• CME STP Notices: February 18, 2021

      • To
      • CME STP Customers
      • From
      • Global Market Solutions & Services (GMSS)
      • #
      • 20210218
      • Notice Date
      • 18 February 2021

    • Topics in this issue include:

    • For the latest roadmap of CME Group technology initiatives: See the Development Launch Schedule.

      CME STP

      New Aggressor Indicator Flag on CME STP - This Week

      Effective this Sunday, February 21 (trade date Monday, February 22), CME Group will add a new field Aggressor Indicator (TrdCaptRpt/RptSide/@AgrsrInd) to the CME STP TradeCaptureReport (AE) message.

      New Aggressor Indicator Flag on CME STP
      Field Name FIXML Attribute Name Data Type Description Supported Values
      AggressorIndicator AgrsrInd Boolean Used to identify whether or not the order initiator is an aggressor in the trade Y - Order initiator is aggressor
      N - Order initiator is passive

      This enhancement is currently available for customer testing in New Release.

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      Enhancements for Exercise and Assignment Trades on CME STP - February 22

      Effective Monday, February 22, exercise and assignment for options trades will be supported on CME STP with new trade Exercise and Assignment values in the TradeCaptureReport (/TrdCaptRpt) message as follows:

      Enhancements for Exercise and Assignment Trades on CME STP
      Field Name FIXML Abbr Required Format Description Enumerations
      Trade Type TrdTyp N char Transformation Trades values 45-Exercise/Assignment Transformation
      Clearing Transformation Type ClrTransTyp N char Indicates the type of Clearing Transformation that generated this Trade 1- Exercise
      2-Assignment
      3-General Transformation
      4-Delivery
      5-Fungible
      Contrary Instruction Indicator CntraryInstrctnInd N char Used to indicate when a contrary instruction for exercise or abandonment is being submitted Y-YES

      N-NO
      Option Exercise Time Frame OptExerTmFm N char For Exercise/Assignment Transformation, this indicates whether or not the resulting Future was the result of an Early Exercise Instruction (Prior to Settlement Date) 1-Early

      2-Expiration

      Clients are strongly encouraged to test the messaging enhancements in New Release. Client systems certified for CME STP are not required to recertify.

      This change is currently available for customer testing in New Release.

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      CME STP FIXML API Connectivity Documentation 

      The CME STP FIXML documentation have been updated with enriched network configuration information. To access CME STP APIs, clients must create a Domain Name Service (DNS) record in their systems to associate the DNS name and IP address or they will receive certificate errors.

      The CME STP FIXML API use certificates signed by a trusted Certificate Authority (CA) and customers do not need to install additional certificates.

      For details see the CME STP FIXML API connectivity.

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      CME STP FIX

      New Aggressor Indicator Flag on CME STP FIX - This Week

      Effective this Sunday, February 21 (trade date Monday, February 22), CME Group will add a new field Aggressor Indicator (TrdCaptRpt/RptSide/@AgrsrInd) to the CME STP TradeCaptureReport (AE) message.

      New Aggressor Indicator Flag on CME STP FIX
      FIX Tag Field Name FIXML Attribute Name Data Type Description Supported Values
      1057 AggressorIndicator AgrsrInd Boolean Used to identify whether or not the order initiator is an aggressor in the trade Y - Order initiator is aggressor
      N - Order initiator is passive

      This enhancement is currently available for customer testing in New Release.

      Back to Top

      Enhancements for Exercise and Assignment Trades on CME STP FIX - February 22

      Effective Monday, February 22, exercise and assignment for options trades will be supported on CME STP with new trade Exercise and Assignment values in the TradeCaptureReport (MsgType 35=AE) message as follows.

      Enhancements for Exercise and Assignment Trades on CME STP FIX
      FIX Tag FIXML Abbr Required Format Description Enumerations
      828 Trade Type N char Transformation Trades values 45-Exercise/Assignment Transformation
      99400 Clearing Transformation Type N char Indicates the type of Clearing Transformation that generated this Trade 1- Exercise
      2-Assignment
      3-General Transformation
      4-Delivery Transformation
      5-Fungible
      719 Contrary Instruction Indicator N char Used to indicate when a contrary instruction for exercise or abandonment is being submitted Y-YES

      N-NO
      99401 Option Exercise Time Frame N char For Exercise/Assignment Transformation, this indicates whether or not the resulting Future was the result of an Early Exercise Instruction (Prior to Settlement Date) 1-Early

      2-Expiration

      Clients are strongly encouraged to test the messaging enhancements in New Release. Client systems certified for CME STP are not required to recertify.

      This change is currently available for customer testing in New Release.

      Back to Top

      CME STP FIX API Connectivity Documentation 

      The CME STP FIX documentation have been updated with enriched network configuration information. To access CME STP APIs, clients must create a Domain Name Service (DNS) record in their systems to associate the DNS name and IP address or they will receive certificate errors.

      The CME STP FIX API use certificates signed by a trusted Certificate Authority (CA) and customers do not need to install additional certificates.

      For details see the CME STP FIX API connectivity.

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      Contacts

      Please contact the following support teams for:

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