/TrdCaptRpt/RptSide (repeating)

Field NameFIXML Attribute NameData TypeDescriptionPresent for Security TypePresent for Asset ClassPresent for Outright or SpreadSupported Values
Buy Sell Code Side charThe Side of the Trade. It's a Buy or a Sell.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 ID ClOrdID StringUnique 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.ALLALLBoth
Input Device InptDev StringThe device type from which the trade originated. May be specified as API, UI, or System Generated.ALLALLBothAPI - API submitted

UI - GUI used for Submission

CTI CustCpcty intThe customer capacity for this tradeALLALLBoth1 - Member trading for their own account

2 - Clearing Firm trading for its proprietary account

3 - Member trading for another member

4 - All other

Text Txt StringCan indicate the reason for a side rejecting, e.g. insufficient RAV or position limits.

Allocation IndicatorAllocIndIntIdentifies how the trade is to be allocatedDual-Sided 
Aggressor Indicator AgrsrInd 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

Trade ID TrdID StringThe Trade ID for the Side as assigned by the CCP system. Typically used when single sided Trades are submitted.

Source Trade ID SrcTrdID 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.

Customer Order Handling Instruction CustOrdHdlInst 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


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 Indicator BlckTrdAllocInd 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 Status RiskChkStat intIndicates the status of the risk limit check performed on the side of a trade.

13 - Accepted by execution venue

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

Notes Notes StringA field for user-created notes.

Parties (repeating) Pty
→ Party ID ID StringUsed to identify the Party.ALLALLBoth
→ Party ID Source Src charUsed to identify class source of PartyID value (such as BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.ALLALLBoth

C - Generally accepted market participant identifier

D - Proprietary / Custom code

H - Clearing house participant/member code


P – PLID (Privacy Law Identifier)

Q – NPID (Natural Person Identifier)

→ Party Role R intIndicates the type of Party or the role of the party in the Party Block.ALLALLBoth1 - Executing Firm

7 - Trading (Entering) Firm

17 - Contra Firm

24 - Customer Account

30 - Inter Dealer Broker

36 - Entering trader

37 - Contra trader

44 - Order Entry Operator ID

49 - Asset Manager

62 - Report originator

→ PtysSubGrp (repeating) Sub
→→ Party Qualifier ID ID 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
→→ Party Qualifier Type Typ intThe Type of Party Sub ID in the Party Sub Tag.ALLALLBoth1 - Firm

3 - System

5 - Full legal name of firm

9 - Contact name

26 - Account type or Origin

49 - Reporting entity indicator

SideRegulatoryTradeIDGrp (repeating) RegTrdID
→ Side Regulatory Trade ID ID 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 Source Src StringID of reporting entity assigned by regulatory agency.

→ Side 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

→ Side 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)

→ Side 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

CommissionDataGrp CommData
→ Commission Basis Basis 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 Currency Ccy CurrencySpecifies the currency denomination of the commission amount if different from the trade's currency.

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

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

TrdAllocGrp (repeating) Alloc