Allocation Management FIXML API - AllocationInstructionAlert - Instrument - Allocate Claim

Product Code

ID

String

Used as the primary identifier for the traded instrument. For listed derivatives this is generally an exchange or CCP defined value.

CFI Code

CFI

String

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values.

Security Type

SecTyp

String

Indicates type of instrument or security being traded or defined. It is required on inbound trade submissions and is used as one of the identifiers of the instrument. This is required because CME usage of CFI Code is in the process of being deprecated.

• BDBSKT - Bond Basket

• CAP - Cap

• CASH - Cash

• CLLR - Collar

• COLLBSKT - Collateral Basket

• COMBO - Multileg (Combo)

• EQBSKT - Equity Basket

• FLR - Floor

• FRA - Forward Rate Agreement

• FUT - Future

• FWD - Forward

• INDEX - General type for a contract based on an established index

• IRS - Interest Rate Swap

• LOFC - Letter Of Credit

• MF - Mutual Fund

• MLEG - Multi Leg (Combo)

• OOC - Options on Combo

• OOF - Options on Futures

• OOP - Options on Physical - use not recommended

• OPT - Option

• SEC - Security Collateral

Contract Period Code

MMY

MonthYear

Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).

Strike Price

StrkPx

Price

Used for derivatives, such as options and covered warrants.

Put Or Call

PutCall

int

Used to express option right.

• 0 - Put

• 1 - Call

Product Exchange

Exch

Exchange

The exchange where the Security is listed.

• CBT - Chicago Board of Trade

• CEE - Stock Exchange Group

• CME - Chicago Mercantile Exchange

• CMESC - 

• CMESW -

• COMEX - Commodities Exchange, Inc

• COMSW - 

• DME - Gulf Mercantile Exchange

• DUMX - Gulf Mercantile Exchange

• ERIS - Eris Exchange

• KCB - 

• NYMEX - New York Mercantile Exchange

• NYMSW - CME Swaps - NYMEX

• SX - SGX

• TRU - 

• XCBT -

• XCEC -

• XCME -

• XKBT -

• XNYM -

Price Quote Currency

PxQteCcy

Currency

The currency at which the Price is quoted.

→ CashSettlCurrency

Ccy

Currency

Required if NoCashSettlTerms(40022) > 0.

→ CashSettlQuoteCurrency

QteCcy

Currency

Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code.f

→ CashSettlValuationMethod

ValMeth

int

The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement.

• 0 - Market

• 1 - Highest

• 2 - Average market

• 3 - Average highest

• 4 - Blended market

• 5 - Blended highest

• 6 - Average blended market

• 7 - Average blended highest