• CME STP Notices: July 5, 2017

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      • CME STP Customers
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      • Global Market Solutions & Services
      • #
      • 20170705
      • Notice Date
      • 05 July 2017
    • CME STP

      Side Regulatory Tradestamp to be Populated for Onset and Offset Trades  - July 9

      Effective this Sunday, July 9 (trade date Monday, July 10), to ease regulatory compliance when reporting trades, the Side Regulatory Timestamp (/TrdCaptRpt/RptSide/SideTrdRegTS/@TS) for Onset and Offset trades, where there is only one trade in the group, will be populated by the Side Regulatory Timestamp from the original trade.

      This enhancement is currently available in New Release for customer testing.

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      UpdateUpdate - CME STP Enhancements for Straight Through Processing  - Q3 2017

      † Denotes update to the article

      Effective Q3 2017, to better support Straight Through Processing, the following enhancements will be implemented in CME STP for CME Globex trades:

      • CME Globex Trade Capture Report spreads (MLegRptTyp=”3”) will be published by CME STP, providing greater flexibility in trade reporting, with the following exception:
        • Interexchange spreads and legs will continue to be supported by MLegRptTyp=”2”, but will not be supported by MLegRptTyp=”3”.
      • †A new field Market Data Trade Entry ID (MDTrdEntrID) will be added to Trade Capture Report messages for:
        • †MLegRptTyp=”2” – Trade Capture Reports on all trades of outright instruments and the individual, outright legs of multi-leg security (spread/combo) trades
        • †MLegRptTyp=”3” – Trade Capture Reports on all trades of outright instruments and multi-leg securities (spread/combo). Legs are included in repeating groups in the mutli-leg security trades TCR.
        • This field will reflect an end-to-end value available on CME Globex iLink order entry, MDP 3.0 market data, and CME STP clearing messages, allowing clients to follow an order from CME Globex execution through clearing.
      Attribute FIXML Field Name FIXML Message Component Level Description
      Market Data Trade Entry ID MDTrdEntrID Trade Capture Report Unique Trade Identifier that will match to a CME Globex order execution associated market data message and STP messaging
      • A new format for Execution ID (TradeCaptureReport/@ExecID) will align the CME Globex Execution ID with the CME STP Execution ID, so both are identical.
        • The new format for Execution ID also enables linking a newly created trade to a cancelled trade resulting from a price adjustments using the rightmost nine characters:
          • Execution ID associated with order execution and cancelled trade: 00010720170407163234TN0000023
          • Execution ID associated with new Trade Capture Report: 8245:M:258TN0000023

      These enhancements are currently available in the New Release for customer testing.

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      CME STP FIX

      Side Regulatory Tradestamp to be Populated for Onset and Offset Trades - July 9

      Effective this Sunday, July 9 (trade date Monday, July 10), to ease regulatory compliance when reporting trades, the Side Regulatory Timestamp (Tag 1012 -TS) for Onset and Offset trades, where there is only one trade in the group, will be populated by the Side Regulatory Timestamp from the original trade.

      This enhancement is currently available in New Release for customer testing.

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      UpdateUpdate - CME STP FIX Enhancements for Straight Through Processing  - Q3 2017

      † Denotes update to the article

      Effective Q3 2017, to better support Straight Through Processing, the following enhancements will be implemented in CME STP FIX for CME Globex trades:

      • CME Globex Trade Capture Report spreads (tag 442-MultiLegReportingType = 3) will be published by CME STP FIX, providing greater flexibility in trade reporting, with the following exception:
        • Interexchange spreads and legs will continue to be supported by tag 442-MultiLegReportingType = 2, but will not be supported by tag 442-MultiLegReportingType = 3.
      • †A new tag 37711-MDTradeEntryID will be added to Trade Capture Report messages for:
        • †tag 442-MultiLegReportingType = 2 - Trade Capture Reports on all trades of outright instruments and the individual, outright legs of multi-leg security (spread/combo) trades
        • † tag 442-MultiLegReportingType = 3 - Trade Capture Reports on all trades of outright instruments and multi-leg securities (spread/combo). Legs are included in repeating groups in the mutli-leg security trades TCR.
        • This tag will reflect an end-to-end value available on CME Globex iLink order entry, MDP 3.0 market data, and CME STP FIX clearing messages, allowing clients to follow an order from CME Globex execution through clearing.
      Tag FIX Name FIXML Field Name FIXML Message Component Level Description
      37711 MDTradeEntryID MDTrdEntrID Trade Capture Report Unique Trade Identifier that will match to a CME Globex order execution, associated market data message and STP messaging
      • A new format for Execution ID (Tag 17-ExecID) will align the CME Globex Execution ID with the CME STP FIX Execution ID, so both are identical.
        • The new format for Execution ID also enables linking a newly created trade to a cancelled trade resulting from a price adjustments using the rightmost nine characters:
          • Execution ID associated with order execution and cancelled trade: 00010720170407163234TN0000023
          • Execution ID associated with new Trade Capture Report: 8245:M:258TN0000023

      These enhancements are currently available in the New Release for customer testing.

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      Contacts

      Please contact the following support teams for:

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