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/TrdCaptRpt/RptSide (repeating)

NameAbbrDatatypeDescriptionEnumerations
Buy Sell Code Side charThe side of the trade.1 - Buy

2 - Sell

Secondary Client Order ID ClOrdID2 StringA secondary or an addiional qualifier for the order assigned by the side.
Client Order ID ClOrdID StringUnique identifier assigned for the trade side.
Side Currency Ccy CurrencyUsed to identify the currency of the trade side. Will not be present for IRS/FRA trades.
Input Source InptSrc StringThe original system from which the trade originated. CME Clearing will treat this as a pass through field on cleared trade confirmations.
CTI CustCpcty intThe customer capacity for this trade1 - Member trading for their own account

2 - Clearing Firm trading for its proprietary account

3 - Member trading for another member

4 - All other

Free Form Text Txt StringMay be used by the executing market to record any execution Details that are particular to that market
Allocation Indicator AllocInd intIdentifies 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 Offset

Average Pricing Indicator AvgPxInd intIndicates 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 StringTies the trade back to one of the report sides of the IRS trade submission. (IRS Trades Only)
Strategy Link ID StrategyLinkID StringUnique 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 StringIndicates 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.
OrderIDOrdIDStringUnique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.
Customer Order Handling InstructionCustOrdHdlInstStringDefines source of original order.
Compression Group ID

CmprsnGrpID

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.
Memo FieldMemString

Free format text field. Supported as follows, depending on source:

  • CME Globex: Supported for all Globex-entered trades.
  • CME Direct: Supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides.
  • CME ClearPort GUI: Supports the Memo field value for the non-alleged counterparty.
  • CME ClearPort API:
    • For single-sided submissions, supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides.
    • For dual-sided submissions, the Memo field supported on either or both sides, depending on the API submission. A note can be submitted for buy side and the sell side, and they can be different notes.

Parties (repeating) Pty
→ Party ID ID StringUsed to identify the Party.
→ Party ID Source Src charUsed to identify the source of PartyID value.

C - Generally accepted market participant identifier

D - Proprietary/Custom code

H - Clearing house participant/member code

N - LEI

→ Party Role R intIndicates the type or role of the Party. Note: A FIX "Executing Firm" is a CME Group "Clearing Trade Management Firm"

1 - Executing Firm (CME Globex)

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)

1001 - Trading Member Firm

→ PtysSubGrp (repeating) Sub
→→ Party Qualifier ID ID StringA Sub ID provides additional information about the Party. For example, the account origin would be specified when Typ = 26.
→→ Party Qualifier Type Typ intIndicates 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 will be sent in UTC+0 format.
  • Timestamp will be in nanosecond format; will be populated with the maximum available precision and padded with zeros to 9 digits after the decimal point as needed.

Example:

 2019-09-25T07:44:05.761123456


→ Timestamp Type Typ intIndicates the type of regulatory timestamp.1 - Execution Time

RelatedTradeGrp ReltdTrd
→ Related Trade ID ID StringIdentifier of a related trade. This is used to link trades together for IRS netting and blending.
→ Related Trade ID Source Src intDescribes the source of the identifier that Related Trade ID represents.2 - Secondary trade ID