forwardTradeCaptureReport Constructor    Table of ContentAlternatePrice Property forward
TradeCaptureReport Properties

The TradeCaptureReport type exposes the following members.

Properties
  NameDescription
Public propertyAlternatePrice
Alternate price.
Public propertyAveragePrice
Calculated average price of all fills on this order. Will be populated for Average Price System (APS) transactions only.
Public propertyBlockID
Contains the platform-assigned block ID for the trade.
Public propertyCalculationCurrencyLastQuantity
Used in calculating the quantity of the other side of the currency trade.
Public propertyClearedIndicator
An indication of whether or not a reportable swap transaction is cleared by a derivatives clearing organization.
Public propertyClearingBusinessDate
The "Clearing Business Date" referred to by this report.
Public propertyClearingIntention
An indication of whether or not a reportable swap transaction is intended to clear.
Public propertyClearingRequirementException
An indication of whether a party to a swap is using the end-user exception.
Public propertyClearingTransformationType
Indicates the type of Clearing Transformation that generated this Trade.
Public propertyClientOrderID
Only provided on tickets resulting from an API Order, this is the ClOrdId from the order. Not provided for LPs on EBS Direct. Provided to PBs to see their Prime Client's ClOrdID on interdealer tickets only (not synthetic tickets).
Public propertyConfirmHubTradeType
Custom field to represent specific Confirm Hub Trade Types.
Public propertyContraryInstructionIndicator
Used to indicate when a contrary instruction for exercise or abandonment is being submitted.
Public propertyDealID
BrokerTec Deal ID, common to all participants within an entire trade (not only a match)
Public propertyDifferentialPrice
Represents the differential price for spreads, or a TAS or TAM differential price.
Public propertyDifferentialPriceType
This indicates the type of differential price represented in the Differential Price attribute. Supported Values: 0 - Differential from Settlement Price 1 - Differential between legs
Public propertyExecID
Exchange assigned execution ID (trade identifier). Unique ID for each side of each leg. It does not match across buy/sell side.
Public propertyExecID2
This is used to communicate the execution ID of the originating platform, e.g. the ClearPort execution ID.
Public propertyExecutionMethod
Specifies whether the transaction was executed via an automated execution platform or other method.
Public propertyFeeMultiplier
Multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms.
Public propertyFeeQuantityThresholdIndicator
Indicator flag used to determine the eligibility of fee discount based on threshold level. Supported Value: L1 = Threshold Level 1 - The highest threshold level was met or surpassed. L2 = Threshold Level 3 - The lowest threshold level was met. L3 = Threshold Level 3 - The lowest threshold level was met. LN = Eligible but does not meet set thresholds. LP = Eligible pending evaluation.
Public propertyFinancingDetails
Information about financing details reported.
Public propertyInstrument
Information about Instrument reported.
Public propertyLastMkt
Market of execution for last fill, or an indication of the market where an order was routed.
Public propertyLastPrice
Overall Trade Price per contract for regular cleared trades. For Average Price (APS): the Rounded Price will be placed in LastPx.
Public propertyLastQty
Total Quantity based on user permissible allocation quantity. Note: Zero (“0”) will appear when a trade is reallocated out to a different account owner or Clearing Member.
Public propertyLastUpdateTime
Last modification date and time of the trade/allocation information. Timestamp of last update to data item (or creation if no updates made since creation).
Public propertyMarketDataTradeEntryID
Unique Trade Identifier that will match to a CME Globex order execution, associated market data message and STP messaging.
Public propertyMDStreamID
The identifier or name of the price stream.
Public propertyMultiLegReportingType
Used to indicate what an Multi-leg Report represents (e.g. used with multi-leg trades, such as option call & puts, spreads, etc.). Supported Values: 1 = Single side (default if not specified) 2 = Individual leg of a multi-leg trade 3 = Multi leg of a multi-leg trade
Public propertyNonDisclosedIndicator
Flag indicating if this was a non-disclosed trade. All non-disclosed trades will include this tag/attribute with "Y". All disclosed trades will not include this tag/attribute.
Public propertyOffsetInstruction
Indicates offset or onset due to allocation. Supported Value: 0 = Offset 1 = Onset
Public propertyOptionExerciseTimeFrame
For Exercise/Assignment Transformation, this indicates whether or not the resulting Future was the result of an Early Exercise Instruction (Prior to Settlement Date).
Public propertyOrderID
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.
Public propertyOriginalFixmlMessage
Gets Fixml string which represent original received message.
Public propertyOriginalTimeUnit
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 API, regardless of the units originally used to enter the trade. Supported Values: D - Day H - Hour Min - Minute Mo - Month S - Second Wk - Week Yr - Year
Public propertyPackageID
A value that identifies the group of trades or a portfolio of trades cleared simultaneously under the one Package ID.
Public propertyPaymentAmount
The total payment amount.
Public propertyPayments
Specifies the premium for commodity swaptions.
Public propertyPositionAmountData
Information about Position Amounts reported.
Public propertyPostTradeType
Identifies the type of ticket. Interdealer tickets(also known as Market tickets) are received by Bilateral GFIDs or Prime Broker GFIDs(when facing bilateral codes, ie not when facing their Prime Customer). Prime Give Up tickets are also known as synthetic tickets and are those in which either the Prime Broker or Prime of Prime Broker faces their Prime Client, OR when the Prime(or Prime of Prime) Client faces their credit parent broker. Prime of Prime Broker tickets are similar to Interdealer tickets in nature but are solely when the Prime of Prime Broker faces their credit parent broker.
Public propertyPriceType
Indicates the type of the price associated with the trade. Supported 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 futures and options) 11 - Variable cabinet trade price (primarily for listed futures and options) 100 - Tentative placeholder price 101 - Updated actual price
Public propertyQtyType
Type of quantity specified in a quantity field. Supported Value: 0 = Notional / Units 1 = Contracts term
Public propertyReportSides
Information about Sides reported.
Public propertyRootParties
Information about Root Parties reported.
Public propertySenderCompID
On return messaging, NYMEX will be the SenderCompID.
Public propertySenderSubID
CME assigned user role used to identify specific role (traderadmin or clearingadmin). If not specified will default to highest assigned role.
Public propertySettlCurrency
Currency code of settlement denomination. For non-ndfs this will be the same as contra currency. For NDFs this will be the deliverable currency.
Public propertySettlDate
Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement).
Public propertySettlementTradeID
Trade identifier as assigned by BrokerTec Clearing.
Public propertySettlType
Settlement Type of trade. Note: B represents broken date, actual settlement date is reflected in Tag 64.
Public propertySplitIndicator
Indicates whether or not a trade is split.
Public propertySpotDate
For FXNDF, the associated SPOT settlement date. Note: Not provided for FXSPOT.
Public propertyTargetCompID
Identifies the entity to whom the message is being sent. This echoes the SenderCompID sent on the request.
Public propertyTargetSubID
Assigned value used to identify specific message recipient (user, etc.) This echoes the SenderSubID sent on the request.
Public propertyTradeCollateralization
If a swap is not cleared, an indication of whether a swap is Uncollateralized, Partially Collateralized, One-Way Collateralize, Fully Collateralized.
Public propertyTradeDate
Trade Date
Public propertyTradeID
Now represents the CME Front End Clearing (FEC) Firm Trade ID. TrdID does not match across buy/sell side.
Public propertyTradeID2
Now represents the CME Front End Clearing (FEC) Firm Secondary Trade ID. TrdID2 does not match across buy/sell side.
Public propertyTradeLegs
Information about trade legs reported.
Public propertyTradeLinkID
Used to link a group of trades together. Useful for linking a group of trades together for average price calculations.
Public propertyTradeMatchID
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.
Public propertyTradeNumber
Public propertyTradePriceNegotiationMethod
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. Supported 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
Public propertyTradePriceStatus
Status of the price.
Public propertyTradeRegulationPublications
Information about trade regulations reported.
Public propertyTradeReportID
Unique identifier for the Trade Capture Report. Maximum of 50 Characters.
Public propertyTradeReportTransType
Type of Execution being reported. Supported Values: 0 = New 1 = Cancel (Void) 2 = Replace (Correction/ Re-allocation)
Public propertyTradeReportType
Indicates the purpose of the trade within the workflow and determines the action of the receiver of the trade. Supported Values: 101 = Notification
Public propertyTradeRequestID
Original RequestID from the Trade Capture Report Request will be returned.
Public propertyTradeStatus
Indicates the status of the trade in clearing. Supported Values: 0 = Accepted
Public propertyTradeSubType
Represents the CME Trade Type Subset, TAS Flag & the APS Offset and Onset Flag.
Public propertyTradeType
CME Trade Type && Trade Transfer Flag.
Public propertyTradingQuantity
Indicates the trading quantity entered, in unit terms (e.g. in MWh), for a trade. This may differ from the cleared quantity, especially in the case of contracts like electricity that follow delivery schedules.
Public propertyTransactTime
Date and Time when the trade was executed.
Public propertyTransferReason
Reason trade is being transferred.
Public propertyUnderlyingInstruments
Information about Underlying Instruments reported.
Public propertyVenueSubType
Identifies the sub-type of the venue where a trade was executed.
Public propertyVenueType
Identifies the type of venue where a trade was executed. Supported Values: C - Clearing house E - Electronic O - Off facility swap P - Pit R - Registered Market (SEF) X - Ex-Pit
Public propertyYield
Information about Yield reported.
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