The total payment amount/TrdCaptRpt
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 Identifies the specific trade report being sent. This can also be considered to be as the unique message Id for the Trade being reported. The Trade Report Id may be echoed back on the Acks in the RptRefID. ALL ALL Both 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 - Cancel
2 - ReplaceTrade Report Type
RptTyp
int Indicates the purpose of the trade within the workflow and determines the action of the receiver of the trade. For example when a submitter is submitting a new trade or replacing or cancelling an existing trade, a Report Type of Submit is used to indicate the trade is being submitted. ALL ALL Both 0 - Submit
1 - Alleged
2 - Accept
3 - Decline
101 - Notification
102 - Opposite Accept
103 - Opposite RejectTrade Status
TrdRptStat
int Indicates the status of the trade in Clearing. ALL ALL Both 0 - Accepted
1 - Rejected
2 - Cancelled
4 - Received Not yet Processed
5 - Pending Cancel
100 - Unmatch
101 - Pending Clear
102 - Partially Cleared
103 - Cleared with RejectRequest ID
ReqID
String Request ID is present if the Trade Capture Report is in response to a Trade Capture Report Request. Trade Type
TrdTyp
int Specifies the type of trade being submitted to CME Clearing or reported by CME Clearing. Used to distinguish a significant difference in the regulatory or economic requirements surrounding the trade.
Sample values are Regular Trade, Block Trade, Privately Negotiated, Transfer, EFR, EFP, OTCALL 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 This field further qualifies the Trade Type. 36 - Converted SWAP (Aged Deal) Original Trade Date
OrigTrdDt
LocalMktDate Used to preserve 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.Total Number of Trades returned
TotNumTrdRpts
int Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request ALL ALL Both Last Report Indicator
LastRptReqed
Boolean Indicates if this is the last report in the response to a Trade Capture Report Request ALL ALL Both N - Not last message
Y - Last messageExecution ID
ExecID
String In electronically matched trades, the Execution ID is assigned to each fill by the match engine. In a privately negotiated trade, the Execution ID identifies the deal ID and is provided by the trading platform to identify the deal. Secondary Execution ID
ExecID2
String This is used to communicate the execution ID of the originating platform. ALL ALL Both Price Type
PxTyp
int In most cases represents the type of price in the last price. For example if the trade was traded as a fixed cabinet a Price type of 10 is sent in the attribute. OPT OTC FX Outright 1 - Percentage (i.e. percent of par)
2 - Per unit (i.e. per share or contract)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-PitQuantity Type
QtyTyp
int Indicates the type of quantity being represented in the Last Quantity. In CME clearing implementation, the quantity type is defaulted to what is specified in the contract specifications. Unless the contract can be traded in both terms (notional and contract units) this attribute is optional. ALL ALL Outright 0 - Notional / Units
1 - Contract termTrade Quantity
LastQty
Qty Notional amount of the trade. ALL ALL Outright Total Trade Qty
TotTrdQty
Qty Expresses the total quantity traded over the life of the contract when the trade quantity is repeated periodically over the term of the contract. Total Trade Multiplied Qty
TotTrdMultdQty
Qty Expresses the total trade quantity in units. Used when the Contract Multiplier is not 1. This equals Total Trade Qty times Contract Multiplier. Trade Price
LastPx
Price The price at which a trade is cleared. This is the fill or match price if executed in an open market and the negotiated price if executed privately. In most cases it represents a true price. There are a few exceptions. If the Price Type is a Cabinet, this represents the Cabinet price.
Note: Changed from required to conditionally required if leg prices are present. Spread trades may be submitted as a collection of legs without price or quantity specified at the spread level until they are determined by the receiving system. Leg quantity and leg price are used to derive the spread type at which point the spread price and quantity can usually, but not always, be determinedALL ALL Outright Contra Amount
CalcCcyLastQty
Qty Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. Conditionally present for OTC FX Future or Forward outrights that are entered in settlement terms. Currency
Ccy
Currency Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout ALL OTC FX Both Trade Date
TrdDt
LocalMktDate The trade date assigned to an execution on the trading platform. For privately negotiated trades, the date the trade has been received by the CCP
Required on all inbound trade submissions and cleared trade reports sent by the CCPALL ALL Both Clear Date
BizDt
LocalMktDate The date a trade is formally cleared and settled by the CCP.
Conditionally required on cleared trade reports generated by the CCPALL ALL Both Transaction Time
TxnTm
UTCTimestamp The transaction time of the trade. Represents the time that the trade was initially generated either by CME Clearing or firm. The transaction time may be assigned by CME Clearing at the point the trade is reported as cleared. Transaction time can also be provided by an external submitter of the trade at the point the trade is submitted. ALL ALL Both Execution Method
ExecMeth
int Specifies whether the transaction was voice brokered. 3 - Voice Brokered Reject Text
RejTxt
String The reason why the Trade was rejected by the Clearing System. 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 Contingency
TrdCntgncy
int Only applicable to EFRP (EFS/EOO and EFR) transactions.
Will appear on cleared trade status reports (HTTP) and positive acknowledgements (MQ) for EFRP transactions. If not specified on the inbound trade submission, a value of TrdCntgncy=1 (Contingent trade) will be returned.1 - Contingent trade
2 - Non-contingent tradeTrade Reject Reason
RejRsn
int The reason code associated with the trade reject. 1 - Invalid party information
2 - Unknown instrument
3 - Unauthorized to report trades
4 - Invalid trade type
99 - OtherUpfront Points
UpfrntPts
float If the trade is negotiated in upfront points this field is sent. 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 Transaction Identifier associated with a trade execution as required by the CFTC. → Regulatory Trade ID Source
Src
String With the conversion to Unique Transaction Identifier (UTI), this tag will be empty. → 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 the 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. OPT (OTC FX), ALL OTC FX Outright 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. OPT (OTC FX), ALL OTC FX Outright → Amount Currency
Ccy
String The currency that the Amount associated with the trade is being denominated in. OPT (OTC FX), ALL OTC FX Outright 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 TradeQty (repeating)
Qty
→ Quantity Type
Typ
int The Quantity types that are associated with the Trade. 0 - Cleared Qty
1 - Long Side Claim Qty
2 - Short Side Claim Qty
3 - Long Side Rejected Qty
4 - Short Side Rejected Qty
5 - Pending Quantity→ Quantity
Qty
float The trade quantity associated with the quantity. TrdCapRptSideGrp (repeating)
RptSide PaymentGrp (repeating) Pmt →Payment Type Typ Int Type of Payment 10=Option Premium OPT OTCFX 10 →Payment Currency Ccy String Currency of payment OPT OTCFX USD → Payment Amount Amt Amt OPT OTCFX -50000 →Payment Date Dt LocalMktDate Adjusted payment date OPT OTCFX 2016-09-30
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