CME ClearPort API - Allocation Instruction Ack Message - Outbound

Message ID

ID

String

Unique identifier for this Allocation Instruction Ack message.

P

Reference Message ID

RefAllocID

String

ID of the Allocation Instruction message being referenced.

P

Transaction Time

TxnTm

UTCTimestamp

Date/time when Allocation Instruction Ack is generated

P

Status

Stat

int

Denotes the status of the Allocation Instruction.

P

• 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 and Cancel are supported.

P

• 0 - New

• 2 - Cancel
  
  

Allocation Type

Typ

int

Specifies the purpose or type of the Allocation Instruction message being referenced.

P

17 - Give-up

Input Source

InptSrc

String

Indicates input source of original trade marked for allocation.

O

Additional Text

Txt

String

Can include explanation for rejection of an Allocation Instruction.

P

Venue Type

VenuTyp

char

Identifies the type of venue for the allocation.

P

• O - Off facility swap

• R - Registered Market (SEF)
  
  

StandardHeader

Hdr

→ Sender ID

SID

String

This attribute identifies the party or the Submitter of the message. This is set to CME.

P

→ Target ID

TID

String

This attribute identifies the receiver of the message. This must be set to CME.

P

→ Sender Qualifier

SSub

String

This attribute qualifies the Sender. The user ID assigned to the sender must be provided.

P

→ Target Qualifier

TSub

String

This qualifies the receiver of the message. For CME ClearPort Trade submission this must be set to CPAPI.

P

→ Instrument (repeating)

Instrmt

→ Security Type

SecTyp

String

Indicates type of instrument or security being traded or defined.

P

• FWD - Forward

• IRS - Interest Rate Swap
  
  

Parties (repeating)

Pty

→ Party ID

ID

String

Used to identify the Asset Manager holding account. For IRS, only account aliases are supported.

P

→ Party ID Source

Src

char

Used to identify the source of PartyID value.

P

• C - Generally accepted market participant identifier

• D - Proprietary / Custom code

• H - Clearing house participant/member code

• N - LEI

• P – PLID (Privacy Law Identifier)

• Q – NPID (Natural Person Identifier)

→ Party Role

R

int

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

P

• 4 - Clearing Firm

• 7 - Trading (Entering) Firm

• 24 - Customer Account
  
  

PtysSubGrp (repeating)

Sub

→→ Party Qualifier ID

ID

String

A Sub ID provides additional information about the Party.

O

→→ Party Qualifier Type

Typ

int

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

O

• 1 - Firm

• 3 - System

• 26 - Account type or Origin
  
  

AllocAckGrp (repeating)

AllocAck