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This page contains notification message samples. These are unsolicited messages sent by the CME ClearPort API in response to certain events like a claim, clear, etc. 

 

Trade Explicit/Auto Claim Notification

This sample illustrates a message sent by CME ClearPort to the submitter of the side claimed by a clearing firm.

  • Submitter did not specify a Bilateral USI, therefore ClearPort assigns one in the CME DCO namespace.
 <?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
    <TrdCaptRpt RptID="1370800677816" TransTyp="2" TrdRptStat="101" TrdTyp="22" OrigTrdDt="2013-05-20" TrdDt="2013-05-20" BizDt="2013-05-20" ExecID="1770812" ExecID2="56580005" TxnTm="2013-05-20T01:52:03.177-05:00" Ccy="CNY" QtyTyp="0" LastQty="4200000" LastPx="6.2" CalcCcyLastQty="677419.35" RegRptTyp="1" VenuTyp="O" RptTyp="2">
        <Hdr SID="CME" SSub="CPAPI" TID="TRPL" TSub="trcpapitest"/>
        <RegTrdID ID="CPB000001770812TN0001" Src="1010000023" Typ="0" Evnt="1"/>
        <Pty R="102" ID="SNZ2OJLFK8MNNCLQOF39" Src="N"/>
        <Instrmt ID="USDCNY" Src="H" SecTyp="FWD" MMY="20130603" Exch="CME" TmUnit="D"/>
        <Qty Typ="1" Qty="4200000"/>
        <RptSide Side="1" ClOrdID="CCPC_110217782511" BlckTrdAllocInd="2" InptDev="API" InptSrc="TRPL" CustCpcty="2">
            <Pty R="44" ID="trcpapitest"/>
            <Pty R="7" ID="700_abc_securities">
                <Sub Typ="5" ID="ABC Securities, LLC"/>
            </Pty>
            <Pty R="36" ID="utbapi700">
                <Sub Typ="9" ID="John Smith"/>
            </Pty>
            <Pty R="1" ID="700">
                <Sub Typ="5" ID="ABC Securities, LLC"/>
            </Pty>
            <Pty R="24" ID="ABCTEST2" Src="C">
                <Sub Typ="26" ID="2"/>
            </Pty>
            <Pty R="7" ID="CME0000000000000UBSW" Src="N"/>
        </RptSide>
    </TrdCaptRpt>
</FIXML>

Allocation Explicit Claim / Auto Claim Notification  (MQ)

This is a sample message of a claim notification sent to the submitter when an allocation is explicitly claimed or auto claimed.This sample illustrates a partially cleared trade where one or more allocation(s) have been cleared.

<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRpt RptID="1371038167058" TransTyp="2" TrdRptStat="101" TrdTyp="22" TrdSubTyp="36" OrigTrdDt="2013-05-21" TrdDt="2013-05-22" BizDt="2013-05-22" ExecID="1771759" ExecID2="FIT:20130521:3739:9:50001" TxnTm="2013-05-22T12:07:37.543-05:00" Ccy="RUB" QtyTyp="0" LastQty="13000000" LastPx="31.2986" CalcCcyLastQty="415354.04" RegRptTyp="1" VenuTyp="O" RptTyp="2">
		<Hdr SID="CME" SSub="CPAPI" TID="BMG" TSub="bloomplattest"/>
		<RegTrdID ID="CPB000001771759TN0001" Src="1010000023" Typ="0" Evnt="1"/>
		<Pty R="102" ID="SNZ2OJLFK8MNNCLQOF39" Src="N"/>
		<Instrmt ID="USDRUB" Src="H" SecTyp="FWD" MMY="20130522" Exch="CME" TmUnit="D"/>
		<TrdRegTS TS="2013-05-22T12:07:32-05:00" Typ="1"/>
		<Qty Typ="2" Qty="13000000"/>
		<RptSide Side="2" ClOrdID="519CFB5414640018" InptDev="API" InptSrc="BMG">
			<Pty R="44" ID="bloomplattest"/>
			<Pty R="49" ID="010_xyzclearing">
				<Sub Typ="5" ID="XYZ Clearing Systems Inc."/>
			</Pty>
			<Pty R="49" ID="CME0000000000000XSUN" Src="N"/>
			<Pty R="36" ID="8512300" Src="D"/>
			<Alloc CustCpcty="4" IndAllocID2="3396802" IndAllocID="519CFB5414640019" Qty="13000000" Stat="1">
				<Pty R="24" ID="MSFXC4" Src="D">
					<Sub Typ="3" ID="BMG"/>
				</Pty>
				<Pty R="7" ID="CME0000000000000PMCO" Src="N"/>
				<Pty R="7" ID="ABC Co">
					<Sub Typ="5" ID="ABC Investment Management Company LLC"/>
				</Pty>
			</Alloc>
		</RptSide>
	</TrdCaptRpt>
</FIXML>

 

 

Allocation Auto Reject Notification  (MQ)

This is a sample message of a reject notification sent to the submitter when an allocation is explicitly rejected or auto rejected.

<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRpt RptID="1371017315547" TransTyp="2" TrdRptStat="1" TrdTyp="22" OrigTrdDt="2013-05-21" TrdDt="2013-05-21" BizDt="2013-05-21" ExecID="1771092" ExecID2="FIT:20130521:3739:9:387501" TxnTm="2013-05-21T01:51:26.335-05:00" Ccy="INR" QtyTyp="0" LastQty="656220000" LastPx="54.685" CalcCcyLastQty="12000000.00" RegRptTyp="1" VenuTyp="O" RptTyp="3">
		<Hdr SID="CME" SSub="CPAPI" TID="BMG" TSub="bloomplattest"/>
		<RegTrdID ID="CPB000001771092TN0001" Src="1010000023" Typ="0" Evnt="1"/>
		<Pty R="102" ID="SNZ2OJLFK8MNNCLQOF39" Src="N"/>
		<Instrmt ID="USDINR" Src="H" SecTyp="FWD" MMY="20130620" Exch="CME" TmUnit="D"/>
		<TrdRegTS TS="2013-05-21T01:51:20-05:00" Typ="1"/>
		<Qty Typ="3" Qty="656220000"/>
		<RptSide Side="1" ClOrdID="519B19681464009B" InptDev="API" InptSrc="BMG" Txt="[IndAllocID2=3395483]-Time limit exceeded to accept trade.">
			<Pty R="44" ID="bloomplattest"/>
			<Pty R="49" ID="010_xyz">
				<Sub Typ="5" ID="XYZ Clearing Systems Inc."/>
			</Pty>
			<Pty R="49" ID="CME0000000000000XXYZ" Src="N"/>
			<Pty R="36" ID="7798925" Src="D"/>
			<Alloc CustCpcty="4" IndAllocID2="3395483" IndAllocID="519B19681464009C" Qty="656220000" Stat="3">
				<Pty R="24" ID="MSFXC2" Src="D">
					<Sub Typ="3" ID="BMG"/>
				</Pty>
				<Pty R="7" ID="CME0000000000000ABC1" Src="N"/>
				<Pty R="7" ID="ABC Co">
					<Sub Typ="5" ID="ABC Investment Management Company LLC"/>
				</Pty>
			</Alloc>
		</RptSide>
	</TrdCaptRpt>
</FIXML>

Trade Clear Notification

 <?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRpt RptID="1369029987358" TransTyp="2" TrdRptStat="0" TrdTyp="22" OrigTrdDt="2013-05-16" TrdDt="2013-05-16" BizDt="2013-05-16" ExecID="1769760" ExecID2="57918347" TxnTm="2013-05-16T08:38:22.733-05:00" Ccy="BRL" QtyTyp="0" LastQty="3000000" LastPx="1.7971" CalcCcyLastQty="1669356.18" RegRptTyp="1" VenuTyp="O" RptTyp="101">
		<Hdr SID="CME" SSub="CPAPI" TID="TRPL" TSub="trcpapitest"/>
		<RegTrdID ID="CPB000001769760TN0001" Src="1010000023" Typ="1" Evnt="1"/>
		<Pty R="102" ID="SNZ2OJLFK8MNNCLQOF39" Src="N"/>
		<Instrmt ID="USDBRL" Src="H" SecTyp="FWD" MMY="20130613" Exch="CME" TmUnit="D"/>
		<Qty Typ="0" Qty="3000000"/>
		<RptSide Side="1" ClOrdID="CCPC_110217759881" InptDev="API" InptSrc="TRPL">
			<Pty R="44" ID="trcpapitest"/>
			<Pty R="7" ID="661_xyzfutures">
				<Sub Typ="5" ID="XYZ Futures, Inc."/>
			</Pty>
			<RegTrdID ID="CPC000001769760BN0001" Src="1010000023" Typ="0" Evnt="2"/>
			<Pty R="1" ID="661">
				<Sub Typ="5" ID="XYZ Futures, Inc."/>
			</Pty>
			<Pty R="24" ID="M45021" Src="C">
				<Sub Typ="26" ID="1"/>
			</Pty>
			<Pty R="7" ID="CME0000000000000XYZ" Src="N"/>
		</RptSide>
		<RptSide Side="2" ClOrdID="CCPC_110217759885"  InptDev="API" InptSrc="TRPL" CustCpcty="2">
			<Pty R="44" ID="trcpapitest"/>
			<Pty R="7" ID="661_abcfutures">
				<Sub Typ="5" ID="ABC Futures, Inc."/>
				<Sub Typ="49" ID="Y"/>
			</Pty>
			<Pty R="1" ID="661">
				<Sub Typ="5" ID="ABC Futures, Inc."/>
			</Pty>
			<Pty R="24" ID="1JPMH1" Src="C">
				<Sub Typ="26" ID="2"/>
			</Pty>
			<Pty R="7" ID="CME0000000000000ABCD" Src="N"/>
			<RegTrdID ID="CPC000001769760SN0001" Src="1010000023" Typ="0" Evnt="2"/>
		</RptSide>
	</TrdCaptRpt>
</FIXML>
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