Allocation Management FIXML API - AllocationInstructionAck - Allocate Claim

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.

→ 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

→→ 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