CME ClearPort API - Allocation Instruction Message - Inbound

Message ID

ID

String

Unique identifier for this Allocation Instruction message.

R

Transaction Type

TransTyp

char

Used to express New, Cancel, or Replace. Only New and Cancel are supported.

R

0 - New

2 - Cancel

Allocation Type

Typ

int

Specifies the purpose or type of the Allocation Instruction message.

R

17 - Give-up

Quantity

Qty

Qty

Total quantity of the cleared bunched order trade.

R

Venue Type

VenuTyp

char

Identifies the type of venue for the allocation.

R

O - Off facility swap

R - Registered Market (SEF)

Transaction Time

TxnTm

UTCTimestamp

Date/time when allocation is created.

R

Input Source

InptSrc

String

Indicates the input source of the allocation.

O

Risk Limit Check Status

RiskChkStat

int

Credit Pre-Approval Flag. Indicates the status of the risk limit check performed on the allocaton or the cleared bunched trade.

O

13 - Accepted by execution venue

Reference Risk Limit Check ID

RefRiskLmtChkID

String

A credit approval token can be assigned to allocations. This applies to all allocations listed in this message.

O

→ Sender ID

SID

String

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

R

→ Target ID

TID

String

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

R

→ Sender Qualifier

SSub

String

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

R

→ Target Qualifier

TSub

String

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

O

→ Client Order ID

ClOrdID

String

If provided, this field will be used on all offset Trade Capture Reports in the ClOrdID2 field. If this is not provided, then the original client order ID assigned for the original bunched order will be used on all offset Trade Capture Reports in the ClOrdID2 field.

O

→ Secondary Client Order ID

ClOrdID2

String

This is the ID assigned by the client for the bunched trade side. It appears on the Trade Capture Report of the bunched trade in ClOrdID.

O

→ Secondary Execution ID

ExecID2

String

Platform assigned ExecID2 for the original bunched order. This is one of the identifiers that can be specified to locate the bunched order.

C

→ Execution ID

ExecID

String

ClearPort assigned ExecID for the original bunched order. Not applicable for IRS. This is one of the identifiers that can be specified to locate the bunched order.

C

→ Trade ID

TrdID

String

Trade ID assigned by CME Clearing for the cleared bunched trade side. This is one of the identifiers that can be specified to locate the bunched order. Note: This field will only be supported for IRS allocation submission.

C

→ Security Type

SecTyp

String

Indicates type of instrument or security being traded or defined.

R

FWD - Forward

IRS - Interest Rate Swap

→ Party ID

ID

String

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

R

→ Party ID Source

Src

char

Used to identify the source of PartyID value.

R

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.

R

4 - Clearing Firm

7 - Trading (Entering) Firm

24 - Customer Account

→→ 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

→ Regulatory Trade ID

ID

String

Regulatory Trade ID. Will be used to communicate the Unique Transaction Identifier associated with a trade execution as required by the CFTC. This can be used to communicate the bilateral (alpha) and/or cleared Unique Transaction Identifier (UTI) for the block (original bunched trade). The bilateral and cleared UTIs of the block are two of the identifiers that can be specified to locate the bunched order. If a bilateral UTI is not specified, CME Clearing will assign one.

C

→ Regulatory Trade ID Source

Src

String

With the conversion to UTI, this tag will be empty.

C

→ Regulatory Trade ID Event

Evnt

int

Event causing origination of the ID.

C

0 - Initial block trade

2 - Clearing

→ Regulatory Trade ID Type

Typ

int

The type of Regulatory Trade ID being sent.

C

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)