Search Results Data - Definitions and Additional Filters

Symbol for a CME contract, e.g. CLX05.

Clearing or CME ClearPort Legal Name and symbol for a CME product; for example, NATURAL GAS HENRY HUB FUTURE (NG). See full list. Note: If Transaction type is "Spread", only the symbol appears.

The exchange on which the security is listed. User may select “XXXX” from the drop-down menu for Off-Exchange, Bilateral trades.

Indicates type of instrument or security. For example, CMDTYSWAP.

For spreads, indicates the strategy type.

Where the Instrument Type is OPT for an Option, Underlying Instrument Type is used to define the type of security underlying the Option. For example, FUT, CMDTYSWAP or MLEG.

The CME Front End Clearing (FEC) Firm Trade ID.

A secondary trade ID which is unique across all trade dates and all clearing firms.

Exchange-assigned execution ID (trade identifier). ExecID will be present for on-exchange trades and blocks, including Invoice Swap Spreads. ExecID will not be present for off-exchange IRS/FRA trades.

Action being taken on a trade.

Note: CME STP Trade View does not guarantee new trades must be reported with New(0) prior to reports of Replace(2). CME STP Trade View will often report CME ClearPort trades initially using Replace(2).

The quantity of the trade.

The price (or the name of the Index) of the trade.

Calculated average price. Will be populated for Average Price System (APS) transactions only

Trade execution date.

Date and time of the transaction (in Central Daylight Time).

Indicates whether report is a leg of a traded spread or an Outright.

The side of the trade, for example, BuySide or SellSide.

Indicates trade venue or Firm value as described.

• CHB (CME ConfirmHub)
• CPC (CME ClearPort Clearing)
• CXPIT (COMEX Trading Floor)
• GLBX (CME Globex)
• NXPIT (NYMEX Trading Floor)
• PCBOT (CBOT Trading Floor and CBOT Transfers)
• FIRM
• EBSD (EBS Direct)

Note: Other values may be added without prior notice.

Unique identifier for Order which is guaranteed as unique within a single trading day. Used to query for a specific Client Order ID (ClOrdID).

Name of the Reporting Trading Firm.

Name of Broker Firm for the Reporting Trading Firm.

Ccy, Rate, Basis, UOM and Fee amount of Broker Fees for the trade.

Name of Asset Manager for the Reporting Trading Firm.

The identifier associated with the Clearing Firm.

Strike price for an Option instrument.

CME Group specific text field for types of CME ConfirmHub trades.

Name of the entering Trader.

Location of the floating rate index.

Location of the strike price index.

Customer account.

Order Entry Operator ID.

The company name of the counterparty.

Maturity date.

The instrument's final settlement date.

Total Notional or delivery quantity over the term of the contract.

Type of Swap Stream.

Specifies the type of trade reported by CME Clearing. Used to distinguish a significant differenece in the regulator or economic requirements surrounding the trade.

Used in calculating the quantity of the other side of the currency rate.

Indicates the type of the price associated with the trade.

For EBS Direct trades, this is the EBS Deal ID. LCs will see this in Tag 17 (ExecID) on their Execution Report, and LPs will see this as the ClOrdID generated by the match engine.

Defines the post trade ticket type, e.g. give up, interdealer, prime of prime broker, etc.

For Globex, this is the iLink OrderID. For EBS Direct, this is the LC Tag 37 seen in the Execution Report received. Not provided for LP tickets.

The EBS Deal ID - common to maker and taker on Globex. For EBS Direct, this is the Taker Deal ID; the Maker sees this as a CLOrdID (Tag 11).

Settlement Type of trade. Note: B represents broken date, actual settlement date is reflected in Tag 64.

Indicates whether a trade is Disclosed or Non-Disclosed.

Identifies the sub-type of the venue where a trade was executed.

Three-character ISO code of the dealing currency--currently trading only in base currency is supported.

Currency pair in CCY1/CCY2 format.

A CFI code (Classification of Financial Instruments code) is an ISO standard code that classifies a security.

A market identifier code (MIC) is used to specify the exchange in which instruments are traded.

Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.

An International Securities Identification Number (ISIN) is a 12-digit alphanumeric code that uniquely identifies a specific security.

eFix Session Name.

Identifies if the Trading Firm (R=7) is an aggressor or non-aggressor in the trade.

Free format text field. Supported as follows, depending on source: For Globex trades entered via iLink, this is the memo field. For Globex trades entered via API this is not supported. For EBS Direct trades--for LC's only, this is the UserReference1 (Tag 20115).

Indicates if the order was created manually or through API.

Executing Firm identifier/code.

Contra Firm identifier/code.

Prime Broker identifier/code.