Class TradeCaptureReportRequest

Trade Capture Report Request message.

Inheritance
object
TradeCaptureReportRequest
Inherited Members
Namespace: OnixS.CmeStpHandler
Assembly: OnixS.CmeStpHandler.dll
Syntax
[Serializable]
public class TradeCaptureReportRequest

Constructors

TradeCaptureReportRequest()

Default constructor.

Declaration
public TradeCaptureReportRequest()

Properties

ClearingBusinessDate

To request trades for a specific clearing business date. In UTC.

Declaration
public DateTime ClearingBusinessDate { get; set; }
Property Value
Type Description
DateTime

ClientOrderID

Represents the TON number provided for CME Globex® trades and the Order ID for Pit trades. Format = Alphanumeric.

Declaration
public string ClientOrderID { get; set; }
Property Value
Type Description
string

EndTime

Indicates the ending time of the query. In UTC.

Declaration
public DateTimeOffset EndTime { get; set; }
Property Value
Type Description
DateTimeOffset

IncludeCollateralIndicator

Indicates whether collateral should be returned in request result.

Declaration
public IncludeCollateralIndicator IncludeCollateralIndicator { get; set; }
Property Value
Type Description
IncludeCollateralIndicator

Instrument

Descriptions of requested instrument.

Declaration
public RequestInstrument Instrument { get; }
Property Value
Type Description
RequestInstrument

LastUpdateTime

Date/time which subscription should start pull data from. Format: YYYYMMDD-HH:MM:SS(UTC time zone) Request without tag 779-LastUpdateTime will default to current date and time. This tag is not used for Snapshot requests and will be ignored if present.

Declaration
public DateTimeOffset LastUpdateTime { get; set; }
Property Value
Type Description
DateTimeOffset

ManualOrderIndicator

Used to subscribe to tickets based on origination either from API or manually created trades.

Declaration
public ManualOrderIndicator ManualOrderIndicator { get; set; }
Property Value
Type Description
ManualOrderIndicator

MultiLegReportingType

Required. Used to indicate if trades are to be returned for the individual legs of a multi-leg instrument (2) or for the overall instrument (3).

Declaration
public MultiLegReportingType MultiLegReportingType { get; set; }
Property Value
Type Description
MultiLegReportingType

NonDisclosedIndicator

Used to subscribe to tickets based on disclosed or non-disclosed status of the trade. Only applies to EBS Direct trades, ignored for Globex trades.

Declaration
public NonDisclosedIndicator NonDisclosedIndicator { get; set; }
Property Value
Type Description
NonDisclosedIndicator

OriginalFixmlMessage

Gets Fixml string which represent original sent message. This value was set after message was send.

Declaration
public string OriginalFixmlMessage { get; }
Property Value
Type Description
string

Parties

Descriptions of requested parties.

Declaration
public Collection<RequestParty> Parties { get; }
Property Value
Type Description
Collection<RequestParty>

PostTradeType

Used to filter for / subscribe to tickets based on the ticket type. Typically only valid for use by Prime Brokers. Prime Give Up tickets are also known as synthetic tickets representing the back to back deal with the prime Customer.

Declaration
public PostTrdTyp PostTradeType { get; set; }
Property Value
Type Description
PostTrdTyp

SenderCompID

Assigned value used to identify firm sending message.

Declaration
public string SenderCompID { get; set; }
Property Value
Type Description
string

SenderSubID

The user ID assigned to the sender must be provided in all uppercase letters.

Declaration
public string SenderSubID { get; set; }
Property Value
Type Description
string

StartTime

Indicates the starting time of the subscription or query. For a subscription, the default is to start at the current time. This field is required for a query. In UTC.

Declaration
public DateTimeOffset StartTime { get; set; }
Property Value
Type Description
DateTimeOffset

TargetCompID

Should be 'CME' or CME Firm ID.

Declaration
public string TargetCompID { get; set; }
Property Value
Type Description
string

TargetSubID

Should be 'STP' or CME Venue ID.

Declaration
public string TargetSubID { get; set; }
Property Value
Type Description
string

TradeCaptureDates

Requested Trade Capture Dates.

Declaration
public Collection<TradeCaptureDate> TradeCaptureDates { get; }
Property Value
Type Description
Collection<TradeCaptureDate>

TradeID

Represents the CME Front End Clearing (FEC) Firm Trade ID. TrdID does not match across buy/sell side.

Declaration
public string TradeID { get; set; }
Property Value
Type Description
string

TradeID2

Represents the CME Front End Clearing (FEC) Firm Trade Secondary ID. TrdID2 does not match across buy/sell side.

Declaration
public string TradeID2 { get; set; }
Property Value
Type Description
string

TradeInputSource

CME Defined Supported Values: CPC = CME ClearPort® Clearing, CPT = CME ClearPort® Trading, CXPIT = COMEX Trading Floor, EBSD = EBS Direct, GLBX = CME Globex® , NXPIT = NYMEX Trading Floor

Declaration
public string TradeInputSource { get; set; }
Property Value
Type Description
string

TradePartyType

When used in conjunction with PartyRole (tag 452) R=7 (Trading Firm) provides further context of the role played by that trading firm.

Declaration
public TradePartyType TradePartyType { get; set; }
Property Value
Type Description
TradePartyType

TradeRequestID

Unique ID from client.

Declaration
public string TradeRequestID { get; set; }
Property Value
Type Description
string

VenueType

Used to subscribe to trades based on the venue where the trade was executed. For Globex Venue Type is set to 'E'. For EBS Direct Venue Type is set to 'Q'.

Declaration
public VenuTyp VenueType { get; set; }
Property Value
Type Description
VenuTyp

Methods

ToString()

Returns string representation of an object.

Declaration
public override string ToString()
Returns
Type Description
string

String representation of an object.
Overrides