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This page includes sample messages for all the flows associated with single-sided submission of FX trades:    

 

Single Sided Submission 

OTC FX Forward Trade Acknowledgement - HTTP

This sample represents:

  • A trade Submission accepted by ClearPort
  • The response sent using HTTP as a transport.

 

<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRptAck RptID="1302888618770" TransTyp="0" TrdTyp="22" LastQty="50000" QtyTyp="0" LastPx="550" Ccy="USD" TxnTm="2011-04-11T14:58:14.267-05:00" ExecID="1804523" TrdRptStat="4" RptRefID="0000001" RptTyp="0" TrdAckStat="0" TrdDt="2011-04-11" BizDt="2011-04-11" RegRptTyp="4" VenuTyp="O">
		<Hdr SID="CME" SSub="CPAPI" TID="RCBK" TSub="rcaf"/>
		<RegTrdID ID="CPB000001683509TN0001" Src="1010000023" Typ="0" Evnt="0"/>
		<Pty R="102" ID="SNZ2OJLFK8MNNCLQOF39" Src="N"/>
		<Instrmt SecTyp="FWD" Exch="CME" ID="USDCLP" Src="H" MMY="20110415"/>
		<TrdRegTS TS="2011-04-11T15:38:23.621-04:00" Typ="1"/>
		<RptSide ClOrdID="XYZ123" InptSrc="RCBK" Side="1" TrdID="1806806">
			<Pty ID="RC2" Src="D" R="24">
				<Sub Typ="3" ID="RCPLT"/>
			</Pty>
			<Pty ID="TRD_FIRM" R="7">
				<Sub Typ="49" ID="Y"/>
			</Pty>
			<Pty ID="traderid" R="36"/>
			<Pty ID="OPTRD_FIRM" R="17"/>
			<Pty ID="optraderid" R="37"/>
		</RptSide>
	</TrdCaptRptAck>
</FIXML>

 

OTC FX Forward Trade Acknowledgement - HTTP

This sample represents:

  • A trade Submission accepted by ClearPort
  • The response sent using MQ as a transport.
<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRptAck RptID="1303897258338" RptRefID="0000001" TransTyp="0" TrdAckStat="0" TrdRptStat="0" RptTyp="0" TrdTyp="22" TrdDt="2011-04-11" BizDt="2011-04-11" ExecID="1804533" LastQty="50000" QtyTyp="0" LastPx="0.0010" Ccy="USD" PxTyp="2" TxnTm="2011-04-11T15:40:25.503-05:00" RegRptTyp="4" VenuTyp="O">
		<Hdr SID="CME" SSub="CPAPI" TID="RCBK" TSub="rcaf"/>
		<RegTrdID ID="CPB000001683509TN0001" Src="1010000023" Typ="0" Evnt="0"/>
		<Pty R="102" ID="SNZ2OJLFK8MNNCLQOF39" Src="N"/>
		<Instrmt SecTyp="FWD" Exch="CME" ID="USDCLP" Src="H" MMY="20110415"/>
		<RptSide Side="1" InptDev="API" InptSrc="RCBK" CustCpcty="2" SrcTrdID="234567">
			<Pty R="44" ID="rcaf"/>
			<Pty R="30" ID="BRKR_FIRMID">
				<Sub Typ="5" ID="RCaf  Brokerage"/>
			</Pty>
			<Pty R="62" ID="brokerid">
				<Sub Typ="9" ID="RCaf Broker"/>
			</Pty>
			<Pty R="36" ID="traderid">
				<Sub Typ="9" ID="RCaf Trader1"/>
			</Pty>
			<Pty R="1" ID="817">
				<Sub Typ="5" ID="XYZ CLEARING CORP."/>
			</Pty>
			<Pty R="24" ID="RCACCT1" Src="C">
				<Sub Typ="26" ID="2"/>
			</Pty>
			<Pty R="7" ID="TRD_FIRMID" Src="N">
				<Sub Typ="5" ID="RCaf  Trading 1"/>
				<Sub Typ="49" ID="Y"/>
			</Pty>
			<Pty ID="Opposite_firm" R="17"/>
			<Pty ID="OppTrader" R="36"/>
		</RptSide>
	</TrdCaptRptAck>
</FIXML>

 

OTC FX Forward Trade Negative Acknowledgement - HTTP

This sample represents:

  • A trade Submission rejected by ClearPort
  • The response sent using HTTP as a transport

 

<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRptAck RptID="1302888913435" TransTyp="0" TrdTyp="22" LastQty="50000" QtyTyp="0" LastPx="550" Ccy="USD" TxnTm="2011-04-11T15:03:08.933-05:00" TrdRptStat="1" RptRefID="0000001" RptTyp="0" TrdAckStat="1" RejRsn="99" RejTxt="Invalid Input: Invalid Ccy=JPY" RegRptTyp="4" VenuTyp="O">
		<Hdr SID="CME" SSub="CPAPI" TID="RCBK" TSub="rcaf"/>
		<RegTrdID ID="CPB000001683509TN0001" Src="1010000023" Typ="0" Evnt="0"/>
		<Pty R="102" ID="SNZ2OJLFK8MNNCLQOF39" Src="N"/>
		<Instrmt SecTyp="FWD" Exch="CME" ID="USDCLP" Src="H" MMY="20110415"/>
		<TrdRegTS TS="2011-04-11T15:38:23.621-04:00" Typ="1"/>
		<RptSide InptSrc="RCBK" Side="2">
			<Pty ID="RC2" Src="D" R="24">
				<Sub Typ="3" ID="RCPLT"/>
			</Pty>
			<Pty ID="TRD_FIRM" R="7">
				<Sub Typ="49" ID="Y"/>
			</Pty>
			<Pty ID="TRD_FIRMID" R="7"/>
			<Pty ID="traderid" R="36"/>
			<Pty ID="Opposite_firm" R="17"/>
			<Pty ID="Opposite_trader" R="37"/>
		</RptSide>
	</TrdCaptRptAck>
</FIXML>

 

Dual Sided Submission

OTC FX Forward Trade Acknowledgement - MQ

This sample represents:

  • A Trade Submission accepted by ClearPort
  • The response sent using HTTP as a transport
  • ClearPort assigns an ExecID
  • A trade submitted by sending the account fully qualified, which includes the ClearPort firm number,  is echoed back on the Ack. The party information is enriched based on the account provided.
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRptAck RptID="1369036775223" RptRefID="110217759908" TransTyp="0" TrdAckStat="0" TrdRptStat="101" TrdTyp="22" OrigTrdDt="2013-05-16" TrdDt="2013-05-16" BizDt="2013-05-16" ExecID="1769837" ExecID2="57922454" LastQty="4000000" QtyTyp="0" LastPx="1.7971" Ccy="BRL" CalcCcyLastQty="2225808.25" TxnTm="2013-05-16T10:31:30.171-05:00" RegRptTyp="1" VenuTyp="O" RptTyp="0">
		<Hdr SID="CME" SSub="CPAPI" TID="TRPL" TSub="trcpapitest"/>
		<RegTrdID ID="CPB000001769837TN0001" Src="1010000023" Typ="0" Evnt="1"/>
		<Pty R="102" ID="SNZ2OJLFK8MNNCLQOF39" Src="N"/>
		<Instrmt ID="USDBRL" Src="H" SecTyp="FWD" MMY="20130613" Exch="CME" TmUnit="D"/>
		<RptSide Side="1" ClOrdID="CCPC_110217759908" BlckTrdAllocInd="2" InptDev="API" InptSrc="TRPL" Txt="[IndAllocID2=3393086]-">
			<Pty R="44" ID="trcpapitest"/>
			<Pty R="7" ID="661_jpmorgan">
				<Sub Typ="5" ID="J.P. Morgan Futures, Inc."/>
			</Pty>
			<Alloc CustCpcty="2" IndAllocID2="3393086" IndAllocID="110217759908" Qty="4000000" Stat="1">
				<Pty R="1" ID="661">
					<Sub Typ="5" ID="J.P. Morgan Futures, Inc."/>
				</Pty>
				<Pty R="24" ID="ACCT1234" Src="C">
					<Sub Typ="26" ID="1"/>
				</Pty>
				<Pty R="7" ID="CME0000000000000JPMG" Src="N"/>
				<Pty R="7" ID="661_jpmorgan">
					<Sub Typ="5" ID="J.P. Morgan Futures, Inc."/>
				</Pty>
			</Alloc>
		</RptSide>
		<RptSide Side="2" ClOrdID="CCPC_110217759910" BlckTrdAllocInd="2" InptDev="API" InptSrc="TRPL" CustCpcty="2" Txt="">
			<Pty R="44" ID="trcpapitest"/>
			<Pty R="7" ID="661_jpmorgan">
				<Sub Typ="5" ID="J.P. Morgan Futures, Inc."/>
				<Sub Typ="49" ID="Y"/>
			</Pty>
			<Pty R="1" ID="661">
				<Sub Typ="5" ID="J.P. Morgan Futures, Inc."/>
			</Pty>
			<Pty R="24" ID="ACCT6888" Src="C">
				<Sub Typ="26" ID="2"/>
			</Pty>
			<Pty R="7" ID="CME0000000000000JPMG" Src="N"/>
		</RptSide>
	</TrdCaptRptAck>
</FIXML>

 

OTC FX Forward Trade Negative Acknowledgement - MQ

This sample represents:

  • A Trade Submission rejected by ClearPort
  • The response sent using MQ as a transport
<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRptAck RptID="1370284594865" TransTyp="0" ExecID2="57911724" TrdTyp="22" LastQty="400000" QtyTyp="0" LastPx="2.1092" Ccy="USD" TxnTm="2013-05-16T05:36:07.490-05:00" TrdRptStat="1" RptRefID="110217759864" RptTyp="0" TrdAckStat="1" RejRsn="99" RejTxt="Invalid Input: Invalid submitter firm [bamltest1] for allocations. Side=2">
		<Hdr SID="CME" SSub="CPAPI" TID="TRPL" TSub="trcpapitest"/>
		<Instrmt TmUnit="D" MMY="20130517" Src="H" ID="USDBRL" Exch="CME" SecTyp="FWD"/>
		<RptSide Side="2" ClOrdID="CCPC_110217759864" InptSrc="TRPL" BlckTrdAllocInd="2">
			<Pty R="17" ID="bankofamericana">
				<Sub ID="Y" Typ="49"/>
			</Pty>
			<Pty R="7" ID="bamltest1"/>
			<Alloc IndAllocID="110217759864" Qty="400000">
				<Pty R="24" ID="8AE08B01"/>
				<Pty ID="624" R="1"/>
			</Alloc>
		</RptSide>
		<RptSide Side="1" ClOrdID="CCPC_110217759865" InptSrc="TRPL" BlckTrdAllocInd="2">
			<Pty R="1" ID="624"/>
			<Pty R="24" ID="8AE99T01"/>
			<Pty R="17" ID="bamltest1"/>
			<Pty R="7" ID="bankofamericana">
				<Sub ID="Y" Typ="49"/>
			</Pty>
		</RptSide>
	</TrdCaptRptAck>
</FIXML>

 

 

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