Allocation Management FIXML API - AllocationInstructionAlert - Allocate Claim

/AllocInstrctnAlert

Name	Abbr	Datatype	Description	Enumerations
Message ID	`ID`	String	Unique identifier for this Allocation Instruction Alert message
Transaction Type	`TransTyp`	char	i.e. New, Cancel, Replace	0 - New 1 - Replace 2 - Cancel
Allocation Type	`Typ`	int	Specifies the purpose or type of Allocation message	12 - Incomplete Group 13 - Complete Group 16 - Cancel Group
Allocation Instruction Ref ID	`RefAllocID`	String	When responding to an Allocation Instruction, references the ID.
Group ID	`GrpID`	String	Used by the CCP to group allocations.
Buy Sell Code	`Side`	char	Side of allocation group.	1 - Buy 2 - Sell 7 - Undisclosed
Quantity	`Qty`	Qty	Quantity of the group changed in this transaction. When adding trades to a group, this is the quantity added. When removing trades from a group, this is the quantity to be removed, and is negative. When the group quantity is unchanged, such as when the group changes status to Completed, this is 0.
Group Quantity	`GrpQty`	Qty	Indicates the total quantity of an allocation group. Includes any allocated quantity.
Trading Session	`SesID`	String	Identifier for the Trading Session.	EOD - End of Day ETH - Electronic Trading Hours ITD - Intra Day MOS1 - MOS2 - RTH - Regular Trading Hours [N/A] - N/A
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
Venue Type	`VenuTyp`	char	Identifies the type of venue where a trade was executed.	E - Electronic O - Off facility swap P - Pit R - Registered Market (SEF) X - Ex-Pit
Price Type	`PxTyp`	int	In most cases, represents the type of price in the Last Price field.	1 - Percentage (i.e. percent of par) 2 - Per unit (i.e. per share or contract) 6 - Spread (basis points spread) 10 - Fixed cabinet trade price (primarily for listed futures and options) 11 - Variable cabinet trade price (primarily for listed futures and options) 24 - Interest rate 100 - Tentative placeholder price 101 - Updated actual price
Average Price	`AvgPx`	Price	The average price of all trades in the allocation 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 of the action performed on the allocation group.
Status	`Stat`	int	Identifies status of allocation.	1 - block level reject 2 - account level reject 6 - allocation pending
Average Price Group ID	`AvgPxGrpID`	String	Firm designated group identifier for the average price group.
Clear Date	`ClrDt`	LocalMktDate	The Clearing Date for the allocation or trade.
Trade Type	`TrdTyp`	int	Indicates Trade Type of Allocation.	0 - Regular Trade 1 - Block Trade 2 - EFP (Exchange for physical) 3 - Transfer 11 - Exchange for Risk (EFR) 12 - Exchange for Swap (EFS) 22 - Over the Counter Privately Negotiated Trades (OPNT) 23 - Substitution of Futures for Forwards 50 - Portfolio Trade 58 - Block swap trade
Trade Sub Type	`TrdSubTyp`	int	Indicates TradeSubType of Allocation. Necessary for defining groups.	0 - CMTA 1 - Internal transfer or adjustment 7 - Differential spread 8 - Implied spread leg executed against an outright 9 - Transaction from exercise 10 - Transaction from assignment 36 - Converted SWAP (Aged Deal) 40 - TAS - Traded at settlement 42 - Auction Trade 43 - TAM - Traded at marker 48 - Multilateral Compression 200 - Delivery Transfer
Input Source	`InptSrc`	String	Indicates input source of original trade marked for allocation.
Input Device	`InptDev`	String	Specific device number, terminal number or station where the trade was entered.	API - API submitted SYSGEN - System Generated UI - GUI used for Submission
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
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
Rounded Price	`RndPx`	Price	Specifies the rounded price to quoted precision.
Customer Order Handling Instruction	`CustOrdHdlInst`	MultipleStringValue	Contains the FIA Execution Source.	A - Phone simple B - Phone complex C - FCM-provided screen D - Other-provided screen E - Client provided platform controlled by FCM F - Client provided platform direct to exchange G - FCM API or FIX H - Algo Engine J - Price at Execution (price added at Initial order entry, trading, middle office or time of give-up) W - Desk - Electronic X - Desk - Pit Y - Client - Electronic Z - Client - Pit
Price Sub Type	`PxSubTyp`	int	This is a further qualification of the Price Type. For example if the Last Price is a TAS Price, the Price Sub Type conveys whether it is an initial price when the trade is first being reported or the final settlement price.	0 - Initial Price 1 - Final Price
True Average Price	`TrueAvgPx`	Price	For give-up allocations, indicates the true average price. This field is temporary. RndPx contains the rounded price, and AvgPx will change to indicate the true average price.
StandardHeader	`Hdr`
OrdAllocGrp (repeating)	`OrdAlloc`
→ Client Order ID	`ClOrdID`	String	Client Order ID of the trade being added to or removed from the group.
ExecAllocGrp (repeating)	`AllExc`
Instrument	`Instrmt`
UnderlyingInstrument (repeating)	`Undly`
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
→ Party Role	`R`	int	Indicates the type of Party or the role of the party in the Party Block. Note that Clearing Organization (21) is always "CME" while Exchange (22) represents the firm exchange.	1 - Executing Firm 2 - Broker of Credit (formerly FIX 4.2 BrokerOfCredit) 12 - Executing Trader (associated with Executing Firm - actually executes) 21 - Clearing Organization 22 - Exchange 24 - Customer Account 28 - Custodian 44 - Order Entry Operator ID 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 200 - FEC GUI User ID 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.	3 - System 4 - Application 5 - Full legal name of firm 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
PositionAmountData (repeating)	`Amt`
→ Amount Type	`Typ`	String	The type of amount being expressed in the Trade Report.	5YREN - 5 Year Equivalent Notional ACTPNL - Actual Profit and Loss CRES - Cash Residual Amount CTDNV - Cheapest To Deliver Notional Value MTD - Mark-to-model PV01 - Change in value if yield curve shifts 0.01% TNV - Total Notional Value UMTM - Undiscounted mark-to-market VMTD - Mark-to-model variance VMTM - Mark-to-market variance
→ Amount	`Amt`	Amt	The amount associated with the trade.
→ Amount Currency	`Ccy`	String	The currency in which the Amount associated with the trade is being denominated in.
StandardTrailer	`StandardTrailer`