Fixml Allocate And Claim API Spec Users Guide V 1
User Manual:
Open the PDF directly: View PDF
Page Count: 113 [warning: Documents this large are best viewed by clicking the View PDF Link!]
- 1 INTRODUCTION
- 1.1 Background
- 1.2 Purpose and Scope
- 1.3 Prerequisites
- 1.4 References
- 2 Allocate and Claim Basics
- 3 Basic and Average Price Message Model
- 4 ACS Message Model
- 5 Message Function Overview
- 6 Components of APS and ACS FIXML Messages
- 6.1 Key Elements and Attributes
- 6.1.1 Allocation Transaction Type (TransTyp)
- 6.1.2 Allocation Type or Allocation Report Type (Typ and RptTyp)
- 6.1.3 Allocation Status (Stat)
- 6.1.4 ID/ID2 Usage
- 6.1.5 Individual Allocation ID(s) Usage
- 6.1.6 Average Price (AvgPx)
- 6.1.7 Rounded Price (RndPx- For APS Only)
- 6.1.8 Message Event Source (MsgEvtSrc)
- 6.1.9 Sender ID (SID)
- 6.1.10 Amount Block (For APS Only)
- 6.1.11 Parties Block
- 6.1.12 CFI Code – Classification of Financial Instruments
- 6.1 Key Elements and Attributes
- 7 Detailed Message Samples
- 7.1 Designating Trades for APS or ACS Allocation
- 7.2 Clearing System acknowledges the Trade
- 7.3 Group Level Messages
- 7.4 Group handling messages (Complete, Incomplete & Cancel)
- 7.5 Allocation Instructions
- 7.6 Allocation Confirms and Alerts
- 7.7 Accepting and Rejecting Allocations
- 7.8 Update Allocations
- 7.9 Reversing Allocations
- 7.10 Sub Allocations/ Third Party Allocations by Carry Firm
- 7.11 Transfers done thru Clearing UI
- 8 Required Fields
- 9 Appendix