Page tree
Skip to end of metadata
Go to start of metadata

/TrdCaptRptReq

NameAbbrDatatypeDescriptionEnumerations
Request ID ReqID StringRequired identifier for the trade query or subscription request. Will be echoed back on the response.
Trade ID TrdID StringUsed to query for a specific Trade ID (TrdID).
Secondary Trade ID TrdID2 StringUsed to query for a specific Secondary Trade ID (TrdID2).
Request Type ReqTyp intRequired. The type of trade request. The first query or subscription must specify matched trades (1). Subsequent requests for a query or subscription must specify unreported trades (3).1 - Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.)

3 - Unreported trades that match criteria

Subscription Request Type SubReqTyp charRequired. Used to differentiate between a Snapshot (0) e.g. a single query for trade state at a specific point in time, or a Snapshot + Updates (1), e.g. a subscription, which is an ongoing request for trades matching the subscription criteria.0 - Snapshot

1 - Snapshot + Updates (Subscribe)

Client Order ID ClOrdID StringUsed to query for a specific Client Order ID (ClOrdID).
Clear Date BizDt LocalMktDateLimits the subscription or query to a specific clearing business date.
Multi Leg Reporting Type MLegRptTyp charRequired. Used to indicate if trades are to be returned for the individual legs of a multi-leg instrument (2) or for the overall instrument (3).2 - Individual leg of a multi-leg security

3 - Multi-leg security

Input Source InptSrc StringUsed to limit queries and subscriptions to a specific trade input source.
Start Time StartTm UTCTimestampIndicates the starting time of the subscription or query. For a subscription, the default is to start at the current time. This field is required for a query.
End Time EndTm UTCTimestampIndicates the ending time of the query.
StandardHeader Hdr
→ Sender ID SID StringIdentifies the entity which is sending the message.
→ Target ID TID StringSet to CME
→ MsgSeqNum SeqNum SeqNum(Can be embedded within encrypted data section.)
→ Sender Qualifier SSub StringAssigned value used to identify specific message originator (user, etc.)
→ Target Qualifier TSub StringSet to STP
Parties (repeating) Pty
→ Party ID ID StringUsed to identify the Party that is the subject of the subscription or query. Multiple Parties may be specified. Each Party ID must be in a separate Party (Pty) element.
→ Party Role R intIndicates the type or role of the Party that is the subject of the subscription or query. Exactly one Party Role must be specified.7 - Trading (Entering) Firm

30 - Inter Dealer Broker

49 - Asset Manager

Instrument Instrmt
→ Product Code ID StringUsed to limit a subscription or query to a specific CME product, e.g. CL.
→ Security Type SecTyp StringUsed to limit a subscription or query to a specific type of security.FRA - Forward Rate Agreement

FUT - Future

FWD - Forward

IRS - Interest Rate Swap

MLEG - Multi Leg (Combo)

OPT - Option

SWAPTION - Swaption

→ Product Exchange Exch ExchangeUsed to limit a subscription or query to a specific listing exchange. Required if Security ID is specified.CBT - Chicago Board of Trade

CEE - Stock Exchange Group

CME - Chicago Mercantile Exchange

COMEX - Commodities Exchange, Inc

DME - Dubai Mercantile Exchange

IFUS - Intercontinental Exchange

NGXC - Natural Gas Exchange

NODX - Nodal

NYMEX - New York Mercantile Exchange

NYMSW - CME Swaps - NYMEX

VMAC - VMAC

XNAS - Nasdaq

XXXX - OTC Trades

TrdCapDtGrp (repeating) TrdCapDt
→ Trade Date TrdDt LocalMktDateLimits the subscription or query to a specific trade date. Only one date may be specified.