• FIXML 5.0 API Enhancement - Previous Executing Firm

      • To
      • Clearing Member Firms; Back Office Managers; Service Providers
      • From
      • CME Clearing
      • #
      • 13-241
      • Notice Date
      • 24 May 2013
      • Effective Date
      • 04 June 2013
    • Please be advised that in response to customer requests, CME Clearing is adding a new tag to the FIXML 5.0 API. This enhancement is scheduled for deployment in the New Release environment on Wednesday June 4, 2013, and in Production on Monday June 17, 2013.
      The new tag will be identified as “Previous Executing Firm”, and it will be sent in Party Role 201: Pty/@R=”201” – Previous Executing Firm.
      Additionally, this tag will only be sent for re-allocations (sub-allocations), and only when the Executing Firm is also the Claiming Firm (Pty/ID = Pty/Alloc/ID), e.g. allocating to self.
      Please see the below example which describes how this tag is applied:
      Firm A Originally Executes a trade
      Firm A allocates to Firm A: tag not present
      Firm A allocates to Firm B: tag not present
      Firm B allocates to Firm B: AllocRpt/Pty[R=”201”]@ID=”Firm A”
      *Firm B allocates to Firm B (again): AllocRpt/Pty[R=”201”]@ID=”Firm A”
      Firm B allocates to Firm C: tag not present
      Firm C allocates to Firm C: AllocRpt/Pty[R=”201”]@ID=”Firm B”
      *Firm C allocates to Firm C (again): AllocRpt/Pty[R=”201”]@ID=”Firm B”
      *Note: This tag will be present for all subsequent self re-allocations
      Following is a message sample containing the new tag:
      <?xml version="1.0" encoding="UTF-8"?><FIXML v="5.0 SP2" xv="109" cv="CME.0001"><AllocRpt ClrDt="2013-05-16" TxnTm="2013-05-16T11:16:36-05:00" InptDev="UI" InptSrc="GBX" TrdTyp="0" RptTyp="16" AvgPx="99.7" RptID="13E998FCF9C0001C4F376111636875" MLegRptTyp="1" LastUpdateTm="2013-05-16T11:16:36.875-05:00" Side="1" Stat="6" TransTyp="0" Qty="15" TrdDt="2013-05-16" SesSub="E" SesID="RTH" MtchID="13E998FCF9C0001C4F36E" PostTrdTyp="0" ExecOrClaimInd="1"><Hdr Snt="2013-05-16T11:16:36-05:00" SID="CME" TID="010" SSub="CME" TSub="CME"/><OrdAlloc ClOrdID="20130516PTS0K5P"/><Instrmt Sym="GEU3" ID="ED" CFI="FFDCSO" SecTyp="FUT" MMY="20130900" MatDt="2013-09-16" Mult="2500" Exch="CME" PxQteCcy="USD"/><Pty ID="CME" R="22"/><Pty ID="010" R="1"/><Pty ID="99A" R="12"/><Pty ID="VINAY1" R="44"/><Pty ID="CME" R="21"/><Pty ID="998" R="201"/><Alloc IndAllocID2="100018" CustCpcty="4" Qty="15" TrdID2="13E998FCF9C0001C4F376"><Pty ID="CME" R="21"/><Pty ID="010" R="38"><Sub ID="1" Typ="26"/></Pty><Pty ID="010" R="4"/><Pty ID="CME" R="22"/><Pty ID="010" R="1"/><Pty ID="CUSTACCT3" R="24"><Sub ID="1" Typ="26"/></Pty></Alloc></AllocRpt></FIXML>
      For questions or further information please contact CME Clearing Services (CCS) at 312-207-2525 or ccs@cmegroup.com.

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