CmprsnGrpID/TrdCaptRpt/RptSide (repeating)
Name Abbr Datatype Description Enumerations Buy Sell Code
Side
char The side of the trade. 1 - Buy
2 - SellSecondary Client Order ID
ClOrdID2
String A secondary or an addiional qualifier for the order assigned by the side. Client Order ID
ClOrdID
String Unique identifier assigned for the trade side. Side Currency
Ccy
Currency Used to identify the currency of the trade side. Will not be present for IRS/FRA trades. Input Source
InptSrc
String The original system from which the trade originated. CME Clearing will treat this as a pass through field on cleared trade confirmations. CTI
CustCpcty
int The customer capacity for this trade 1 - Member trading for their own account
2 - Clearing Firm trading for its proprietary account
3 - Member trading for another member
4 - All otherFree Form Text
Txt
String May be used by the executing market to record any execution Details that are particular to that market Allocation Indicator
AllocInd
int Identifies if the trade is marked for allocation. 0 - Allocation not required
1 - Allocation required (give-up trade) allocation information not provided (incomplete)
2 - Use allocation provided with the trade
3 - Allocation give-up executor
4 - Allocation from executor
5 - Allocation to claim account
100 - SGX OffsetAverage Pricing Indicator
AvgPxInd
int Indicates if the trade is marked for average pricing allocation. 0 - No Average Pricing
1 - Trade is part of an average price group identified by the SideAvgPxGroupID Original Platform Side ID
OrigTrdID
String Ties the trade back to one of the report sides of the IRS trade submission. (IRS Trades Only) Strategy Link ID
StrategyLinkID
String Unique ID linking all individual legs of a spread or strategy together. It can also link individual legs to the parent multi-leg trade. Secondary Allocation Group ID
GrpID2
String Indicates the clearing assigned identifier used for the allocation group. This links trades marked for allocation that are part of the same group, as well as offset trades once allocations from that group are claimed. Customer Order Handling Instruction CustOrdHdlInst String Defines source of original order. Compression Group ID String Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation. Parties (repeating)
Pty
→ Party ID
ID
String Used to identify the Party. → Party ID Source
Src
char Used to identify the source of PartyID value. C - Generally accepted market participant identifier
H - Clearing house participant/member code
N - LEI→ Party Role
R
int Indicates the type or role of the Party. Note: A FIX "Executing Firm" is a CME Group "Clearing Trade Management Firm" 1 - Executing Firm
4 - Clearing Firm
7 - Trading (Entering) Firm
12 - Executing Trader (associated with Executing Firm - actually executes)
21 - Clearing Organization
22 - Exchange
24 - Customer Account
30 - Inter Dealer Broker
36 - Entering trader
44 - Order Entry Operator ID
49 - Asset Manager
55 - Session ID
62 - Report originator
73 - Execution Venue
102 - Data Repository (e.g. SDR) → PtysSubGrp (repeating)
Sub
→→ Party Qualifier ID
ID
String A Sub ID provides additional information about the Party. For example, the account origin would be specified when Typ = 26. →→ Party Qualifier Type
Typ
int Indicates the type of Party Sub ID. 5 - Full legal name of firm
9 - Contact name
26 - Account type or Origin SideRegulatoryTradeIDGrp (repeating)
RegTrdID CommissionDataGrp
CommData SideTrdRegTS (repeating)
TrdRegTS
→ Timestamp
TS
UTCTimestamp Used to send a regulatory timestamp. Will not be present for IRS/FRA trades. → Timestamp Type
Typ
int Indicates the type of regulatory timestamp. 1 - Execution Time RelatedTradeGrp
ReltdTrd
→ Related Trade ID
ID
String Identifier of a related trade. This is used to link trades together for IRS netting and blending. → Related Trade ID Source
Src
int Describes the source of the identifier that Related Trade ID represents. 2 - Secondary trade ID
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