/TrdCaptRpt/RptSide (repeating)

Field NameFIXML Attribute NameData TypeDescriptionRequired for Transaction TypeRequired for Security TypeRequired for Asset ClassRequired for Outright or SpreadSupported Values
Buy Sell Code Side charThe Side of the Trade. It's a Buy or a Sell.Dual-Sided
Single-Sided
ALLALLBoth1 - Buy

2 - Sell

Side Trade Quantity SideQty intUsed to indicate the quantity on one side of a multi-sided Trade Capture Report




Client Order IDClOrdIDStringUnique identifier for order as assigned for that side.




Input Source InptSrc StringThe original system from which the trade originated. CME Clearing treats this as a pass-through field on cleared trade confirmations.Dual-Sided
Single-Sided
ALLALLBoth
Allocation IndicatorAllocIndIntIdentifies how the trade is to be allocatedDual-Sided
Single-Sided
ALLALLBoth

Valid values:
'0' Allocation not required
'1' Allocation required (give-up trade) allocation information not provided (incomplete)

Aggressor IndicatorAgrsrInd BooleanUsed to identify whether or not the order initiator is an aggressor in the trade.



N - Order initiator is passive

Y - Order initiator is aggressor

Source Trade IDSrcTrdID StringA Trade ID assigned by the source for the trade Side. Typically used to identify a trade by the submitter while submitting a single-sided trade.Single-SidedALLALLBoth
Customer Order Handling InstructionCustOrdHdlInst MultipleStringValueContains the FIA Execution Source.



A - Phone simple

B - Phone complex

C - FCM-provided screen

D - Other-provided screen

E - Client provided platform controlled by FCM

F - Client provided platform direct to exchange

G - FCM API or FIX

H - Algo Engine

J - Price at Execution (price added at Initial order entry, trading, middle office or time of give-up)

W - Desk - Electronic

X - Desk - Pit

Y - Client - Electronic

Z - Client - Pit

Block Trade Allocation IndicatorBlckTrdAllocInd intIndication that a block trade will be allocated.



0 - Block to be allocated

1 - Block not to be allocated

2 - Allocated trade (i.e. a sub-trade of a block trade)

Side Risk Limit Check StatusRiskChkStat intIndicates the status of the risk limit check performed on the side of a trade.



13 - Accepted by execution venue

Reference Risk Limit Check IDRefRiskLmtChkID StringIndicates the credit approval token for pre-approved trades reported on Swap Execution Facilities (SEFs).




NotesNotes StringA field for user-created notes.




Parties (repeating) Pty
→ Party IDID StringUsed to identify the Party.Dual-Sided
Single-Sided
ALLALLBoth
→ Party ID SourceSrc charUsed to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
Conditionally Required:
Needed when submitting with Account Alias (R=24).




C - Generally accepted market participant identifier

D - Proprietary / Custom code

H - Clearing house participant/member code

N - LEI

P – PLID (Privacy Law Identifier)

Q – NPID (Natural Person Identifier)

→ Party RoleR intIndicates the type of Party or the role of the party in the Party Block.Dual-Sided
Single-Sided
ALLALLBoth1 - Executing Firm

7 - Trading (Entering) Firm

17 - Contra Firm

24 - Customer Account

30 - Inter Dealer Broker

36 - Entering trader

37 - Contra trader

49 - Asset Manager

62 - Report originator

→ PtysSubGrp (repeating) Sub
→→ Party Qualifier IDID StringA Sub ID provides additional information about the Party. For example the Firm long name could be specified for the firm in the Sub Tag with Typ = 9. This is a child of the Party element.
Where Sub/@Typ = 26
1 = Customer
2 = House
Conditionally Required:
Needed when submitting with Account Alias (R=24) to indicate whose alias is being used.





→→ Party Qualifier TypeTyp intThe Type of Party Sub ID in the Party Sub Tag.
Conditionally Required:
Needed when submitting with Account Alias (R=24) to indicate who s alias is being used:
1 = Asset Manager
or Active Trader
3 = Platform




1 - Firm

3 - System

49 - Reporting entity indicator

SideRegulatoryTradeIDGrp (repeating) RegTrdID
→ Side Regulatory Trade IDID StringRegulatory Trade ID for the trade side. Will be used to communicate the Universal Swap Identifier associated with a cleared trade.




→ Side Regulatory Trade ID SourceSrc StringID of reporting entity assigned by regulatory agency.




→ Side Regulatory Trade ID EventEvnt 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

→ Side Regulatory Trade ID TypeTyp 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)

→ Side Regulatory Trade ID ScopeScope 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

CommissionDataGrp CommData
→ Commission BasisBasis intSpecifies the basis or unit used to calculate the commission.



1 - Per Unit (implying shares, par, currency, etc.)

2 - Percent

8 - Amount per contract

→ Commission CurrencyCcy CurrencySpecifies the currency denomination of the commission amount if different from the trade's currency.




→ Commission RateRt floatRate per basis. For example, $1 per contract, or $0.01 per unit (e.g. barrel).




→ Commission Leg Ref IDLegRefID StringTrade leg identifier for spread trade submissions. Required on all CommData blocks for each leg of a spread.




TrdAllocGrp (repeating) Alloc