Page Comparison

Message ID

ID

String

Unique identifier for this Allocation Instruction message.

Transaction Type

TransTyp

char

Used to express New, Cancel, or Replace. Only New is supported.

0 - New

1 - Replace

2 - Cancel

Allocation Type

Typ

int

Specifies the purpose or type of the Allocation Instruction message.

13 - Complete Group

15 - Un-complete Group

16 - Cancel Group

17 - Give-up

18 - Take-up

19 - Refuse Take-up

20 - Initiate Reversal

21 - Claim Reversal

22 - Refuse Reversal

23 - Sub-allocate Give-up

Group ID

GrpID

String

CCP assigned ID for grouping trades for allocation.

Buy Sell Code

Side

char

Side of the allocation.

1 - Buy

2 - Sell

7 - Undisclosed

Quantity

Qty

Qty

Total quantity of the cleared bunched order trade.

Trading Session Sub ID

SesSub

String

Optional market assigned sub identifier for a trading phase within a trading session.

E - Electronic

P - Pit

X - X-Pit

Trade Date

TrdDt

LocalMktDate

The trade date assigned to an execution on the trading platform. For privately negotiated trades, the date on which the trade has been received by the CCP.

Average Pricing Indicator

AvgPxInd

int

Specifies if an allocation is being directed into an average price group. This is used for sub-allocation.

0 - No Average Pricing

1 - Trade is part of an average price group identified by the AvgPxGrpID

Average Price Group ID

AvgPxGrpID

String

Firm designated group identifier for the average price group. This is used for sub-allocation, and is required for sub-allocation to an average price group.

Executing or Claiming Indicator

ExecOrClaimInd

int

Differentiates between messages sent by the Executing Firm vs. the Claiming Firm. Required on all inbound messages.

0 - Executing Firm

1 - Claiming Firm

Customer Type Indicator

CustCpcty

int

Indicates CTI of original trade marked for allocation.

1 - Member trading for their own account

2 - Clearing Firm trading for its proprietary account

3 - Member trading for another member

4 - All other

Post Trade Type

PostTrdTyp

int

Defines the post trade type, e.g. give up, average price, cross exchange give up, etc. Required on inbound messages.

0 - Give up

1 - Average price

2 - Cross Exchange Give up

Multi Leg Reporting Type

MLegRptTyp

char

Indicates MultiLegReportType of original trade marked for allocation.

1 - Single security (default if not specified)

2 - Individual leg of a multi-leg security

3 - Multi-leg security

→ Client Order ID

ClOrdID

String

Client Order ID of the trade being added to or removed from the group.

→ Party ID

ID

String

Used to identify the Party. Currently, indicates the Asset Manager holding account alias.

→ Party Role

R

int

Indicates the type of Party or the role of the party in the Party Block.

1 - Executing Firm

2 - Broker of Credit (formerly FIX 4.2 BrokerOfCredit)

4 - Clearing Firm

21 - Clearing Organization

22 - Exchange

24 - Customer Account

28 - Custodian

38 - Position account

52 - Large Trader Reportable Account

101 - Collateral asset account

103 - Calculation agent

110 - Borrower

111 - Primary Obligor

112 - Guarantor

114 - Determining party

115 - Hedging party

116 - Reporting entity

4100 - Depository

→→ Party Qualifier ID

ID

String

A Sub ID provides additional information about the Party.

→→ Party Qualifier Type

Typ

int

The Type of Party Sub ID in the Party Sub Tag.

3 - System

4 - Application

6 - Postal address

7 - Phone number

8 - Email address

10 - Securities account number (for settlement instructions)

11 - Registration number (for settlement instructions and confirmations)

15 - Cash account number (for settlement instructions)

24 - Department

26 - Account type or Origin

31 - Location

51 - Business center

57 - System trade identifier

58 - System trade sub-identifier

59 - Futures Commission Merchant (FCM) code

60 - Delivery terminal customer account/code (aka HUB code)

61 - Voluntary reporting entity

62 - Reporting obligation jurisdiction

63 - Voluntary reporting jurisdiction

64 - Company Activities [ID:
A = Assurance undertaking authorized in accordance with Directive 2002/83/EC
C=Credit institution authorized in accordance with Directive 2006/48/EC
F=Investment firm in accordance with Directive 2004/39/EC
I=Insurance undertaking authorized in accordance with Directive 73/239/EC
L=Alternative investment fund managed by AIFMs authorized or registered in accordance with Directive 2011/61/EC
O=Institution for occupational retirement provision within the meaning of Article 6(a0 of Directive 2003/41/EC
R=Reinsurance undertaking authorized in accordance with Directive 2005/68/EC
U=UCITS and its management company, authorized in accordance with Directive 2009/65/EC
or blank in case of coverage by LEI or in case of non-financial counterparties.]

65 - European Economic Area domiciled [ID: Y or N]

66 - Contract linked to commercial or treasury financing for this counterparty [ID: Y or N]

67 - Contract above clearing threshold for this counterparty [ID: Y or N]

74 - Payer

75 - Receiver

4000 - Customer Order Capacity (CTI) for Claiming Firm