Database Schema

STP-to-Database mapping

Table: CMESTPReports

Usage: Table holds summary of reported trades.

Fields
Name	Tag		Req’d	Description
Name	FIXML Element	FIX Tag	Req’d	Description
TradeReportID	RptID	571	Y	Key field. Unique identifier for the Trade Capture Report.
SecondaryTradeID	TrdID2	1040	N	Key field. Provides secondary trade ID. Unlike TradeID, this is unique across all trade dates and all clearing firms.
ExecId	ExecID	17	Y	Exchanged assigned Execution ID (Trade Identifier). Unique ID for each side of each leg and will now have a length of a maximum 26 characters long. Note: ExecID will no longer match for the buyer and seller.
LastPx	LastPx	31	Y	Overall Trade Price per contract for regular cleared trades.
LastQty	LastQty	32	Y	Total Quantity based on user permissible allocation quantity.
TransactTime	TxnTm	60	Y	Date and Time when the trade was executed. Format: YYYY-MM-DDTHH:MM:SS
TradeDate	TrdDt	75	Y	Trade date Format: YYYY-MM-DD
PriceType	PxTyp	423	N	Settlement Price indicator for TAS, EFM and EFP's priced off settlement. Valid values: ‘1’ (Percentage, i.e. percent of par) ‘2’ (Per unit, i.e. per share or contract) ‘10’ (Fixed cabinet trade price, primarily for listed options) ‘11’ (Variable cabinet trade price, primarily for listed options) '100' (Tentative placeholder price) '101' (Updated actual price)
MultiLegReportingType	MLEGRptTyp	442	Y	Indicates if a trade is being reported as a single-leg outright, the leg of a spread, or a multi-leg trade report. Valid values: '1' (Single side (default if not specified)) '2' (Individual leg of a multi-leg trade) ‘3’ (Multi-leg security)
TradeReportTransType	TransTyp	487	Y	Type of Execution being reported. Valid values: '0' (New) '1' (Cancel (Void)) '2' (Replace (Correction/ Re-allocation))
TradeRequestID	ReqID	568	Y	Original RequestID from the Trade Capture Report Request
ClearingBusinessDate	BizDt	715	Y	The Clearing Business Date referred to by this report. Format: YYYY-MM-DD
LastUpdateTime	LastUpdateTm	779	N	Last update time of the trade. Format: YYYY-MM-DDTHH:MM:SS
QtyType	QtyTyp	854	Y	Type of quantity specified in a quantity field. Valid values: ‘0’ (Notional/Units) '1' (Contracts (Default – should specify ContractMultiplier (tag 231)))
TrdMatchID	TrdMtchID	880	N	Trade Match ID is assigned by the matching engine or clearing system and used to correlate a cleared trade with a match event. Should be common for all trade sides included in a match event. For CME ClearPort, this represents the deal number and always links strategies. For CME Globex and Floor, this links calendar spreads only. Will not be present for IRS/FRA trades.
TradeID	TrdID	1003	Y	Represents the CME Front End Clearing (FEC) Firm Trade ID. TradeID does not match across buy/sell side.
SecurityID	ID	48	Y	CME Group clearing product code, e.g. CL (2 Characters)
SecurityIDSrc	Src	22	Y	Identifies the source of the Security ID. If it is not specified, the default of Clearing is used. Valid value: ‘H’ (Clearing House/ Organization)
Symbol	Sym	55	Y	Symbol for a CME Contract, e.g. CLX05. Note that Symbol now matches the value used by clearing firms in the FEC system, and may differ somewhat from the representation used in the legacy CTAPI system.
SecurityDesc	Desc	107	N	Long description/name for a product.
SecurityType	SecTyp	167	Y	Indicates type of security. Valid values: CDS - Credit Default Swap CMDTYSWAP - Commodity Swap FRA - Forward Rate Agreement FUT - Future FWD - Forward IRS - Interest Rate Swap MLEG - Multi Leg (Combo) OPT - Option SWAPTION - Swaption
MaturityMonthYear	MMY	200	Y	Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (i.e. 201403) YYYYMMDD (20140323) YYYYMMwN (201403w1)
StrikePrice	Strk	202	C	Strike Price for an Option.
SecurityExchange	Exch	207	Y	The exchange where the security is listed. Valid values: ‘CBT’, ‘CCE’, ‘CEE’, ‘CEU’, ‘CMD’, ‘CME’, 'COMEX' , 'DME', ‘NYMEX’
CFICode	CFI	461	Y	Indicates the type of security - Classification of Financial Instruments (CFI code) Valid values: security type values as defined by ISO 10962 standard
SecuritySubType	SubTyp	762	Y	For spreads, indicates the strategy type. For CDS, indicates if the product is a Single Name or Index. Valid values: Options: BX = Box BO = Butterfly XT = Xmas Tree CC = Conditional Curve CO = Condor DB = Double HO = Horizontal HS = Horizontal Straddle IC = Iron Condor 12 = Ratio 1x2 13 = Ratio 1x3 23 = Ratio 2x3 RR = Risk Reversal SS = Straddle Strip ST = Straddle SG = Strangle SR = Strip VT = Vertical JR = Jelly Roll GT = Guts GN = Generic Futures: SP = Calendar Spread FX = FX Calendar Spread RT = Reduced Tick Calendar Spread EQ = Equity Calendar Spread BF = Butterfly CF = Condor FS = Strip IS = Intercommodity Spread PK = Pack MP = Month Pack PB = Pack Butterfly DF = Double Butterfly PS = Pack Spread C1 = Crack 1:1 FB = Bundle BS = Bundle Spread IV = Implied Treasury Intercommodity Spread EC = TAS Calendar Spread SI = Commodities Intercommodity Spread MS = BMD Futures Strip
UnitofMeasure	UOM	996	Y	Physical unit of measure for Derivative products. NOTE: Additional values may be used by mutual agreement of the counterparties. Alw - Allowances BDFT - Board feet Bbl - Barrels Bcf - Billion cubic feet Bu - Bushels CBM - Cubic Meters CER - Certified Emissions Reduction CRT - Climate Reserve Tonnes Ccy- Amount of currency EnvCrd - Environmental Credit EnvOfst - Environmental Offset GJ - Gigajoules GT - Gross Tons Also known as long tons or imperial tons, equal to 2240 lbs Gal - Gallons IPNT - Index point L - Liters MMBtu - One Million BTU MMbbl - Million Barrels MW-M - Megawatt-Month (electrical capacity) MWh - Megawatt hours PRINC - Principal with relation to debt instrument cwt - Hundredweight (US) day - Days dt- Dry metric tons g - Grams kL - Kiloliters kW-M - Kilowatt-Month (electrical capacity) kWh - Kilowatt hours kg - Kilograms lbs - pounds oz_tr - Troy Ounces t - Metric Tons (aka Tonne) thm- Therms tn- Tons (US)
TradeReportType	RptTyp	856	N	Indicates the purpose of the trade within the workflow and determines the action of the receiver of the trade Valid value: ‘101’ (Notification)
AvgPx	AvgPx	6	N	Calculated average price of all fills on this order. Will be populated for Average Price System (APS) transactions only.
SecondaryExecID	ExecID2	527	N	Execution ID as assigned by originating platform, e.g. the ClearPort execution ID
TradeType	TrdTyp	828	N	CME Trade Type & Trade Transfer Flag. Valid values: 0 - Regular Trade 1 - Block Trade 2 - EFP (Exchange for physical) 3 - Transfer 11 - Exchange for Risk (EFR) 22 - Over the Counter Privately Negotiated Trades (OPNT) 23 - Substitution of Futures for Forwards 45 - Option exercise 54 - OTC / Large Notional Off Facility Swap 55 - Exchange Basis Facility (EBF) 57 - Netted trade 58 - Block swap trade 59 - Credit event trade 60 - Succession event trade
TradeSubType	TrdSubTyp	829	N	Represents the CME Trade Type Subset, TAS Flag & the APS Offset and Onset Flag. Valid values: 7 - Differential spread 8 - Implied spread leg executed against an outright 36 - Converted SWAP (Aged Deal) 37 - Crossed Trade (X) 40 - TAS - Traded at settlement 42 - Auction Trade 43 - TAM - Traded at marker 48 - Multilateral Compression 200 - Delivery Transfer
TradeReportingStatus	TrdRptStat	939	N	Indicates the status of the trade in clearing. Valid values: ‘0’ (Accepted)
VenueType	VenuTyp	1430	N	Type of the venue where trade was executed. Valid values: ‘C’ (Clearing house) ‘E’ (Electronic) ‘O’ (Off facility swap) ‘P’ (Pit) ‘R’ (Registered Market (SEF)) ‘X’ (Ex-Pit)
OffestInstructions	OfstInst	10021	N	Indicates offset or onset due to allocation. Valid values: ‘0’ (Onset) ‘1’ (Offset)
PxNegotionation	PxNeg	10022	N	The method used to negotiate the trade price. This is to support CDS trade negotiation where dealers can negotiate prices in deal spread or in percent of par. Valid values: ‘0’ (Percent of Par) ‘1’ (Deal Spread) ‘2’ (Upfront Points) ‘3’ (Upfront Amount) ‘4’ (Upfront Amount and Percent of Par) ‘5’ (Upfront Amount and Deal Spread) ‘6’ (Upfront Amount and Upfront points)
DifferentialPx	DiffPx	10033	N	Represents the differential price for spreads, or a TAS or TAM differential price.
DifferentialPxType	DiffPxTyp	10024	N	Type of differential price Valid values: ‘0’ (Differential from Settlement Price) ‘1’ (Differential between legs)
OriginalTimeUnit	OrigTmUnit	997	N	Specifies the Time Unit of the original trade, e.g. whether it was entered as contracts per day or per month. Note that all trades are normalized to default units in STP, regardless of the units originally used to enter the trade. Valid values: ‘D’ (Day) ‘H’ (Hour) ‘Min’ (Minute) ‘Mo’ (Month) ‘S’ (Second) ‘Wk’ (Week) ‘Yr’ (Year)
MaturityDate	MatDt	541	N	Date of maturity or the settlement date of a CDS contract
CouponPayment	CpnPmt	224	N	Next date on which Coupon Premium is due. Primarily used for CDS instruments
CouponPaymentRate	CpnRt	223	N	The premium rate expressed in percentage paid by the buyer of protection to the seller of protection. Relevant to CDS contracts
RestructureType	RestrctTyp	1449	N	A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Valid values: FR - Full Restructuring MM - Modified Mod Restructuring MM14 - Modified Mod Restructuring - 2014 MR - Modified Restructuring XR - No Restructuring specified XR14 - No Restructuring specified - 2014
Seniority	Snrty	1450	N	Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Valid values: ‘SB’ (Subordinated) ‘SD’ (Senior Secured) ‘SR’ (Senior
UOMCcy	UOMCcy	1716	N	Currency of the unit of measure. Conditionally required when UnitOfMeasure =Ccy
CallOrPut	PutCall	201	N	Call/Put indicator for Option Valid values: ‘0’ (Call), ‘1’ (Put)
PxQteCcy	PxQteCcy	10026	N	The currency in which the price is quoted
InterestAcruel	IntAcrl	874	N	Used for CDS instruments. Represents the start date used to calculate the accrued interest
Yield	Yld	236	N	Indicates deal spread for CDS
NoSides	Number of <RptSide> elements in a report	552	Y	Number of Sides within single report
NoReportingParties	Number of <Pty> elements in a report	1116	N	Number of entries in block.
NoInstrumentAlternativeIds	Number of <AltID> elements in a report	454	N	Number of alternate Security Identifiers
NoInstrumentEvents	Number of <Evnt> elements in a report	864	N	Number of reported events
NoUnlderlyingInstruments	Number of <Undly> elements in a report	711	N	Total number of entries in NoUnderlyingInstrument group
NoPositionAmtDataEntries	Number of <Amt> elements in a report	753	N	Number of position amount entries
NoLegs	Number of <TrdLeg> elements in a report	555	N	Total number of entries in NoLegs group (number of trade legs)

Table: Sent_Messages_CMESTP

Usage: Table is used to exclude potential duplicates and build triggers for further data base messages processing.

Fields
Name	FIXML tag		Req’d	Description
TradeReportID	RptID	571	Y	Key field. Unique ID of Trade Capture Report.
SecondaryTradeID	TrdID2	1040	N	Key field. Provides secondary trade ID. Unlike TradeID, this is unique across all trade dates and all clearing firms
TransactTime	TxnTm	60	Y	Date and Time when the trade was executed. Format: YYYY-MM-DDTHH:MM:SS

Table: CMESTP_Sides

Usage: Usage: Table holds information about sides of reported trade. For each Trade Capture Report there will be one record in CMESTPReports_Sides table.

Fields
Name	FIXML tag		Req’d	Description
TradeReportID	RptID	571	Y	Key field. Unique ID of Trade Capture Report.
SecondaryTradeID	TrdID2	1040	N	Key field. Provides secondary trade ID. Unlike TradeID, this is unique across all trade dates and all clearing firms
Side_ID	-	-	Y	Key field. Together with TradeReportID and SecondaryTradeID Identifies unique side of each report
Side	Side	54	Y	Side of a deal. Valid values: '1' (Buy), '2' (Sell)
ClOrdID	ClOrdID	11	N	Unique identifier assigned for the trade side.
Currency	Ccy	15	N	Currency code
TradeInputSource	InptSrc	578	Y	Source of trade input Valid values: CPC = CME ClearPort® Clearing, CPT = CME ClearPort® Trading, CXPIT = COMEX Trading Floor, GLBX = CME Globex® , NXPIT = NYMEX Trading Floor
CustomerCapacity	CustCpcty	582	N	Customer capacity for this trade Valid values: ‘1’ (Member trading for their own account) ‘2’ (Clearing Firm trading for its proprietary account) ‘3’ (Member trading for another member) ‘4’ (All other)
AllocationIndicator	AllocInd	826	N	Identifies if the trade is marked for allocation. Valid values: ‘0’ (Allocation not required) ‘1’ (Allocation required (give-up trade) allocation information not provided (incomplete)) ‘2’ (Use allocation provided with the trade) ‘3’ (Allocation give-up executor) ‘4’ (Allocation from executor) ‘5’ (Allocation to claim account) ‘100’ (SGX Offset)
AvgPxIndicator	AvgPxInd	819	N	Indicates if the trade is marked for average pricing allocation. Valid values: ‘0’ (No Average Pricing) ‘1’ (Trade is part of an average price group identified by the SideAvgPxGroupID)
StrategyLinkID	StrategyLinkID	820	N	Unique ID linking all individual legs of a spread or strategy together. It can also link individual legs to the parent multi-leg trade
NoParties	Number of <Pty> elements in a report	453	N	Number of Parties per Side in the report
NoRegulatoryIDs	Number of <RegTrdID> elements in a report	10034	N	Number of RegTrdID group entries
NoRegulatoryTimestamps	Number of < TrdRegTS > elements in a report	1016	N	Number of NoSideTrdRegTS group entries

Table: CMESTP_SideParties

Usage: Table holds parties associated with certain side of reported trade. For each Trade Capture Report number of records in CMESTPReports_SideParties table will be equal to value of NoParties in the correspondent record in CMESTPReports_Sides table.

Fields
Name	FIXML tag		Req’d	Description
TradeReportID	RptID	571	Y	Key field. Unique ID of Trade Capture Report.
SecondaryTradeID	TrdID2	1040	N	Key field. Provides secondary trade ID. Unlike TradeID, this is unique across all trade dates and all clearing firms
Side_ID	-	-	Y	Key field. Together with TradeReportID and SecondaryTradeID identifies unique side of each report
Party_ID	-	-	Y	Key field. Together with TradeReportID, SecondaryTradeID and Party_ID identifies unique party of each report
PartyId	ID	448	N	Party identifier/code
PartyIDSource	Src	447	N	Identifies class or source of the PartyID (448) value. Valid values: C - Generally accepted market participant identifier H -Clearinghouse participant/member code N - LEI
PartyRole	R	452	N	Identifies the type or role of the PartyID (448) specified. Valid values: 1 - Executing Firm 4 - Clearing Firm 7 - Trading (Entering) Firm 12 - Executing Trader (associated with Executing Firm - actually executes) 21 - Clearing Organization 22 - Exchange 24 - Customer Account 30 - Inter Dealer Broker 36 - Entering trader 44 - Order Entry Operator ID 49 - Asset Manager 55 - Session ID 62 - Report originator 73 - Execution Venue 102 - Data Repository (e.g. SDR)
NoSubParties	Number of <Pty/Sub> elements in a report	802		Repeating group of Party sub-identifiers

Table: CMESTP_SideSubParties

Usage: Table holds sub parties associated with certain party of reported trade. For each Trade Capture Report number of records in CMESTPReports_SideParties table will be equal to value of NoSubParties in the correspondent record in CMESTPReports_SideParties table

Fields
Name	FIXML tag		Req’d	Description
TradeReportID	RptID	571	Y	Key field. Unique ID of Trade Capture Report.
SecondaryTradeID	TrdID2	1040	N	Key field. Provides secondary trade ID. Unlike TradeID, this is unique across all trade dates and all clearing firms
Side_ID	-	-	Y	Key field. Together with TradeReportID and SecondaryTradeID identifies unique side of each report
Party_ID	-	-	Y	Key field. Together with TradeReportID, SecondaryTradeID and Side_ID identifies unique party of each report
Party_Sub_ID	-	-	Y	Key field. Together with TradeReportID, SecondaryTradeID, Side_ID and Party_ID identifies unique sub party of each report
PartySubId	ID	523	N	Sub-identifier
PartySubIdType	Typ	803	N	Identifies the type of role in more detail. Valid values: 5 - Full legal name of firm 9 - Contact name 26 - Account type or Origin

Table: CMESTP_SideTrdRegIDs

Usage: Table holds Regulatory Trade IDs associated with certain side of reported trade. For each Trade Capture Report number of records in CMESTPReports_SideTrdRegIDs table will be equal to value of NoRegulatoryIDs in the correspondent record in CMESTPReports_Sides table.

Fields
Name	FIXML tag		Req’d	Description
TradeReportID	RptID	571	Y	Key field. Unique ID of Trade Capture Report.
SecondaryTradeID	TrdID2	1040	N	Key field. Provides secondary trade ID. Unlike TradeID, this is unique across all trade dates and all clearing firms
Side_ID	-	-	Y	Key field. Together with TradeReportID and SecondaryTradeID identifies unique side of each report
SideRegRecord_ID	-	-	Y	Key field. Together with TradeReportID, SecondaryTradeID and Side_ID identifies unique side regulatory record of each report
SideTrdRegID	ID	10027	N	Regulatory Trade ID for the trade side used to communicate the Universal Swap Identifier (USI) or Unique Trade Identifier (UTI) associated with a cleared trade
SideTrdRegIDSrc	Src	10028	N	ID of reporting entity assigned by regulatory agency
SideTrdRegEvent	Evnt	10029	N	Event causing origination of the ID, i.e. Clearing Valid value: ‘2’ (Clearing)
SideTrdRegIDType	Typ	10030	N	Type of Regulatory Trade ID being sent Valid value: ‘0’ (Current – default)
SideTrdRegLegRefID	LegRefID	10031	N	Leg number that the USI or UTI references for spread or strategy (as communicated in the LegNo field)
SideTrdRegScope	Scope	10032	N	Included when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe Valid values: ‘ 1’ (Clearing Member) ‘2’ (Client)

Table: CMESTP_SideRegTimestamps

Usage: Table holds Trade Regulatory Timestamps associated with certain side of reported trade. For each Trade Capture Report number of records in CMESTPReports_SideRegTimestamps table will be equal to value of NoRegulatoryTimestamps in the correspondent record in CMESTPReports_Sides table.

Fields
Name	FIXML tag		Req’d	Description
TradeReportID	RptID	571	Y	Key field. Unique ID of Trade Capture Report.
SecondaryTradeID	TrdID2	1040	N	Key field. Provides secondary trade ID. Unlike TradeID, this is unique across all trade dates and all clearing firms
Side_ID	-	-	Y	Key field. Together with TradeReportID and SecondaryTradeID identifies unique side of each report
SideRegTimestamp_ID	-	-	Y	Key field. Together with TradeReportID, SecondaryTradeID and Side_ID identifies unique regulatory timestamp od side of each report
SideTrdRegTimestamp	TS	1012	N	Regulatory timestamp
SideTrdRegTimestampTyp	Typ	1013	N	Regulatory timestamp type Valid values: ‘1’ (Execution time)

Table: CMESTP_PositionAmountData

Usage: Table holds information about position amount data for reported trade. For each Trade Capture Report number of records in CMESTPReports_PositionAmountData table will be equal to value of NoPositionAmtDataEntries in correspondent record in CMESTPReports table.

Fields
Name	FIXML tag		Req’d	Description
TradeReportID	RptID	571	Y	Key field. Unique ID of Trade Capture Report.
SecondaryTradeID	TrdID2	1040	N	Key field. Provides secondary trade ID. Unlike TradeID, this is unique across all trade dates and all clearing firms
Position_ID	-	-	Y	Key field. Together with TradeReportID and SecondaryTradeID identifies unique side of each report
AmountType	Typ	707	N	Position amount type. Valid values: 'CRES' (CashResidualAmount) ‘ICPN’ (Initial Trade Coupon Amount) ‘IPMT’ (Upfront Payment) ‘PREM’ (Premium Amount) ‘TVAR’ (Trade Variation Amount)
Amount	Amt	708	N	Position amount value
AmountCcy	Ccy	1055	N	The currency in which the position amount is denominated

Table: CMESTP_Legs

Usage: Table holds information about individual leg of reported multileg trade. For each Trade Capture Report number of records in CMESTPReports_Legs table will be equal to value of NoLegs in correspondent record in CMESTPReports table.

Fields
Name	FIXML tag		Req’d	Description
TradeReportID	RptID	571	Y	Key field. Unique ID of Trade Capture Report.
SecondaryTradeID	TrdID2	1040	N	Key field. Provides secondary trade ID. Unlike TradeID, this is unique across all trade dates and all clearing firms
Leg_ID	-	-	Y	Key field. Together with TradeReportID and SecondaryTradeID Identifies unique leg of each report
LegSecurityID	ID	602	N	CME Group clearing product code for leg instrument, e.g. CL (2 Characters)
LegSecurityIDSrc	Src	603	Y	Source for leg Security ID Valid value: H - Clearing House / Clearing Organization
LegCFICode	CFI	608	N	CFI code for this leg security Valid values: as defined by ISO 10962
LegSecurityType	SecTyp	609	N	Indicates type of leg security Valid values: FUT - Future FWD - Forward MLEG - Multi Leg (Combo) OPT - Option
LegMaturityMonthYear	Mat	611	N	Date of maturity or the settlement date of a CDS contract for this leg
LegSecurityExchange	Exch	616	N	The exchange where the leg security is listed. Valid values: CBT - Chicago Board of Trade CCE - CME Clearing Europe CEE - Stock Exchange Group CEU - CME Europe, LTD CMD - Credit Default Swap Exchange CME - Chicago Mercantile Exchange COMEX - Commodities Exchange, Inc DME - Dubai Mercantile Exchange IFUS - Intercontinental Exchange NGXC - Natural Gas Exchange NODX - Nodal NYMEX - New York Mercantile Exchange NYMSW - CME Swaps - NYMEX VMAC - VMAC XNAS - Nasdaq XXXX - OTC Trades
LegSide	Side	624	N	Side of the leg within spread or strategy Valid values: ‘1’ (Buy) ‘2’ (Sell)
LegContractMultiplier	Mult	10045	N	Price multiplier used to convert the change in price (sell - buy) into P&L per contract leg.
LegQty	Qty	687	N	Actual quantity of the leg as it participated in the spread trade
LegReportID	RptID	990	N	Leg report ID as generated by the clearing system
LegNumber	LegNo	1152	N	Number identifying the leg within a strategy or spread. When reporting a USI or UTI, the field LegRefID will reference this number
LegRefID	RefID	654	N	Unique Trade ID generated by the clearing system for this leg
LegPrice	LastPx	637	N	Unique Trade ID generated by the clearing system for this leg
LegOriginalTmUnit	OrigTmUnit	1001	N	Time Unit for this leg of the original trade, e.g. whether it was entered as contracts per day or per month. Note that all trades are normalized to default units in STP, regardless of the units originally used to enter the trade. Valid values: ‘D’ (Day) ‘H’ (Hour) ‘Min’ (Minute) ‘Mo’ (Month) ‘S’ (Second) ‘Wk’ (Week) ‘Yr’ (Year)
NoLegUnderlyingInstruments	Number of <TrdLeg/Undlys> elements in a report	1342	N	Number of underlying instrument entries for reported trade leg

Table: CMESTP_LegsUndlyInstrument

Usage: Table holds information about leg's underlying instrument of reported multileg trade. For each Trade Capture Report number of records in CMESTPReports_LegsUndlyInstrument table will be equal to value of NoLegUnderlyingInstruments in correspondent record in CMESTPReports_Legs table.

Fields
Name	FIXML tag		Req’d	Description
TradeReportID	RptID	571	Y	Key field. Unique ID of Trade Capture Report.
SecondaryTradeID	TrdID2	1040	N	Key field. Provides secondary trade ID. Unlike TradeID, this is unique across all trade dates and all clearing firms
Leg_ID	-	-	Y	Key field. Together with TradeReportID and SecondaryTradeID identifies unique leg of each report
LegUndlyInstrmnt_ID	-	-	Y	Key field. Together with TradeReportID, SecondaryTradeID and Leg_ID identifies unique leg’s underlying instrument of each report
LegUndlySecurityID	ID	1332	N	CME Group clearing product code for a leg of underlying instrument, e.g. CL (2 Characters)
LegUndlySecurityIDSrc	Src	1333	N	Source for leg’s underlying Security ID. Valid value: ‘H’ (Clearing House / Organization)
LegUndlySecurityType	SecType	1337	N	Indicates type of the leg’s underlying security. Valid values: FUT - Future FWD - Forward MLEG - Multi Leg (Combo)
LegUnderlyingMaturity	MMY	1339	N	Month and Year of the leg’s underlying instrument maturity Format: YYYYMM (i.e. 201403) YYYYMMDD (20140323) YYYYMMwN (201403w1)
LegUndlySecurityExchange	Exch	1341	N	The exchange on which the leg’s underlying security is listed. Valid values: CBT - Chicago Board of Trade CCE - CME Clearing Europe CEE - Stock Exchange Group CEU - CME Europe, LTD CMD - Credit Default Swap Exchange CME - Chicago Mercantile Exchange COMEX - Commodities Exchange, Inc DME - Dubai Mercantile Exchange IFUS - Intercontinental Exchange NGXC - Natural Gas Exchange NODX - Nodal NYMEX - New York Mercantile Exchange NYMSW - CME Swaps - NYMEX VMAC - VMAC XNAS - Nasdaq XXXX - OTC Trades

Table: CMESTP_ReportingPty

Usage: Table holds information about Reporting Parties associated with reported trade. For each Trade Capture Report number of records in CMESTPReports_ReportingPty table will be equal to value of NoReportingParties in correspondent record in CMESTPReports table.

Fields
Name	Tag		Req’d	Description
Name	FIXML Element	FIX Tag	Req’d	Description
TradeReportID	RptID	571	Y	Key field. Unique ID of Trade Capture Report.
SecondaryTradeID	TrdID2	1040	N	Key field. Provides secondary trade ID. Unlike TradeID, this is unique across all trade dates and all clearing firms
RptngParty_ID	-	-	Y	Key field. Together with TradeReportID and SecondaryTradeID identifies unique reporting party of each report
ReportingPartyId	ID	1117	N	Root Party identifier
ReportingPartyIdSrc	Src	1118	N	Party Source. Valid value: ‘N’ (LEI)
ReportingPartyRole	R	1119	N	Type or role of the party Valid value: 73 - Execution Venue

Table: CMESTP_InstrumentAlternativeIDs

Usage: Table holds alternative identifiers of traded security. For each Trade Capture Report number of records in CMESTPReports_InstrumentAlternativeIDs table will be equal to value of NoInstrumentAlternativeIds in correspondent record in CMESTPReports table.

Fields
Name	Tag		Req’d	Description
Name	FIXML Element	FIX Tag	Req’d	Description
TradeReportID	RptID	571	Y	Key field. Unique ID of Trade Capture Report.
SecondaryTradeID	TrdID2	1040	N	Key field. Provides secondary trade ID. Unlike TradeID, this is unique across all trade dates and all clearing firms
InstrmtAID_ID	-	-	Y	Key field. Together with TradeReportID and SecondaryTradeID identifies unique side of each report
AlternativeInstrmtId	AltID	455	N	Security alternate identifier for this security.
AlternativeInstrmtIdSrc	AlDSrc	456	N	Source of SecurityAltID (455) Valid values: 112 - TAM Marker Price Symbol N - Markit RED entity CLIP P - Markit RED pair CLIP

Table: CMESTP_InstrumentEvents

Usage: Usage: Table holds information events associated with traded security. For each Trade Capture Report number of records in CMESTPReports_InstrumentEvents table will be equal to value of NoInstrumentEvents in correspondent record in CMESTPReports table.

Fields
Name	Tag		Req’d	Description
Name	FIXML Element	FIX Tag	Req’d	Description
TradeReportID	RptID	571	Y	Key field. Unique ID of Trade Capture Report.
SecondaryTradeID	TrdID2	1040	N	Key field. Provides secondary trade ID. Unlike TradeID, this is unique across all trade dates and all clearing firms
Event_ID	-	-	Y	Key field. Together with TradeReportID and SecondaryTradeID identifies unique event of each report
EventDate	Dt	865	N	Event Date
EventType	EventTyp	866	N	Event type Valid values: 8 - Swap / CDS Start Date 9 - Swap / CDS End Date 13 - First Delivery Date 111 - Unadjusted Next Coupon Date 112 - Unadjusted Previous Coupon Date 113 - Unadjusted Previous Previous Coupon Date 121 - Fixing Date

Table: CMESTP_UnderlyingInstrument

Usage: Table holds description of underlying instrument for traded instrument. For each Trade Capture Report number of records in CMESTPReports_UnderlyingInstrument table will be equal to value of NoUnlderlyingInstruments in correspondent record in CMESTPReports table.

Fields
Name	Tag		Req’d	Description
Name	FIXML Element	FIX Tag	Req’d	Description
TradeReportID	RptID	571	Y	Key field. Unique ID of Trade Capture Report.
SecondaryTradeID	TrdID2	1040	N	Key field. Provides secondary trade ID. Unlike TradeID, this is unique across all trade dates and all clearing firms
UndlyInstrmnt_ID	-	-	Y	Key field. Together with TradeReportID and SecondaryTradeID identifies unique underlying instrument of each report
UnderlyingSecurityID	ID	309	Y	CME Group clearing product code for underlying instrument, e.g. CL (2 Characters)
UnderlyingSecurityIDSrc	Src	305	Y	Source for underlying Security ID. Valid value: ‘H’ (Clearing House / Organization)
UnderlyingSecurityType	SecTyp	310	N	Indicates type of underlying security. Valid values: CMDTYSWAP - Commodity Swap FUT - Future FWD - Forward MLEG - Multi Leg (Combo)
UnderlyingMaturityMonthYear	MMY	313	N	Month and Year of the underlying instrument maturity Format: YYYYMM (i.e. 201403) YYYYMMDD (20140323) YYYYMMwN (201403w1)
UnderlyingSecurityExchange	Exch	308	N	The exchange on which the underlying security is listed. Valid values: CBT - Chicago Board of Trade CCE - CME Clearing Europe CEE - Stock Exchange Group CEU - CME Europe, LTD CMD - Credit Default Swap Exchange CME - Chicago Mercantile Exchange COMEX - Commodities Exchange, Inc DME - Dubai Mercantile Exchange IFUS - Intercontinental Exchange NGXC - Natural Gas Exchange NODX - Nodal NYMEX - New York Mercantile Exchange NYMSW - CME Swaps - NYMEX VMAC - VMAC XNAS - Nasdaq XXXX - OTC Trades

EPAM-B2BITS products for Capital Markets

CME STP Trade Capture to Database