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/TrdCaptRpt/RptSide (repeating)

TagNameFIXML AbbrReqDatatypeDescriptionEnumerations
552NoSides
YNumInGroupNumber of Side (54) repeating group instances.
54Buy Sell CodeSide YcharThe side of the trade.
  • 1 - Buy
  • 2 - Sell
526Secondary Client Order IDClOrdID2NStringA secondary or an addiional qualifier for the order assigned by the side.
11Client Order IDClOrdIDNStringUnique identifier assigned for the trade side.
1154Side CurrencyCcy NCurrencyUsed to identify the currency of the trade side. Will not be present for IRS/FRA trades.
578Input SourceInptSrc NStringThe original system from which the trade originated. CME Clearing will treat this as a pass through field on cleared trade confirmations.
582CTICustCpctyNintThe 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 other
58Free Form TextTxtNStringMay be used by the executing market to record any execution Details that are particular to that market
826Allocation IndicatorAllocInd NintIdentifies 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
1853Average Pricing IndicatorAvgPxInd NintIndicates 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
1057AggressorIndicatorAgrsrInd NBoolean

Used to identify whether the order initiator is an aggressor or not in the trade.

  • Y = Order initiator is aggressive
  • N = Order initiator is passive 
10039Original Platform Side IDOrigTrdIDNStringTies the trade back to one of the report sides of the IRS trade submission. (IRS Trades Only)
1851Strategy Link IDStrategyLinkID
NStringUnique ID linking all individual legs of a spread or strategy together. It can also link individual legs to the parent multi-leg trade.
793Secondary Allocation Group IDGrpID2 NStringIndicates 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.
37OrderIDOrdIdNString Unique 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.
1031

Customer Order Handling Instruction

CustOrderHandlingInst NStringDefines source of original order.
2361Compression Group IDCompressionGroupIDNStringUse 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.
5149

Memo Field

MemoNString

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
453NoPartyIDs
NNuminGroupNumber of entries in block.
→448Party IDID NStringParty identifier/code. if a party role grouping does not contain an ID, or contains an ID that is blank, the block will not be output in the FIX messages.
→447Party ID SourceSrc
NcharUsed to identify the source of PartyID value.
  • C - Generally accepted market participant identifier
  • H - Clearing house participant/member code
  • N - LEI
→452Party RoleR
Nint

Indicates the type or role of the Party.

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

→802

NoPartySubIDs


N

NumIn Group

Repeating group of Party sub-identifiers.


→→523Party Qualifier IDID
NStringA Sub ID provides additional information about the Party. For example, the account origin would be specified when Typ = 26.
→→803Party Qualifier TypeTypNintIndicates 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

1016

NoSideTrdRegTS


N

NumInGroup

Number of NoSideTrdRegTS group entries.


→1012


TimestampTSNUTCTimestamp

Used to send a regulatory timestamp. Will not be present for IRS/FRA trades.

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:

 20190925-09:08:06.017123456


→1013Timestamp TypeTyp
NintIndicates the type of regulatory timestamp.1 - Execution Time

RelatedTradeGrp (Repeating)ReltdTr

1855

NoRelatedTrades


N

NumInGroup

Number of NoRelatedTrades group entries.


→1856Related Trade IDIDNStringIdentifier of a related trade. This is used to link trades together for IRS netting and blending.
→1857Related Trade ID SourceSrcNintDescribes the source of the identifier that Related Trade ID represents.2 - Secondary trade ID