Trade Capture Report - Field Shift Question

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Imported from previous forum

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[ original email was from Matt Simpson - msimpson@cme.com ]
There’s a proposal in front of the GTC now to move the Currency (15) and SettlCurrency (120) fields from the Side group up to the main level of the Trade Capture Report and Ack messages. Side group would be back-filled with new fields SideCurrency and SideSettlCurrency.

The request is being made so that these fields are more logically grouped at the main level with fields LastPx, LastQty, LastSpotRate, LastFwdPts, etc

The GTC would like to know if this creates a problem for anyone? Thanks

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The OCC supplies the currency tag as part of the report side on their Trade Capture Reports.

There’s a proposal in front of the GTC now to move the Currency (15) and
SettlCurrency (120) fields from the Side group up to the main level of
the Trade Capture Report and Ack messages. Side group would be back-
filled with new fields SideCurrency and SideSettlCurrency.

The request is being made so that these fields are more logically
grouped at the main level with fields LastPx, LastQty, LastSpotRate,
LastFwdPts, etc

The GTC would like to know if this creates a problem for anyone? Thanks

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The proposal to move Currency and SettlCurrency will not affect OCC’s implementation because of the addition of SideCurrency (Ccy) and SideSettlCurrency (SetlCcy). The layouts and tag names used within the OCC trade messages will not change. So this should be seamless to OCC participants.

Matt Wolfe
OCC

The OCC supplies the currency tag as part of the report side on their
Trade Capture Reports.

There’s a proposal in front of the GTC now to move the Currency (15)
and SettlCurrency (120) fields from the Side group up to the main
level of the Trade Capture Report and Ack messages. Side group would
be back- filled with new fields SideCurrency and SideSettlCurrency.

The request is being made so that these fields are more logically
grouped at the main level with fields LastPx, LastQty, LastSpotRate,
LastFwdPts, etc

The GTC would like to know if this creates a problem for
anyone? Thanks