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Used to replay Party Details Definition information such as clearing instructions, order source, self match parameters, etc. for a particular Firm ID.

35=CG

Tag

Field Name

Binary Type

Binary Length

Required

Value

Description

9726SeqNumuInt324Y
Sequence number assigned to this message.
39001UUIDuInt648Y
Matches Establish.UUID used to establish the connection.
1731AvgPxGroupIDString2020N

Used by submitting firm to group trades being allocated into an average price group.

The trades in average price group will be used to calculate an average price for the group.

1505PartyDetailsListReqIDuInt648Y

The unique identifier of the Party Details Definition Request Acknowledgment associated with this message; this is the value submitted on the inbound message.

For pre-registered messages:

  • Unique ID from Party Details Definition Request Acknowledgment message
  • PartyDetailsListRequestID≠0.

For on-demand messages:

  • If not registered beforehand through iLink then Party Details Definition Request Ack message will be sent along with the business message and will immediately precede it
  • PartyDetailsListRequestID=0.
1510PartyDetailsListReportIDuInt648Y
Refers to the unique identifier of the Party Details List Request (35=CF) message used to request this Party Details List Report.
5297SendingTimeEpochuInt648Y
Time when the message is sent. 64-bit integer expressing the number of nano seconds since midnight January 1, 1970.
2362SelfMatchPreventionIDuInt64NULL8N
Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same tag 2362-SelfMatchPreventionID and submitted by the same firm.
1512TotNumPartiesuInt162Y
Indicates total number of Party Details List Reports being returned in response to Party Details List Request.
1511RequestResultReqResult1Y

0=Valid Request

2=No Data Found That Matched Selection Criteria

3=Not Authorized to Retrieve Data

4=Data Temporarily Unavailable

Status of party details list request.
893LastFragmentBooleanFlag1Y

0=False

1=True

Indicates whether this message is the last Party Details List Report in response to Party Details List Request.
582CustOrderCapacityCustOrderCapacity1N

1=Member trading for their own account

2=Clearing firm trading for its proprietary account

3=Member trading for another member

4=All other

Capacity of customer placing the order.

Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).

1816ClearingAccountTypeClearingAcctType1N

0=Customer

1=Firm

Designates the account type to be used for the order when submitted to clearing.
8000SelfMatchPreventionInstructionSMPI1N

N=Cancel Newest

O=Cancel Oldest

Used to act upon the outcome when a self-match is detected and an order is prevented from trading against another order with the same SelfMatchPreventionID (tag 2362).

N=Cancel newest signifies that incoming order is cancelled

O=Cancel Oldest signifies that the resting order is cancelled

Absence of this field (with Tag 2362) is interpreted as cancel oldest.

819AvgPxIndicatorAvgPxInd1N

0=No average pricing

1=Trade is part of an average price group identified by the AvgPxGroupID(1731)

3=Trade is part of a notional value average price group

A notional value average price (NVAP) group is effectively closed and available for allocation as long as the NVAP of the group is non-zero

Average pricing indicator.
1598ClearingTradePriceTypeSLEDS1N

0=Trade clearing at execution price

1=Trade clearing at alternate clearing price

Indicates to recipient whether trade is clearing at execution prices tag 31-LastPx or alternate clearing price (prior day settlement price).
9708CmtaGiveUpCDCmtaGiveUpCD1N

G=GiveUp

S=SGX Offset

Indicates if the order is a give-up or SGX offset
1031CustOrderHandlingInstCustOrdHandlInst1N
  • C = FCM-provided screen
  • D = Other provided screen
  • G = FCM API or FIX
  • H = Algo Engine
  • W = Desk – Electronic
  • Y = Client – Electronic 

Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.

Defines source of the order.

5290ExecutoruInt64NULL8N

Will be populated with the MIFID short code for the person or algo identified in FIX tag 5392 which will be mapped to National ID or Algo at reporting time.

Applicable for EU fixed income markets only.

36023IDMShortCodeuInt64NULL8N

Represents the MIFID Short Code of the Investment Decision Maker Short Code.

Applicable for EU fixed income markets only.

9765PossRetransFlagBooleanFlag1Y
  • 0=False
  • 1=True

Flags message as possible retransmission.

This will convey whether a message is an original transmission or duplicate in response to Retransmission Request.

Used when original messages are interleaved with Retransmission responses.

9553SplitMsgSplitMsg1N
  • 0=Split Msg Delayed
  • 1=Out of Order Msg Delayed
  • 2=Complete Msg Delayed

Indicates if a message was delayed as a result of:

  • being split among multiple packets (0)
  • TCP re-transmission (1)
  • due to a previously submitted split or out of order message (2).

If absent, the message was not delayed and was neither split nor received out of order.

1671NoPartyDetailsgroupSize3N

minValue=1

maxValue=5

Number of party details.

More than one occurrence of the same party role will be rejected.

→1691PartyDetailIDString20Req20Y
The identification of the party. Required when NoPartyDetails (tag 1671) > 0
→1692PartyDetailIDSourcePartyIDSource0YAlways “C” – Generally accepted market participant identifier

Used to identify source of PartyDetailID value. Required when NoPartyDetails (tag 1671) > 0

Constant value.

→1693PartyDetailRolePartyDetailRole2Y
  • PartyRole=96 (take up firm)
  • PartyRole=1000 (take up account)
  • PartyRole=1 (executing firm)
  • PartyRole=118 (operator) - identifies party responsible for the order; populated with an Operator ID of party that submitted the order or the Sender ID identified in FIX tag 5392
  • PartyRole=24 (customer account)

Identifies the type of PartyDetailID. Required when NoPartyDetails (tag 1671) > 0.

PartyDetailRole=24 is required for futures and options markets.

PartyDetailRole=1 is required for futures, options and fixed income markets.

PartyDetailRole=118 represents investment decision maker and is applicable for futures, options and EU fixed income markets.

PartyDetailRole=96 and 1000 are applicable only for futures and options markets.

2668

NoTrdRegPublications

groupSize

3

N


Number of regulatory publication rules in repeating group for MIFID reporting

Used to indicate that an ESCB customer can exempt from disclosure any activity that is related to central banking activity

Should always be '1' if used otherwise set to '0'

→2669

TrdRegPublicationType

uInt8

1

Y

2=Exempt from Publication

Specifies the type of regulatory trade publication

Additional reasons for the publication type will be specified in tag 2670-TrdRegPublicationReason

Represents allowable exemptions for the post-trade publication of trade transactions

Should always be "2"

→2670

TrdRegPublicationReason

uInt8

1

Y

12=Exempted due to European System of Central Banks (ESCB) policy transaction

Additional reason for trade publication type specified in tag 2669-TrdRegPublicationType (2669)

Reasons may be specific to regulatory trade publication rules

Should always be "12"

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