/AllocInstrctnAck
| Name | Abbr | Datatype | Description | Enumerations |
|---|---|---|---|---|
| Message ID |
ID
| String | Unique identifier for this Allocation Instruction Ack message. | |
| Reference Message ID |
RefAllocID
| String | ID of the Allocation Instruction message being referenced. | |
| Group ID |
GrpID
| String | CCP assigned ID for grouping trades for allocation. | |
| Average Price Group ID |
AvgPxGrpID
| String | Firm designated group identifier for the average price group. | |
| 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. | |
| Transaction Time |
TxnTm
| UTCTimestamp | Date/time when Allocation Instruction Ack is generated | |
| Status |
Stat
| int | Denotes the status of the Allocation Instruction. | 1 - block level reject 2 - account level reject 5 - rejected by intermediary |
| Transaction Type |
TransTyp
| char | Used to express New, Cancel, or Replace for the Allocation Instruction message being referenced. Only New is supported. | 0 - New 1 - Replace 2 - Cancel |
| Allocation Type |
Typ
| int | Specifies the purpose or type of the Allocation Instruction message being referenced. | 12 - Incomplete Group 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 |
| Executing or Claiming Indicator |
ExecOrClaimInd
| int | Differentiates between messages sent to the Executing Firm vs. the Claiming Firm. | 0 - Executing Firm 1 - Claiming Firm |
| Post Trade Type |
PostTrdTyp
| int | Defines the post trade type, e.g. give up, average price, cross exchange give up, etc. | 0 - Give up 1 - Average price 2 - Cross Exchange Give up |
| Additional Text |
Txt
| String | Can include explanation for rejection of an Allocation Instruction. | |
| StandardHeader |
Hdr | |||
| Instrument |
Instrmt | |||
| Parties (repeating) |
Pty
| |||
| → Party ID |
ID
| String | Used to identify the Party. | |
| → Party ID Source |
Src
| char | Used to identify the source of PartyID value. | C - Generally accepted market participant identifier D - Proprietary / Custom code G - MIC (ISO 10383 - Market Identificer Code) H - Clearing house participant/member code N - LEI |
| → 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 7 - Trading (Entering) Firm 21 - Clearing Organization 22 - Exchange 24 - Customer Account 28 - Custodian 38 - Position account 52 - Large Trader Reportable Account 73 - Execution Venue 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 |
| → PtysSubGrp (repeating) |
Sub
| |||
| →→ 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. | 1 - Firm 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 |
| AllocAckGrp (repeating) |
AllocAck | |||
| StandardTrailer |
StandardTrailer
| |||