• FIXML Change Coming on November 3, 2008

      • To
      • Clearing Member Firms; Back Office Managers; Service Providers
      • From
      • CME Clearing
      • #
      • 08-276
      • Notice Date
      • 14 October 2008
      • Effective Date
      • 14 October 2008
    • Currently, for Giveup and Average Price FIXML confirm (AllocInstrctnAlert & AllocRpt) the individual leg of Sled Leg Level messages contain value of “3”. With this change, the above tags will contain a value of “2”. This change is in compliance with FIXML standards.
       
      This enhancement will be available for testing in New Release after the maintenance window on Wednesday, October 15, 2008, and in Production for the trade date of Monday, November 3, 2008. Below are the details:
       
      Sled Leg Level Confirms for ACS and APS:
       
      Below is a current sample of a FIXML message for a Sled Leg Level before this change is in place, please note the MLegRptTyp=”3”
       
      <?xml version="1.0" encoding="UTF-8"?><FIXML><AllocInstrctnAlert ID="100001" ID2="100001" SesID="RTH" SesSub="E" AvgPx="97.86" TrdDt="2008-10-07" BizDt="2008-10-07" TrdTyp="0" Stat="6" MLegRptTyp="3" MsgEvtSrc="CMESys" TxnTm="2008-10-07T08:04:13-05:00" InptDev="API" InptSrc="GUS" TransTyp="0" Typ="13" Qty="10" Side="1"><Hdr Snt="2008-10-07T08:04:13-05:00" SID="CME" TID="123" SSub="CME" TSub="CME"/><OrdAlloc ClOrdID="ORDER"/><Instrmt ID="ED" CFI="FFDCSO" SecTyp="MLEG" SubTyp="CAL" MMY="200903" Exch="CME"/><Pty ID="CME" R="21"/><Pty ID="CME" R="22"/><Pty ID="123" R="1"/><Pty ID="ABCDE" R="24"><Sub ID="1" Typ="26"/></Pty><Pty ID="1B3L" R="12"/><Pty ID="ABCDEFG" R="44"/></AllocInstrctnAlert></FIXML>
       
       
      On November 3, 2008:
       
      <?xml version="1.0" encoding="UTF-8"?><FIXML><AllocInstrctnAlert ID="100001" ID2="100001" SesID="RTH" SesSub="E" AvgPx="97.86" TrdDt="2008-10-07" BizDt="2008-10-07" TrdTyp="0" Stat="6" MLegRptTyp="2" MsgEvtSrc="CMESys" TxnTm="2008-10-07T08:04:13-05:00" InptDev="API" InptSrc="GUS" TransTyp="0" Typ="13" Qty="10" Side="1"><Hdr Snt="2008-10-07T08:04:13-05:00" SID="CME" TID="123" SSub="CME" TSub="CME"/><OrdAlloc ClOrdID="ORDER"/><Instrmt ID="ED" CFI="FFDCSO" SecTyp="MLEG" SubTyp="CAL" MMY="200903" Exch="CME"/><Pty ID="CME" R="21"/><Pty ID="CME" R="22"/><Pty ID="123" R="1"/><Pty ID="ABCDE" R="24"><Sub ID="1" Typ="26"/></Pty><Pty ID="1B3L" R="12"/><Pty ID="ABCDEFG" R="44"/></AllocInstrctnAlert></FIXML>
       
      For more information, please contact CME Clearing at 312-207-2525.

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