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/TrdCaptRpt

Field NameFIXML Attribute NameData TypeDescriptionPresent for Security TypePresent for Asset ClassPresent for Outright or SpreadSupported Values
Message ID RptID StringIdentifies 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.ALLALLBoth 
Transaction Type TransTyp intIndicates the action being taken on a trade. The Acknowledgement echoes back the Trans Type from the inbound message.ALLALLBoth0 - New

1 - Cancel

2 - Replace

Trade Report Type RptTyp intIndicates 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.ALLALLBoth0 - Submit

1 - Alleged

2 - Accept

3 - Decline

101 - Notification

102 - Opposite Accept

103 - Opposite Reject

Trade Status TrdRptStat intIndicates the status of the trade in Clearing.ALLALLBoth0 - Accepted

1 - Rejected

2 - Cancelled

4 - Received Not yet Processed

5 - Pending Cancel

100 - Unmatch

101 - Pending Clear

102 - Partially Cleared

103 - Cleared with Reject

Request ID ReqID StringRequest ID is present if the Trade Capture Report is in response to a Trade Capture Report Request.    
Trade Type TrdTyp intSpecifies 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, OTC
ALLALLBoth1 - 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 trade

Trade Sub Type TrdSubTyp intThis field further qualifies the Trade Type.   36 - Converted SWAP (Aged Deal)

Original Trade Date OrigTrdDt LocalMktDateUsed to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer    
Original Trade ID OrigTrdID StringLinks 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 intNumber of trade reports returned - if this report is part of a response to a Trade Capture Report RequestALLALLBoth 
Last Report Indicator LastRptReqed BooleanIndicates if this is the last report in the response to a Trade Capture Report RequestALLALLBothN - Not last message

Y - Last message

Execution ID ExecID StringIn 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 StringThis is used to communicate the execution ID of the originating platform.ALLALLBoth 
Price Type PxTyp intIn 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.OPTOTC FXOutright1 - Percentage (i.e. percent of par)

2 - Per unit (i.e. per share or contract)

Venue Type VenuTyp charIdentifies the type of venue where a trade was executed.   E - Electronic

O - Off facility swap

P - Pit

R - Registered Market (SEF)

X - Ex-Pit

Quantity Type QtyTyp intIndicates 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.ALLALLOutright0 - Notional / Units

1 - Contract term

Trade Quantity LastQty QtyNotional amount of the trade.ALLALLOutright 
Total Trade Qty TotTrdQty QtyExpresses 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 QtyExpresses 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 PriceThe 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 determined
ALLALLOutright 
Contra Amount CalcCcyLastQty QtyUsed 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 CurrencyPrimary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmoutALLOTC FXBoth 
Trade Date TrdDt LocalMktDateThe 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 CCP
ALLALLBoth 
Clear Date BizDt LocalMktDateThe date a trade is formally cleared and settled by the CCP.
Conditionally required on cleared trade reports generated by the CCP
ALLALLBoth 
Transaction Time TxnTm UTCTimestampThe 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.ALLALLBoth 
Execution Method ExecMeth intSpecifies whether the transaction was voice brokered.   3 - Voice Brokered

Reject Text RejTxt StringThe reason why the Trade was rejected by the Clearing System.    
Confirmation Method CnfmMeth intIndication of how a trade was confirmed.   0 - non-electronic

1 - electronic

Verification Method VerfMeth intIndication of how a trade was verified.   0 - non-electronic

1 - electronic

Regulatory Report Type RegRptTyp Reserved100PlusType of regulatory report being submitted.   1 - Primary economic terms (PET)

4 - Combination of RT and PET

Trade Contingency TrdCntgncy intOnly 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 trade

Trade Reject Reason RejRsn intThe reason code associated with the trade reject.   1 - Invalid party information

2 - Unknown instrument

3 - Unauthorized to report trades

4 - Invalid trade type

99 - Other

Upfront Points UpfrntPts floatIf the trade is negotiated in upfront points this field is sent.    
StandardHeader Hdr  
→ Sender ID SID StringThis attribute identifies the party or the Submitter of the message. This is set to CME.ALLALLBoth 
→ Target ID TID StringThis 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.ALLALLBoth 
→ MsgSeqNum SeqNum SeqNum(Can be embedded within encrypted data section.)    
→ Sender Qualifier SSub StringThis attribute qualifies the Sender. For messages sent by the CME ClearPort API this is set to CPAPI.ALLALLBoth 
→ Target Qualifier TSub StringThis qualifies the receiver of the message. This is set to the CME ClearPort UserID of the Sender.ALLALLBoth 
RegulatoryTradeIDGrp (repeating) RegTrdID  
→ Regulatory Trade ID ID StringRegulatory 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 StringID of reporting entity assigned by regulatory agency.    
→ Regulatory Trade ID Event Evnt intEvent 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 intThe 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 intIncluded 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 StringUsed to identify the party.    
→ Root Party ID Source Src charUsed to identify the source of PartyID value (e.g. LEI).   N - LEI

→ Root Party Role R intIdentifies 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 StringUsed as the primary identifier for the underlying instrument.OPTALLBoth 
→ Underlying Product Code Source Src StringIdentifies the source responsible for assigning the security identifier of the underlying security. This may be the exchange, CCP, or an international organization.OPTALLBothH - Clearing House / Clearing Organization

→ Underlying Security Type SecTyp StringUsed to indicate the type of underlying security being reported; Future, Option on Physical, Option on Future, or Multi-leg for spreads.OPTALLBothFUT - Future

FWD - Forward

MLEG - Multi Leg (Combo)

→ Underlying Maturity MMY MonthYearThe 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 weekOPTALLBoth 
→ Underlying Product Exchange Exch ExchangeThe exchange where the underlying security is listed and has tradedOPTALLBothCBT - 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 StringThe type of amount being expressed in the Trade Report.OPT (OTC FX), ALLOTC FXOutrightCRES - Cash Residual Amount

ICPN - Initial Trade Coupon Amount

IPMT - Upfront Payment

PREM - Premium Amount

TVAR - Trade Variation Amount

→ Amount Amt AmtThe amount associated with the trade.OPT (OTC FX), ALLOTC FXOutright 
→ Amount Currency Ccy StringThe currency that the Amount associated with the trade is being denominated in.OPT (OTC FX), ALLOTC FXOutright 
TrdInstrmtLegGrp (repeating) TrdLeg  
TrdRegTimestamps (repeating) TrdRegTS  
→ Timestamp TS UTCTimestampExecution time for the deal.ALLALLBoth 
→ Timestamp Type Typ intIndicates type of timestamp.ALLALLBoth1 - Execution Time

TradeQty (repeating) Qty  
→ Quantity Type Typ intThe 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 floatThe trade quantity associated with the quantity.    
TrdCapRptSideGrp (repeating) RptSide  
PaymentGrp (repeating)Pmt 
→Payment TypeTypIntType of Payment 10=Option PremiumOPTOTCFX 10
→Payment CurrencyCcyStringCurrency of paymentOPTOTCFX USD
→ Payment AmountAmtAmt

The total payment amount

  • Can be positive or negative, depending on side
    • Buyer = negative
    • Seller = positive
OPTOTCFX -50000
→Payment DateDtLocalMktDateAdjusted payment dateOPTOTCFX 2016-09-30