CME ClearPort API - Bunched Order Allocation Block Submission - Block Not Found Negative Ack
IRS - Negative AllocInstrctnAck - One Allocation Rejected
For IRS, the message looks the same expect the Instrmt would be <Instrmt SecTyp="IRS"/>
IRS - Negative Ack - Block Not Found
<?xml version="1.0" encoding="UTF-8"?>
<FIXML v="5.0 SP2" xv="109" cv="CME.0001">
 <!-- Entire Allocation Rejected -->
 <AllocInstrctnAck ID="BE8EB0002C30E1062810571" RefAllocID="MessageID123" TrdDt="2014-02-26" Stat="5" TransTyp="0" Typ="17" RiskChkStat="13" RefRiskLmtChkID="5678" Txt="Block trade not found">
  <Hdr Snt="2014-02-26T06:28:10-06:00" SID="CME" TID="Target" SSub="CPAPI"/>
  <Instrmt SecTyp="IRS"/>
  <Pty ID="ACCT_ALIAS_AM" R="24" Src="D"/>
  <AllocAck Qty="20000000" IndAllocID="1234585605" RiskChkStat="13" RefRiskLmtChkID="5678">
   <RegTrdID ID="123456" Typ="0" Src="Namespace" Evnt="1"/>
   <Pty ID="ACCT_ALIAS_FUND1" R="24" Src="D"/>
  </AllocAck>
  <AllocAck Qty="30000000" IndAllocID="1234585606" RiskChkStat="13" RefRiskLmtChkID="5678">
   <RegTrdID ID="123456" Typ="0" Src="Namespace" Evnt="1"/>
   <Pty ID="ACCT_ALIAS_FUND2" R="24" Src="D"/>
  </AllocAck>
 </AllocInstrctnAck>
</FIXML>
How was your Client Systems Wiki Experience? Submit Feedback
Copyright © 2024 CME Group Inc. All rights reserved.