The total payment amount/TrdCaptRptAck
Field Name FIXML Attribute Name Data Type Description Present for Security Type Present for Asset Class Present for Outright or Spread Supported Values Message ID
RptID
String A Message ID to identify the Trade Capture Report Acknowledgement. ALL ALL Both Trade Transaction Type
TransTyp
int Indicates the action being taken on a trade. The Acknowledgement echoes back the Trans Type from the inbound message. ALL ALL Both 0 - New
1 - CancelTrade Report Type
RptTyp
int Indicates the type of Trade Report being sent. The Acknowledgment message echoes back the Report Type from the initial submission. ALL ALL Both 0 - Submit
3 - DeclineTrade Type
TrdTyp
int Type of Trade. ALL ALL Both 1 - Block Trade
2 - EFP (Exchange for physical)
11 - Exchange for Risk (EFR)
22 - Over the Counter Privately Negotiated Trades (OPNT)
54 - OTC / Large Notional Off Facility Swap
58 - Block swap tradeTrade Sub Type
TrdSubTyp
int Further qualification to the trade type 36 - Converted SWAP (Aged Deal) Original Trade Date
OrigTrdDt
LocalMktDate Used to preserve the original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer. Original Trade ID
OrigTrdID
String Links an original voided trade report (which has been submitted within regulatory time restrictions) with the resubmitted trade.
Example:
1. A trade with Trade ID of 10001234 is entered into ClearPort API.
2. Trade with Trade ID of 10001234 is voided.
3. A new trade with a Trade ID of 10007777 is entered as a resubmission for the earlier voided trade, and the OrigTrdID can be set as: 10001234.Message Reference ID
RptRefID
String This is the Report of the original Trade Report that resulted in the Acknowledgement. ALL ALL Both Trade Report Status
TrdRptStat
int Status of Trade in the system. ALL ALL Both 0 - Accepted
1 - Rejected
2 - Cancelled
4 - Received Not yet Processed
100 - UnmatchReject Reason
RejRsn
int An Internal system assigned reason code associated with the Rejection of Trade Report. 1 - Invalid party information
2 - Unknown instrument
3 - Unauthorized to report trades
4 - Invalid trade type
99 - OtherExecution ID
ExecID
String Exchanged assigned Execution ID (Trade Identifier). Is not generated on single-sided Trade Submission. Secondary Execution ID
ExecID2
String Used to echo back the client's Trade ID referenced in the submission. ALL ALL Both Price Type
PxTyp
int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)OPT OTC FX Outright 1 - Percentage (i.e. percent of par)
2 - Per unit (i.e. per share or contract)Quantity Type
QtyTyp
int Type of quantity specified in a quantity field: ALL ALL Outright 0 - Notional / Units
1 - Contract termTrade Quantity
LastQty
Qty Quantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int)ALL ALL Outright Trade Price
LastPx
Price Price of this (last) fill. ALL ALL Outright Venue Type
VenuTyp
char Identifies the type of venue where a trade was executed. E - Electronic
O - Off facility swap
P - Pit
R - Registered Market (SEF)
X - Ex-PitContra Amount
CalcCcyLastQty
Qty Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. Currency
Ccy
Currency Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout ALL OTC FX Both Trade Date
TrdDt
LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). Conditionally present for all accepted trades. Clear Date
BizDt
LocalMktDate The "Clearing Business Date" referred to by this message. Conditionally present for all accepted trades. Transaction Time
TxnTm
UTCTimestamp Time ACK was issued by matching system, trading system or counterparty ALL ALL Both Execution Method
ExecMeth
int Specifies whether the transaction was executed via an automated execution platform or other method. 3 - Voice Brokered Confirmation Method
CnfmMeth
int Indication of how a trade was confirmed. 0 - non-electronic
1 - electronicVerification Method
VerfMeth
int Indication of how a trade was verified. 0 - non-electronic
1 - electronicRegulatory Report Type
RegRptTyp
Reserved100Plus Type of regulatory report being submitted. 1 - Primary economic terms (PET)
4 - Combination of RT and PETTrade Acknowledgement Status
TrdAckStat
int The Status of the Trade Report that was submitted. ALL ALL Both 0 - Accepted
1 - RejectedReject Text
RejTxt
String Used by firms to send a reason for rejecting a trade in an allocate claim model. Upfront Points
UpfrntPts
float The Upfront Points that can be exchanged as part of a deal. StandardHeader
Hdr
→ Sender ID
SID
String This attribute identifies the party or the Submitter of the message. This is set to CME. ALL ALL Both → Target ID
TID
String This attribute identifies the receiver of the message. This could be a Broker or Platform or any other valid Trading entity. This value is pre-assigned by CME. ALL ALL Both → MsgSeqNum
SeqNum
SeqNum (Can be embedded within encrypted data section.) → Sender Qualifier
SSub
String This attribute qualifies the Sender. For messages sent by the CME ClearPort API this is set to CPAPI. ALL ALL Both → Target Qualifier
TSub
String This qualifies the receiver of the message. This is set to the CME ClearPort UserID of the Sender. ALL ALL Both RegulatoryTradeIDGrp (repeating)
RegTrdID
→ Regulatory Trade ID
ID
String Regulatory Trade ID. Will be used to communicate the Unique Swap Identifier associated with a trade execution as required by the CFTC. → Regulatory Trade ID Source
Src
String ID of reporting entity assigned by regulatory agency. → Regulatory Trade ID Event
Evnt
int Event causing origination of the ID. For combinations, use the higher enumeration value. E.g. for Allocation plus Clearing use the value 2. 0 - Initial block trade
1 - Allocation (or determination that the block trade will not be further allocated)
2 - Clearing→ Regulatory Trade ID Type
Typ
int The type of Regulatory Trade ID being sent. 0 - Current (the default)
1 - Previous (e.g. when reporting a cleared trade or novation of a previous trade)
2 - Block (e.g. when reporting an allocated subtrade)→ Regulatory Trade ID Scope
Scope
int Included when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Omit if scope does not apply to this instance. 1 - Clearing member
2 - Client RootParties (repeating)
Pty
→ Root Party ID
ID
String Used to identify the Party. → Root Party ID Source
Src
char Used to identify source source of PartyID value (e.g. LEI). N - LEI → Root Party Role
R
int Identifies the type of PartyID (e.g. the original Swap Data Repository, the Execution Venue, etc.) 73 - Execution Venue
102 - Data Repository (e.g. SDR) Instrument
Instrmt UnderlyingInstrument (repeating)
Undly
→ Underlying Product Code
ID
String Used as the primary identifier for the underlying instrument. OPT ALL Both → Underlying Product Code Source
Src
String Identifies the source responsible for assigning the security identifier of the underlying security. This may be the exchange, CCP, or an international organization. OPT ALL Both H - Clearing House / Clearing Organization → Underlying Security Type
SecTyp
String Used to indicate the type of underlying security being reported; Future, Option on Physical, Option on Future, or Multi-leg for spreads. OPT ALL Both FUT - Future
FWD - Forward
MLEG - Multi Leg (Combo)→ Underlying Maturity
MMY
MonthYear The expiration period code of an underlying instrument. Used in combination with UnderlyingSymbol or UnderlyingSecurityID to specify the instrument identifier. The value can be expressed as YYYYMM, YYYYMMDD or YYYYMMwN where w represents a reference to week. OPT ALL Both → Underlying Product Exchange
Exch
Exchange The exchange where the underlying security is listed and has traded OPT ALL Both CBT - Chicago Board of Trade
CEE - Stock Exchange Group
CME - Chicago Mercantile Exchange
COMEX - Commodities Exchange, Inc
DME - Dubai Mercantile Exchange
NYMEX - New York Mercantile Exchange
NYMSW - CME Swaps - NYMEX PositionAmountData (repeating)
Amt
→ Amount Type
Typ
String The type of amount being expressed in the Trade Report. CRES - Cash Residual Amount
ICPN - Initial Trade Coupon Amount
IPMT - Upfront Payment
PREM - Premium Amount
TVAR - Trade Variation Amount→ Amount
Amt
Amt The amount associated with the trade. → Amount Currency
Ccy
String The currency that the Amount associated with the trade is being denominated in. TrdInstrmtLegGrp (repeating)
TrdLeg TrdRegTimestamps (repeating)
TrdRegTS
→ Timestamp
TS
UTCTimestamp Execution time for the deal. ALL ALL Both → Timestamp Type
Typ
int Indicates type of timestamp. ALL ALL Both 1 - Execution Time TrdCapRptAckSideGrp (repeating)
RptSide PaymentGrp (repeating) Pmt →Payment Type Typ Int Type of Payment 10=Option Premium O OPT OTCFX 10 →Payment Currency Ccy String Currency of payment O OPT OTCFX USD → Payment Amount Amt Amt O OPT OTCFX -50000 →Payment Date Dt LocalMktDate Adjusted payment date O OPT OTCFX 2016-09-30
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