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 |
| String | Identifies the allocation ID provided by the allocator. | Â | Â | Â | Â | Â |
Allocation Qty |
| Qty | Quantity to be allocated to specific sub-account. | Â | Â | Â | Â | Â |
Allocation Reference Risk Limit Check ID |
| String | Indicates the credit approval token for pre-approved trades reported on Swap Execution Facilities (SEFs). | Â | Â | Â | Â | Â |
Contra Amount |
| Qty | Used for the calculated quantity of the other side of the currency trade. | Â | Â | Â | Â | Â |
AllocRegulatoryTradeIDGrp (repeating) |
| Â | ||||||
→ Allocation Regulatory Trade ID |
| String | Regulatory trade identifier. The Universal Swap Identifier assicated with the allocated trade. | Â | Â | Â | Â | Â |
→ Allocation Regulatory Trade ID Source |
| String | Identifier of the reporting entity assigned by regulatory agency. | Â | Â | Â | Â | Â |
→ Allocation Regulatory Trade ID Event |
| 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. | Â | Â | Â | Â | 0 - Initial block trade |
→ Allocation Regulatory Trade ID Type |
| int | Type of Regulatory Trade ID being sent. | Â | Â | Â | Â | 0 - Current (the default) |
→ Allocation Regulatory Trade ID 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. | Â | Â | Â | Â | 1 - Clearing member |
NestedParties2 (repeating) |
| Â | ||||||
→ Target Party ID |
| String | It's the Party ID of the party taking up the allocation. | Â | Â | Â | Â | Â |
→ Target Party ID Source |
| char | It's the Party ID Source of the party taking up the allocation. | Â | Â | Â | Â | C - Generally accepted market participant identifier |
→ Target Party Role |
| int | It's the Party role of the party taking up the allocation. | Â | Â | Â | Â | 1 - Executing Firm |
→ NstdPtys2SubGrp (repeating) |
| Â | ||||||
→→ Target Party Qualifier |
| String | The qualifier of the Allocated to Party. | Â | Â | Â | Â | Â |
→→ Target Party Qualifier Type |
| int | The Type of Party Sub ID in the Target Party Sub Tag. | Â | Â | Â | Â | 1 - Firm |
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