CME ClearPort API Entity Reference Data Changes for Brokers

Please be advised that effective Sunday, August 25, 2013 (for the August 26th business date) there will be changes to CME ClearPort API Entity Reference Data that will impact Party Detail List Reports and Party Entitlement Reports for CME ClearPort API Brokers and CME ClearPort API Platforms who request Entity Reference Data on behalf of Brokers.

These changes will be available for testing in the New Release environment on August 14th.

Changes to Existing Reponses

When a Broker (or Platform on behalf of Broker) submits a request for all related accounts using the Party Details List Request message or a request for all related accounts which trade a particular product using the Party Entitlement Request message, the following information is provided for each account in Related Party Detail blocks:  The Clearing ID of the Account’s Clearing Firm (Party Role 1), the Trading Firm / Account Owner’s firm identifier (Party Role 7),  and the Broker Firm’s firm identifier (Party Role 30).

Going forward, when the same requests are submitted, an additional Related Party Detail block will appear on the response if there is an Asset Manager Firm assigned to the account:  the Asset Manager Firm’s identifier (Party Role 49).

In the following examples, ACCT1 has been assigned an Asset Manager by the Clearing Firm, while ACCT2 has not.

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">

<PtyDetlListRpt ReqID="123437" RptID="1376864472358" ReqRslt="0" Txt="Valid request">

<Hdr SID="CME" SSub="CPAPI" TID="PLTFM" TSub="username"/>

<PtyDetl ID="ACCT1" Src="C" R="24">

<AltPty ID="A-12345" Src="H"/>

<ReltdPtyDetl ID="123" Src="C" R="1">

<Rltnshp Rltnshp="2"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="trading_firm1" Src="C" R="7">

<Rltnshp Rltnshp="36"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="broker_firm1" Src="C" R="30">

<Rltnshp Rltnshp="22"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="asset_mgr_firm1" Src="C" R="49">

<Rltnshp Rltnshp="32"/>

</ReltdPtyDetl>

</PtyDetl>

<PtyDetl ID="ACCT2" Src="C" R="24">

<AltPty ID="A-67890" Src="H"/>

<ReltdPtyDetl ID="456" Src="C" R="1">

<Rltnshp Rltnshp="2"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="trading_firm2" Src="C" R="7">

<Rltnshp Rltnshp="36"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="broker_firm1" Src="C" R="30">

<Rltnshp Rltnshp="22"/>

</ReltdPtyDetl>

</PtyDetl>

</PtyDetlListRpt>

</FIXML>

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">

<PtyEntlmntRpt ReqID="123412" RptID="1376865078371" ReqRslt="0" Txt="Valid request">

<Hdr SID="CME" SSub="CPAPI" TID="PLTFM" TSub="username"/>

<PtyEntlmnt>

<PtyDetl ID="ACCT1" Src="C" R="24">

<AltPty ID="A-12345" Src="H"/>

<ReltdPtyDetl ID="broker_firm1" Src="C" R="30">

<Rltnshp Rltnshp="22"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="trading_firm1" Src="C" R="7">

<Rltnshp Rltnshp="36"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="asset_mgr_firm1" Src="C" R="49">

<Rltnshp Rltnshp="32"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="123" Src="C" R="1">

<Rltnshp Rltnshp="2"/>

</ReltdPtyDetl>

</PtyDetl>

<PtyDetl ID="ACCT2" Src="C" R="24">

<AltPty ID="A-67890" Src="H"/>

<ReltdPtyDetl ID="broker_firm1" Src="C" R="30">

<Rltnshp Rltnshp="22"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="trading_firm2" Src="C" R="7">

<Rltnshp Rltnshp="36"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="456" Src="C" R="1">

<Rltnshp Rltnshp="2"/>

</ReltdPtyDetl>

</PtyDetl>

<Entlmnt Typ="0" Ind="Y">

<InstrmtScope Oper="1" ID="NN" Src="H" SecTyp="FUT"

Exch="NYMEX"/>

</Entlmnt>

</PtyEntlmnt>

</PtyEntlmntRpt>

</FIXML>

NEW- Broker Requests Asset Manager Users at an Asset Manager Firm

In a previous CME ClearPort API release a change was made to allow Brokers (or Platforms on behalf of Brokers) to specify asset manager users in party role 36 (instead of a trader at the account owner firm) to satisfy the trader individual requirements for applicable market types like energy and metals.  Now Brokers can use ClearPort API reference data to obtain a list of asset manager users for their related accounts.  Once the above responses are received, the Broker or Platform can use each related Asset

Manager Firm (Party Role 49) to request a list of users at the firm:

Request

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">

<PtyDetlListReq ReqID="123437">

<Hdr SID="PLTFM" SSub="username" TID="CME" TSub="CPAPI"/>

<ReqPty ID="broker_firm1" R="30"/>

<Pty ID="asset_mgr_firm1" R="49"/>

<ReqR R="36"/>

</PtyDetlListReq>

</FIXML>

Response

<FIXML v="5.0 SP2" xv="109" s="20090815" cv="CME.0001">

<PtyDetlListRpt ReqID="123437" RptID="1376866782295" ReqRslt="0" Txt="Valid request">

<Hdr SID="CME" SSub="CPAPI" TID="PLTFM" TSub="username"/>

<PtyDetl ID="asset_mgr_user1" Src="C" R="36">

<Sub ID="First Last" Typ="9"/>

<ReltdPtyDetl ID="asset_mgr_firm1" Src="C" R="49">

<Sub ID="Company Name" Typ="5"/>

<Rltnshp Rltnshp="6"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="CMD" Src="C" R="22">

<Rltnshp Rltnshp="12"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="CME" Src="C" R="22">

<Rltnshp Rltnshp="12"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="DME" Src="C" R="22">

<Rltnshp Rltnshp="12"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="NYMEX" Src="C" R="22">

<Rltnshp Rltnshp="12"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="COMEX" Src="C" R="22">

<Rltnshp Rltnshp="12"/>

</ReltdPtyDetl>

<ReltdPtyDetl ID="CBT" Src="C" R="22">

<Rltnshp Rltnshp="12"/>

</ReltdPtyDetl>

</PtyDetl>

</PtyDetlListRpt>

</FIXML>

For more detailed information regarding entity reference data retrieval through CME ClearPort API, please see the CME ClearPort API Reference Data Guide:

http://www.cmegroup.com/clearing/files/Clearport_Reference_Data_API_FIXML_Message_Specification_

and_Samples.pdf

If you have questions or need help facilitating your tests in the New Release environment, please contact:

Market Operations Technical Support

24 Hour 6 Days a Week Support available from Sundays at 5PM ET to Fridays at 5PM ET

Phone: 800-275-6215 / 212-301-4720

Email:  thirdpartyservices@cmegroup.com