Allocation Management FIXML API - AllocationInstruction - Allocate Claim
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/AllocInstrctn
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Name | Abbr | Datatype | Description | Enumerations |
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Message ID |
| String | Unique identifier for this Allocation Instruction message. | Â |
Transaction Type |
| char | Used to express New, Cancel, or Replace. Only New is supported. |
0 - New |
Allocation Type |
| int | Specifies the purpose or type of the Allocation Instruction message. |
13 - Complete Group |
Group ID |
| String | CCP assigned ID for grouping trades for allocation. | Â |
Buy Sell Code |
| char | Side of the allocation. |
1 - Buy |
Quantity |
| Qty | Total quantity of the cleared bunched order trade. | Â |
Trading Session Sub ID |
| String | Optional market assigned sub identifier for a trading phase within a trading session. |
E - Electronic |
Trade Date |
| 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. | Â |
Average Pricing Indicator |
| int | Specifies if an allocation is being directed into an average price group. This is used for sub-allocation. |
0 - No Average Pricing |
Average Price Group ID |
| String | Firm designated group identifier for the average price group. This is used for sub-allocation, and is required for sub-allocation to an average price group. | Â |
Executing or Claiming Indicator |
| int | Differentiates between messages sent by the Executing Firm vs. the Claiming Firm. Required on all inbound messages. |
0 - Executing Firm |
Customer Type Indicator |
| int | Indicates CTI of original trade marked for allocation. |
1 - Member trading for their own account |
Post Trade Type |
| int | Defines the post trade type, e.g. give up, average price, cross exchange give up, etc. Required on inbound messages. |
0 - Give up |
Multi Leg Reporting Type |
| char | Indicates MultiLegReportType of original trade marked for allocation. |
1 - Single security (default if not specified) |
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OrdAllocGrp (repeating) |
| Â | ||
→
Client Order ID |
| String | Client Order ID of the trade being added to or removed from the group. | Â |
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Parties (repeating) |
| Â | ||
→
Party ID |
| String | Used to identify the Party. Currently, indicates the Asset Manager holding account alias. | Â |
→
Party Role |
| int | Indicates the type of Party or the role of the party in the Party Block. |
1 - Executing Firm |
→ PtysSubGrp (repeating) |
| Â | ||
→→
Party Qualifier ID |
| String | A Sub ID provides additional information about the Party. | Â |
→→
Party Qualifier Type |
| int | The Type of Party Sub ID in the Party Sub Tag. |
3 - System |
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StandardTrailer |
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