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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 match, claim, clear, etc. 

 

Trade Match Notification

This illustrates a message sample of a match notification sent to the submitters after ClearPort matches a trade. The Trade Status on the message is a Pending Clear. This message is sent to submitters after a successful match and trades go into the clearing workflow.

<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRpt RptID="1369949691431" TransTyp="2" TrdRptStat="101" TrdTyp="22" OrigTrdDt="2013-05-16" TrdDt="2013-05-16" BizDt="2013-05-16" ExecID="1769715" ExecID2="57913754" TxnTm="2013-05-16T06:36:35.322-05:00" Ccy="CNY" QtyTyp="0" LastQty="3100000" LastPx="6.2" CalcCcyLastQty="500000.00" RegRptTyp="1" VenuTyp="O" RptTyp="2">
		<Hdr SID="CME" SSub="CPAPI" TID="TRPL" TSub="trcpapitest"/>
		<RegTrdID ID="CPB000001769715TN0001" 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="3100000"/>
		<RptSide Side="1" ClOrdID="CCPC_110217759871" 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>


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 using 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>


Trade Explicit Claim/Auto Claim Notification to Opposite Side

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

<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRpt RptID="1370800677825" 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="102">
		<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="2" ClOrdID="CCPC_110217782507" BlckTrdAllocInd="2" InptDev="API" InptSrc="TRPL">
			<Pty R="44" ID="trcpapitest"/>
			<Pty R="7" ID="700_abc_securities">
				<Sub Typ="5" ID="ABC Securities, LLC"/>
				<Sub Typ="49" ID="Y"/>
			</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="ABCROCK1" Src="C">
					<Sub Typ="26" ID="1"/>
				</Pty>
				<Pty R="7" ID="CME0000000000000UBSW" Src="N"/>		
		</RptSide>
	</TrdCaptRpt>
</FIXML>

 

Trade Explicit/Auto Reject Notification

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

<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRpt RptID="1370238546547" TransTyp="2" TrdRptStat="1" TrdTyp="22" OrigTrdDt="2013-05-16" TrdDt="2013-05-16" BizDt="2013-05-16" ExecID="1769715" ExecID2="57913754" TxnTm="2013-05-16T06:36:35.322-05:00" Ccy="CNY" QtyTyp="0" LastQty="3100000" LastPx="6.2" CalcCcyLastQty="500000.00" RegRptTyp="1" VenuTyp="O" RptTyp="3">
		<Hdr SID="CME" SSub="CPAPI" TID="TRPL" TSub="trcpapitest"/>
		<RegTrdID ID="CPB000001769715TN0001" 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="3" Qty="3100000"/>
		<RptSide Side="1" ClOrdID="CCPC_110217759871" BlckTrdAllocInd="2" InptDev="API" InptSrc="TRPL" CustCpcty="2" Txt="Time limit exceeded to accept trade.">
			<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>


Trade Explicit Reject Notification to the Opposite Side

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

<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRpt RptID="1370870171297" TransTyp="2" TrdRptStat="1" 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="103">
		<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="3" Qty="4200000"/>
		<RptSide Side="2" ClOrdID="CCPC_110217782507" BlckTrdAllocInd="2" InptDev="API" InptSrc="TRPL" Txt="[IndAllocID2=3394932]-Time limit exceeded to accept trade.">
			<Pty R="44" ID="trcpapitest"/>
			<Pty R="7" ID="700_abc_securities">
				<Sub Typ="5" ID="ABC Securities, LLC"/>
				<Sub Typ="49" ID="Y"/>
			</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="ACCTROCK1" Src="C">
					<Sub Typ="26" ID="1"/>
				</Pty>
				<Pty R="7" ID="CME0000000000000UBSW" Src="N"/>
		</RptSide>
	</TrdCaptRpt>
</FIXML>

 

Trade Clear Notification (MQ)

This is a final clear notification sent by ClearPort for the trade. This trade cleared fully. The HTTP notification differs in that the TransTyp is 0 (New).

<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRpt RptID="1370881641927" TransTyp="2" TrdRptStat="0" TrdTyp="22" OrigTrdDt="2013-05-21" TrdDt="2013-05-21" BizDt="2013-05-21" ExecID="1771136" ExecID2="58064390" TxnTm="2013-05-21T05:03:31.294-05:00" Ccy="USD" QtyTyp="0" LastQty="1000000" LastPx="2.08" RegRptTyp="1" VenuTyp="O" RptTyp="101">
		<Hdr SID="CME" SSub="CPAPI" TID="TRPL" TSub="trcpapitest"/>
		<RegTrdID ID="CPB000001771136TN0001" Src="1010000023" Typ="1" Evnt="1"/>
		<Pty R="102" ID="SNZ2OJLFK8MNNCLQOF39" Src="N"/>
		<Instrmt ID="USDBRL" Src="H" SecTyp="FWD" MMY="20130528" Exch="CME" TmUnit="D"/>
		<Qty Typ="0" Qty="1000000"/>
		<RptSide Side="1" ClOrdID="CCPC_110217760727" BlckTrdAllocInd="1" InptDev="API" InptSrc="TRPL" CustCpcty="2">
			<Pty R="44" ID="trcpapitest"/>
			<Pty R="7" ID="401_rbs_clearing">
				<Sub Typ="5" ID="The RBS PLC (London Branch)"/>
				<Sub Typ="49" ID="Y"/>
			</Pty>
			<Pty R="1" ID="401">
				<Sub Typ="5" ID="The RBS PLC (London Branch)"/>
			</Pty>
			<Pty R="24" ID="RBSGBFXLON1" Src="C">
				<Sub Typ="26" ID="2"/>
			</Pty>
			<Pty R="7" ID="CME0000000000000RBSP" Src="N"/>
			<RegTrdID ID="CPC000001771136BN0001" Src="1010000023" Typ="0" Evnt="2"/>
		</RptSide>
	</TrdCaptRpt>
</FIXML>

 

 


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