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Trade flow for a trade that is cancelled by the submitting party prior to a match. Steps 1-4 are the same as for a matched trade.

Initial Single Side Submission

In this submission sample: TransTyp is 0, indicating a new trade; RptTyp=0, indicating submission; TrdTyp=2, indicating EFP; QtyTyp=1, indicating contract term; SecTyp is Futures; Typ (TimeStamp Type) is 1, indicating execution time.

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRpt RptID="NEW123" RptTyp="0" TransTyp="0" TxnTm="2017-03-16T08:37:36.238-05:00" TrdTyp="2" LastPx="370" LastQty="50" QtyTyp="1">
		<Hdr SID="ABPLT" SSub="API_ABC" TID="CME" TSub="CPAPI"/>
		<Instrmt ID="C" Src="H" Exch="CBT" SecTyp="FUT" MMY="201707"/>
		<TrdRegTS TS="2017-03-16T08:37:36.238-05:00" Typ="1"/>
		<RptSide InptSrc="ABPLT" Side="1" ClOrdID="98765" TrdID="12345">
			<Pty ID="ABC_TRD1" R="7"/>
			<Pty ID="ABRAV1" R="24" Src="C"/>
			<Pty ID="685" R="1"/>
			<Pty ID="ABC_TRD2" R="17"/>
		</RptSide>
	</TrdCaptRpt>
</FIXML>

Initial Single Side Positive Acknowledgement (Received, not yet Processed)

An acknowledgement message is sent, with TrdRptStat = 4, indicating the trade has been received, but not yet processed; a TrdID (Side Trade Id) is assigned by Clearport Clearing.

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRptAck RptID="1490754880990" TransTyp="0" TrdTyp="2" LastQty="50" QtyTyp="1" LastPx="370" TxnTm="2017-03-17T15:31:11.049-05:00" TrdRptStat="4" RptRefID="NEW123" RptTyp="0" TrdAckStat="0" TrdDt="2017-03-17" BizDt="2017-03-17">
		<Hdr SID="CME" SSub="CPAPI" TID="ABPLT" TSub="API_ABC"/>
		<Instrmt ID="C" Src="H" Exch="CBT" SecTyp="FUT" MMY="201707"/>
		<TrdRegTS TS="2017-03-16T08:37:36.238-05:00" Typ="1"/>
		<RptSide InptSrc="ABPLT" Side="1" ClOrdID="98765" TrdID="7799607">
			<Pty ID="ABC_TRD1" R="7"/>
			<Pty ID="ABRAV1" R="24" Src="C"/>
			<Pty ID="685" R="1"/>
			<Pty ID="ABC_TRD2" R="17"/>
		</RptSide>
	</TrdCaptRptAck>
</FIXML>

Request Status of Unmatched Side

The status request is required for ClearPort HTTPS API. The ReqTyp=2, indicating an unmatched trade. 

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRptReq ReqID="123456" ReqTyp="2" TrdID="7799607">
		<Hdr SID="ABPLT" TID="CME" SSub="API_ABC" TSub="CPAPI"/>
		<Pty ID="ABC_TRD1" R="7"/>
		<TrdCapDt TrdDt="2017-03-17"/>
	</TrdCaptRptReq>
</FIXML>

The Accepted, Unmatched Single Side is Returned

The TrdRptStat=100, indicating that the trade is not matched. 

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRpt RptID="1490793140603" TransTyp="0" TrdRptStat="100" TrdTyp="2" OrigTrdDt="2017-03-17" TrdDt="2017-03-17" BizDt="2017-03-17" TxnTm="2017-03-17T15:31:10.601-05:00" QtyTyp="1" LastQty="50" LastPx="370.0" TotTrdQty="50" TotTrdMultdQty="250000" RptTyp="0" LastRptReqed="Y" TotNumTrdRpts="1" ReqID="123456">
		<Hdr SID="CME" SSub="CPAPI" TID="ABPLT" TSub="API_ABC"/>
		<Instrmt ID="C" Src="H" SecTyp="FUT" MMY="201707" Exch="CBT" TmUnit="Mo"/>
		<TrdRegTS TS="2017-03-16T08:37:36-05:00" Typ="1"/>
		<RptSide Side="1" ClOrdID="98765" InptDev="API" InptSrc="ABPLT" TrdID="7799607" CustCpcty="4">
			<Pty R="44" ID="API_ABC"/>
			<Pty R="7" ID="ABC_TRD1">
				<Sub Typ="5" ID="Entering Firm Legal Name"/>
			</Pty>
			<Pty R="17" ID="ABC_TRD2">
				<Sub Typ="5" ID="Contra Firm Legal Name"/>
			</Pty>
			<Pty R="1" ID="685">
				<Sub Typ="5" ID="Executing Firm Legal Name"/>
			</Pty>
			<Pty R="24" ID="ABRAV1" Src="C">
				<Sub Typ="26" ID="1"/>
			</Pty>
		</RptSide>
	</TrdCaptRpt>
</FIXML>

Continually Polls for Status (required for ClearPort HTTPS API)

Polling continues while trade is not matched.

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRptReq ReqID="123456" ReqTyp="0" TrdID="7799607">
		<Hdr SID="ABPLT" TID="CME" SSub="API_ABC" TSub="CPAPI"/>
		<Pty ID="ABC_TRD1" R="7"/>
		<TrdCapDt TrdDt="2017-03-17"/>
	</TrdCaptRptReq>
</FIXML>

 Instruction Sent to Cancel Unmatched Single Side

Cancel instruction sent with a TransTyp of Cancel (TransTyp=1).

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRpt RptID="NEW123" RptTyp="0" TransTyp="1">
		<Hdr SID="ABPLT" SSub="API_ABC" TID="CME" TSub="CPAPI"/>
		<Instrmt/>
		<TrdRegTS/>
		<RptSide InptSrc="ABPLT" Side="1" TrdID="7799617"/>
	</TrdCaptRpt>
</FIXML>

 CME ClearPort Sends Cancelled Trade Status Acknowledgement 

Acknowledgement is sent back to submitter with TransTyp of Cancel (TransTyp=1).

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">
	<TrdCaptRptAck RptID="1490794328918" RptRefID="NEW123" TransTyp="1" TrdAckStat="0" TrdRptStat="2" TrdTyp="2" OrigTrdDt="2017-03-17" TrdDt="2017-03-17" BizDt="2017-03-17" LastQty="50" QtyTyp="1" LastPx="370.0" TxnTm="2017-03-17T15:50:52.756-05:00" TotTrdMultdQty="250000" TotTrdQty="50" RptTyp="0">
		<Hdr SID="CME" SSub="CPAPI" TID="ABPLT" TSub="API_ABC"/>
		<Instrmt ID="C" Src="H" SecTyp="FUT" MMY="201707" Exch="CBT" TmUnit="Mo"/>
		<TrdRegTS TS="2017-03-16T08:37:36-05:00" Typ="1"/>
		<RptSide Side="1" ClOrdID="98765" InptDev="API" InptSrc="ABPLT" TrdID="7799617" CustCpcty="4">
			<Pty R="44" ID="API_ABC"/>
			<Pty R="7" ID="ABC_TRD1">
				<Sub Typ="5" ID="Entering Firm Legal Name"/>
			</Pty>
			<Pty R="17" ID="ABC_TRD2">
				<Sub Typ="5" ID="Contra Firm Legal Name"/>
			</Pty>
			<Pty R="1" ID="685">
				<Sub Typ="5" ID="Executing Firm Legal Name"/>
			</Pty>
			<Pty R="24" ID="ABRAV1" Src="C">
				<Sub Typ="26" ID="1"/>
			</Pty>
		</RptSide>
	</TrdCaptRptAck>
</FIXML>
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