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For firms requesting spread level messages, (for example,  @MLegRptTyp = 3), allocation behaves differently. When a clearing firm marks a leg of a spread for allocation, the API sends a message showing that individual leg as an @MLegRptTyp = 2 to the executing firm, even though the user only requested @MLegRptTyp = 3. The field @StrategyLinkID can be used to link the allocated leg to the multi-leg spread message. The offset and onset trades after the claiming firm claims the allocation are no different than before. Should a clearing firm un-mark a trade for allocation (not illustrated), the API will send a message with @MLegRptTyp = 2 showing the leg as un-marked.

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When requesting @MLegRptTyp = 3, be advised that any @MLegRptTyp = 2 messages received only indicate allocation status. These @MLegRptTyp = 2 messages must not be booked as new trades, considering that they duplicate one or more legs of the @MLegRptTyp = 3 messages already received. Do not double count these trades.

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