmount>
						<calculation>
							<notionalSchedule>
								<notionalStepSchedule>
									<initialValue>3000000.00</initialValue>
									<currency>USD</currency>
								</notionalStepSchedule>
							</notionalSchedule>
							<floatingRateCalculation>
								<floatingRateIndex>USD-LIBOR-BBA</floatingRateIndex>
								<indexTenor>
									<periodMultiplier>3</periodMultiplier>
									<period>M</period>
								</indexTenor>
							</floatingRateCalculation>
							<dayCountFraction>ACT/360</dayCountFraction>
						</calculation>
					</calculationPeriodAmount>
				</swapStream>
			</swap>
		</swaption>
		<party id="trading_firm_account">
			<partyId>A-50925</partyId>
		</party>
		<party id="clearing_service">
			<partyId>CME</partyId>
		</party>
	</cme:FpML>
</SecXML>


//end embedded FpMl

1193=P1430=X1855=11856=65026371857=210027=CCCIRS650263510028=101000002310029=210030=010034=110035=SPNUSD110=113

Trade with BROKER FEE / Commission Data Info

8=FIX.4.49=110435=AE49=CMESTPFIX456=IRATFIRM34=31850=STP57=IRATFIRM52=20161201-17:41:40.202571=158B84142860003D4964114138089487=2856=101568=TradeReqID1828=1880=158B84142860003D49217=7688299527=12345620000929423=255=GEF748=ED22=H461=FFDCSO167=FUT200=201701207=CME107=SOFR Futures32=500031=99.670075=20161201715=20161201442=160=20161201-17:41:38552=154=111=99951097453=10448=370452=1448=370452=4448=ATS_TRADER1447=C452=7802=1523=ATS_TRADER1803=5448=CME447=C452=21448=CME447=C452=22448=ATS-BRK1-H-H-H-01447=C452=24802=1523=2803=26448=A-21796447=H452=24448=ATS_BROKER1452=30802=1523=ATS_BROKER1803=5448=ATS_TRD1USER452=36802=1523=ATS_TRD1USER_UFN ATS_TRD1USER_ULN803=9448=ATS_BRK1USER452=62802=1523=ATS_BRK1USER_UFN ATS803=9578=CPC582=1205=20170117779=20161201-17:41:38.090939=0996=Ccy1003=1000381012=20140828-12:15:231013=11016=11040=158B84142860003D4961147=10000001184=01430=X1716=USD2639=12642=12643=USD2644=Ccy2645=USD2646=0.00016070=250010026=USD10027=CPC000007688299BN000110028=101000002310029=210030=010034=110=232

Calendar Spread Using MLEG 2

8=FIX.4.49=15435=AQ49=CMESTPFIX256=trading_brokers_llc34=450=STP57=ace52=20160609-15:53:02.694568=d0f298f7-a285-4cd8-9207-9eab0630582a569=1749=0750=010=028

8=FIX.4.49=109435=AE49=CMESTPFIX256=trading_brokers_llc34=550=STP57=ace52=20160609-15:53:29.189571=155315D2F5B0004D4CD42105327761487=2856=101568=d0f298f7-a285-4cd8-9207-9eab0630582a828=1880=155315D2F5B0004D4CME17=3137265423=255=AAQ6 P102048=AA22=H461=OPEXPS167=OPT762=SA200=201608202=10.2207=NYMEX201=01184=01147=10006070=1000711=1309=BD305=H310=COMBO313=201608308=NYMEX32=531=1.0075=20160609715=20160609753=1707=PREM708=-5000.001055=USD442=260=20160609-15:53:27552=154=111=C3137265453=10448=666452=1448=666452=4448=trading_brokers_llc447=C452=7448=CME447=C452=21448=NYMEX447=C452=22448=BBTOMDEMO1447=C452=24802=1523=1803=26448=A-66340447=H452=24448=CMEG452=30448=CME3452=36802=1523=Tammy Tester803=9448=CME1452=62802=1523=TAMMY TESTER803=9578=CPC582=4820=155315D2F5B0004D4CD210034=110027=CPC000003137265BN000110028=101000002310029=210030=01016=11013=11012=20160609-15:19:00205=20160628779=20160609-15:53:27.7611003=1004241040=155315D2F5B0004D4CD4939=01430=X996=Bbl10026=USD10=197

8=FIX.4.49=109435=AE49=CMESTPFIX256=trading_brokers_llc34=650=STP57=ace52=20160609-15:53:29.190571=155315D2F5B0004D4CD82105327762487=2856=101568=d0f298f7-a285-4cd8-9207-9eab0630582a828=1880=155315D2F5B0004D4CME17=3137265423=255=AAV6 P102048=AA22=H461=OPEXPS167=OPT762=SA200=201610202=10.2207=NYMEX201=01184=01147=10006070=1000711=1309=BD305=H310=COMBO313=201610308=NYMEX32=531=1.0075=20160609715=20160609753=1707=PREM708=-5000.001055=USD442=260=20160609-15:53:27552=154=111=C3137265453=10448=666452=1448=666452=4448=trading_brokers_llc447=C452=7448=CME447=C452=21448=NYMEX447=C452=22448=BBTOMDEMO1447=C452=24802=1523=1803=26448=A-66340447=H452=24448=CMEG452=30448=CME3452=36802=1523=Tammy Tester803=9448=CME1452=62802=1523=TAMMY TESTER803=9578=CPC582=4820=155315D2F5B0004D4CD210034=110027=CPC002003137265BN000110028=101000002310029=210030=01016=11013=11012=20160609-15:19:00205=20160829779=20160609-15:53:27.7621003=1004261040=155315D2F5B0004D4CD8939=01430=X996=Bbl10026=USD10=198

8=FIX.4.49=109435=AE49=CMESTPFIX256=trading_brokers_llc34=750=STP57=ace52=20160609-15:53:29.191571=155315D2F5B0004D4CD62105327761487=2856=101568=d0f298f7-a285-4cd8-9207-9eab0630582a828=1880=155315D2F5B0004D4CME17=3137265423=255=AAU6 P102048=AA22=H461=OPEXPS167=OPT762=SA200=201609202=10.2207=NYMEX201=01184=01147=10006070=1000711=1309=BD305=H310=COMBO313=201609308=NYMEX32=531=1.0075=20160609715=20160609753=1707=PREM708=-5000.001055=USD442=260=20160609-15:53:27552=154=111=C3137265453=10448=666452=1448=666452=4448=trading_brokers_llc447=C452=7448=CME447=C452=21448=NYMEX447=C452=22448=BBTOMDEMO1447=C452=24802=1523=1803=26448=A-66340447=H452=24448=CMEG452=30448=CME3452=36802=1523=Tammy Tester803=9448=CME1452=62802=1523=TAMMY TESTER803=9578=CPC582=4820=155315D2F5B0004D4CD210034=110027=CPC001003137265BN000110028=101000002310029=210030=01016=11013=11012=20160609-15:19:00205=20160727779=20160609-15:53:27.7621003=1004251040=155315D2F5B0004D4CD6939=01430=X996=Bbl10026=USD10=205

CHB Trade

8=FIX.4.49=147335=AE49=CMESTPFIX356=IRATFIRM34=20850=STP57=IRATFIRM52=20170131-17:00:24.107571=861740f7-e969-4678-90dc-dc89bec0f26d487=0856=101568=TradeReqID1828=22829=7423=2167=CMDTYSWAP207=XXXX1184=040049=240050=040052=240053=140054=10000.0041306=141307=D41309=MMBtu41310=310000.0041311=MMBtu40914=2019080140072=2019083141251=NG42615=142616=Mo40789=Platts Gas Daily's Daily Report41196=Houston Ship Channel40050=040052=140053=240054=10000.0041306=141307=D41309=MMBtu41310=310000.0041311=MMBtu40914=2019080140072=2019083141251=NG42615=142616=Mo40789=NGX Union-Dawn Day Ahead Index41196=Houston Ship Channel854=175=20170131442=160=20170131-14:32:36552=254=2526=BR100000969634563453=4448=ATS_TRADER1447=C452=7802=1523=Paxton Commodities Ltd803=5448=ATS_BROKER1452=30802=1523=ATS_BROKER1803=5448=Paxton Trader452=36802=1523=Paxton Trader803=9448=Tom Tester452=62802=1523=Tom Tester803=9578=CHB15=USD1016=11013=11012=20170131-14:32:492639=12642=32640=0.002643=USD2644=MMBtu2646=0.0001054=1453=4448=ATS_TRADER2447=C452=7802=1523=Adamax Test Company 3803=5448=ATS_BROKER1452=30802=1523=ATS_BROKER1803=5448=Adamax Trader452=36802=1523=Adamax Trader803=9448=Tom Tester452=62802=1523=Tom Tester803=9578=CHB15=USD1016=11013=11012=20170131-14:32:49779=20170131-14:32:38.5651040=131309501430=X10033=11832=01924=01932=02405=110047=Natural Gas Financial Index Swing Swap10=014

Delivery Fixed Commodity Swap

 Click here to expand...
20160916-09:53:08.195 : 8=FIX.4.4 9=1369 35=AE 49=CMESTPFIX4
56=IRATFIRM 34=9 50=STP 57=IRATFIRM 52=20160916-09:53:08.138 571=edbba144-a4ed-4e40-b88f-274098e9c2af
487=0 856=101 568=TradeReqID1 828=22 829=7 423=2 167=CMDTYSWAP 207=XXXX 1184=0 40049=2
40050=1 40052=2 40053=1 40054=10000.20 41306=1 41307=D 41309=MMBtu 41310=310000.10
41311=MMBtu 40914=20190801 40072=20190831 41251=NG 41062=Northwest Pipeline
Corp - Canadian Border (Huntingdon) 41063=2 40050=0 40052=1 40053=2 40054=10000.20
41306=1 41307=D 41309=MMBtu 41310=310000.10 41311=MMBtu 40914=20190801 40072=20190831
41251=NG 40784=3.666660 40786=USD 854=1 75=20160714 442=1 60=20160714-09:18:10 552=2
54=2 526=BR100000687800271 453=4 448=ATS_TRADER1 447=C 452=7 802=1 523=Paxton
Commodities Ltd 803=5 448=ATS_BROKER1 452=30 802=1 523=ATS_BROKER1 803=5 448=Paxton
Trader 452=36 802=1 523=Paxton Trader 803=9 448=Adamax Broker 1 452=62 802=1 523=Adamax
Broker 1 803=9 578=CHB 15=USD 10040=1 10041=1 12=0.40 13=0 479=USD 1233=0.55550
1238=MMBtu 1016=1 1013=1 1012=20160714-09:18:07 54=1 453=4 448=ATS_TRADER2 447=C
452=7 802=1 523=Adamax Test Company 3 803=5 448=ATS_BROKER1 452=30 802=1 523=ATS_BROKER1
803=5 448=Adamax Trader 452=36 802=1 523=Adamax Trader 803=9 448=Adamax Broker
2 452=62 802=1 523=Adamax Broker 2 803=9 578=CHB 15=USD 1016=1 1013=1 1012=20160714-09:18:07
779=20160714-09:18:14.002 1040=12510821 1430=X 1832=0 1924=0 1932=0 2405=2 10=173

Delivery Float Commodity Swap

 Click here to expand...

Depending on input, certain tags may not be present.

20160916-09:53:09.149
: 8=FIX.4.4 9=1431 35=AE 49=CMESTPFIX4 56=IRATFIRM 34=261 50=STP 57=IRATFIRM 52=20160916-09:53:08.786
571=9f8fac8f-6a31-4fc9-8a4b-34767ecc6872 487=0 856=101 568=TradeReqID1 828=22 829=7
423=2 167=CMDTYSWAP 207=XXXX 1184=0 40049=2 40050=1 40052=2 40053=1 40054=10000.23
41306=1 41307=D 41309=MMBtu 41310=310000.23 41311=MMBtu 40914=20190701 40072=20190731
41251=NG 41062=Texas Eastern Transmission Corp - East Louisiana Zone 41063=1 40050=0
40052=1 40053=2 40054=10000.23 41306=1 41307=D 41309=MMBtu 41310=310000.23 41311=MMBtu
40914=20190701 40072=20190731 41251=NG 40789=Platts Gas Daily's Daily Report 41196=Texas
Eastern Transmission Corp - East Louisiana Zone 40794=0.666667 854=1 75=20160714
442=1 60=20160714-09:34:44 552=2 54=2 526=BR100000684277975 453=4 448=ATS_TRADER1
447=C 452=7 802=1 523=Paxton Commodities Ltd 803=5 448=ATS_BROKER1 452=30 802=1
523=ATS_BROKER1 803=5 448=Paxton Trader 452=36 802=1 523=Paxton Trader 803=9 448=Tom Tester
452=62 802=1 523=Shawn Brown 803=9 578=CHB 15=USD 10040=1 10041=1 12=0.23
13=0 479=USD 1233=0.55556 1238=MMBtu 1016=1 1013=1 1012=20160714-09:34:44 54=1 453=4
448=ATS_TRADER2 447=C 452=7 802=1 523=Adamax Test Company 3 803=5 448=ATS_BROKER1
452=30 802=1 523=ATS_BROKER1 803=5 448=Adamax Trader 452=36 802=1 523=Adamax
Trader 803=9 448=Justin Wu 452=62 802=1 523=Tammy Tester 803=9 578=CHB 15=USD 1016=1
1013=1 1012=20160714-09:34:44 779=20160714-09:34:44.553 1040=12511239 1430=X 1832=0
1924=0 1932=0 10=005

Fixed Float Commodity Index

 Click here to expand...
20160916-09:53:09.210
: 8=FIX.4.4 9=1370 35=AE 49=CMESTPFIX4 56=IRATFIRM 34=289 50=STP 57=IRATFIRM 52=20160916-09:53:08.815
571=28ae89a8-aaaf-435a-a436-5ff74127ca3b 487=0 856=101 568=TradeReqID1 828=22 829=7
423=2 167=CMDTYSWAP 207=XXXX 1184=0 40049=2 40050=0 40052=2 40053=1 40054=200000.00
41306=1 41310=200000.00 40914=20190801 40072=20190831 41251=CmIn 41237=1 41238=Grade
41239=Low Sulphur Gasoil 40789=Dow Jones-UBS Copper Subindex (DJUBSHG) 40050=0 40052=1
40053=2 40054=200000.00 41306=1 41310=200000.00 40914=20190801 40072=20190831 41251=CmIn
41237=1 41238=Grade 41239=Low Sulphur Gasoil 40784=3.836000 40786=USD 854=1 75=20160714
442=1 60=20160714-09:35:33 552=2 54=2 526=BR100000733498713 453=4 448=ATS_TRADER1
447=C 452=7 802=1 523=Paxton Commodities Ltd 803=5 448=ATS_BROKER1 452=30 802=1
523=ATS_BROKER1 803=5 448=Paxton Trader 452=36 802=1 523=Paxton Trader 803=9 448=Pat
Tassone 452=62 802=1 523=Pat Tassone 803=9 578=CHB 15=USD 10040=1 10041=1 12=0.00
13=0 479=USD 1233=0.00000 1238=Gal 1016=1 1013=1 1012=20160714-09:35:33 54=1 453=4
448=ATS_TRADER2 447=C 452=7 802=1 523=Adamax Test Company 3 803=5 448=ATS_BROKER1
452=30 802=1 523=ATS_BROKER1 803=5 448=Adamax Trader 452=36 802=1 523=Adamax
Trader 803=9 448=Tammy Tester 452=62 802=1 523=Tammy Tester 803=9 578=CHB 15=USD 1016=1
1013=1 1012=20160714-09:35:33 779=20160714-09:35:34.092 1040=12511267 1430=X 10033=1
1832=0 1924=0 1932=0 2405=1 10=164

Option Delivery Fixed

 Click here to expand...
 20160916-09:53:09.402
: 8=FIX.4.4 9=1426 35=AE 49=CMESTPFIX4 56=IRATFIRM 34=361 50=STP 57=IRATFIRM 52=20160916-09:53:08.892
571=d03773cd-78b5-49be-9803-18f209851f0f 487=0 856=101 568=TradeReqID1 828=22 423=2
167=OPT 202=3.500000 207=XXXX 201=1 1184=0 1481=4 41122=1 41123=Wk 854=1 711=1 310=CMDTYSWAP
40540=2 40541=1 40543=2 40544=1 40545=20000.00 42022=MMBtu 42019=1 42020=Mo 42023=20000.00
42024=MMBtu 40064=20190801 40555=20190831 41964=NG 41781=Henry Hub 41782=1 40541=0
40543=1 40544=2 40545=20000.00 42022=MMBtu 42019=1 42020=Mo 42023=20000.00 42024=MMBtu
40064=20190801 40555=20190831 41964=NG 40615=3.500000 40617=USD 75=20160714 442=1
60=20160714-09:38:07 552=2 54=1 526=BR100000886989290 453=4 448=ATS_TRADER1 447=C
452=7 802=1 523=Commodities Ltd 803=5 448=ATS_BROKER1 452=30 802=1 523=ATS_BROKER1
803=5 448=Paxton Trader 452=36 802=1 523=Paxton Trader 803=9 448=Tom Tester
452=62 802=1 523=Stephen Finazzo 803=9 578=CHB 15=USD 10040=1 10041=1 12=0.00
13=0 479=USD 1233=0.00000 1238=MMBtu 1016=1 1013=1 1012=20160714-09:38:06 54=2 453=4
448=ATS_TRADER2 447=C 452=7 802=1 523=Adamax Test Company 3 803=5 448=ATS_BROKER1
452=30 802=1 523=ATS_BROKER1 803=5 448=Adamax Trader 452=36 802=1 523=Adamax
Trader 803=9 448=Tammy Tester 452=62 802=1 523=Tammy Tester 803=9 578=CHB 15=USD
1016=1 1013=1 1012=20160714-09:38:06 779=20160714-09:38:07.330 1040=12511351 1430=X
1832=0 1924=0 1932=0 40212=1 40213=10 40214=1 40215=2 40216=USD 40217=0.190000 10=143

Cleared Elsewhere (Non-CME)

Future

 Click here to expand...
 20160916-09:53:08.967
: 8=FIX.4.4 9=1177 35=AE 49=CMESTPFIX4 56=IRATFIRM 34=178 50=STP 57=IRATFIRM 52=20160916-09:53:08.321
571=71dddd12-9a9e-423c-acf2-c84a767a5cf7 487=0 856=101 568=TradeReqID1 423=2 167=FUT
207=NGXC 1184=0 40049=2 40050=0 40052=2 40053=1 40054=50000.00 41306=1 41307=Mo
41309=Bbl 41310=50000.00 41311=Bbl 40914=20190701 40072=20190731 41251=CL 41237=1
41238=Grade 41239=Brent v Dubai 40050=0 40052=1 40053=2 40054=50000.00 41306=1 41307=Mo
41309=Bbl 41310=50000.00 41311=Bbl 40914=20190701 40072=20190731 41251=CL 41237=1
41238=Grade 41239=Brent v Dubai 854=1 75=20160714 715=20160714 442=1 60=20160714-09:32:14
552=1 54=1 526=BR100000535006326 453=9 448=37 452=4 448=ATS_TRADER2 447=C 452=7
802=1 523=Adamax Test Company 3 803=5 448=Adamax Trader 452=12 802=1 523=Adamax
Trader 803=9 448=Watt-Ex 447=C 452=21 448=Watt-Ex 447=C 452=22 448=64484419ABC 447=C
452=24 448=ATS_BROKER1 452=30 802=1 523=ATS_BROKER1 803=5 448=Adamax Trader 452=36
802=1 523=Adamax Trader 803=9 448=Tammy Tester 452=62 802=1 523=Tammy Tester 803=9
578=CHB 10040=1 10041=1 12=600.00 13=0 479=USD 1233=0.01000 1238=Bbl 1016=1 1013=1
1012=20160714-09:32:15 779=20160714-09:32:15.110 1003=2012-07-17GHI 1040=12511156
939=0 1430=X 10=245

Option Underlying Commodity Swap

 Click here to expand...
20160916-09:53:09.000
: 8=FIX.4.4 9=1231 35=AE 49=CMESTPFIX4 56=IRATFIRM 34=208 50=STP 57=IRATFIRM 52=20160916-09:53:08.350
571=a4293919-2bf1-496a-9a70-a3569ecc4774 487=0 856=101 568=TradeReqID1 423=2 48=NF
22=H 167=OPT 762=CAL 202=-1.250000 207=IFUS 201=0 1184=0 1194=1 41122=1 41123=Mo
854=1 711=1 309=NF 305=H 310=CMDTYSWAP 40540=2 40541=0 40543=2 40544=1 40545=100000.00
42022=Bbl 42019=1 42020=Mo 42023=100000.00 42024=Bbl 40064=20190901 40555=20191031
41964=RFD 41800=1 41801=Grade 41802=Gasoline Blendstock 40541=0 40543=1 40544=2
40545=100000.00 42022=Bbl 42019=1 42020=Mo 42023=100000.00 42024=Bbl 40064=20190901
40555=20191031 41964=RFD 41800=1 41801=Grade 41802=Gasoline Blendstock 75=20160714
715=20160714 442=1 60=20160714-09:33:10 552=1 54=1 526=BR100000590992965 453=7 448=ATS_TRADER2
447=C 452=7 802=1 523=Adamax Test Company 3 803=5 448=Adamax Trader 452=12 802=1
523=Adamax Trader 803=9 448=ICE 447=C 452=21 448=ICE 447=C 452=22 448=ATS_BROKER1
452=30 802=1 523=ATS_BROKER1 803=5 448=Adamax Trader 452=36 802=1 523=Adamax
Trader 803=9 448=Tom Tester 452=62 802=1 523=Tom Tester 803=9 578=CHB 10040=1 10041=1
12=0.00 13=0 479=USD 1233=0.00010 1238=Bbl 1016=1 1013=1 1012=20160714-09:33:10
779=20160714-09:33:11.098 1003=1679243 1040=12511186 939=0 1430=X 10=204

FX Spot Side 1

  • tag 167-SecType= FXSPOT
  • tag 207-Exch =" FXS"
  • tag 828-TrdType="54"
  • tag 1851-StrategyLinkID="7628838125201712011" 

8=FIX.4.4 9=970 35=AE 49=CMESTPFIX2 56=IRATFIRM 34=54 50=STP 57=IRATFIRM 52=20171220-11:09:27.094 571=1600FF6C2610003D377C1154326726 487=0 856=101 568=TradeReqID1 828=54 880=1600FF6C2610003D3774 17=76579:M:908TN0000001 423=2 55=FXMPZ701 48=USDMXN 22=H 461=FFXCNO 167=FXSPOT 762=YF 200=20171201 541=20171201 207=FXS 107=VALUEDATED USDMXN SPOT LEG 864=2 865=13 866=20171205 865=121 866=20171201 1147=1 1184=0 32=27125.15 31=18.43308 75=20171201 715=20171201 442=2 60=20171201-21:43:26 552=1 54=2 11=Q005286 453=10 448=595 452=1 448=595 452=4 448=135 447=C 452=7 802=1 523=FINANCIAL SERVICES, INC 803=5 448=3L7L 452=12 448=FXS 447=C 452=21 448=FXS 447=C 452=22 448=FXS_ACCT_A 447=C 452=24 802=1 523=1 803=26 448=A-110965 447=H 452=24 448=DUMMY 452=44 448=Q003L7 452=55 578=GLBX 582=1 779=20171201-21:43:26.726 939=0 996=Ccy 1003=100006 1012=20171201-21:43:26 1013=1 1016=1 1040=1600FF6C2610003D377C 1430=E 1716=USD 1851=7628838125201712011 1056=500000.00 60 70=1 10026=MXN 37711=15244 10=025

FX Future Side 1

  • tag 167-Exch =" FUT"
  • tag 207-SecType = "CME"
  • tag 828-TrdType ="0"
  • tag 1851-StrategyLinkID ="7628838125201712011" 

8=FIX.4.4 9=952 35=AE 49=CMESTPFIX2 56=IRATFIRM 34=72 50=STP 57=IRATFIRM 52=20171220-11:12:03.799 571=1600FF6C2610003D37861154327032 487=0 856=101 568=TradeReqID1 828=0 880=1600FF6C2610003D377E 17=76579:M:906TN0000001 423=2 55=6MZ7 48=MP 22=H 461=FFCPSO 167=FUT 762=YF 200=201712 541=20171218 207=CME 107=Mexican Peso Futures 32=1 31=0.054250 75=20171201 715=20171201 442=2 60=20171201-21:43:27 552=1 54=2 11=Q005286 453=10 448=737 452=1 448=737 452=4 448=737 447=C 452=7 802=1 523=Trading Futures 803=5 448=3L7L 452=12 448=CME 447=C 452=21 448=CME 447=C 452=22 448=FXS ACCT A 447=C 452=24 802=1 523=2 803=26 448=A-111701 447=H 452=24 448=DUMMY 452=44 448=Q003L7 452=55 578=GLBX 582=1 1851=7628838125201712011 779=20171201-21:43:27.032 939=0 996=Ccy 1003=100006 1012=20171201-21:43:26 1013=1 1016=1 1040=1600FF6C2610003D3786 1147=500000 1184=0 1430=E 1716=MXN 6070=500000 10026=USD 10027=FECF1600FF6C2610003D3786 10028=1010000023 10029=2 10030=0 10034=1 37711=15244 10=036 

FX Future Side 2

  • tag 167-Exch =" FUT"
  • tag 207-SecType = "CME"
  • tag 828-TrdType ="0"
  • tag 1851-StrategyLinkID ="7628838125201712011" 

8=FIX.4.4 9=952 35=AE 49=CMESTPFIX2 56=IRATFIRM 34=72 50=STP 57=IRATFIRM 52=20171220-11:12:03.799 571=1600FF6C2610003D37861154327032 487=0 856=101 568=TradeReqID1 828=0 880=1600FF6C2610003D377E 17=76579:M:906TN0000001 423=2 55=6MZ7 48=MP 22=H 461=FFCPSO 167=FUT 762=YF 200=201712 541=20171218 207=CME 107=Mexican Peso Futures 32=1 31=0.054250 75=20171201 715=20171201 442=2 60=20171201-21:43:27 552=1 54=2 11=Q005286 453=10 448=737 452=1 448=737 452=4 448=737 447=C 452=7 802=1 523=Trading Futures 803=5 448=3L7L 452=12 448=CME 447=C 452=21 448=CME 447=C 452=22 448=FXS ACCT A 447=C 452=24 802=1 523=2 803=26 448=A-111701 447=H 452=24 448=DUMMY 452=44 448=Q003L7 452=55 578=GLBX 582=1 1851=7628838125201712011 779=20171201-21:43:27.032 939=0 996=Ccy 1003=100006 1012=20171201-21:43:26 1013=1 1016=1 1040=1600FF6C2610003D3786 1147=500000 1184=0 1430=E 1716=MXN 6070=500000 10026=USD 10027=FECF1600FF6C2610003D3786 10028=1010000023 10029=2 10030=0 10034=1 37711=15244 10=036 

FX Spot Side 2

  • tag 207-Exch =" FXS"
  • tag 167-SecType= FXSPOT
  • tag 828-TrdType="54"
  • tag 1851-StrategyLinkID="7628838125201712011"

8=FIX.4.4 9=970 35=AE 49=CMESTPFIX2 56=IRATFIRM 34=54 50=STP 57=IRATFIRM 52=20171220-11:09:27.094 571=1600FF6C2610003D377C1154326726 487=0 856=101 568=TradeReqID1 828=54 880=1600FF6C2610003D3774 17=76579:M:908TN0000001 423=2 55=FXMPZ701 48=USDMXN 22=H 461=FFXCNO 167=FXSPOT 762=YF 200=20171201 541=20171201 207=FXS 107=VALUEDATED USDMXN SPOT LEG 864=2 865=13 866=20171205 865=121 866=20171201 1147=1 1184=0 32=27125.15 31=18.43308 75=20171201 715=20171201 442=2 60=20171201-21:43:26 552=1 54=2 11=Q005286 453=10 448=595 452=1 448=595 452=4 448=135 447=C 452=7 802=1 523=FINANCIAL SERVICES, INC 803=5 448=3L7L 452=12 448=FXS 447=C 452=21 448=FXS 447=C 452=22 448=FXS ACCT A 447=C 452=24 802=1 523=1 803=26 448=A-110965 447=H 452=24 448=DUMMY 452=44 448=Q003L7 452=55 578=GLBX 582=1 779=20171201-21:43:26.726 939=0 996=Ccy 1003=100006 1012=20171201-21:43:26 1013=1 1016=1 1040=1600FF6C2610003D377C 1430=E 1716=USD 1851=7628838125201712011 1056=500000.00 6070=1 10026=MXN 37711=15244 10=025

Trade at Settlement (TAS)

Original Trade

8=FIX.4.4|9=1104|35=AE|34=15|49=CMESTPFIX1|50=STP|52=20210310-14:28:06.647|56=TWO_BROTHERS_ARBITRAGE|571=1780DE0671C0004D1F94B4074644343|487=0|856=101|568=1|828=1|829=40|880=1780DE0671C0004D1F949|17=7767927|423=100|55=CLK1|48=CL|22=H|461=FCEPSX|167=FUT|200=202105|541=20210420|207=NYMEX|107=Light Sweet Crude Oil Futures|1147=1000.0|6070=1000|1193=P|32=50|31=63.89|75=20210310|715=20210310|442=1|60=20210310-13:46:44.000000000Z|552=1|54=1|11=C7767927|453=10|448=666|452=4|448=TWO_BROTHERS_ARBITRAGE|447=C|452=7|802=1|523=Two Brothers Arbitrage|803=5|448=CME|447=C|452=21|448=NYMEX|447=C|452=22|448=TWO6|447=C|452=24|802=1|523=1|803=26|448=A-56969|447=H|452=24|448=CMEG|452=30|802=1|523=CME Group Inc. GCC|803=5|448=surferdude|452=36|802=1|523=Tammy Tester|803=9|448=TWOBROTHERS|452=62|802=1|523=TOMTEST|803=9|448=666|447=D|452=1001|578=CPC|582=4|10034=1|10027=CPC000007767927BN0001|10028=1010000023|10029=2|10030=0|1016=1|1012=20210310-13:45:00.000000000Z|1013=1|779=20210310-13:46:44.343000000Z|1003=116469|1040=1780DE0671C0004D1F94B|939=0|1430=X|996=Bbl|997=Mo|10033=-0.10|10024=0|10026=USD|10037=50000|1832=1|10=104|

Trade Update

8=FIX.4.4|9=1103|35=AE|34=26|49=CMESTPFIX1|50=STP|52=20210311-15:02:12.175|56=TWO_BROTHERS_ARBITRAGE|571=1780DE0671C0004D1F94B1171633711|487=2|856=101|568=1|828=1|829=40|880=1780DE0671C0004D1F949|17=7767927|423=101|55=CLK1|48=CL|22=H|461=FCEPSX|167=FUT|200=202105|541=20210420|207=NYMEX|107=Light Sweet Crude Oil Futures|1147=1000.0|6070=1000|1193=P|32=50|31=64.32|75=20210310|715=20210310|442=1|60=20210310-23:16:33.000000000Z|552=1|54=1|11=C7767927|453=10|448=666|452=4|448=TWO_BROTHERS_ARBITRAGE|447=C|452=7|802=1|523=Two Brothers Arbitrage|803=5|448=CME|447=C|452=21|448=NYMEX|447=C|452=22|448=TWO6|447=C|452=24|802=1|523=1|803=26|448=A-56969|447=H|452=24|448=CMEG|452=30|802=1|523=CME Group Inc. GCC|803=5|448=surferdude|452=36|802=1|523=Tammy Tester|803=9|448=TOMTEST|452=62|802=1|523=TOM TEST|803=9|448=666|447=D|452=1001|578=CPC|582=4|10034=1|10027=CPC000007767927BN0001|10028=1010000023|10029=2|10030=0|1016=1|1012=20210310-13:45:00.000000000Z|1013=1|779=20210310-23:16:33.711000000Z|1003=116469|1040=1780DE0671C0004D1F94B|939=0|1430=X|996=Bbl|997=Mo|10033=-0.1|10024=0|10026=USD|10037=50000|1832=1|10=019|

Trade at Marker (TAM)

Original Trade

8=FIX.4.4|9=1125|35=AE|34=16|49=CMESTPFIX1|50=STP|52=20210310-14:28:06.648|56=TWO_BROTHERS_ARBITRAGE|571=1780DE0671C0004D1F9584074713398|487=0|856=101|568=1|828=1|829=43|880=1780DE0671C0004D1F956|17=7767928|423=101|55=CLM1|48=CL|22=H|454=1|455=CL1|456=112|461=FCEPSX|167=FUT|200=202106|541=20210520|207=NYMEX|107=Light Sweet Crude Oil Futures|1147=1000.0|6070=1000|1193=P|32=75|31=63.37|75=20210310|715=20210310|442=1|60=20210310-13:47:13.000000000Z|552=1|54=1|11=C7767928|453=10|448=666|452=4|448=TWO_BROTHERS_ARBITRAGE|447=C|452=7|802=1|523=Two Brothers Arbitrage|803=5|448=CME|447=C|452=21|448=NYMEX|447=C|452=22|448=TWO6|447=C|452=24|802=1|523=1|803=26|448=A-56969|447=H|452=24|448=CMEG|452=30|802=1|523=CME Group Inc. GCC|803=5|448=surferdude|452=36|802=1|523=Tammy Tester|803=9|448=TOMTEST|452=62|802=1|523=TOM TEST|803=9|448=666|447=D|452=1001|578=CPC|582=4|10034=1|10027=CPC000007767928BN0001|10028=1010000023|10029=2|10030=0|1016=1|1012=20210310-13:46:00.000000000Z|1013=1|779=20210310-13:47:13.398000000Z|1003=116471|1040=1780DE0671C0004D1F958|939=0|1430=X|996=Bbl|997=Mo|10033=0.10|10024=0|10026=USD|10037=75000|1832=1|10=092|

Trade Update

8=FIX.4.4|9=1124|35=AE|34=27|49=CMESTPFIX1|50=STP|52=20210311-15:02:12.176|56=TWO_BROTHERS_ARBITRAGE|571=1780DE0671C0004D1F9581171636555|487=2|856=101|568=1|828=1|829=43|880=1780DE0671C0004D1F956|17=7767928|423=101|55=CLM1|48=CL|22=H|454=1|455=CL1|456=112|461=FCEPSX|167=FUT|200=202106|541=20210520|207=NYMEX|107=Light Sweet Crude Oil Futures|1147=1000.0|6070=1000|1193=P|32=75|31=64.62|75=20210310|715=20210310|442=1|60=20210310-23:16:36.000000000Z|552=1|54=1|11=C7767928|453=10|448=666|452=4|448=TWO_BROTHERS_ARBITRAGE|447=C|452=7|802=1|523=Two Brothers Arbitrage|803=5|448=CME|447=C|452=21|448=NYMEX|447=C|452=22|448=TWO6|447=C|452=24|802=1|523=1|803=26|448=A-56969|447=H|452=24|448=CMEG|452=30|802=1|523=CME Group Inc. GCC|803=5|448=surferdude|452=36|802=1|523=Tammy Tester|803=9|448=TOMTEST|452=62|802=1|523=TOM TEST|803=9|448=666|447=D|452=1001|578=CPC|582=4|10034=1|10027=CPC000007767928BN0001|10028=1010000023|10029=2|10030=0|1016=1|1012=20210310-13:46:00.000000000Z|1013=1|779=20210310-23:16:36.555000000Z|1003=116471|1040=1780DE0671C0004D1F958|939=0|1430=X|996=Bbl|997=Mo|10033=0.1|10024=0|10026=USD|10037=75000|1832=1|10=026|

Trade at Cash Open (TACO)

Original Trade

8=FIX.4.4|9=1115|35=AE|34=18|49=CMESTPFIX1|50=STP|52=20210310-14:28:06.649|56=TWO_BROTHERS_ARBITRAGE|571=1780DE0406A0002DE85B4074854550|487=0|856=101|568=1|828=1|880=1780DE0406A0002DE859|17=7767930|423=2|55=EQ1H119|48=EQ1|22=H|461=FFIPSO|167=FUT|200=20210319|541=20210318|207=CME|107=TACO+ Futures on E-mini Standard and Poor's 500 Stock Price Index Futures|1147=50.0|6070=50|1193=P|32=500|31=-4.00|75=20210310|715=20210310|442=1|60=20210310-13:48:54.000000000Z|552=1|54=1|11=C7767930|453=10|448=666|452=4|448=TWO_BROTHERS_ARBITRAGE|447=C|452=7|802=1|523=Two Brothers Arbitrage|803=5|448=CME|447=C|452=21|448=CME|447=C|452=22|448=TWO6|447=C|452=24|802=1|523=1|803=26|448=A-56969|447=H|452=24|448=CMEG|452=30|802=1|523=CME Group Inc. GCC|803=5|448=surferdude|452=36|802=1|523=Tammy Tester|803=9|448=TOMTEST|452=62|802=1|523=TOM TEST|803=9|448=666|447=D|452=1001|578=CPC|582=4|10034=1|10027=CPC000007767930BN0001|10028=1010000023|10029=2|10030=0|1016=1|1012=20210310-13:47:00.000000000Z|1013=1|779=20210310-13:48:54.550000000Z|1003=100120|1040=1780DE0406A0002DE85B|939=0|1430=X|996=IPNT|997=D|10026=USD|10037=25000|1832=1|10=127|

Trade Update

8=FIX.4.4|9=1115|35=AE|34=15|49=CMESTPFIX1|50=STP|52=20210311-15:02:12.167|56=TWO_BROTHERS_ARBITRAGE|571=1780DE0406A0002DE85B4074854550|487=0|856=101|568=1|828=1|880=1780DE0406A0002DE859|17=7767930|423=2|55=EQ1H119|48=EQ1|22=H|461=FFIPSO|167=FUT|200=20210319|541=20210318|207=CME|107=TACO+ Futures on E-mini Standard and Poor's 500 Stock Price Index Futures|1147=50.0|6070=50|1193=P|32=500|31=-4.00|75=20210310|715=20210310|442=1|60=20210310-13:48:54.000000000Z|552=1|54=1|11=C7767930|453=10|448=666|452=4|448=TWO_BROTHERS_ARBITRAGE|447=C|452=7|802=1|523=Two Brothers Arbitrage|803=5|448=CME|447=C|452=21|448=CME|447=C|452=22|448=TWO6|447=C|452=24|802=1|523=1|803=26|448=A-56969|447=H|452=24|448=CMEG|452=30|802=1|523=CME Group Inc. GCC|803=5|448=surferdude|452=36|802=1|523=Tammy Tester|803=9|448=TOMTEST|452=62|802=1|523=TOM TEST|803=9|448=666|447=D|452=1001|578=CPC|582=4|10034=1|10027=CPC000007767930BN0001|10028=1010000023|10029=2|10030=0|1016=1|1012=20210310-13:47:00.000000000Z|1013=1|779=20210310-13:48:54.550000000Z|1003=100120|1040=1780DE0406A0002DE85B|939=0|1430=X|996=IPNT|997=D|10026=USD|10037=25000|1832=1|10=110|

  • No labels



How was your Client Systems Wiki Experience? Submit Feedback

Copyright © 2024 CME Group Inc. All rights reserved.