/AllocInstrctn
| Name | Abbr | Datatype | Description | Enumerations |
|---|---|---|---|---|
|
Message ID |
ID
|
String | Unique identifier for this Allocation Instruction message. |
|
|
Transaction Type |
TransTyp
|
char | Used to express New, Cancel, or Replace. Only New is supported. |
0 - New 1 - Replace 2 - Cancel |
|
Allocation Type |
Typ
|
int | Specifies the purpose or type of the Allocation Instruction message. |
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 |
|
Group ID |
GrpID
|
String | CCP assigned ID for grouping trades for allocation. |
|
|
Buy Sell Code |
Side
|
char | Side of the allocation. |
1 - Buy 2 - Sell 7 - Undisclosed |
|
Quantity |
Qty
|
Qty | Total quantity of the cleared bunched order trade. |
|
|
Trading Session Sub ID |
SesSub
|
String | Optional market assigned sub identifier for a trading phase within a trading session. |
E - Electronic P - Pit X - X-Pit |
|
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. |
|
|
Average Pricing Indicator |
AvgPxInd
|
int | Specifies if an allocation is being directed into an average price group. This is used for sub-allocation. |
0 - No Average Pricing 1 - Trade is part of an average price group identified by the AvgPxGrpID |
|
Average Price Group ID |
AvgPxGrpID
|
String | Firm designated group identifier for the average price group. This is used for sub-allocation, and is required for sub-allocation to an average price group. |
|
|
Executing or Claiming Indicator |
ExecOrClaimInd
|
int | Differentiates between messages sent by the Executing Firm vs. the Claiming Firm. Required on all inbound messages. |
0 - Executing Firm 1 - Claiming Firm |
|
Customer Type Indicator |
CustCpcty
|
int | Indicates CTI of original trade marked for allocation. |
1 - Member trading for their own account 2 - Clearing Firm trading for its proprietary account 3 - Member trading for another member 4 - All other |
|
Post Trade Type |
PostTrdTyp
|
int | Defines the post trade type, e.g. give up, average price, cross exchange give up, etc. Required on inbound messages. |
0 - Give up 1 - Average price 2 - Cross Exchange Give up |
|
Multi Leg Reporting Type |
MLegRptTyp
|
char | Indicates MultiLegReportType of original trade marked for allocation. |
1 - Single security (default if not specified) 2 - Individual leg of a multi-leg security 3 - Multi-leg security |
| StandardHeader |
Hdr
|
|||
| OrdAllocGrp (repeating) |
OrdAlloc
|
|||
|
→
Client Order ID |
ClOrdID
|
String | Client Order ID of the trade being added to or removed from the group. |
|
| ExecAllocGrp (repeating) |
AllExc
|
|||
| Instrument |
Instrmt
|
|||
| Parties (repeating) |
Pty
|
|||
|
→
Party ID |
ID
|
String | Used to identify the Party. Currently, indicates the Asset Manager holding account alias. |
|
|
→
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 21 - Clearing Organization 22 - Exchange 24 - Customer Account 28 - Custodian 38 - Position account 52 - Large Trader Reportable Account 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 |
| → PtysSubGrp (repeating) |
Sub
|
|||
|
→→
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. |
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 |
| AllocGrp (repeating) |
Alloc
|
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| StandardTrailer |
StandardTrailer
|
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