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Trade Detail Field Descriptions

The search results from the Transaction Viewer - View Trades basic/advanced search will include the following fields.

 

Field Description/Value

Status

 

Rejected = Transactions that have been rejected by the carrying firm

Blank = Acts as an implied acceptance of the transactions by the Carrying Firm

Deleted = Transactions that were deleted by the executing firm, this status will only exist for the day in which the trades were marked for deletion.

Change Indicator

C = Indicates an account change, this will be on the new record, with the newly associated account.

O = Indicates that the record will no longer exist for calculation/payment purposes.

X = Indicates that the executing firm deleted a rejected trade.

D = Indicates that the executing firm has marked this trade for deletion.

U = Indicates that the rate set and/or account has been rejected by the carrying firm. This indicator is for nightly batch pricing to un-price the transaction.

B = Indicates that Batch Changed (i.e., due to re-pricing)

Blank = no changes made to the transaction

Error Indicator

E = Trades that were not priced due to a lack of either rate set or account definitions.

Blank = Trades were priced

Reverse Indicator

R = indicates reversal records that were allocated or claimed in error.

Executing Account

The account number in which the trades were executed.

Opposite Firm

Contains the exchange (CME, CBOT, or OCC) and the 3-digit firm id of the firm to whom the trade was given up.

Carrying Account

Contains the account number to which the trade was given up to.

Trade Date

The date the trade was executed.

Order Number

Also known as the executing firm’s card or order number.

Commodity

The exchange code (two or more bytes) used for Clearing. The detail will provide the exchange (CME, CBOT or OCC) and the commodity code within a single field.

Contract Date

The contract's month and year in the following format: MM/YYYY.

Exercise Price

(Options Only) The price at which the option buyer may purchase or sell the underlying futures contract upon exercise.

Trade Price

The price at which the trade was executed.

Put/Call

Blank = Future

P = Put

C = Call

Spread

D = Differential Spreads

L = Legged Spreads

S or 6 = Spread

Blank = PIT Trade

PNT

B = Block Trade

E = EFP Trade  (Exchange for Physical)

N = EFR Trade (Exchange for Risk)

T = EFS Trade (Exchange for Swap)

O = OPNT(Old Privately Negotiated Trade)

*C = RFC (Request for Cross)

Note: RFC’s are handled as a PNT for GPS pricing purposes only.

Session

D = Day

E = Evening

G = GLOBEX

APS Indicator

 

A = Average Price System trade

G or Blank = Give-Up Trade.

Order Handling Indicator

Current definitions as defined by the FIA:

A = Phone simple

B = Phone complex

C = FCM-provided screen

D = Other-provided screen

E = Client-provided platform controlled by FCM

F = Client-provided platform direct to exchange

G = FCM API or FIX

H = Algo Engine

J = price at Execution (price added at Initial order entry, trading, middle office or time of give-up)

W = Desk - Electronic

X = Desk - Pit

Y = Client - Electronic

Z = Client - Pit

Buy/Sell Indicator

B or 1 = Buy

S or 2 = Sell

Quantity

The number of contracts bought or sold

Rate

The trade’s rate which is based on the agreement’s account definition.

Fees

The fee amount to be paid for this trade. Automatically calculated by the Nightly Batch Process by multiplying the rate times the number of contracts.

Quadrant

A group of similar or related products on a given exchange. Valid quadrants are:

 

CME CBOT NYMEX COMEX

INT

AG

ENERGY

METAL

INDX

INDEX

AG

AG

AGS

FIN

GREEN

ENERGY

CURR

 

FIN

FIN

 

 

INDEX

INDEX

 

 

METAL

 

Sector

Commodity grouping assigned by Clearing (for example: AGS=01, EMINI=05, CURR=02, etc.)

Trade Hours

R = RTH: Regular Trading Hours for Open Outcry (Pit Trading)

E = ETH: Electronic Trading Hours for CME Globex

Operator ID

Also known as the “Tag 50” used for the CME Globex trading platform to identify the individual (or trading group) executing the trade.

Broker Symbol

Three-character symbol assigned to broker.

Tier Ind

Y = Yes, rates are tiered;

N = No, rates are not tiered.

Egus Ind

Y = is from an Egus agreement

N = from a regular GPS-based agreement