• Two New Fields: Voice Brokered Flag and Aggressor Indicator

      • To
      • CME ClearPort API Customers
      • #
      • 20151022api
      • Notice Date
      • 21 October 2015
      • Effective Date
      • 21 October 2015
    •  

      Effective immediately, Voice Brokered Flag and Aggressor Indicator may be utilized in CME ClearPort API for Regulation on Wholesale Energy Markets Integrity and Transparency (REMIT) trades. These fields are optional.

      Voice Brokered Flag
      Path: /FIXML/TrdCaptRpt@ExecMeth

      Field Name

      FIXML Attribute Name

      Data Type

      Description

      Supported Values

      Voice Brokered Flag

      ExecMeth String Execution Method 0 = Undefined/unspecified - (default when not specified)
      1 = Manual - The transaction was executed in a manual or other non-automated manner
      2 = Automated - The transaction was executed on an automated execution platform such as an automated systematic internalizer system, broker crossing network, broker crossing system, dark pool trading, "direct to capital" systems, broker position unwind mechanisms, etc.
      3 = Voice Brokered

      Aggressor Indicator
      Path: /FIXML/TrdCaptRpt/RptSide@AgrsrInd

      Field Name

      FIXML Attribute Name

      Data Type

      Description

      Supported Values

      Agressor Indicator

      Agrsrind String Indicates which side is the aggressor Y or N

      These fields are currently available in New Release for customer testing.