/TrdCaptRptAck/RptSide/Alloc (repeating)
Field Name FIXML Attribute Name Data Type Description Present for Security Type Present for Asset Class Present for Outright or Spread Supported Values Allocator Assigned Allocation ID
IndAllocID
String Identifies the allocation ID provided by the allocator. Allocation Qty
Qty
Qty Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) CCP Assigned Allocation ID
IndAllocID2
String Provides support for an intermediary assigned allocation ID Allocation Reference Risk Limit Check ID
RefRiskLmtChkID
String Indicates the credit approval token for pre-approved trades reported on Swap Execution Facilities (SEFs). 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 The Party ID of the party taking up the allocation. → Target Party ID Source
Src
char Needed when submitting 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 The Party role of the party taking up the allocation. 1 - Executing Firm
7 - Trading (Entering) Firm
17 - Contra Firm
24 - Customer Account
30 - Inter Dealer Broker
36 - Entering trader
37 - Contra trader
44 - Order Entry Operator ID
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 →→ Target Party Qualifier Type
Typ
int Type of Nested2PartySubID (760) value. Second instance of <NestedParties>.
Same values as PartySubIDType (803) 1 - Firm
3 - System
5 - Full legal name of firm
9 - Contact name
26 - Account type or Origin
49 - Reporting entity indicator TradeAllocAmtGrp (repeating)
Amt
→ Allocation Amount Type
Typ
String The type of amount being associated with the allocation. CRES - Cash Residual Amount
ICPN - Initial Trade Coupon Amount
IPMT - Upfront Payment
TVAR - Trade Variation Amount→ Allocation Amount
Amt
float The amount associated with the amount type.
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