CME STP FIXML and CME STP FIX

UpdateCME STP FIX on Google Cloud - Production Internet Connectivity - Now Available

† Denotes update to the article

† Production internet connectivity options for CME STP FIX API are now available as part of a phased migration of CME Straight Through Processing APIs to Google Cloud.

CME STP FIX service will operate in two regions, the Eastern and Central United States.

Clients have two different options for internet connectivity to CME STP FIX on Google Cloud.

CME STP FIX on Google Cloud - Production Internet Connectivity
Connectivity Option	CME STP FIX Hostname(s)	Usage
Managed	stpfix.api.cmegroup.com *[208.112.128.43]	Clients only need to connect to a single Host for all STP data that they are entitled to. CME Group will manage regional connectivity.
Regional	stpfix-a.api.cmegroup.com *[208.112.128.46] stpfix-b.api.cmegroup.com *[208.112.128.45]	Clients can connect to both regions in parallel, providing flexibility and redundancy. Clients can subscribe to the same or different STP trade data across regions based on their entitlements. Sequences of messages are not guaranteed to be the same across regions.

*Client systems are required to target the Hostname(s). IPs are provided for convenience of client side whitelisting.

CME STP FIX is accessible on port 443. Clients can use their existing API credentials.

CME STP FIX on Google Cloud is available in parallel to the current on-prem instance. Clients should ensure that they do not double-book trades if connecting in parallel to Google Cloud and on-prem instances.

†A required message recovery certification is now available for CME STP FIX on Google Cloud. Please contact Certification Support for Electronic Trading (CSET) with any questions in the U.S. at +1 312 930 2322, in Europe at +44 20 3379 3803 or in Asia at +65 6593 5593.

View the client impact assessment for additional information.

Truncation of Trailing Zeros in Commission Amount - This Week

Effective this Sunday, August 17 (trade date Monday, August 18), trailing zeros will be truncated in the Commission Amount field for all Non-Repo BrokerTec U.S. trades eligible for Broker Commission in CME STP and CME STP FIX. This truncation does not change the precision of the Commission Amount value, which will remain as two decimal points.

Product	Example Commission value
	Current Commission Amount FIXML: /TrdCaptRpt/RptSide/CommData/@Amt FIX: tag 2640-CommisionAmount	New Commission Amount FIXML: /TrdCaptRpt/RptSide/CommData/@Amt FIX: tag 2640-CommisionAmount
BrokerTec US Treasury Actives/When-Issued	2.0000000	2.00

This change is currently for customer testing in New Release.

NewCalculated Traded Quantities for BrokerTec Markets in CME STP FIXML - September 14

Effective Sunday, September 14 (trade date Monday, September 15), for all trades on BrokerTec markets, the following calculated traded quantities fields will be added in CME STP FIXML. The Last Quantity (/TrdCaptRpt/@LastQty) will remain unchanged and continue to represent quantity in lots.

Product	Quantity Multiplier /TrdCaptRpt/Instrmt/@UOMQty	Trade Quantity (Notional) /TrdCaptRpt/@TrdgQty
*BrokerTec NewYork U.S. Treasury Actives	1,000,000 - For all Tenors	@LastQty x @UOMQty
BrokerTec Chicago U.S. Treasury Actives	200,000- (2yr and 3yr) 100,000 (5yr, 7yr, 10yr, 20yr, and 30yr)
All other BrokerTec U.S. and EU Products	1,000,000

*Also applicable to individual trade confirmation messages for BrokerTec RV Curve/Butterfly when subscribed with /TrdCaptRptReq/@MLegRptTyp=2 (Individual Leg trade confirmations)

MLegRptTyp=3 is not supported for implied trades. Non-implied spread level trade confirm messages using /TrdCaptRptReq/@MLegRptTyp=3 for BrokerTec RV Curve/Butterfly spreads in BrokerTec NewYork will have following calculated traded quantities fields added to CME STP FIXML.

Product	Quantity Multiplier per Leg /TrdCaptRpt/TrdLeg/Leg/@UOMQty	Trade Quantity per Leg (Notional) /TrdCaptRpt/TrdLeg/@TrdgQty
BrokerTec NewYork RV Curves/Butterfly	1,000,000 - For all Tenors	/TrdCaptRpt/TrdLeg/@LegQty x /TrdCaptRpt/TrdLeg/Leg/@UOMQty

This change will be available for customer testing in New Release on Monday, August 18.

NewCalculated Traded Quantities for BrokerTec Markets in CME STP FIX - September 14

Effective Sunday, September 14 (trade date Monday, September 15), for all trades on BrokerTec markets, the following calculated traded quantities fields will be added in CME STP FIX. The Last Quantity (tag 32-LastQty) will remain unchanged and continue to represent quantity in lots.

Product	Quantity Multiplier tag 1147-UnitofMeasureQty	Trade Quantity (Notional) tag 10037-TradingQuantity
*BrokerTec NewYork U.S. Treasury Actives	1,000,000 - For all Tenors	tag 32-LastQty x tag 1147-UnitofMeasureQty
BrokerTec Chicago U.S. Treasury Actives	200,000 (2yr and 3yr) 100,000 (5yr, 7yr, 10yr, 20yr, and 30yr)
All other BrokerTec U.S. and EU Products	1,000,000

*Also applicable to individual trade confirmation messages for BrokerTec RV Curve/Butterfly when subscribed with tag 442-MultiLegReportingType=2 (Individual Leg trade confirmations)

442-MultiLegReportingType=3 is not supported for implied trades. Non-implied spread level trade confirm messages using tag 442-MultiLegReportingType=3 for BrokerTec RV Curve/Butterfly spreads in BrokerTec NewYork will have following calculated traded quantities fields added to CME STP FIX.

Product	Quantity Multiplier per Leg tag 1224-LegUnitofMeasureQty	Trade Quantity per Leg (Notional) tag 10038-LegTradingQuantity
BrokerTec NewYork RV Curves/Butterfly	1,000,000 - For all Tenors	tag 687-LegQty x tag 1224-LegUnitofMeasureQty

Note: These are existing fields in the CME STP FIX Data dictionary which will be populated for trades in BrokerTec markets.

This change will be available for customer testing in New Release on Monday, August 18.

Contacts

Please contact the following support teams for:

• New Release Environment Support:
  Certification Support for Electronic Trading (CSET) in the U.S. at +1 312 930 2322, in Europe at +44 20 3379 3803 or in Asia at +65 6593 5593.
• Production Environment Support:
  CME Global Command Center (GCC) in the U.S. +1 800 438 8616, in Europe at +44 20 7623 4747, in Asia at +65 6532 5010 or in Japan at +81 3 6733 7559.