CME ClearPort API - Trade Capture Report Message - TrdAllocGrp - Inbound

/TrdCaptRpt/RptSide/Alloc (repeating)

Field Name

FIXML Attribute Name

Data Type

Description

Required for Transaction Type

Required for Security Type

Required for Asset Class

Required for Outright or Spread

Supported Values

Allocator Assigned Allocation ID

IndAllocID

String

Identifies the allocation ID provided by the allocator.
Optional:
Can be used by submitter to reference each allocation if allocating a side to more than one account.

 

 

 

 

 

Allocation Qty

Qty

Qty

Quantity to be allocated to specific sub-account.
Conditionally Required:
Must be used if allocating a side to more than one account.

 

 

 

 

 

Allocation Reference Risk Limit Check ID

RefRiskLmtChkID

String

Indicates the credit approval token for pre-approved trades reported on Swap Execution Facilities (SEFs).

 

 

 

 

 

Contra Amount

CalcCcyLastQty

Qty

Used for the calculated quantity of the other side of the currency trade.

 

 

 

 

 

AllocRegulatoryTradeIDGrp (repeating)

RegTrdID

 

→ Allocation Regulatory Trade ID

ID

String

Regulatory trade identifier. The Universal Swap Identifier assicated with the allocated trade.

 

 

 

 

 

→ Allocation Regulatory Trade ID Source

Src

String

Identifier of the reporting entity assigned by regulatory agency.

 

 

 

 

 

→ Allocation Regulatory Trade ID Event

Evnt

int

Event causing the origination of the identifier. For combinations of events, use the higher enumeration value. E.g. for Allocation plus Clearing use the value 2.

 

 

 

 

0 - Initial block trade

1 - Allocation (or determination that the block trade will not be further allocated)

2 - Clearing


→ Allocation Regulatory Trade ID Type

Typ

int

Type of Regulatory Trade ID being sent.

 

 

 

 

0 - Current (the default)

1 - Previous (e.g. when reporting a cleared trade or novation of a previous trade)

2 - Block (e.g. when reporting an allocated subtrade)


→ Allocation Regulatory Trade ID Scope

Scope

int

Included when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Omit if scope does not apply to this instance.

 

 

 

 

1 - Clearing member

2 - Client


NestedParties2 (repeating)

Pty

 

→ Target Party ID

ID

String

It's the Party ID of the party taking up the allocation.
Conditionally Required:
Must be used if allocating a side to more than one account.

 

 

 

 

 

→ Target Party ID Source

Src

char

It's the Party ID Source of the party taking up the allocation.
Conditionally Required:
Must be used if allocating a side to more than one account with Account Alias (R=24).

 

 

 

 

C - Generally accepted market participant identifier

D - Proprietary / Custom code

H - Clearing house participant/member code

N - LEI


→ Target Party Role

R

int

It's the Party role of the party taking up the allocation.
Conditionally Required:
Must be used if allocating a side to more than one account.

 

 

 

 

1 - Executing Firm

7 - Trading (Entering) Firm

17 - Contra Firm

24 - Customer Account

30 - Inter Dealer Broker

36 - Entering trader

37 - Contra trader

49 - Asset Manager

62 - Report originator


→ NstdPtys2SubGrp (repeating)

Sub

 

→→ Target Party Qualifier

ID

String

The qualifier of the Allocated to Party.
Where Sub/@Typ = 26
1 = Customer
2 = House
Conditionally Required:
Needed when allocating a side to more than one account using Account Alias (R=24). Used to indicate whose alias is being used.

 

 

 

 

 

→→ Target Party Qualifier Type

Typ

int

The Type of Party Sub ID in the Target Party Sub Tag.
Conditionally Required:
Needed when allocating a side to more than one account using Account Alias (R=24). Used to indicate whose alias is being used.

 

 

 

 

1 - Firm

3 - System

49 - Reporting entity indicator




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