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Revision History

DateDescription
3/2/2021Added Production Service Availability section
2/3/2021

Dictionary updated on 1/29/2021

Added tag-35 MsgType=3 to Spec & dictionaries.

CollateralReport - Missing value 8=Replace added to tag 20012-CollateralReportTransactionType

Trade Capture Report – tags 99400, 719, 99401 added for Exercise and Assignment Trades. Not applicable to BrokerTec.

12/4/2020Added General Collateral Use cases. 
12/3/2020

Added Regulatory fields and Identifiers section in use cases.

Party block use cases updated to clarify BIC code case.

11/3/2020Simplified & added clarity to connectivity section.
11/3/2020Added Internet IP.
11/2/2020Added CME STP FIX and FIXML Cancel and Amend behavior 
10/22/2020CME STP API Connectivity - removed the URL stpfixapinr.cmegroup.com.
10/21/2020

CME STP FIX Data Dictionary

BrokerTec Supplement to STP Message Specification:

10/20/2020Updated IP information for BrokerTec legacy line connectivity
10/13/2020Updated STP FIX Data Dictionary
10/13/2020

Added tag 30-LastMkt for TradeCaptureReport(AE) and Collateral Report(BA)

10/11/2020

CME STP FIX - TradeCaptureReportRequest for BrokerTec Trades

Added note for Tag 779-LastUpdateTime timestamp  value

10/9/2020

Added CME STP API Connectivity

10/1/2020

CME STP FIX - TradeCaptureReport - Parties for BrokerTec Trades

tag 452 description added for value 44:

For Brokertec, this value is iLink SenderID, also known as GUS (Global User Signature)

CME STP FIX - TradeCaptureReport for BrokerTec Trades

  • updated description for tag1003

The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. 

However it's not unique across all BTEC products i.e. Repo GC, Repo Special/GCF, and cash.

  • Replace description for tag 1040

Globally unique across different BrokerTec products and recommended to be used to uniquely identify a trade.

For GC Repo, this tag in TradeCaptureReport (35=AE) ties to it's CollateralReport (35=BA).

9/30/2020

Updated:

CME STP FIX - CollateralReport - Parties for BrokerTec Trades

CME STP FIX - CollateralReport for BrokerTec Trades

CME STP FIX - TradeCaptureReport - SideRegulatoryTradeIDGrp for BrokerTec Trades

9/30/2020Updated STP FIX Data Dictionary
9/21/2020

CME STP FIX - FIX Message Specifications for BrokerTec Trades

Updated  CME STP FIX Data Dictionary

9/8/2020

Updated

Service Availability – Internal Errors

9/1/2020

CME STP FIX - TradeCaptureReport - Parties for BrokerTec Trades

added the following enumeration to tag 803:

  • 16 - BIC (Bank Identification Code - SWIFT managed)
9/1/2020

CME STP FIX - TradeCaptureReport - TrdCapRptSideGrp for BrokerTec Trades

    • Added enumeration to tag 803 - PartySubIDType
    • 16 - BIC (Bank Identification Code - SWIFT managed)

CME STP FIX - TradeCaptureReport - TrdCapRptSideGrp for BrokerTec Trades

    • Added tag 9373-Liquidity Flag
8/31/2020Updated use case scenarios with CME Internal Error scenarios
8/4/2020Added note regarding timing and availability of Collateral reports and a Collateral substitution
7/9/2020Added sample messages for Collateral Assignment, Repo General Collateral (GC) Trades and General Collateral trade’s
6/12/2020Removed note - Trade cancels and adjusts will be addressed in future iterations of this documentation.
3/17/2020CME STP supports non-implied Curve Ratio (RV) Spreads for US Treasury Actives.
3/16/2020Updated key events and dates section and link directed  to the BTec portal
2/28/2020For BTEC EU Repos the clearing organization on the Repo and the bond may be different.
2/19/2020Added note - CME STP supports non-implied Curve Ratio (RV) Spreads for US Treasury Actives.
2/19/2020Removed note on US treasury matched and traded through CME workstation
1/28/2020Added logon messages Logon, Logon Ack, Logon Request and Logout Ack

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Certification using Autocert+ is required for all STP FIX users.

Production Service Availability 

CME STP service is available in PRODUCTION beginning 2 PM Central Time Sunday Afternoon, through 10 PM Central Time Friday. Internal testing could occur on weekends in the Production Environment (10 PM Friday – 2 PM Sunday Central Time).

Customers should only connect during the time of service availability.

Client System Impacts and Supporting Information

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