CME STP Trade Capture to Database
- Former user (Deleted)
- Elena Piskunova (Unlicensed)
- Hanna Rahavaya (Unlicensed)
- Volha Zhytkevich (Unlicensed)
Database Schema
STP-to-Database mapping
Table: CMESTPReports
Usage: Table holds summary of reported trades.
Fields | ||||
Name | Tag | Req’d | Description | |
FIXML Element | FIX Tag | |||
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. |
TradeDate | TrdDt | 75 | Y | Trade date |
PriceType
| PxTyp | 423 | N | Settlement Price indicator for TAS, EFM and EFP's priced off settlement. Valid values:
|
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:
|
TradeReportTransType
| TransTyp | 487 | Y | Type of Execution being reported. Valid values:
|
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. |
LastUpdateTime | LastUpdateTm | 779 | N | Last update time of the trade.
|
QtyType
| QtyTyp | 854 | Y | Type of quantity specified in a quantity field. Valid values:
|
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:
|
MaturityMonthYear
| MMY | 200 | Y | Month and Year of the maturity (used for standardized futures and options). Format:
|
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. 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.
|
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:
|
TradeSubType | TrdSubTyp | 829 | N | Represents the CME Trade Type Subset, TAS Flag & the APS Offset and Onset Flag. Valid values:
|
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:
|
OffestInstructions | OfstInst | 10021 | N | Indicates offset or onset due to allocation. Valid values:
|
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:
|
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:
|
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:
|
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:
|
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:
|
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. |
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 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:
|
AllocationIndicator | AllocInd | 826 | N | Identifies if the trade is marked for allocation. Valid values:
|
AvgPxIndicator | AvgPxInd | 819 | N | Indicates if the trade is marked for average pricing allocation. Valid values:
|
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:
|
PartyRole | R | 452 | N | Identifies the type or role of the PartyID (448) specified. Valid values:
|
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:
|
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:
|
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:
|
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:
|
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:
|
LegSide | Side | 624 | N | Side of the leg within spread or strategy Valid values:
|
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:
|
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:
|
LegUnderlyingMaturity | MMY | 1339 | N | Month and Year of the leg’s underlying instrument maturity Format:
YYYYMMwN (201403w1) |
LegUndlySecurityExchange | Exch | 1341 | N | The exchange on which the leg’s underlying security is listed. Valid values:
|
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 | |
FIXML Element | FIX Tag | |||
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:
|
ReportingPartyRole | R | 1119 | N | Type or role of the party Valid value:
|
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 | |
FIXML Element | FIX Tag | |||
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:
|
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 | |
FIXML Element | FIX Tag | |||
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:
|
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 | |
FIXML Element | FIX Tag | |||
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:
|
UnderlyingMaturityMonthYear | MMY | 313 | N | Month and Year of the underlying instrument maturity Format:
|
UnderlyingSecurityExchange | Exch | 308 | N | The exchange on which the underlying security is listed. Valid values:
|