CME ClearPort FIXML Library

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CME ClearPort API - Allocation Instruction Ack Message - Outbound —

/AllocInstrctnAck

Field Name	FIXML Attribute Name	Data Type	Description	Present / Conditional / Optional	Supported Values
Message ID	`ID`	String	Unique identifier for this Allocation Instruction Ack message.	P
Reference Message ID	`RefAllocID`	String	ID of the Allocation Instruction message being referenced.	P
Transaction Time	`TxnTm`	UTCTimestamp	Date/time when Allocation Instruction Ack is generated	P
Status	`Stat`	int	Denotes the status of the Allocation Instruction.	P	1 - block level reject 2 - account level reject 5 - rejected by intermediary
Transaction Type	`TransTyp`	char	Used to express New, Cancel, or Replace for the Allocation Instruction message being referenced. Only New and Cancel are supported.	P	0 - New 2 - Cancel
Allocation Type	`Typ`	int	Specifies the purpose or type of the Allocation Instruction message being referenced.	P	17 - Give-up
Input Source	`InptSrc`	String	Indicates input source of original trade marked for allocation.	O
Additional Text	`Txt`	String	Can include explanation for rejection of an Allocation Instruction.	P
Venue Type	`VenuTyp`	char	Identifies the type of venue for the allocation.	P	O - Off facility swap R - Registered Market (SEF)
StandardHeader	`Hdr`
→ Sender ID	`SID`	String	This attribute identifies the party or the Submitter of the message. This is set to CME.	P
→ Target ID	`TID`	String	This attribute identifies the receiver of the message. This must be set to CME.	P
→ Sender Qualifier	`SSub`	String	This attribute qualifies the Sender. The user ID assigned to the sender must be provided.	P
→ Target Qualifier	`TSub`	String	This qualifies the receiver of the message. For CME ClearPort Trade submission this must be set to CPAPI.	P
Instrument	`Instrmt`
→ Security Type	`SecTyp`	String	Indicates type of instrument or security being traded or defined.	P	FWD - Forward IRS - Interest Rate Swap
Parties (repeating)	`Pty`
→ Party ID	`ID`	String	Used to identify the Asset Manager holding account. For IRS, only account aliases are supported.	P
→ Party ID Source	`Src`	char	Used to identify the source of PartyID value.	P	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 Role	`R`	int	Indicates the type of Party or the role of the party in the Party block.	P	4 - Clearing Firm 7 - Trading (Entering) Firm 24 - Customer Account
→ PtysSubGrp (repeating)	`Sub`
→→ Party Qualifier ID	`ID`	String	A Sub ID provides additional information about the Party.	O
→→ Party Qualifier Type	`Typ`	int	The Type of Party Sub ID in the Party Sub Tag.	O	1 - Firm 3 - System 26 - Account type or Origin
AllocAckGrp (repeating)	`AllocAck`

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CME ClearPort API - Allocation Instruction Message - Inbound —

/AllocInstrctn

Field Name	FIXML Attribute Name	Data Type	Description	Required / Conditional / Optional	Supported Values
Message ID	`ID`	String	Unique identifier for this Allocation Instruction message.	R
Transaction Type	`TransTyp`	char	Used to express New, Cancel, or Replace. Only New and Cancel are supported.	R	0 - New 2 - Cancel
Allocation Type	`Typ`	int	Specifies the purpose or type of the Allocation Instruction message.	R	17 - Give-up
Quantity	`Qty`	Qty	Total quantity of the cleared bunched order trade.	R
Venue Type	`VenuTyp`	char	Identifies the type of venue for the allocation.	R	O - Off facility swap R - Registered Market (SEF)
Transaction Time	`TxnTm`	UTCTimestamp	Date/time when allocation is created.	R
Input Source	`InptSrc`	String	Indicates the input source of the allocation.	O
Risk Limit Check Status	`RiskChkStat`	int	Credit Pre-Approval Flag. Indicates the status of the risk limit check performed on the allocaton or the cleared bunched trade.	O	13 - Accepted by execution venue
Reference Risk Limit Check ID	`RefRiskLmtChkID`	String	A credit approval token can be assigned to allocations. This applies to all allocations listed in this message.	O
StandardHeader	`Hdr`
→ Sender ID	`SID`	String	This attribute identifies the party or the Submitter of the message. This is set to CME.	R
→ Target ID	`TID`	String	This attribute identifies the receiver of the message. This must be set to CME.	R
→ Sender Qualifier	`SSub`	String	This attribute qualifies the Sender. The user ID assigned to the sender must be provided.	R
→ Target Qualifier	`TSub`	String	This qualifies the receiver of the message. For CME ClearPort Trade submission this must be set to CPAPI.	O
OrdAllocGrp (repeating)	`OrdAlloc`
→ Client Order ID	`ClOrdID`	String	If provided, this field will be used on all offset Trade Capture Reports in the ClOrdID2 field. If this is not provided, then the original client order ID assigned for the original bunched order will be used on all offset Trade Capture Reports in the ClOrdID2 field.	O
→ Secondary Client Order ID	`ClOrdID2`	String	This is the ID assigned by the client for the bunched trade side. It appears on the Trade Capture Report of the bunched trade in ClOrdID.	O
ExecAllocGrp (repeating)	`AllExc`
→ Secondary Execution ID	`ExecID2`	String	Platform assigned ExecID2 for the original bunched order. This is one of the identifiers that can be specified to locate the bunched order.	C
→ Execution ID	`ExecID`	String	ClearPort assigned ExecID for the original bunched order. Not applicable for IRS. This is one of the identifiers that can be specified to locate the bunched order.	C
→ Trade ID	`TrdID`	String	Trade ID assigned by CME Clearing for the cleared bunched trade side. This is one of the identifiers that can be specified to locate the bunched order. Note: This field will only be supported for IRS allocation submission.	C
Instrument	`Instrmt`
→ Security Type	`SecTyp`	String	Indicates type of instrument or security being traded or defined.	R	FWD - Forward IRS - Interest Rate Swap
Parties (repeating)	`Pty`
→ Party ID	`ID`	String	Used to identify the Asset Manager holding account. For IRS, only account aliases are supported.	R
→ Party ID Source	`Src`	char	Used to identify the source of PartyID value.	R	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 Role	`R`	int	Indicates the type of Party or the role of the party in the Party block.	R	4 - Clearing Firm 7 - Trading (Entering) Firm 24 - Customer Account
→ PtysSubGrp (repeating)	`Sub`
→→ Party Qualifier ID	`ID`	String	A Sub ID provides additional information about the Party.	O
→→ Party Qualifier Type	`Typ`	int	The Type of Party Sub ID in the Party Sub Tag.	O	1 - Firm 3 - System 26 - Account type or Origin
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. This can be used to communicate the bilateral (alpha) and/or cleared Unique Transaction Identifier (UTI) for the block (original bunched trade). The bilateral and cleared UTIs of the block are two of the identifiers that can be specified to locate the bunched order. If a bilateral UTI is not specified, CME Clearing will assign one.	C
→ Regulatory Trade ID Source	`Src`	String	With the conversion to UTI, this tag will be empty.	C
→ Regulatory Trade ID Event	`Evnt`	int	Event causing origination of the ID.	C	0 - Initial block trade 2 - Clearing
→ Regulatory Trade ID Type	`Typ`	int	The type of Regulatory Trade ID being sent.	C	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)
AllocGrp (repeating)	`Alloc`

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CME ClearPort API - Allocation Report Message - Outbound —

/AllocRpt

Field Name	FIXML Attribute Name	Data Type	Description	Present / Conditional / Optional	Supported Values
Report ID	`RptID`	String	Unique identifier for this Allocation Report message. Generated by CME Clearing.	P
Message ID	`ID`	String	Unique identifier for allocation message. Echoes back the value submitted on the Allocation Instruction.	P
Transaction Type	`TransTyp`	char	Used to express New, Cancel, or Replace. Only New and Cancel are supported.	P	0 - New 2 - Cancel
Report Type	`RptTyp`	int	Specifies the purpose or type of Allocation Report message.	P	15 - Give-up
Status	`Stat`	int	Identifies status of the allocation.	P	6 - allocation pending 9 - Claimed 10 - refused 12 - cancelled
Clear Date	`ClrDt`	LocalMktDate	The Clearing Date for the allocation.	O
Input Source	`InptSrc`	String	The original system from which the trade originated. Typically set to the Sender ID.	O
Quantity	`Qty`	Qty	Total quantity of the bunched order allocation.	P
Venue Type	`VenuTyp`	char	Identifies the type of venue for the allocation.	P	O - Off facility swap R - Registered Market (SEF)
Transaction Time	`TxnTm`	UTCTimestamp	Date/time of the action performed on the allocation.	P
Risk Limit Check Status	`RiskChkStat`	int	Credit Pre-Approval Flag. Indicates the status of the risk limit check performed on the allocaton or the cleared bunched trade.	O	13 - Accepted by execution venue
Reference Risk Limit Check ID	`RefRiskLmtChkID`	String	A credit approval token can be assigned to allocations. This applies to all allocations listed in this message.	O
Offset Trade ID	`TrdID`	String	Contains the Trade ID of the offset trade. Present when the offset has cleared. Note: This field will only be supported for IRS allocation offsets.	C
StandardHeader	`Hdr`
→ Sender ID	`SID`	String	This attribute identifies the party or the Submitter of the message. This is set to CME.	P
→ Target ID	`TID`	String	This attribute identifies the receiver of the message. This must be set to CME.	P
→ Sender Qualifier	`SSub`	String	This attribute qualifies the Sender. The user ID assigned to the sender must be provided.	P
→ Target Qualifier	`TSub`	String	This qualifies the receiver of the message. For CME ClearPort Trade submission this must be set to CPAPI.	P
OrdAllocGrp (repeating)	`OrdAlloc`
→ Client Order ID	`ClOrdID`	String	If provided, this field will be used on all offset Trade Capture Reports in the ClOrdID2 field. If this is not provided, then the original client order ID assigned for the original bunched order will be used on all offset Trade Capture Reports in the ClOrdID2 field.	O
→ Secondary Client Order ID	`ClOrdID2`	String	This is the ID assigned by the client for the bunched trade side. It appears on the Trade Capture Report of the bunched trade in ClOrdID.	O
ExecAllocGrp (repeating)	`AllExc`
→ Execution ID	`ExecID`	String	ClearPort assigned ExecID for the original bunched order. This is one of the identifiers that can be specified to locate the bunched order. Note: This field will not be supported for IRS allocation submission.	C
→ Secondary Execution ID	`ExecID2`	String	Platform assigned ExecID2 for the original bunched order. This is one of the identifiers that can be specified to locate the bunched order. Note: This field will not be supported for IRS allocation submission.	C
→ Trade ID	`TrdID`	String	Trade ID assigned by CME Clearing for the bunched order. This is one of the identifiers that can be specified to locate the bunched order. Note: This field will only be supported for IRS allocation submission.	C
Instrument	`Instrmt`
→ Security Type	`SecTyp`	String	Indicates type of instrument or security being traded or defined.	P	FWD - Forward IRS - Interest Rate Swap
Parties (repeating)	`Pty`
→ Party ID	`ID`	String	Used to identify the Asset Manager holding account. For IRS, only account aliases are supported.	P
→ Party ID Source	`Src`	char	Used to identify class source of PartyID value.	P	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 Role	`R`	int	Indicates the type of Party or the role of the party in the Party Block.	P	4 - Clearing Firm 7 - Trading (Entering) Firm 24 - Customer Account
→ PtysSubGrp (repeating)	`Sub`
→→ Party Qualifier ID	`ID`	String	A Sub ID provides additional information about the Party.	O
→→ Party Qualifier Type	`Typ`	int	The Type of Party Sub ID in the Party Sub Tag.	O	1 - Firm 3 - System 26 - Account type or Origin
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. This can contain the Unique Transaction Identifier (UTI) for the block (original bunched trade) if available. It will also communicate the bilateral (alpha) UTI for the bunched order. If a bilateral UTI is not specified inbound, then CME Clearing will assign one.	P
→ Regulatory Trade ID Source	`Src`	String	With the conversion to Unique Transaction Identifier (UTI), this tag will be empty.	P
→ Regulatory Trade ID Event	`Evnt`	int	Event causing origination of the ID.	P	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.	P	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)
AllocGrp (repeating)	`Alloc`

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CME ClearPort API - Business Reject Message —

Field Name	FIXML Attribute Name	Data Type	Description	Supported Values
BizMsgRej
Message Name	RefMsgTyp	String	The MsgType of the FIX message being referenced.
Reject Reason Code	BizRejRsn	int	Code to identify reason for a Business Message Reject message.	0 = Other 1 = Unknown ID 2 = Unknown Security 3 = Unsupported Message Type 4 = Application not available 5 = Conditionally required field missing 6 = Not Authorized 7 = DeliverTo firm not available at this time 18 = Invalid price increment
Reject Text	Txt	String	Where possible, message to explain reason for rejection

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CME ClearPort API - Trade Capture Report Acknowledgment Message - Instrument - Outbound —

/TrdCaptRptAck/Instrmt

Field Name	FIXML Attribute Name	Data Type	Description	Present for Security Type	Present for Asset Class	Present for Outright or Spread	Supported Values
Product Code	`ID`	String	The primary identifier for the traded instrument. For listed derivatives, this is generally an exchange or CCP defined value.	ALL	ALL	Outright
Source of the Product Code	`Src`	String	Identifies the source of the SecurityID. If it is not specified, the default of Clearing is used.	ALL	ALL	Outright	H - Clearing House / Clearing Organization
CFI Code	CFI	String	Indicates the type of security using ISO 10962 standard Classification of Financial Instruments (CFI Code) values: Char 1: ‘O’ (Option) Char 2: ‘P’ or ‘C’ (Put, Call) Char 3: ‘E’ (European expiry) Char 4: ‘C’ (Currency) Char 5: ‘C’ (Cash) Char 6 ‘N’ (Non standard)	OPT	OPTFX		OPECCN
Security Type	`SecTyp`	String	Indicates type of instrument or security being traded or defined. It is required on inbound trade submissions and is used as one of the identifiers of the instrument. This is required because the usage of CFI code is in the process of being deprecated.	ALL	ALL	Both	FUT - Future FWD - Forward MLEG - Multi Leg (Combo) OOC - Options on Combo OOF - Options on Futures OPT- Options
Security Sub Type	`SubTyp`	String	Sub-type qualification/identification of the SecurityType. For a multi-leg instrument, can indicate the type of spread.
Contract Period Code	`MMY`	MonthYear	Specifies the month and year of maturity. Applicable for standardized derivatives that are typically only referenced by month and year (such as S&P futures).	ALL	ALL	Outright
Strike Price	`StrkPx`	Price	Used for derivatives, such as options and covered warrants	OPT	ALL	Outright
Settlement Method	SettlMeth	Char	Settlement method for the option. C=Cash settlement	OPT	OTCFX		C
Exercise Style	ExerStyle	Int	Type of exercise of a derivatives security. 0=European	OPT	OTCFX		0
Put Or Call	`PutCall`	int	Used to express option right	OPT	ALL	Outright	0 - Put 1 - Call
Time Unit	`TmUnit`	String	Used to indicate a time unit for the contract (such as days, weeks, or months).				D - Day H - Hour Mo - Month
Product Exchange	`Exch`	Exchange	The exchange where the Security is listed. Note that spreads across multiple exchanges are not supported, and this must be present on spreads as well as outrights.	ALL	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
SecAltIDGrp (repeating)	`AID`
→ Alternate Identifier	`AltID`	String	The value of the Alternate security identifier.
→ Alternate Identifier Source	`AltIDSrc`	String	The source of the Alternate security identifier.				104 - Red Code 105 - Preferred Reference Obligation 106 - Pair Clip 115 - Standard Reference Obligation
EvntGrp (repeating)	`Evnt`

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CME ClearPort API - Trade Capture Report Acknowledgment Message - InstrumentLeg - Outbound —

/TrdCaptRptAck/TrdLeg/Leg

Field Name	FIXML Attribute Name	Data Type	Description	Present for Security Type	Present for Asset Class	Present for Outright or Spread	Supported Values
Leg Product Code	`ID`	String	Used as the primary identifier for the Leg instrument. For futures and options, this is generally an exchange or CME assigned value.	ALL	ALL	Spread
Leg Product ID Source	`Src`	String	Identifies the source of the Leg SecurityID. If it is not specified, the default of Clearing is used.	ALL	ALL	Spread	H - Clearing House / Clearing Organization
Leg Security Type	`SecTyp`	String	Refer to definition of SecurityType(167)	ALL	ALL	Spread	FUT - Future FWD - Forward OOC - Options on Combo OOF - Options on Futures
Leg Maturity	`MMY`	MonthYear	The MaturityMonthYear of an individual security in a Multileg instrument. See MaturityMonthYear (200) field for description.	ALL	ALL	Spread
Leg Strike Price	`Strk`	Price	The StrikePrice of an individual security in a Multileg instrument. See StrikePrice (202) field for description.	OPT	ALL	Spread
Leg Time Unit	`TmUnit`	String	Used to indicate a time unit for the contract (such as days, weeks, or months).				D - Day H - Hour Mo - Month
Leg Product Exchange	`Exch`	Exchange	The SecurityExchange of an individual security in a Multileg instrument. See SecurityExchange (207) field for description.	ALL	ALL	Spread	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
Leg Buy Sell Code	`Side`	char	Specific to the <InstrumentLeg> (not in <Instrument>)	ALL	ALL	Spread	1 - Buy 2 - Sell
Leg Put Or Call	`PutCall`	int	Used to express option right	OPT	ALL	Spread	0 - Put 1 - Call

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CME ClearPort API - Trade Capture Report Acknowledgment Message - Outbound —

/TrdCaptRptAck

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	A Message ID to identify the Trade Capture Report Acknowledgement.	ALL	ALL	Both
Trade 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
Trade Report Type	`RptTyp`	int	Indicates the type of Trade Report being sent. The Acknowledgment message echoes back the Report Type from the initial submission.	ALL	ALL	Both	0 - Submit 3 - Decline
Trade Type	`TrdTyp`	int	Type of Trade.	ALL	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 trade
Trade Sub Type	`TrdSubTyp`	int	Further qualification to the trade type				36 - Converted SWAP (Aged Deal)
Original Trade Date	`OrigTrdDt`	LocalMktDate	Used to preserve the 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.
Message Reference ID	`RptRefID`	String	This is the Report of the original Trade Report that resulted in the Acknowledgement.	ALL	ALL	Both
Trade Report Status	`TrdRptStat`	int	Status of Trade in the system.	ALL	ALL	Both	0 - Accepted 1 - Rejected 2 - Cancelled 4 - Received Not yet Processed 100 - Unmatch
Reject Reason	`RejRsn`	int	An Internal system assigned reason code associated with the Rejection of Trade Report.				1 - Invalid party information 2 - Unknown instrument 3 - Unauthorized to report trades 4 - Invalid trade type 99 - Other
Execution ID	`ExecID`	String	Exchanged assigned Execution ID (Trade Identifier). Is not generated on single-sided Trade Submission.
Secondary Execution ID	`ExecID2`	String	Used to echo back the client's Trade ID referenced in the submission.	ALL	ALL	Both
Price Type	`PxTyp`	int	Code to represent the price type. (For Financing transactions PriceType implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate". See Volume : "Glossary" for further value definitions)	OPT	OTC FX	Outright	1 - Percentage (i.e. percent of par) 2 - Per unit (i.e. per share or contract)
Quantity Type	`QtyTyp`	int	Type of quantity specified in a quantity field:	ALL	ALL	Outright	0 - Notional / Units 1 - Contract term
Trade Quantity	`LastQty`	Qty	Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int)	ALL	ALL	Outright
Trade Price	`LastPx`	Price	Price of this (last) fill.	ALL	ALL	Outright
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-Pit
Contra Amount	`CalcCcyLastQty`	Qty	Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx.
Currency	`Ccy`	Currency	Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout	ALL	OTC FX	Both
Trade Date	`TrdDt`	LocalMktDate	Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). Conditionally present for all accepted trades.
Clear Date	`BizDt`	LocalMktDate	The "Clearing Business Date" referred to by this message. Conditionally present for all accepted trades.
Transaction Time	`TxnTm`	UTCTimestamp	Time ACK was issued by matching system, trading system or counterparty	ALL	ALL	Both
Execution Method	`ExecMeth`	int	Specifies whether the transaction was executed via an automated execution platform or other method.				3 - Voice Brokered
Confirmation Method	`CnfmMeth`	int	Indication of how a trade was confirmed.				0 - non-electronic 1 - electronic
Verification Method	`VerfMeth`	int	Indication of how a trade was verified.				0 - non-electronic 1 - electronic
Regulatory Report Type	`RegRptTyp`	Reserved100Plus	Type of regulatory report being submitted.				1 - Primary economic terms (PET) 4 - Combination of RT and PET
Trade Acknowledgement Status	`TrdAckStat`	int	The Status of the Trade Report that was submitted.	ALL	ALL	Both	0 - Accepted 1 - Rejected
Reject Text	`RejTxt`	String	Used by firms to send a reason for rejecting a trade in an allocate claim model.
Upfront Points	`UpfrntPts`	float	The Upfront Points that can be exchanged as part of a deal.
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 Swap Identifier associated with a trade execution as required by the CFTC.
→ Regulatory Trade ID Source	`Src`	String	ID of reporting entity assigned by regulatory agency.
→ 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 source 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.				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.
→ Amount Currency	`Ccy`	String	The currency that the Amount associated with the trade is being denominated in.
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
TrdCapRptAckSideGrp (repeating)	`RptSide`
PaymentGrp (repeating)	Pmt
→Payment Type	Typ	Int	Type of Payment 10=Option Premium	O	OPT	OTCFX	10
→Payment Currency	Ccy	String	Currency of payment	O	OPT	OTCFX	USD
→ Payment Amount	Amt	Amt	The total payment amount Can be positive or negative, depending on side Buyer = negative Seller = positive	O	OPT	OTCFX	-50000
→Payment Date	Dt	LocalMktDate	Adjusted payment date	O	OPT	OTCFX	2016-09-30

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CME ClearPort API - Trade Capture Report Acknowledgment Message - TrdAllocGrp - Outbound —

/TrdCaptRptAck/RptSide/Alloc (repeating)

Field Name	FIXML Attribute Name	Data Type	Description	Supported Values
Allocator Assigned Allocation ID	`IndAllocID`	String	Identifies the allocation ID provided by the allocator.
Allocation Qty	`Qty`	Qty	Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)
CCP Assigned Allocation ID	`IndAllocID2`	String	Provides support for an intermediary assigned allocation ID
Allocation Reference Risk Limit Check ID	`RefRiskLmtChkID`	String	Indicates the credit approval token for pre-approved trades reported on Swap Execution Facilities (SEFs).
AllocRegulatoryTradeIDGrp (repeating)	`RegTrdID`
→ Allocation Regulatory Trade ID	`ID`	String	Regulatory trade identifier. The Universal Swap Identifier assicated with the allocated trade.
→ Allocation Regulatory Trade ID Source	`Src`	String	Identifier of the reporting entity assigned by regulatory agency.
→ Allocation Regulatory Trade ID Event	`Evnt`	int	Event causing the origination of the identifier. For combinations of events, 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
→ Allocation Regulatory Trade ID Type	`Typ`	int	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)
→ Allocation 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
NestedParties2 (repeating)	`Pty`
→ Target Party ID	`ID`	String	The Party ID of the party taking up the allocation.
→ Target Party ID Source	`Src`	char	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
→ Target Party Role	`R`	int	The Party role of the party taking up the allocation.	1 - 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
→ NstdPtys2SubGrp (repeating)	`Sub`
→→ Target Party Qualifier	`ID`	String	The qualifier of the Allocated to Party. Where Sub/@Typ = 26 1 = Customer 2 = House
→→ Target Party Qualifier Type	`Typ`	int	Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)	1 - Firm 3 - System 5 - Full legal name of firm 9 - Contact name 26 - Account type or Origin 49 - Reporting entity indicator
TradeAllocAmtGrp (repeating)	`Amt`
→ Allocation Amount Type	`Typ`	String	The type of amount being associated with the allocation.	CRES - Cash Residual Amount ICPN - Initial Trade Coupon Amount IPMT - Upfront Payment TVAR - Trade Variation Amount
→ Allocation Amount	`Amt`	float	The amount associated with the amount type.

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CME ClearPort API - Trade Capture Report Acknowledgment Message - TrdCapRptAckSideGrp - Outbound —

/TrdCaptRptAck/RptSide (repeating)

Field Name	FIXML Attribute Name	Data Type	Description	Present for Security Type	Present for Asset Class	Present for Outright or Spread	Supported Values
Buy Sell Code	`Side`	char	Side of order (see Volume : "Glossary" for value definitions)	ALL	ALL	Both	1 - Buy 2 - Sell
Input Source	`InptSrc`	String	Type of input device or system from which the trade was entered.	ALL	ALL	Both
Input Device	`InptDev`	String	Specific device number, terminal number or station where the trade was entered.				API - API submitted UI - GUI used for Submission
Customer Type Indicator	`CustCpcty`	int	Capacity of customer placing the order Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).				1 - Member trading for their own account 2 - Clearing Firm trading for its proprietary account 3 - Member trading for another member 4 - All other
Allocation Indicator	AllocInd	Int	Identifies how the trade is to be allocated	Dual-Sided Single-Sided	ALL	ALL	Both
Aggressor Indicator	`AgrsrInd`	Boolean	Used to identify whether or not the order initiator is an aggressor in the trade.				N - Order initiator is passive Y - Order initiator is aggressor
Side Quantity	`SideQty`	int	Used to indicate the quantity on one side of a multi-sided Trade Capture Report
Block Trade Allocation Indicator	`BlckTrdAllocInd`	int	Indication 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 Trade ID	`TrdID`	String	CPC assigned Side Trade ID. This is sent back only for single-sided trades (Not two-sided Acks).
Source Trade ID	`SrcTrdID`	String	A 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`	MultipleStringValue	Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only.				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
Side Risk Limit Check Status	`RiskChkStat`	int	Indicates 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`	String	Indicates the credit approval token for pre-approved trades reported on Swap Execution Facilities (SEFs).
Notes	`Notes`	String	A field for user-created notes.
Parties (repeating)	`Pty`
→ Party ID	`ID`	String	Used to identify the Party.	ALL	ALL	Both
→ Party ID Source	`Src`	char	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 Role	`R`	int	Indicates the type of Party or the role of the party in the Party Block.	ALL	ALL	Both	1 - 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`	String	A 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`	int	The Type of Party Sub ID in the Party Sub Tag.				1 - 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`	String	Regulatory 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`	String	ID of reporting entity assigned by regulatory agency.
→ Side 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
→ Side 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)
→ Side 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
CommissionDataGrp	`CommData`
→ Commission Basis	`Basis`	int	Specifies 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`	Currency	Specifies the currency denomination of the commission amount if different from the trade's currency.
→ Commission Rate	`Rt`	float	Rate per basis. For example, $1 per contract, or $0.01 per unit (e.g. barrel).
→ Commission Leg Ref ID	`LegRefID`	String	Trade leg identifier for spread trade submissions. Required on all CommData blocks for each leg of a spread.
TrdAllocGrp (repeating)	`Alloc`

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CME ClearPort API - Trade Capture Report Acknowledgment Message - TrdInstrmtLegGrp - Outbound —

/TrdCaptRptAck/TrdLeg (repeating)

Field Name	FIXML Attribute Name	Data Type	Description	Present for Security Type	Present for Asset Class	Present for Outright or Spread	Supported Values
Leg Number	`LegNo`	int	A number identifying the leg within a strategy or spread. When reporting a UTI, or commission, the field LegRefID will reference this number.	ALL	ALL	Spread
Leg Last Price	`LastPx`	Price	Used to report the trade price or execution price assigned to the leg of the multileg instrument.	ALL	ALL	Spread
Leg Contra Amount	`LegCalcCcyLastQty`	Qty	Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.
Leg Last Quantity	`LastQty`	Qty	Fill quantity for the leg instrument	ALL	ALL	Spread
Leg Price Type	`PxTyp`	int	The price type of the LegBidPx (681) and/or LegOfferPx (684). See PriceType (423) for description.	OPT	OTC FX	Spread	1 - Percentage (i.e. percent of par) 2 - Per unit (i.e. per share or contract)
Leg Quantity Type	`QtyTyp`	int	The leg quantity type specified at the leg level. Can be different for each leg	ALL	ALL	Spread	0 - Units (shares, par, currency) 1 - Contracts
InstrumentLeg	`Leg`
TradeCapLegUnderlyingsGrp (repeating)	`Undlys`
→ UnderlyingLegInstrument	`Undly`
→→ Leg Underlying Product Code	`ID`	String	Refer to definition for SecurityID(48)	OPT	ALL	Spread
→→ Leg Underlying Product Code Source	`Src`	String	Refer to definition for SecurityIDSource(22)	OPT	ALL	Spread	H - Clearing House / Clearing Organization
→→ Leg Underlying Security Type	`SecTyp`	String	Refer to definition for SecurityType(167)	OPT	ALL	Spread	FUT - Future FWD - Forward MLEG - Multi Leg (Combo)
→→ Leg Underlying Maturity	`MMY`	MonthYear	Refer to definition for MaturityMonthYear(200)	OPT	ALL	Spread
→→ Leg Underlying Product Exchange	`Exch`	String	Refer to definition for SecurityExchange(207)	OPT	ALL	Spread	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
LegPositionAmountData (repeating)	`Amt`
→ Leg Position Amount	`Amt`	Amt	Used to capture the FX premium amount.
→ Leg Position Amount Type	`Typ`	String	The type of monetary amount associated with a transaction.				CRES - Cash Residual Amount PREM - Premium Amount
→ Leg Position Amount Currency	`Ccy`	Currency	The currency of the amount specified.

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CME ClearPort API - Trade Capture Report Message - Instrument - Inbound —

/TrdCaptRpt/Instrmt

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
Product Code	`ID`	String	Used as the primary identifier for the traded instrument. For listed derivatives this is generally an exchange or CCP defined value.	Dual-Sided Single-Sided	ALL	ALL	Outright
Source of the Product Code	`Src`	String	Identifies the source of the SecurityID. If it is not specified, the default of Clearing is used.	Dual-Sided Single-Sided	ALL	ALL	Outright	104 - Red Code 106 - Pair Clip H - Clearing House / Clearing Organization
CFI Code	CFI	String	Indicates the type of security using ISO 10962 standard Classification of Financial Instruments (CFI Code) values: Char 1: ‘O’ (Option) Char 2: ‘P’ or ‘C’ (Put, Call) Char 3: ‘E’ (European expiry) Char 4: ‘C’ (Currency) Char 5: ‘C’ (Cash) Char 6 ‘N’ (Non standard)	O	OPT	OTCFX		OPECCN
Security Type	`SecTyp`	String	Indicates type of instrument or security being traded or defined. It is required on inbound trade submissions and is used as one of the identifiers of the instrument. This is required because the usage of CFI code is in the process of being deprecated.	Dual-Sided Single-Sided	ALL	ALL	Both	FUT - Future FWD - Forward MLEG - Multi Leg (Combo) OOC - Options on Combo OOF - Options on Futures OPT- Options
Security Sub Type	`SubTyp`	String	Sub-type qualification/identification of the SecurityType. For a multi-leg instrument, can indicate the type of spread.
Contract Period Code	`MMY`	MonthYear	Specifies the month and year of maturity. Applicable for standardized derivatives that are typically only referenced by month and year (e.g. S&P futures).	Dual-Sided Single-Sided	ALL	ALL	Outright
Strike Price	`StrkPx`	Price	Used for derivatives, such as options and covered warrants	Dual-Sided Single-Sided	OPT	ALL	Outright
Settlement Method	SettlMeth	Char	Settlement method for the option. C=Cash settlement	R	OPT	OTCFX		C
Exercise Style	ExerStyle	Int	Type of exercise of a derivatives security. 0=European	R	OPT	OTCFX		0
Put Or Call	`PutCall`	int	Used to express option right	Dual-Sided Single-Sided	OPT	ALL	Outright	0 - Put 1 - Call
Time Unit	`TmUnit`	String	Used to indicate a time unit for the contract (such as days, weeks, or months). Optional, and if not specified, the default Time Unit is assumed. Optional: If not specified for products that support more than one TimeUnit (such as NN Nat Gas), the default TimeUnit is used (see SecDefs).					D - Day H - Hour Mo - Month
Product Exchange	`Exch`	Exchange	The exchange where the Security is listed. Note that spreads across multiple exchanges are not supported, and this must be present on spreads as well as outrights.	Dual-Sided Single-Sided	ALL	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

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CME ClearPort API - Trade Capture Report Message - Instrument - Outbound —

/TrdCaptRpt/Instrmt

Field Name	FIXML Attribute Name	Data Type	Description	Present for Security Type	Present for Asset Class	Present for Outright or Spread	Supported Values
Product Code	`ID`	String	Used as the primary identifier for the traded instrument. For listed derivatives this is generally an exchange or CCP defined value.	ALL	ALL	Outright
Source of the Product Code	`Src`	String	Identifies the source of the SecurityID If it is not specified, the default of Clearing is used.	ALL	ALL	Outright	H - Clearing House / Clearing Organization
CFI Code	CFI	String	Indicates the type of security using ISO 10962 standard Classification of Financial Instruments (CFI Code) values: Char 1: ‘O’ (Option) Char 2: ‘P’ or ‘C’ (Put, Call) Char 3: ‘E’ (European expiry) Char 4: ‘C’ (Currency) Char 5: ‘C’ (Cash) Char 6 ‘N’ (Non standard)	OPT	OTCFX		OPECCN
Security Type	`SecTyp`	String	Indicates type of instrument or security being traded or defined. It is required on inbound trade submissions and is used as one of the identifiers of the instrument. This is required because the usage of CFI code is in the process of being deprecated.	ALL	ALL	Both	FUT - Future FWD - Forward IRS - Interest Rate Swap MLEG - Multi Leg (Combo) OOC - Options on Combo OOF - Options on Futures
Security Sub Type	`SubTyp`	String	Sub-type qualification/identification of the SecurityType. For a multi-leg instrument, can indicate the type of spread.
Contract Period Code	`MMY`	MonthYear	Specifies the month and year of maturity. Applicable for standardized derivatives that are typically only referenced by month and year (e.g. S&P futures).	ALL	ALL	Outright
Strike Price	`StrkPx`	Price	Used for derivatives, such as options and covered warrants	OPT	ALL	Outright
Settlement Method	SettlMeth	Char	Settlement method for the option.	OPT	OTCFX		C
Exercise Style	ExerStyle	Int	Type of exercise of a derivatives security. 0=European	OPT	OTCFX		0
Put Or Call	`PutCall`	int	Used to express option right	OPT	ALL	Outright	0 - Put 1 - Call
Time Unit	`TmUnit`	String	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)				D - Day H - Hour Mo - Month
Product Exchange	`Exch`	Exchange	The exchange where the Security is listed. Note that spreads across multiple exchanges are not supported, and this must be present on spreads as well as outrights.	ALL	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
SecAltIDGrp (repeating)	`AID`
→ Alternate Identifier	`AltID`	String	The value of the Alternate security identifier.
→ Alternate Identifier Source	`AltIDSrc`	String	The source of the Alternate security identifier.				104 - Red Code 105 - Preferred Reference Obligation 106 - Pair Clip 115 - Standard Reference Obligation

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CME ClearPort API - Trade Capture Report Message - InstrumentLeg - Inbound —

/TrdCaptRpt/TrdLeg/Leg

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
Leg Product Code	`ID`	String	Used as the primary identifier for the Leg instrument. For futures and options this is generally an exchange or CME assigned value.	Dual-Sided Single-Sided	ALL	ALL	Spread
Leg Product ID Source	`Src`	String	Identifies the source of the Leg SecurityID. If it is not specified the default of Clearing is used.	Dual-Sided Single-Sided	ALL	ALL	Spread	H - Clearing House / Clearing Organization
Leg Security Type	`SecTyp`	String	Refer to definition of SecurityType(167)	Dual-Sided Single-Sided	ALL	ALL	Spread	FUT - Future FWD - Forward OOC - Options on Combo OOF - Options on Futures
Leg Maturity	`MMY`	MonthYear	Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description	Dual-Sided Single-Sided	ALL	ALL	Spread
Leg Strike Price	`Strk`	Price	Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description	Dual-Sided Single-Sided	OPT	ALL	Spread
Leg Time Unit	`TmUnit`	String	Used to indicate a time unit for the contract (such as days, weeks, or months). Optional and, if not specified, the default Time Unit is assumed. If specified for any leg of an MLEG trade, TmUnit must be represented in each individual leg.					D - Day H - Hour Mo - Month
Leg Product Exchange	`Exch`	Exchange	Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description	Dual-Sided Single-Sided	ALL	ALL	Spread	CBT - Chicago Board of Trade CEE - Stock Exchange Group COMEX - Commodities Exchange, Inc DME - Dubai Mercantile Exchange NYMEX - New York Mercantile Exchange NYMSW - CME Swaps - NYMEX
Leg Buy Sell Code	`Side`	char	Specific to the <InstrumentLeg> (not in <Instrument>)	Dual-Sided Single-Sided	ALL	ALL	Spread	1 - Buy 2 - Sell
Leg Put Or Call	`PutCall`	int	Used to express option right	Dual-Sided Single-Sided	OPT	ALL	Spread	0 - Put 1 - Call

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CME ClearPort API - Trade Capture Report Message - InstrumentLeg - Outbound —

/TrdCaptRpt/TrdLeg/Leg

Field Name	FIXML Attribute Name	Data Type	Description	Present for Security Type	Present for Asset Class	Present for Outright or Spread	Supported Values
Leg Product Code	`ID`	String	Used as the primary identifier for the Leg instrument. For futures and options this is generally an exchange or CME assigned value.	ALL	ALL	Spread
Leg Product ID Source	`Src`	String	Identifies the source of the Leg SecurityID. If it is not specified, the default of Clearing is used.	ALL	ALL	Spread	H - Clearing House / Clearing Organization
Leg Security Type	`SecTyp`	String	Refer to definition of SecurityType(167)	ALL	ALL	Spread	FUT - Future FWD - Forward OOC - Options on Combo OOF - Options on Futures
Leg Maturity	`MMY`	MonthYear	Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description	ALL	ALL	Spread
Leg Strike Price	`Strk`	Price	Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description	OPT	ALL	Spread
Leg Time Unit	`TmUnit`	String	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)				D - Day H - Hour Mo - Month
Leg Product Exchange	`Exch`	Exchange	Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description	ALL	ALL	Spread	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
Leg Buy Sell Code	`Side`	char	Specific to the <InstrumentLeg> (not in <Instrument>)	ALL	ALL	Spread	1 - Buy 2 - Sell
Leg Put Or Call	`PutCall`	int	Used to express option right	OPT	ALL	Spread	0 - Put 1 - Call

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CME ClearPort API - Trade Capture Report Message - Outbound —

/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 - Replace
Trade 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 Reject
Trade 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 Reject
Request 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, OTC	ALL	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 trade
Trade 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 message
Execution 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-Pit
Quantity 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 term
Trade 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 determined	ALL	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 CCP	ALL	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 CCP	ALL	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 - electronic
Verification Method	`VerfMeth`	int	Indication of how a trade was verified.				0 - non-electronic 1 - electronic
Regulatory Report Type	`RegRptTyp`	Reserved100Plus	Type of regulatory report being submitted.				1 - Primary economic terms (PET) 4 - Combination of RT and PET
Trade 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 trade
Trade 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 - Other
Upfront 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	The total payment amount Can be positive or negative, depending on side Buyer = negative Seller = positive	OPT	OTCFX		-50000
→Payment Date	Dt	LocalMktDate	Adjusted payment date	OPT	OTCFX		2016-09-30

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CME ClearPort API - Trade Capture Report Message - TrdAllocGrp - Inbound —

/TrdCaptRpt/RptSide/Alloc (repeating)

Field Name	FIXML Attribute Name	Data Type	Description	Supported Values
Allocator Assigned Allocation ID	`IndAllocID`	String	Identifies the allocation ID provided by the allocator. Optional: Can be used by submitter to reference each allocation if allocating a side to more than one account.
Allocation Qty	`Qty`	Qty	Quantity to be allocated to specific sub-account. Conditionally Required: Must be used if allocating a side to more than one account.
Allocation Reference Risk Limit Check ID	`RefRiskLmtChkID`	String	Indicates the credit approval token for pre-approved trades reported on Swap Execution Facilities (SEFs).
Contra Amount	`CalcCcyLastQty`	Qty	Used for the calculated quantity of the other side of the currency trade.
AllocRegulatoryTradeIDGrp (repeating)	`RegTrdID`
→ Allocation Regulatory Trade ID	`ID`	String	Regulatory trade identifier. The Universal Swap Identifier assicated with the allocated trade.
→ Allocation Regulatory Trade ID Source	`Src`	String	Identifier of the reporting entity assigned by regulatory agency.
→ Allocation Regulatory Trade ID Event	`Evnt`	int	Event causing the origination of the identifier. For combinations of events, 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
→ Allocation Regulatory Trade ID Type	`Typ`	int	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)
→ Allocation 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
NestedParties2 (repeating)	`Pty`
→ Target Party ID	`ID`	String	It's the Party ID of the party taking up the allocation. Conditionally Required: Must be used if allocating a side to more than one account.
→ Target Party ID Source	`Src`	char	It's the Party ID Source of the party taking up the allocation. Conditionally Required: Must be used if allocating a side to more than one account with Account Alias (R=24).	C - Generally accepted market participant identifier D - Proprietary / Custom code H - Clearing house participant/member code N - LEI
→ Target Party Role	`R`	int	It's the Party role of the party taking up the allocation. Conditionally Required: Must be used if allocating a side to more than one account.	1 - 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
→ NstdPtys2SubGrp (repeating)	`Sub`
→→ Target Party Qualifier	`ID`	String	The qualifier of the Allocated to Party. Where Sub/@Typ = 26 1 = Customer 2 = House Conditionally Required: Needed when allocating a side to more than one account using Account Alias (R=24). Used to indicate whose alias is being used.
→→ Target Party Qualifier Type	`Typ`	int	The Type of Party Sub ID in the Target Party Sub Tag. Conditionally Required: Needed when allocating a side to more than one account using Account Alias (R=24). Used to indicate whose alias is being used.	1 - Firm 3 - System 49 - Reporting entity indicator

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CME ClearPort API - Trade Capture Report Message - TrdAllocGrp - Outbound —

/TrdCaptRpt/RptSide/Alloc (repeating)

Field Name	FIXML Attribute Name	Data Type	Description	Supported Values
Allocator Assigned Allocation ID	`IndAllocID`	String	Identifies the allocation ID provided by the allocator.
Allocation Qty	`Qty`	Qty	Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)
Allocation CTI	`CustCpcty`	String	Can be used for granular reporting of separate allocation detail within a single trade report or allocation message.
CCP Assigned Allocation ID	`IndAllocID2`	String	Provides support for an intermediary assigned allocation ID
Status	`Stat`	int	Identifies the status of the allocation.	0 - Pending Clear 1 - Claimed 2 - Cleared 3 - Rejected
Allocation Reference Risk Limit Check ID	`RefRiskLmtChkID`	String	Indicates the credit approval token for pre-approved trades reported on Swap Execution Facilities (SEFs).
Contra Amount	`CalcCcyLastQty`	Qty	Used for the calculated quantity of the other side of the currency trade.
AllocRegulatoryTradeIDGrp (repeating)	`RegTrdID`
→ Allocation Regulatory Trade ID	`ID`	String	Regulatory trade identifier. The Universal Swap Identifier assicated with the allocated trade.
→ Allocation Regulatory Trade ID Source	`Src`	String	Identifier of the reporting entity assigned by regulatory agency.
→ Allocation Regulatory Trade ID Event	`Evnt`	int	Event causing the origination of the identifier. For combinations of events, 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
→ Allocation Regulatory Trade ID Type	`Typ`	int	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)
→ Allocation 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
NestedParties2 (repeating)	`Pty`
→ Target Party ID	`ID`	String	The Party ID of the party taking up the allocation.
→ Target Party ID Source	`Src`	char	The Party ID Source of the party taking up the allocation.	C - Generally accepted market participant identifier D - Proprietary / Custom code H - Clearing house participant/member code N - LEI
→ Target Party Role	`R`	int	The Party role of the party taking up the allocation.	1 - 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
→ NstdPtys2SubGrp (repeating)	`Sub`
→→ Target Party Qualifier	`ID`	String	The qualifier of the Allocated to Party. Where Sub/@Typ = 26 1 = Customer 2 = House
→→ Target Party Qualifier Type	`Typ`	int	Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803)	1 - Firm 3 - System 5 - Full legal name of firm 9 - Contact name 26 - Account type or Origin 49 - Reporting entity indicator
TradeAllocAmtGrp (repeating)	`Amt`
→ Allocation Amount Type	`Typ`	String	The type of amount being associated with the allocation.	CRES - Cash Residual Amount ICPN - Initial Trade Coupon Amount IPMT - Upfront Payment TVAR - Trade Variation Amount
→ Allocation Amount	`Amt`	float	The amount associated with the amount type.

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CME ClearPort API - Trade Capture Report Message - TrdCapRptSideGrp - Inbound —

/TrdCaptRpt/RptSide (repeating)

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
Buy Sell Code	`Side`	char	The Side of the Trade. It's a Buy or a Sell.	Dual-Sided Single-Sided	ALL	ALL	Both	1 - Buy 2 - Sell
Side Trade Quantity	`SideQty`	int	Used to indicate the quantity on one side of a multi-sided Trade Capture Report
Client Order ID	`ClOrdID`	String	Unique identifier for order as assigned for that side.
Input Source	`InptSrc`	String	The original system from which the trade originated. CME Clearing treats this as a pass-through field on cleared trade confirmations.	Dual-Sided Single-Sided	ALL	ALL	Both
Allocation Indicator	AllocInd	Int	Identifies how the trade is to be allocated	Dual-Sided Single-Sided	ALL	ALL	Both	Valid values: '0' Allocation not required '1' Allocation required (give-up trade) allocation information not provided (incomplete)
Aggressor Indicator	`AgrsrInd`	Boolean	Used 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 ID	`SrcTrdID`	String	A 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-Sided	ALL	ALL	Both
Customer Order Handling Instruction	`CustOrdHdlInst`	MultipleStringValue	Contains 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 Indicator	`BlckTrdAllocInd`	int	Indication 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`	int	Indicates 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`	String	Indicates the credit approval token for pre-approved trades reported on Swap Execution Facilities (SEFs).
Notes	`Notes`	String	A field for user-created notes.
Parties (repeating)	`Pty`
→ Party ID	`ID`	String	Used to identify the Party.	Dual-Sided Single-Sided	ALL	ALL	Both
→ Party ID Source	`Src`	char	Used 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 Role	`R`	int	Indicates the type of Party or the role of the party in the Party Block.	Dual-Sided Single-Sided	ALL	ALL	Both	1 - 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 ID	`ID`	String	A 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 Type	`Typ`	int	The 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 ID	`ID`	String	Regulatory 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`	String	ID of reporting entity assigned by regulatory agency.
→ Side 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
→ Side 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)
→ Side 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
CommissionDataGrp	`CommData`
→ Commission Basis	`Basis`	int	Specifies 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`	Currency	Specifies the currency denomination of the commission amount if different from the trade's currency.
→ Commission Rate	`Rt`	float	Rate per basis. For example, $1 per contract, or $0.01 per unit (e.g. barrel).
→ Commission Leg Ref ID	`LegRefID`	String	Trade leg identifier for spread trade submissions. Required on all CommData blocks for each leg of a spread.
TrdAllocGrp (repeating)	`Alloc`

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CME ClearPort API - Trade Capture Report Message - TrdCapRptSideGrp - Outbound —

/TrdCaptRpt/RptSide (repeating)

Field Name	FIXML Attribute Name	Data Type	Description	Present for Security Type	Present for Asset Class	Present for Outright or Spread	Supported Values
Buy Sell Code	`Side`	char	The Side of the Trade. It's a Buy or a Sell.	ALL	ALL	Both	1 - Buy 2 - Sell
Side Trade Quantity	`SideQty`	int	Used to indicate the quantity on one side of a multi-sided Trade Capture Report
Client Order ID	`ClOrdID`	String	Unique identifier for Order as assigned for that side.
Input Source	`InptSrc`	String	The original system from which the trade originated. CME Clearing treats this as a pass-through field on cleared trade confirmations.	ALL	ALL	Both
Input Device	`InptDev`	String	The device type from which the trade originated. May be specified as API, UI, or System Generated.	ALL	ALL	Both	API - API submitted UI - GUI used for Submission
CTI	`CustCpcty`	int	The customer capacity for this trade	ALL	ALL	Both	1 - 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`	String	Can indicate the reason for a side rejecting, e.g. insufficient RAV or position limits.
Allocation Indicator	AllocInd	Int	Identifies how the trade is to be allocated	Dual-Sided Single-Sided	ALL	ALL	Both
Aggressor Indicator	`AgrsrInd`	Boolean	Used 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`	String	The Trade ID for the Side as assigned by the CCP system. Typically used when single sided Trades are submitted.
Source Trade ID	`SrcTrdID`	String	A 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`	MultipleStringValue	Contains 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 Indicator	`BlckTrdAllocInd`	int	Indication 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`	int	Indicates 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`	String	Indicates the credit approval token for pre-approved trades reported on Swap Execution Facilities (SEFs).
Notes	`Notes`	String	A field for user-created notes.
Parties (repeating)	`Pty`
→ Party ID	`ID`	String	Used to identify the Party.	ALL	ALL	Both
→ Party ID Source	`Src`	char	Used to identify class source of PartyID value (such as BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.	ALL	ALL	Both	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 Role	`R`	int	Indicates the type of Party or the role of the party in the Party Block.	ALL	ALL	Both	1 - 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`	String	A 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	ALL	ALL	Both
→→ Party Qualifier Type	`Typ`	int	The Type of Party Sub ID in the Party Sub Tag.	ALL	ALL	Both	1 - 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`	String	Regulatory 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`	String	ID of reporting entity assigned by regulatory agency.
→ Side 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
→ Side 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)
→ Side 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
CommissionDataGrp	`CommData`
→ Commission Basis	`Basis`	int	Specifies 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`	Currency	Specifies the currency denomination of the commission amount if different from the trade's currency.
→ Commission Rate	`Rt`	float	Rate per basis. For example, $1 per contract, or $0.01 per unit (e.g. barrel).
→ Commission Leg Ref ID	`LegRefID`	String	Trade leg identifier for spread trade submissions. Required on all CommData blocks for each leg of a spread.
TrdAllocGrp (repeating)	`Alloc`

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CME ClearPort API - Trade Capture Report Message - TrdInstrmtLegGrp - Inbound —

/TrdCaptRpt/TrdLeg (repeating)

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
Leg Number	`LegNo`	int	A number identifying the leg within a strategy or spread. When reporting a UTI, or commission, the field LegRefID will reference this number.
Leg Last Price	`LastPx`	Price	Used to report the trade price or execution price assigned to the leg of the multileg instrument. Not required if spread is Intracommodity and Diff Price (Top-level LastPx) is specified.	Dual-Sided Single-Sided	ALL	ALL	Spread
Leg Last Quantity	`LastQty`	Qty	Fill quantity for the leg instrument	Dual-Sided Single-Sided	ALL	ALL	Spread
Leg Price Type	`PxTyp`	int	The price type of the LegBidPx (681) and/or LegOfferPx (684). See PriceType (423) for description.	Dual-Sided Single-Sided	OPT	OTC FX	Spread	1 - Percentage (i.e. percent of par) 2 - Per unit (i.e. per share or contract)
Leg Quantity Type	`QtyTyp`	int	The leg quantity type specified at the leg level. Can be different for each leg	Dual-Sided Single-Sided	ALL	ALL	Spread	0 - Units (shares, par, currency) 1 - Contracts
InstrumentLeg	`Leg`
TradeCapLegUnderlyingsGrp (repeating)	`Undlys`
→ UnderlyingLegInstrument	`Undly`
→→ Leg Underlying Product Code	`ID`	String	Refer to definition for SecurityID(48)	Dual-Sided Single-Sided	OPT	ALL	Spread
→→ Leg Underlying Product Code Source	`Src`	String	Refer to definition for SecurityIDSource(22)	Dual-Sided Single-Sided	OPT	ALL	Spread	H - Clearing House / Clearing Organization
→→ Leg Underlying Security Type	`SecTyp`	String	Refer to definition for SecurityType(167)	Dual-Sided Single-Sided	OPT	ALL	Spread	FUT - Future FWD - Forward MLEG - Multi Leg (Combo)
→→ Leg Underlying Maturity	`MMY`	MonthYear	Refer to definition for MaturityMonthYear(200)	Dual-Sided Single-Sided	OPT	ALL	Spread
→→ Leg Underlying Product Exchange	`Exch`	String	Refer to definition for SecurityExchange(207)	Dual-Sided Single-Sided	OPT	ALL	Spread	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
LegPositionAmountData (repeating)	`Amt`
→ Leg Position Amount	`Amt`	Amt	Used to capture the FX premium amount.
→ Leg Position Amount Type	`Typ`	String	The type of monetary amount associated with a transaction.					CRES - Cash Residual Amount PREM - Premium Amount
→ Leg Position Amount Currency	`Ccy`	Currency	The currency of the amount specified.

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CME ClearPort API - Trade Capture Report Message - TrdInstrmtLegGrp - Outbound —

/TrdCaptRpt/TrdLeg (repeating)

Field Name	FIXML Attribute Name	Data Type	Description	Present for Security Type	Present for Asset Class	Present for Outright or Spread	Supported Values
Leg Number	`LegNo`	int	A number identifying the leg within a strategy or spread. When reporting a UTI, or commission, the field LegRefID will reference this number.	ALL	ALL	Spread
Leg Last Price	`LastPx`	Price	Used to report the trade price or execution price assigned to the leg of the multileg instrument.	ALL	ALL	Spread
Leg Contra Amount	`LegCalcCcyLastQty`	Qty	Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. Conditionally present for OTC FX Future or Forward spreads that are entered in settlement terms.
Leg Last Quantity	`LastQty`	Qty	Fill quantity for the leg instrument	ALL	ALL	Spread
Leg Price Type	`PxTyp`	int	The price type of the LegBidPx (681) and/or LegOfferPx (684). See PriceType (423) for description.	OPT	OTC FX	Spread	1 - Percentage (i.e. percent of par) 2 - Per unit (i.e. per share or contract)
Leg Quantity Type	`QtyTyp`	int	The leg quantity type specified at the leg level. Can be different for each leg	ALL	ALL	Spread	0 - Units (shares, par, currency) 1 - Contracts
Leg 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.
Leg 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.
InstrumentLeg	`Leg`
TradeCapLegUnderlyingsGrp (repeating)	`Undlys`
→ UnderlyingLegInstrument	`Undly`
→→ Leg Underlying Product Code	`ID`	String	Refer to definition for SecurityID(48)	OPT	ALL	Spread
→→ Leg Underlying Product Code Source	`Src`	String	Refer to definition for SecurityIDSource(22)	OPT	ALL	Spread	H - Clearing House / Clearing Organization
→→ Leg Underlying Security Type	`SecTyp`	String	Refer to definition for SecurityType(167)	OPT	ALL	Spread	FUT - Future FWD - Forward MLEG - Multi Leg (Combo)
→→ Leg Underlying Maturity	`MMY`	MonthYear	Refer to definition for MaturityMonthYear(200)	OPT	ALL	Spread
→→ Leg Underlying Product Exchange	`Exch`	String	Refer to definition for SecurityExchange(207)	OPT	ALL	Spread	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
LegPositionAmountData (repeating)	`Amt`
→ Leg Position Amount	`Amt`	Amt	Used to capture the FX premium amount.	OPT	OTC FX	Spread
→ Leg Position Amount Type	`Typ`	String	The type of monetary amount associated with a transaction.	OPT	OTC FX	Spread	CRES - Cash Residual Amount PREM - Premium Amount
→ Leg Position Amount Currency	`Ccy`	Currency	The currency of the amount specified.	OPT	OTC FX	Spread

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CME ClearPort API - Trade Capture Report Request Acknowledgment Message - Outbound —

/TrdCaptRptReqAck

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	A Message ID to identify the Trade Capture Report Request Acknowledgement.	ALL	ALL	Both
Request ID	`ReqID`	String	Identifier for the Trade Capture Report Request.	ALL	ALL	Both
Request Result	`ReqRslt`	int	Result of Trade Request	ALL	ALL	Both	99 - Other
Request Status	`ReqStat`	int	Status of Trade Request	ALL	ALL	Both	1 - Completed 2 - Rejected
Request Result Description	`Txt`	String	Text field indicating the reason for the reject.	ALL	ALL	Both
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

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CME ClearPort API - User Request —

Field Name	FIXML Attribute Name	Data Type	Description	Required for Transaction Type	Supported Values
UserReq
User Request ID	UserReqID	String	Unique identifier for a User Request.	ALL
User Request Type	UserReqTyp	int	Indicates the action required by a User Request Message	ALL	1 = Log On User 2 = Log Off User
Username	Username	String	Username (login ID) assigned by CME's Market Operations Technical Support.	ALL
Password	Password	String	Password assigned by CME's Market Operations Technical Support.	Login

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CME ClearPort API - User Response —

Field Name	FIXML Attribute Name	Data Type	Description	Present for Transaction Type	Supported Values
UserRsp
User Request ID	UserReqID	String	Request ID associated with the User Request leading to this Response message.	ALL
Username	Username	String	Username (login ID) assigned by CME's Market Operations Technical Support.	ALL
User Status	UserStat	int	Indicates the status of a user	ALL	1 = Logged In 2 = Not Logged In 3 = User Not Recognized 4 = Password Incorrect 6 = Other
User Status Text	UserStatText	String	Reason a request was not carried out

Page tree

CME ClearPort FIXML Library

/AllocInstrctnAck

/AllocInstrctn

/AllocRpt

/TrdCaptRptAck/Instrmt

/TrdCaptRptAck/TrdLeg/Leg

/TrdCaptRptAck

/TrdCaptRptAck/RptSide/Alloc (repeating)

/TrdCaptRptAck/RptSide (repeating)

/TrdCaptRptAck/TrdLeg (repeating)

/TrdCaptRpt/Instrmt

/TrdCaptRpt/Instrmt

/TrdCaptRpt/TrdLeg/Leg

/TrdCaptRpt/TrdLeg/Leg

/TrdCaptRpt

/TrdCaptRpt/RptSide/Alloc (repeating)

/TrdCaptRpt/RptSide/Alloc (repeating)

/TrdCaptRpt/RptSide (repeating)

/TrdCaptRpt/RptSide (repeating)

/TrdCaptRpt/TrdLeg (repeating)

/TrdCaptRpt/TrdLeg (repeating)

/TrdCaptRptReqAck