/TrdCaptRptReq
Field Name FIXML Attribute Name Data Type Description Required for Transaction Type Required for Security Type Required for Asset Class Required for Outright or Spread Supported Values Request ID
ReqID
String Identifier for the trade request ALL ALL Both Trade ID
TrdID
String The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. Request Type
ReqTyp
int Type of Trade Reports being requested. ALL ALL Both 0 - All Trades
1 - Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.)
2 - Unmatched or Pending Trades
4 - Alleged TradesExecution 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. Client Order ID
ClOrdID
String Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those that electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. Secondary Execution ID
ExecID2
String This is used to communicate the execution ID of the originating platform. Source Trade ID
SrcTrdID
String The Trade request for the specified Source Trade ID. StandardHeader
Hdr
→ Sender ID
SID
String This attribute identifies the party or the Submitter of the message. The value is assigned by CME. ALL ALL Both → Target ID
TID
String This attribute identifies the receiver of the message. This must be set to CME. ALL ALL Both → MsgSeqNum
SeqNum
SeqNum (Can be embedded within encrypted data section.) → Sender Qualifier
SSub
String This attribute qualifies the Sender. The user ID assigned to the sender must be provided. ALL ALL Both → Target Qualifier
TSub
String This qualifies the receiver of the message. For CME ClearPort Trade submission this must be set to CPAPI. ALL ALL Both Parties (repeating)
Pty
→ Party ID
ID
String Used to identify the Party. → Party Role
R
int Indicates the type of Party or the role of the party in the Party Block. 7 - Trading (Entering) Firm
30 - Inter Dealer Broker
49 - Asset Manager TrdCapDtGrp (repeating)
TrdCapDt
→ Trade Date
TrdDt
LocalMktDate Request the trades for the trade date specified in the request. ALL ALL Both
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