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languagexml
<?xml version="1.0" encoding="UTF-8"?>
<FIXML s="20090815" cv="CME.0001" xv="109" v="5.0 SP2">
	<Batch>
		<Hdr TSub="UR000073944" SSub="STP" SID="CME"/>
		<TrdCaptRpt MDTrdEntrID="3211" LastUpdateTm="2017-11-01T14:15:49.946-05:00" TxnTm="2017-11-01T14:15:49-05:00" MLegRptTyp="2" BizDt="2017-11-02" TrdDt="2017-11-01" CalcCcyLastQty="-662968.12" LastPx="-1.17861" LastQty="562500" VenuTyp="E" PxTyp="2" ExecID="88103:M:1033TN0000005" MtchID="15F75409D4B0003D6AA" TrdTyp="54" ReqID="b9dc6692-3543-41d1-afc0-480173281d0f" TrdRptStat="0" RptTyp="101" TransTyp="0" TrdID2="15F75409D4B0003D6B2" TrdID="100008" RptID="15F75409D4B0003D6B21141549946">
			<Instrmt PxQteCcy="USD" Desc="VALUE DATED GBPUSD SPOT FX" Exch="FXS" UOMQty="1" UOMCcy="GBP" UOM="Ccy" Mult="1" MatDt="2017-11-02" MMY="20171101" SubTyp="XF" SecTyp="FXSPOT" CFI="FFXCNO" Src="H" ID="GBPUSD" Sym="FXBPX701">
				<Evnt EventTyp="13" Dt="2017-11-03"/>
				<Evnt EventTyp="121" Dt="2017-11-01"/>
			</Instrmt>
			<RptSide StrategyLinkID="8813364456201711013" CustCpcty="1" InptSrc="GLBX" ClOrdID="Q002366" Side="2">
				<Pty R="1" ID="595"/>
				<Pty R="4" ID="595"/>
				<Pty R="7" Src="C" ID="135">
					<Sub Typ="5" ID="Firm A - FXSPOT"/>
				</Pty>
				<Pty R="12" ID="3L7L"/>
				<Pty R="21" Src="C" ID="FXS"/>
				<Pty R="22" Src="C" ID="FXS"/>
				<Pty R="24" Src="C" ID="FXS_ACCT_A">
					<Sub Typ="26" ID="2"/>
				</Pty>
				<Pty R="24" Src="H" ID="A-110965"/>
				<Pty R="44" ID="DUMMY"/>
				<Pty R="55" ID="Q003L7"/>
				<TrdRegTS Typ="1" TS="2017-11-01T14:15:49-05:00"/>
			</RptSide>
		</TrdCaptRpt>
	</Batch>
</FIXML>

Trade at Settlement (TAS)

Original Trade

Expand
Code Block
<TrdCaptRpt TrdgQty = "50000" OrigTmUnit = "Mo" DiffPxTyp = "0" DiffPx = "-0.10" Clrd = "1" LastUpdateTm = "2021-03-10T13:46:44.709000000Z" TxnTm = "2021-03-10T13:46:44.000000000Z" MLegRptTyp = "1" BizDt = "2021-03-10" TrdDt = "2021-03-10" LastPx = "63.89" LastQty = "50" VenuTyp = "X" PxTyp = "100" ExecID = "7767927" MtchID = "1780DE0671C0004D1F949" TrdSubTyp = "40" TrdTyp = "1" ReqID = "TESTMH" TrdRptStat = "0" RptTyp = "101" TransTyp = "0" TrdID2 = "1780DE0671C0004D1F94B" TrdID = "116469" RptID = "1780DE0671C0004D1F94B4074644343">
    <Instrmt PxQteCcy = "USD" Desc = "Light Sweet Crude Oil Futures" Exch = "NYMEX" SettlMeth = "P" UOMQty = "1000.0" UOM = "Bbl" Mult = "1000" MatDt = "2021-04-20" MMY = "202105" SecTyp = "FUT" CFI = "FCEPSX" Src = "H" ID = "CL" Sym = "CLK1"></Instrmt>
    <RptSide CustCpcty = "4" InptSrc = "CPC" ClOrdID = "C7767927" Side = "1">
        <Pty R = "4" ID = "666"></Pty>
        <Pty R = "7" Src = "C" ID = "ABC123_BROTHERS_ARBITRAGE">
            <Sub Typ = "5" ID = "ABC123 Brothers Arbitrage"></Sub>
        </Pty>
        <Pty R = "21" Src = "C" ID = "CME"></Pty>
        <Pty R = "22" Src = "C" ID = "NYMEX"></Pty>
        <Pty R = "24" Src = "C" ID = "ABC1236">
            <Sub Typ = "26" ID = "1"></Sub>
        </Pty>
        <Pty R = "24" Src = "H" ID = "A-56969"></Pty>
        <Pty R = "30" ID = "CMEG">
            <Sub Typ = "5" ID = "CME Group Inc. GCC"></Sub>
        </Pty>
        <Pty R = "36" ID = "surferdude">
            <Sub Typ = "9" ID = "Kelly Slater"></Sub>
        </Pty>
        <Pty R = "62" ID = "MABC123">
            <Sub Typ = "9" ID = "MICHAEL ABC123"></Sub>
        </Pty>
        <Pty R = "1001" Src = "D" ID = "666"></Pty>
        <RegTrdID Typ = "0" Evnt = "2" Src = "1010000023" ID = "CPC000007767927BN0001"></RegTrdID>
        <TrdRegTS Typ = "1" TS = "2021-03-10T13:45:00.000000000Z"></TrdRegTS>
    </RptSide>
</TrdCaptRpt>

Trade Update

Expand
Code Block
<TrdCaptRpt TrdgQty = "50000" OrigTmUnit = "Mo" DiffPxTyp = "0" DiffPx = "-0.1" Clrd = "1" LastUpdateTm = "2021-03-10T16:11:31.034000000Z" TxnTm = "2021-03-10T16:11:29.000000000Z" MLegRptTyp = "1" BizDt = "2021-03-10" TrdDt = "2021-03-10" LastPx = "64.84" LastQty = "50" VenuTyp = "X" PxTyp = "101" ExecID = "7767927" MtchID = "1780DE0671C0004D1F949" TrdSubTyp = "40" TrdTyp = "1" ReqID = "API_IHSTRADESTP1614168646239" TrdRptStat = "0" RptTyp = "101" TransTyp = "2" TrdID2 = "1780DE0671C0004D1F94B" TrdID = "116469" RptID = "1780DE0671C0004D1F94B1101129585">
    <Instrmt PxQteCcy = "USD" Desc = "Light Sweet Crude Oil Futures" Exch = "NYMEX" SettlMeth = "P" UOMQty = "1000.0" UOM = "Bbl" Mult = "1000" MatDt = "2021-04-20" MMY = "202105" SecTyp = "FUT" CFI = "FCEPSX" Src = "H" ID = "CL" Sym = "CLK1"></Instrmt>
    <RptSide CustCpcty = "4" InptSrc = "CPC" ClOrdID = "C7767927" Side = "1">
        <Pty R = "4" ID = "666"></Pty>
        <Pty R = "7" Src = "C" ID = "ABC123_BROTHERS_ARBITRAGE">
            <Sub Typ = "5" ID = "ABC123 Brothers Arbitrage"></Sub>
        </Pty>
        <Pty R = "21" Src = "C" ID = "CME"></Pty>
        <Pty R = "22" Src = "C" ID = "NYMEX"></Pty>
        <Pty R = "24" Src = "C" ID = "ABC1236">
            <Sub Typ = "26" ID = "1"></Sub>
        </Pty>
        <Pty R = "24" Src = "H" ID = "A-56969"></Pty>
        <Pty R = "30" ID = "CMEG">
            <Sub Typ = "5" ID = "CME Group Inc. GCC"></Sub>
        </Pty>
        <Pty R = "36" ID = "surferdude">
            <Sub Typ = "9" ID = "Kelly Slater"></Sub>
        </Pty>
        <Pty R = "62" ID = "MABC123">
            <Sub Typ = "9" ID = "MICHAEL ABC123"></Sub>
        </Pty>
        <Pty R = "1001" Src = "D" ID = "666"></Pty>
        <RegTrdID Typ = "0" Evnt = "2" Src = "1010000023" ID = "CPC000007767927BN0001"></RegTrdID>
        <TrdRegTS Typ = "1" TS = "2021-03-10T13:45:00.000000000Z"></TrdRegTS>
    </RptSide>
</TrdCaptRpt>


Trade at Marker (TAM)

Original Trade

Expand
Code Block
<TrdCaptRpt TrdgQty = "75000" OrigTmUnit = "Mo" DiffPxTyp = "0" DiffPx = "0.10" Clrd = "1" LastUpdateTm = "2021-03-10T13:47:13.867000000Z" TxnTm = "2021-03-10T13:47:13.000000000Z" MLegRptTyp = "1" BizDt = "2021-03-10" TrdDt = "2021-03-10" LastPx = "63.37" LastQty = "75" VenuTyp = "X" PxTyp = "101" ExecID = "7767928" MtchID = "1780DE0671C0004D1F956" TrdSubTyp = "43" TrdTyp = "1" ReqID = "TESTMH" TrdRptStat = "0" RptTyp = "101" TransTyp = "0" TrdID2 = "1780DE0671C0004D1F958" TrdID = "116471" RptID = "1780DE0671C0004D1F9584074713398">
    <Instrmt PxQteCcy = "USD" Desc = "Light Sweet Crude Oil Futures" Exch = "NYMEX" SettlMeth = "P" UOMQty = "1000.0" UOM = "Bbl" Mult = "1000" MatDt = "2021-05-20" MMY = "202106" SecTyp = "FUT" CFI = "FCEPSX" Src = "H" ID = "CL" Sym = "CLM1">
        <AID AltIDSrc = "112" AltID = "CL1"></AID>
    </Instrmt>
    <RptSide CustCpcty = "4" InptSrc = "CPC" ClOrdID = "C7767928" Side = "1">
        <Pty R = "4" ID = "666"></Pty>
        <Pty R = "7" Src = "C" ID = "ABC123_BROTHERS_ARBITRAGE">
            <Sub Typ = "5" ID = "ABC123 Brothers Arbitrage"></Sub>
        </Pty>
        <Pty R = "21" Src = "C" ID = "CME"></Pty>
        <Pty R = "22" Src = "C" ID = "NYMEX"></Pty>
        <Pty R = "24" Src = "C" ID = "ABC1236">
            <Sub Typ = "26" ID = "1"></Sub>
        </Pty>
        <Pty R = "24" Src = "H" ID = "A-56969"></Pty>
        <Pty R = "30" ID = "CMEG">
            <Sub Typ = "5" ID = "CME Group Inc. GCC"></Sub>
        </Pty>
        <Pty R = "36" ID = "surferdude">
            <Sub Typ = "9" ID = "Kelly Slater"></Sub>
        </Pty>
        <Pty R = "62" ID = "MABC123">
            <Sub Typ = "9" ID = "MICHAEL ABC123"></Sub>
        </Pty>
        <Pty R = "1001" Src = "D" ID = "666"></Pty>
        <RegTrdID Typ = "0" Evnt = "2" Src = "1010000023" ID = "CPC000007767928BN0001"></RegTrdID>
        <TrdRegTS Typ = "1" TS = "2021-03-10T13:46:00.000000000Z"></TrdRegTS>
    </RptSide>
</TrdCaptRpt>

Trade Update

Expand
Code Block
<TrdCaptRpt TrdgQty = "75000" OrigTmUnit = "Mo" DiffPxTyp = "0" DiffPx = "0.1" Clrd = "1" LastUpdateTm = "2021-03-10T23:16:38.881000000Z" TxnTm = "2021-03-10T23:16:36.000000000Z" MLegRptTyp = "1" BizDt = "2021-03-10" TrdDt = "2021-03-10" LastPx = "64.62" LastQty = "75" VenuTyp = "X" PxTyp = "101" ExecID = "7767928" MtchID = "1780DE0671C0004D1F956" TrdSubTyp = "43" TrdTyp = "1" ReqID = "TESTMH" TrdRptStat = "0" RptTyp = "101" TransTyp = "2" TrdID2 = "1780DE0671C0004D1F958" TrdID = "116471" RptID = "1780DE0671C0004D1F9581171636555">
	<Instrmt PxQteCcy = "USD" Desc = "Light Sweet Crude Oil Futures" Exch = "NYMEX" SettlMeth = "P" UOMQty = "1000.0" UOM = "Bbl" Mult = "1000" MatDt = "2021-05-20" MMY = "202106" SecTyp = "FUT" CFI = "FCEPSX" Src = "H" ID = "CL" Sym = "CLM1">
		<AID AltIDSrc = "112" AltID = "CL1"></AID>
	</Instrmt>
	<RptSide CustCpcty = "4" InptSrc = "CPC" ClOrdID = "C7767928" Side = "1">
		<Pty R = "4" ID = "666"></Pty>
		<Pty R = "7" Src = "C" ID = "ABC123_BROTHERS_ARBITRAGE">
			<Sub Typ = "5" ID = "ABC123 Brothers Arbitrage"></Sub>
		</Pty>
		<Pty R = "21" Src = "C" ID = "CME"></Pty>
		<Pty R = "22" Src = "C" ID = "NYMEX"></Pty>
		<Pty R = "24" Src = "C" ID = "ABC1236">
			<Sub Typ = "26" ID = "1"></Sub>
		</Pty>
		<Pty R = "24" Src = "H" ID = "A-56969"></Pty>
		<Pty R = "30" ID = "CMEG">
			<Sub Typ = "5" ID = "CME Group Inc. GCC"></Sub>
		</Pty>
		<Pty R = "36" ID = "surferdude">
			<Sub Typ = "9" ID = "Kelly Slater"></Sub>
		</Pty>
		<Pty R = "62" ID = "MABC123">
			<Sub Typ = "9" ID = "MICHAEL ABC123"></Sub>
		</Pty>
		<Pty R = "1001" Src = "D" ID = "666"></Pty>
		<RegTrdID Typ = "0" Evnt = "2" Src = "1010000023" ID = "CPC000007767928BN0001"></RegTrdID>
		<TrdRegTS Typ = "1" TS = "2021-03-10T13:46:00.000000000Z"></TrdRegTS>
	</RptSide>
</TrdCaptRpt>


Trade at Cash Open (TACO)

Original Trade

Expand
Code Block
<TrdCaptRpt TrdgQty = "25000" OrigTmUnit = "D" Clrd = "1" LastUpdateTm = "2021-03-10T13:48:54.745000000Z" TxnTm = "2021-03-10T13:48:54.000000000Z" MLegRptTyp = "1" BizDt = "2021-03-10" TrdDt = "2021-03-10" LastPx = "-4.00" LastQty = "500" VenuTyp = "X" PxTyp = "2" ExecID = "7767930" MtchID = "1780DE0406A0002DE859" TrdTyp = "1" ReqID = "TESTMH" TrdRptStat = "0" RptTyp = "101" TransTyp = "0" TrdID2 = "1780DE0406A0002DE85B" TrdID = "100120" RptID = "1780DE0406A0002DE85B4074854550">
    <Instrmt PxQteCcy = "USD" Desc = "TACO+ Futures on E-mini Standard and Poor's 500 Stock Price Index Futures" Exch = "CME" SettlMeth = "P" UOMQty = "50.0" UOM = "IPNT" Mult = "50" MatDt = "2021-03-18" MMY = "20210319" SecTyp = "FUT" CFI = "FFIPSO" Src = "H" ID = "EQ1" Sym = "EQ1H119"></Instrmt>
    <RptSide CustCpcty = "4" InptSrc = "CPC" ClOrdID = "C7767930" Side = "1">
        <Pty R = "4" ID = "666"></Pty>
        <Pty R = "7" Src = "C" ID = "ABC123_BROTHERS_ARBITRAGE">
            <Sub Typ = "5" ID = "ABC123 Brothers Arbitrage"></Sub>
        </Pty>
        <Pty R = "21" Src = "C" ID = "CME"></Pty>
        <Pty R = "22" Src = "C" ID = "CME"></Pty>
        <Pty R = "24" Src = "C" ID = "ABC1236">
            <Sub Typ = "26" ID = "1"></Sub>
        </Pty>
        <Pty R = "24" Src = "H" ID = "A-56969"></Pty>
        <Pty R = "30" ID = "CMEG">
            <Sub Typ = "5" ID = "CME Group Inc. GCC"></Sub>
        </Pty>
        <Pty R = "36" ID = "surferdude">
            <Sub Typ = "9" ID = "Kelly Slater"></Sub>
        </Pty>
        <Pty R = "62" ID = "MABC123">
            <Sub Typ = "9" ID = "MICHAEL ABC123"></Sub>
        </Pty>
        <Pty R = "1001" Src = "D" ID = "666"></Pty>
        <RegTrdID Typ = "0" Evnt = "2" Src = "1010000023" ID = "CPC000007767930BN0001"></RegTrdID>
        <TrdRegTS Typ = "1" TS = "2021-03-10T13:47:00.000000000Z"></TrdRegTS>
    </RptSide>
</TrdCaptRpt>

Trade Update

Expand
Code Block
<TrdCaptRpt TrdgQty = "25000" OrigTmUnit = "D" Clrd = "1" LastUpdateTm = "2021-03-10T13:48:54.745000000Z" TxnTm = "2021-03-10T13:48:54.000000000Z" MLegRptTyp = "1" BizDt = "2021-03-10" TrdDt = "2021-03-10" LastPx = "-4.00" LastQty = "500" VenuTyp = "X" PxTyp = "2" ExecID = "7767930" MtchID = "1780DE0406A0002DE859" TrdTyp = "1" ReqID = "TESTMH" TrdRptStat = "0" RptTyp = "101" TransTyp = "0" TrdID2 = "1780DE0406A0002DE85B" TrdID = "100120" RptID = "1780DE0406A0002DE85B4074854550">
	<Instrmt PxQteCcy = "USD" Desc = "TACO+ Futures on E-mini Standard and Poor's 500 Stock Price Index Futures" Exch = "CME" SettlMeth = "P" UOMQty = "50.0" UOM = "IPNT" Mult = "50" MatDt = "2021-03-18" MMY = "20210319" SecTyp = "FUT" CFI = "FFIPSO" Src = "H" ID = "EQ1" Sym = "EQ1H119"></Instrmt>
	<RptSide CustCpcty = "4" InptSrc = "CPC" ClOrdID = "C7767930" Side = "1">
		<Pty R = "4" ID = "666"></Pty>
		<Pty R = "7" Src = "C" ID = "ABC123_BROTHERS_ARBITRAGE">
			<Sub Typ = "5" ID = "ABC123 Brothers Arbitrage"></Sub>
		</Pty>
		<Pty R = "21" Src = "C" ID = "CME"></Pty>
		<Pty R = "22" Src = "C" ID = "CME"></Pty>
		<Pty R = "24" Src = "C" ID = "ABC1236">
			<Sub Typ = "26" ID = "1"></Sub>
		</Pty>
		<Pty R = "24" Src = "H" ID = "A-56969"></Pty>
		<Pty R = "30" ID = "CMEG">
			<Sub Typ = "5" ID = "CME Group Inc. GCC"></Sub>
		</Pty>
		<Pty R = "36" ID = "surferdude">
			<Sub Typ = "9" ID = "Kelly Slater"></Sub>
		</Pty>
		<Pty R = "62" ID = "MABC123">
			<Sub Typ = "9" ID = "MICHAEL ABC123"></Sub>
		</Pty>
		<Pty R = "1001" Src = "D" ID = "666"></Pty>
		<RegTrdID Typ = "0" Evnt = "2" Src = "1010000023" ID = "CPC000007767930BN0001"></RegTrdID>
		<TrdRegTS Typ = "1" TS = "2021-03-10T13:47:00.000000000Z"></TrdRegTS>
	</RptSide>
</TrdCaptRpt>