Omgeo CTM: FIX 4.4 Interface Message

CTM™
FIX 4.4 INTERFACE MESSAGE SPECIFICATION: INVESTMENT MANAGERS
(LEGACY)
February 26, 2018
Copyright © 2018 The Depository Trust & Clearing Corporation ("DTCC"). All rights reserved.
This work (including, without limitation, all text, images, logos, compilation and design) is proprietary and protected by copyright, and is
for the exclusive use of users authorized by DTCC. If this work is received from DTCC in any electronic medium, authorized users of this
work are granted a limited, non-exclusive, non-transferable, non-sublicensable and freely revocable license to make reproductions and
transmissions necessary for downloading and storage of this work on the users' computers and to print one or more paper copies from
the electronic version for their own use. Other than to this limited extent, no part of this work (including any paper copies thereof or print
versions thereof) may be printed, copied, altered, modified, posted, reproduced, displayed, published, sold, licensed, used or distributed
(including by transmission) in any form or by any means, or stored in any information storage and retrieval system, without DTCC's prior
written permission.
“DTCC” is the brand name under which certain affiliates of The Depository Trust & Clearing Corporation provide services in particular
geographic areas. The Depository Trust & Clearing Corporation does not provide services to clients. Each of The Depository Trust &
Clearing Corporation’s affiliates is a legally separate and independent entity, and each is subject to the laws and regulations of the
particular country in which it operates. Please see www.dtcc.com for more information on the legal structure of The Depository Trust &
Clearing Corporation and its related entities.
All product or service names are the property of their respective owners.
Publication Date: February 26, 2018
Publication Code: CT731
Service: CTM
Title: FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
CONTENTS
PREFACE ................................................................................................................................................................................6
Audience ............................................................................................................................................................................................6
Change in This Version of the Document...........................................................................................................................................6
Related Documents and Training.......................................................................................................................................................6
Questions?.........................................................................................................................................................................................6
1. OVERVIEW ..............................................................................................................................................................................................8
Introduction ........................................................................................................................................................................................8
What is the FIX Interface to CTM?.....................................................................................................................................................8
Supported FIX Version.......................................................................................................................................................................8
Terms .................................................................................................................................................................................................9
Required Setup by Clients .................................................................................................................................................................9
System Flow ....................................................................................................................................................................................10
Status Types ....................................................................................................................................................................................11
Match Status Values .....................................................................................................................................................................11
Disqualified Component................................................................................................................................................................12
Complete and Not Complete Status Values..................................................................................................................................13
Match Agreed Status Values.........................................................................................................................................................13
Exceptions and Timers .................................................................................................................................................................13
When CTM Starts Timers ....................................................................................................................................................... 13
Tracking Multiple Timers......................................................................................................................................................... 14
Statuses And Timers............................................................................................................................................................... 14
Session-Level Login.........................................................................................................................................................................14
Validation..........................................................................................................................................................................................15
Base FIX Validations.....................................................................................................................................................................15
FIX/CTM Minimal Validation..........................................................................................................................................................15
CTM Synchronous Validation........................................................................................................................................................15
Precision Validation in Money Fields ............................................................................................................................................15
2. MESSAGE FLOWS .................................................................................................................................................................................17
Introduction ......................................................................................................................................................................................17
Overview ..........................................................................................................................................................................................17
Omni Allocations Entering CTM .......................................................................................................................................................20
Allocation Instruction to Cancel a Trade Side ..................................................................................................................................21
Allocation Instruction to Cancel Individual TradeDetails ..................................................................................................................22
Match Status Changes for a TradeLevel..........................................................................................................................................23
Match Status Changes for a TradeDetail .........................................................................................................................................23
Match Agreed Status Changes for a Trade Side..............................................................................................................................24
Error Handling..................................................................................................................................................................................24
Minimal Validation Error ................................................................................................................................................................24
Base Validation Error ....................................................................................................................................................................25
CTM Connection Error..................................................................................................................................................................25
Invalid Username or Password Error............................................................................................................................................25
Authentication Upon Connection Error .........................................................................................................................................25
Missing Required Field Error ........................................................................................................................................................26
Invalid Cancel Error ......................................................................................................................................................................26
3. BEFORE YOU GET STARTED .................................................................................................................................................................28
Introduction ......................................................................................................................................................................................28
Supported Business Messages .......................................................................................................................................................28
Allowed Fields ................................................................................................................................................................................. 28
FIX Format Datatype and Syntax Notations................................................................................................................................. 29
Characters Used in Format Symbols ........................................................................................................................................... 30
Value Type Conversions .............................................................................................................................................................. 31
Level 1 Pairing and Level 2 Matching ............................................................................................................................................. 31
Level 1 Pairing Fields—Mapping Between CTM and FIX ............................................................................................................ 31
Level 2 Matching Fields—Mapping Between CTM and FIX......................................................................................................... 32
L2 Matching Fields in FIX ....................................................................................................................................................... 32
TradeLevel L2 Matching Fields ............................................................................................................................................ 33
TradeDetail L2 Matching Fields ........................................................................................................................................... 33
Setting up Hidden Fields ................................................................................................................................................................. 33
Message Directions and Field Rules............................................................................................................................................... 34
Allowed Fields .............................................................................................................................................................................. 34
Importance of Field Order ............................................................................................................................................................ 34
Username and Password Requirements ..................................................................................................................................... 34
Key Fields in the Logon Message ................................................................................................................................................ 35
AllocID and IndividualAllocID Uniqueness ................................................................................................................................... 35
Session Messages .......................................................................................................................................................................... 35
Connecting to the CTM FIX Interface........................................................................................................................................... 35
Connection Parameters ............................................................................................................................................................... 35
Heartbeat ..................................................................................................................................................................................... 36
Logon ........................................................................................................................................................................................... 36
Logout .......................................................................................................................................................................................... 36
Resend Request .......................................................................................................................................................................... 37
Test Request ................................................................................................................................................................................ 37
4. DEBT AND EQUITY MESSAGES .............................................................................................................................................................. 38
Introduction...................................................................................................................................................................................... 38
About the Messages........................................................................................................................................................................ 38
DTCC User-Defined Fields .......................................................................................................................................................... 38
CTM XML to FIX Interface Message Mappings ........................................................................................................................... 38
Field Tables Key........................................................................................................................................................................... 39
Settlement Instruction Groups...................................................................................................................................................... 66
Settlement Instruction Group Examples....................................................................................................................................... 70
Example 1: NoSettlPartyIDs (781) and NoSettlPartySubIDs (801) Data Both Populated ...................................................... 70
Example 2: NoSettlPartySubIDs (801) Data Only Populated ................................................................................................. 70
Example 3: NoSettlPartyIDs (781) Data Only......................................................................................................................... 71
Valid Values.................................................................................................................................................................................. 71
SettlPartyIDSource (783)........................................................................................................................................................ 71
SettlPartyRole (784) ............................................................................................................................................................... 71
SettlPartySubIDType (786) ..................................................................................................................................................... 72
5. EXAMPLES ........................................................................................................................................................................................... 95
Introduction...................................................................................................................................................................................... 95
Allocation Instruction With AllocTransType=0 ................................................................................................................................. 95
Example ....................................................................................................................................................................................... 96
Equity Block With Two Allocations Example ................................................................................................................................ 97
Fixed Income Block Example....................................................................................................................................................... 98
Fixed Income Block With Two Allocations Example..................................................................................................................... 99
P Message Received AllocStatus=3 ............................................................................................................................................. 100
Example ..................................................................................................................................................................................... 101
P Message Accepted AllocStatus=3.............................................................................................................................................. 101
Example ..................................................................................................................................................................................... 102
P Message Rejected AllocStatus=3 .............................................................................................................................................. 102
Example ..................................................................................................................................................................................... 103
P Message Rejected for One Allocation (87=2) ............................................................................................................................ 103
Example ..................................................................................................................................................................................... 104
J Message Cancel (71=2) ............................................................................................................................................................. 104
Example ..................................................................................................................................................................................... 105
Example ..................................................................................................................................................................................... 106
AS Message (35=AS).................................................................................................................................................................... 107
Example ..................................................................................................................................................................................... 107
AS Message (35=AS) Common Format........................................................................................................................................ 108
Example ..................................................................................................................................................................................... 108
AS Message for Settlement View...................................................................................................................................................110
Example ......................................................................................................................................................................................110
AS Message Showing Tolerance Indicators .................................................................................................................................. 124
Example ..................................................................................................................................................................................... 124
J Message With OmgeoNoTradeTransCondIndicators (9048)=ALRT .......................................................................................... 126
Example ..................................................................................................................................................................................... 126
AS Message With SettlInstSource (165)=1................................................................................................................................... 128
Example ..................................................................................................................................................................................... 128
AS Message With SettlInstSource (165)=2................................................................................................................................... 131
Example ..................................................................................................................................................................................... 131
J Message With OmgeoBlockCommissionType (9865) ................................................................................................................ 135
Example ..................................................................................................................................................................................... 135
J Message With Commission (12)................................................................................................................................................. 137
Example ..................................................................................................................................................................................... 137
6. ERROR HANDLING .............................................................................................................................................................................. 139
Introduction.................................................................................................................................................................................... 139
Malformed FIX messages ............................................................................................................................................................. 139
Incorrect FIX Version..................................................................................................................................................................... 139
Unsupported FIX Message Types ................................................................................................................................................. 139
Unsupported FIX Values ............................................................................................................................................................... 139
Login Failure.................................................................................................................................................................................. 140
CTM Connection Failure ............................................................................................................................................................... 140
DCIWeb Logout............................................................................................................................................................................. 140
Synchronous Errors in CTM.......................................................................................................................................................... 140
FIX Reject Messages .................................................................................................................................................................... 141
Session Level Reject (MsgType=3) ........................................................................................................................................... 141
Business Message Reject (MsgType=j)..................................................................................................................................... 142
A. CTM TO FIX CODE VALUE MAPPINGS ................................................................................................................................................ 143
Introduction.................................................................................................................................................................................... 143
Code Value Types ......................................................................................................................................................................... 143
Straight-Mapped XML Fields to FIX Fields.................................................................................................................................... 143
Translated XML Fields to FIX Fields ............................................................................................................................................. 145
PREFACE
This document describes the Financial Information eXchange (FIX) 4.4 interface to the CTMTM service.
Audience
This guide is for FIX investment managers, developers, business analysts, and others who need to understand
the FIX messages sent to and received from CTM.
This guide assumes:
•
•
A familiarity with the FIX 4.4 protocol published by the FIX Standards Committee at
http://www.fixprotocol.org
A basic understanding of the securities business and CTM
Change in This Version of the Document
In support of Release 1, this version of the document includes the new fields in the Allocation Report (AS)—
Settlement View:
•
OmgeoMarkUpMarkDownPercent
•
SecurityTradeDataURL
•
ReportingTradeDateTimeUTC
•
AdditionalReportingComments
Related Documents and Training
For related documents and training in the DTCC Learning Center, go to the following based on the service you
are using:
•
•
CTM service for global trades Institutional Trade Processing → CTM
ALERT® service for standing settlement instruction (SSI) enrichment Institutional Trade Processing →
ALERT
Questions?
The DTCC Client Center (CCC) provides general assistance and technical help. Visit www.dtcc.com/clientcenter to:
•
Enter a service request or check the status of an existing service request
•
Search our knowledge base
•
Obtain contact information
6
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
7
1. OVERVIEW
Introduction
This chapter introduces the Financial Information eXchange (FIX) interface and concepts that appear repeatedly
in this message specification.
What is the FIX Interface to CTM?
The FIX CTM (FCI) enables investment managers and their broker/dealer counterparties to send post-trade, presettlement blocks and allocations to CTM. FCI supports the following asset classes.
•
•
Debt (fixed income)
Equity
CTM enhances the FIX messages by providing additional functionality, as appropriate, such as matching ALERT
Standing Settlement Instruction (SSI) enrichment, security cross-reference, and a fully automated settlement
process.
FCI supports service bureau or investment manager outsourcing. Outsourcers can submit trades for multiple
underlying clients using a single FIX interface. FCI connectivity is currently only available using a lease line
(DTC, TF, TNS, or Radianz).
Trade exceptions, such as unmatched or mismatched trade resolutions, can be resolved using the CTM user
interface (trade blotter).
All DTCC user-defined fields are listed and described on the FIX Protocol Organization web site. See the
following URLs for the 7000-7999 (broker/dealer and 10b-10 fields) page and the 9000-9999 (third party and
other fields) pages, respectively:
•
•
http://www.fixtradingcommunity.org/pg/structure/tech-specs/additional-resources/user-defined-fields/userdefined-fields-tab-3
http://www.fixtradingcommunity.org/pg/structure/tech-specs/additional-resources/user-defined-fields/userdefined-fields-tab-5
The investment manager first sends block information and subsequently specifies how the order should be
allocated. In response, the FCI acknowledges receipt, indicates if it is valid or invalid, and sends data changes,
status updates, and settlement information.
CTM supports international settlement for investment managers domiciled outside the US. Investment managers
in the US market should use the following:
•
•
OASYS TradeMatch for trades settling at the DTCC or using Fedwire
CTM for all other trades
Supported FIX Version
CTM Version 2.2 supports FIX Protocol Version 4.4. All mentions of FIX in this Message Specification refer
specifically to FIX version 4.4.
8
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Terms
Terms used in this document are defined in the following table.
Table 1.1 Terms
Term
Definition
Allocation Confirmation Workflow
(ACWF)
This workflow applies to both investment managers and broker/dealers. It enables you to submit and match only on
one or more allocations or confirmations/contracts (TradeDetails). CTM does not create a TradeLevel. You cannot
submit a TradeLevel in this workflow because the TradeLevelInformation composite in the TradeDetail provides all
TradeLevel data. The entire trade side contains only one or more allocations or confirmations/contracts
(TradeDetails).
Asynchronous Error
Errors that are not returned to the client in the same direct submit function call as the original submitted message.
The client must query for these errors. CTM generates an asynchronous error when conflicts are found when it
compares your message to your counterparty message.
Block-Level Workflow
This workflow applies to CTM investment managers who work with broker/dealers on CTM. This workflow involves
trade parties exchanging and matching information on individual blocks and underlying allocations, contracts, and
confirms. In CTM, the parties match on TradeLevels and TradeDetails.
Broker/Dealer
The trading partner who executes the trade, also called the executing broker (EB) or executor. The counterparty to
the investment manager.
Default L2 Matching Profile
Defines the allowable fields for a type of trade, the fields that are required for L1 pairing, and the eligible L2 matching
fields. There is one default matching profile per asset class or instrument type: equity and debt. Investment
managers, who control default matching profiles, must have one default matching profile set-up for each asset class.
Investment Manager
The trading partner who places an order with a broker/dealer, also called the orderer or instructing party (IP). The
counterparty to the broker/dealer.
Level 1 Pairing (L1 Pairing)
The act of identifying and linking a trade side to a counterparty’s submitted trade side. L1 pairing uses criteria set
by DTCC and must be complete before any level 2 (L2) matching begins.
Level 2 Matching (L2 Matching)
The act of comparing client-identified fields and tolerances to a counterparty’s corresponding fields. The outcome
of L2 matching determines the Match status of a trade component or trade side.
L2 Matching Profile
A set of fields on which an investment manager wishes to match from a defined set of eligible L2 matching fields.
An L2 matching profile defines which fields are used and the tolerances applied to those fields.
Synchronous Errors
Errors that are returned to the client in the same direct submit function call that contained the original submitted
message. Synchronous errors are returned automatically and immediately to the client.
CTM performs basic checks for syntax, required information, duplication, and uniqueness on each submitted
message. If these basic validations fail, a synchronous error is generated immediately and returned in an Invalid
response.
Trade Component
The allocation or confirmation/contract (TradeDetail) and block (TradeLevel) for one side of a trade, when
applicable. For ACWF trades, the allocation or confirmation/contract is the only trade component for the entire trade
side.
TradeDetail
The designation of allocations to a specific investment manager’s accounts.
A TradeDetail is equivalent to an allocation submitted by an investment manager or a confirmation (or contract)
submitted by a broker/dealer.
TradeLevel
A summary of block information. The data provided by these messages must be consistent across all corresponding
TradeDetails. CTM handles TradeLevels as follows:
• For the ACWF workflow, CTM validates and matches on TradeDetails only.
• For the BACW workflow, if a TradeLevel is not supplied, CTM generates it.
Trade Side
All of the trade components that comprise an investment manager’s or broker/dealer’s side of the trade. It consists
of one or more allocations or confirmations/contracts (TradeDetails) and a corresponding block (TradeLevel). For
ACWF trades, a trade side only contains allocations or confirmations/contracts (TradeDetails).
Required Setup by Clients
Before you can send messages to FCI and receive messages from it, you must do the following:
•
Set up your FIX engine to create FIX J messages and, optionally, AT messages, supported by FCI and
receive P and AS messages.
9
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
•
•
This document describes how FIX is implemented in FCI. It does not explain the entire FIX protocol. For
information on the FIX protocol, see the specification documents published by the FIX Standards Committee
at http://www.fixprotocol.org.
Work with your DTCC representative to set up the configuration file for the interface. Minimally, you must
address the following:
• IP port addresses and ports for Client Test and Production
• SenderCompID
• AllocID values must be globally unique.
Work with your DTCC representative to set up your CTM match profiles and broker matching groups.
DTCC representatives work with individual clients and outsourcers to map necessary FIX tags. Clients are
required to build the necessary application logic to send new trades, cancel trades, receive trades, and
appropriately route trade status, updated financials, and SSIs.
The typical implementation time-frame is approximately two months. The majority of this time is spent on:
•
•
15%—DTCC setup
20%—Lease line setup
•
•
30%—Client application development
35%—Testing
System Flow
The figure below illustrates how an investment manager, directly or using a third party, sends FIX allocation
messages using FCI. FCI translates FIX messages into CTM XML and routes the message to CTM. Flow is twoway—CTM sends valid and invalid messages to and from the application.
FCI translates CTM responses into FIX Allocation Ack messages, and then routes them directly to the investment
manager or indirectly using a third party.
3
FIX CTM Trade
Message Translation
CTM FIX Response
Message Translation
Investment Manager (a)
Investment Manager (b)
.
.
.
Investment Manager (n)
CTM
8
1
10
FIX
Protocol
Module
5
6
CTM
Protocol
Module
Key
FIX Connection
CTM Connection
4/7
2/9
Persistence
Figure 1.1 FCI FIX Message Flow
10
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
In detail:
1. The investment manager sends a FIX J message. FCI sends the investment manager a FIX allocation Ack
acknowledging the FIX allocation instruction.
2. DTCC persists the FIX allocation instruction.
3. FCI translates the FIX allocation instruction to a CTM message and sends it to DTCCS.
4. The CTM module persists the CTM message.
5. FCI determines the CTM connection, based on the investment manager, and sends the message to CTM. FCI
sends the investment manager a FIX allocation Ack acknowledging the FIX instruction and the CTM
synchronous validations to the CTM module.
6. The CTM module polls for status updates.
7. The CTM module persists the CTM message.
8. FCI translates the message to a FIX message and sends it to the FIX module.
9. The FIX module persists the FIX message.
10. FIX module determines the correct FIX connection based on the investment manager and sends it to the
investment manager.
Status Types
There are three different status types: Match, Complete, and Match Agreed.
•
•
•
Each trade component—TradeLevel and TradeDetail—has a Match status.
Each trade side has a Complete status.
Both trade sides of the transaction share a Match Agreed status.
Each status type has different values, and trade components may have different statuses at the same time. For
example, a broker/dealer’s trade side can have a Complete status with the value COMPLETE, a TradeDetail with
a Match status of MATCHED, and a Match Agreed status with the value NOT MATCH AGREED. The next three
tables describe the possible trade status values that FCI returns for status information in the Allocation Report
(AR) message.
Note:
Refer to Level 1 Pairing and Level 2 Matching for more information about using Level One (L2) and Level
Two (L2) matching fields.
Match Status Values
The Match status applies to a trade component, a TradeLevel or a TradeDetail. The following table describes all
Match status values.
Table 1.2 Match Status Values
Match Status Value
Code
A trade component with this status is …
UNMATCHED
NMAT
A component that does not locate a corresponding counterparty component containing pairing L1 values.
MISMATCHED
MISM
A component that locates a corresponding counterparty’s component by pairing L1 values but fails to match on
L2 values or tolerances.
MATCHED
MACH
A component that locates a corresponding counterparty’s component by pairing L1 values and matches on all L2
values.
CANCELED
CAND
A component that one party has withdrawn from the trade side before it is MATCH AGREED. Note that canceling
a TradeLevel cancels all TradeDetails. An individual TradeDetail may be unilaterally canceled before the trade
side is MATCH AGREED.
CANCEL REQUESTED
CREQ
A component of your trade side when you have requested to withdraw the trade side after it is MATCH AGREED.
A component that is CANCEL REQUESTED has a trade side that is MATCH AGREED.
11
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 1.2 Match Status Values (continued)
Match Status Value
Code
A trade component with this status is …
COUNTERPARTY
CANCEL REQUESTED
CCRQ
A component of your trade side when the counterparty wants to withdraw the trade side after it is MATCH
AGREED. A component that is COUNTERPARTY CANCEL REQUESTED has a trade side that is MATCH
AGREED.
CANCEL REJECTED
CREJ
A component of your trade side when the counterparty requested you to cancel the trade side after it was MATCH
AGREED, but that you refused to cancel. A component that is CANCEL REJECTED has a trade side that is
MATCH AGREED.
COUNTERPARTY
CANCEL REJECTED
CCRJ
A component of your trade side when you requested the counterparty to cancel the trade side after it was MATCH
AGREED, but your counterparty refused to cancel. A component that is COUNTERPARTY CANCEL REJECTED
has a trade side that is MATCH AGREED.
CANCEL AGREED
CANA
A component of a trade side that was MATCH AGREED until one party requested a cancelation and the
counterparty agreed. A trade side that is CANCEL MATCH AGREED has all its components set to CANCEL
AGREED.
PENDING
PEND
A TradeLevel is waiting to be completed. The Match status of PENDING is applied in three circumstances:
•
A trade side is NOT COMPLETE and that NOT COMPLETE trade side uses a CTM-generated TradeLevel.
•
A party indicates on a TradeDetail message that it will submit a TradeLevel (TradeLevelExpected=Y), but has
not yet sent the message. The CTM-generated TradeLevel is PENDING (and the trade side is NOT COMPLETE)
until the party submits the TradeLevel.
•
A party submits a TradeLevel (either a new one or a replacement) that L1 pairs a counterparty’s TradeLevel
that is of the PENDING status.
In all cases, a Match status of PENDING implies that L1 pairing fields have matched and that the L2 matching
fields other than the calculated fields have matched. When CTM determines that an L2 field does not match, the
Match status becomes MISMATCHED.
DISQUALIFIED
DISQ
A trade component that failed certain asynchronous validations, such as submitting a TradeDetail on a MATCH
AGREED trade. DISQUALIFIED trades are not used in any calculations or processing.
The InfoRequest and MultiTradeDetailRequest messages may query for DISQUALIFIED components that can
then be replaced or canceled. See Disqualified Component.
Disqualified Component
A TradeDetail can pass synchronous validation (that is, a Valid response message was sent) but fail initial
asynchronous processing. When this happens, CTM does not create a valid TradeDetail. However, the
component identifiers were established by passing synchronous validation, but there is no valid TradeDetail to
attach them to. When this happens, CTM creates a DISQUALIFIED (DISQ) TradeDetail and attaches the
component identifiers to it.
Since these identifiers are still part of the trade side, they cannot be used on a new TradeDetail message.
However an amend (REPC) TradeDetail message using these identifiers can be sent to correct the situation that
caused the asynchronous failure and caused the valid TradeDetail.
A DISQUALIFIED component cannot be used for processing. It is not used for updating any status settings or
previously sent TradeLevel data, and the amounts in it are not used in totaling the calculated fields.
Note:
Since TradeLevel information is not updated, a search on the TradeLevel fields using the value from the
TradeDetail sent does not find the disqualified TradeDetail. And, once found, a retrieval of the
disqualified TradeDetail shows the previously set TradeLevel values rather than any sent in the
disqualified TradeDetail.
Some circumstances causing this disqualified status are:
•
•
Submitting a TradeDetail for a MATCH AGREED or CANCEL MATCH AGREED trade side
Submitting a TradeDetail with inconsistent TradeLevel information
12
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Complete and Not Complete Status Values
The COMPLETE and NOT COMPLETE status applies to a trade side. The following table describes the
COMPLETE and NOT COMPLETE status values.
Table 1.3 Complete and Not Complete Status Values
Complete Status Value
Code
This status means …
COMPLETE
COMP
A trade side is COMPLETE if it meets both of the following conditions:
•
The sum of the QuantityAllocated field on the TradeDetails (for all TradeDetails not CANCELED and not
DISQUALIFIED) equals the value of the QuantityOfTheBlockTrade field.
•
If CTM expects to receive a TradeLevel (TradeLevelExpected=Y), it was received.
NOT COMPLETE
INCP
Either the sum of the QuantityAllocated field on the TradeDetails (for all TradeDetails not canceled) does
not equal the value of the QuantityOfTheBlockTrade field or a TradeLevel for the trade side is expected but
not received.
Match Agreed Status Values
The Match Agreed status applies to a trade side and is the same for the corresponding counterparty trade side.
The following table describes all Match Agreed status values.
Table 1.4 Match Agreed Status Values
Match Agreed Status Value
Code
A trade side with this status is …
NOT MATCH AGREED
NMAG
A trade side for which any of these conditions exist:
•
The TradeLevels are not MATCHED.
•
One or more TradeDetails are not MATCHED.
•
Either trade side is NOT COMPLETE.
•
Open, fatal asynchronous errors exist on any trade component on either trade side.
MATCH AGREED
MAGR
A trade side for which the matching process is complete and that is considered ready for settlement.
A trade side cannot become MATCH AGREED unless the following conditions are met:
•
The TradeLevels and all TradeDetails are MATCHED.
•
Both trade sides are COMPLETE.
•
No open, fatal asynchronous errors exist on any trade component on either trade side.
The Match status of the components may change from MATCHED without changing the Match Agreed
status from MATCH AGREED. For instance, if a trade side is MATCH AGREED and a cancel request
is submitted, the Match status of each component in the trade side becomes CANCEL REQUESTED
but the Match Agreed status remains MATCH AGREED, and processing continues.
Note that a MATCH AGREED trade side is considered ready for settlement even if its components
have a Match status of CANCEL REQUESTED, COUNTERPARTY CANCEL REQUESTED, CANCEL
REJECTED, DISQUALIFIED, CANCELED, or COUNTERPARTY CANCEL REJECTED.
CANCEL MATCH AGREED
CMAG
A canceled trade side that was MATCH AGREED and that both parties have agreed to cancel. No
further action can occur on a trade side that is CANCEL MATCH AGREED.
Exceptions and Timers
An exception (also known as a business exception) indicates a potential problem with a trade component or trade side.
An exception occurs when an DTCC-defined timer expires for a specific status of a trade side or trade
component.
When CTM Starts Timers
CTM starts a timer for an exception when the following events occur:
1. The first time that CTM assigns a status to a trade component or trade side
2. Whenever a Complete, Match, or Match Agreed status type for a trade component or trade side changes
13
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
CTM always calculates timers from these events, not from the time when a trade re-enters a particular state.
Because trade statuses have some counterparty dependencies, trade components can potentially return to a
previous status after progressing in the life cycle of statuses applied by CTM.
Tracking Multiple Timers
A given trade component or trade side can have multiple timers. Each timer is associated with a particular status
type and status value as indicated in the following table. CTM tracks the sequencing of multiple timers throughout
the life cycle of a trade side to ensure that an exception is generated if a trade side returns to a previous status
whose timer has expired. CTM removes exceptions from trade components and trade sides as soon as the
status that triggered the exception changes.
Statuses And Timers
The following table lists the various statuses and the corresponding timer durations.
Table 1.5 Timer and Status Relationships
Status Type
Applicable Status Value
Applicable Trade
Component
Timer
Duration
Match Status
UNMATCHED (UCLX, UCPX)
TL, TD
1 hour
MISMATCHED (MMEX)
TL, TD
1 hour
PENDING (PNDX)
TL
1 hour
CANCEL REQUESTED (CCRQ)
TL, TD
30 minutes
CANCEL REJECT (CCRJ)
TL, TD
10 minutes
COUNTERPARTY CANCEL REQUESTED (CRJX)
TL, TD
30 minutes
COUNTERPARTY CANCEL REJECTED (CRJX)
TL, TD
30 minutes
Complete Status
NOT COMPLETE (INCX)
Trade side
3 hours
Match Agreed Status
NOT MATCH AGREED (NMGX)
Trade side
4 hours
For a list of TradeLevelBusinessException and TradeDetailBusinessException codes, see the Common
Reference Data.
Session-Level Login
The client sends messages for one or more investment managers over a single FIX connection. FIX and CTM
route these messages to separate connections, so each investment manager has a private, direct connection to
CTM.
When FIX and CTM receive a logon message from the client, the Username (553) and Password (554) values
are used to establish a preliminary DCI connection to authenticate the user. This user is known as the machine
user to distinguish it from a person who has access to the CTM user interface. Machine user ID passwords
expire annually and must be reset. Notifications of pending expiration are delivered to the email address
associated with the machine user four times in advance of expiration at 60, 30, 15, and 2 days. Thereafter, this
authentication information is used to establish all connections to CTM for investment managers whose messages
are sent over the same FIX connection.
The investment manager identity is determined from the Parties component block of inbound business
messages. The party associated with PartyRole (452) containing a value of 13 (Order Originator) reflects the BIC
of the investment manager. The outsourcer identity is not present on the trade message.
14
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Validation
There are four levels of validation:
1.
2.
3.
4.
Base validation performed by the ttConnect FIX engine
Minimal validation performed by FCI
CTM synchronous and asynchronous validation
Precision validation in money fields
Base FIX Validations
These validations ensure that any message sent from the investment managers and broker/dealers is FIXcompliant and parseable. Certain fields are required by the FIX interface, but are not mapped to CTM. Other
fields are optional in the FIX interface, but are mandatory in CTM.
If a required field is not provided, the translated CTM message results in a synchronization error that, when
translated, indicates the missing FIX field.
FIX/CTM Minimal Validation
FCI validates that any business message sent from the investment manager is of a type allowed by CTM.
CTM Synchronous Validation
CTM performs synchronous validation checks on every submitted message. CTM parses the incoming message,
normalizes the data relative to the mandatory fields for the asset class (equity or fixed income), and validates that
all the field level data complies with Common Reference Data.
See Synchronous Errors in CTM for more information about how FCI handles synchronous validation failures.
Precision Validation in Money Fields
CTM validates the value in the money fields to ensure that the precisionthe number of digits to the right of the
decimaldoes not exceed the limit of the currency. For example, a MiscFeeAmt value of 25, or 25,00 with a
Currency value of GBP is valid, but 25,000 is invalid.
Note:
CTM uses the decimal comma. If you use a decimal point, FCI converts it to a decimal comma. If the
value does not include a decimal, FCI adds a decimal comma at the end.
The following table describes the FIX money field mappings to the CTM XPath.
Table 1.6 Money Fields Subject to Precision Rules
FIX Field
XPath Mapping
AllocAccruedInterestAmt (742)
AccruedInterestAmount/Amount
Allocation Detail Original Face (9974)
AdditionalFixedIncome/OriginalFaceAmount
Commission (12) or MiscFeeAmt (137)
Commissions/Commission/Amount
MiscFeeAmt (137)
ChargesOrTaxes/ChargeAmount/Amount
AllocNetMoney (154)
NetCashAmount/Amount
AllocSettlCurrAmt (737)
SettlementAmount/Amount
AccruedInterestAmount (159)
TotalAccruedInterestAmount/Amount
NetMoney (118)
TotalNetCashAmount/Amount
GrossTradeAmt (381)
TotalTradeAmount/Amount
OmgeoTradeDetailTradeAmount (9047)
TradeAmount/Amount
15
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 1.6 Money Fields Subject to Precision Rules (continued)
FIX Field
XPath Mapping
OmgeoBlockChargesOrTaxesAmount (7353)
TradeChargesOrTaxes/ChargeAmount/Amount
OmgeoBlockCommissionAmount (9866)
TradeCommissions/Commission/Amount
AllocationBlockOriginalFace (9878)
TradeLevelTotals/TotalOriginalFaceAmount
The precision depends on the currency as well as the field. Price is a special case. For Price, the standard
practice is to have four degrees of precision, regardless of the currency. It is possible to have up to 16 numbers
to the right of the decimal point for Price. CTM uses the decimal comma. If the value does not include a decimal,
CTM adds a decimal comma at the end.
16
2. MESSAGE FLOWS
Introduction
This chapter describes the various message flows for the FIX interface for CTM.
Overview
The use cases in this chapter cover the functionality required to support transmission of allocation data between
the client and CTM. They include new allocation submissions, cancels, status reporting, allocation correction,
and matched result processing.
FCI supports two different workflows:
•
For block-level workflow trades, the investment manager submits a block, using the FIX allocation
message, waits for the block to match, and then submits all the allocations in a single FIX allocation
message. Fixed income market best practice requires investment managers to submit blocks separately
from allocations and to wait for a block to match before sending an allocation message. Each block must
be submitted in a separate Allocation Report. Allocations can be sent all together in a single allocation
report.
•
For ACWF trades, the allocations/contracts constitute the entire trade side and contain all of the information
required to reach MATCH AGREED (MAGR). CTM returns a separate Allocation Report for each ACWF
trade side.
Note:
FCI supports cancel and rebook, but does not support amendments to previously submitted trades. Each
block must be submitted in a separate Allocation Report.
17
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Blocks Entering CTM
The figure below provides an overview of the workflow for a successful block that enters CTM.
Trade
Level
Allocation
Instructions
1
1
3
New
2a
Investment
Manager or
Hub
and
ACK Received or
Business Message
Reject
5a
and
CTM or
OASYS Global
Broker/Dealer
2b
CTM FIX
Interface
(FCI)
5b
CTM
4
Valid or
Invalid
ACK Accepted
or Rejected
Figure 2.1 Workflow of a New Message With Block Only
The following table details the steps for the successful FIX block that enters CTM in the preceding figure.
Table 2.1 Success Case—Block Entering CTM
Step Stakeholder
Action Description
1
Investment Manager
Investment manager sends a new FIX block message in the form of an Allocation Instruction.
2a
FCI
FCI sends the investment manager a FIX Allocation Instruction Ack indicating that the FIX block was received.
2b
Investment Manager
Investment manager receives the FIX Allocation Instruction Ack indicating the FIX block instruction was received.
3
FCI
FCI maps the FIX block instruction to one CTM TradeLevel and sends it to CTM.
4
CTM
After the TradeLevel message passes CTM synchronous validation, CTM sends an CTM Valid message.
5a
FCI
FCI creates one FIX Allocation Ack message with an AllocStatus of 0=Accepted and sends it to investment manager.
5b
Investment Manager
Investment manager receives a FIX Allocation Instruction Ack message indicating the FIX Allocation Instruction was
accepted by CTM.
18
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Allocations Entering CTM
The figure below provides an overview of the workflow for successful allocations that enter CTM.
Note:
The figure below does not describe failed allocations that enter CTM. That message workflow is detailed
in the following table.
.
11
Allocation
Instructions
New
Trade
Details
1
3
2a
Investment
Manager
and
ACK Received or
Business Message
Reject
5a
and
Broker/Dealer
2b
CTM FIX
Interface
(FCI)
CTM
4
5b
ACK Accepted
or Rejected
Valid
or
Invalid
Figure 2.2 Workflow of a New Message With Three Allocations
The following table describes the steps for successful allocations that enter CTM.
Table 2.2 Success Case—Allocation Entering CTM
Step Stakeholder
Action Description
1
Investment Manager
Investment manager sends a new FIX Allocation Instruction with one or more account allocations.
2a
FCI
FCI sends the investment manager a FIX Allocation Instruction Ack indicating that the FIX Allocation Instruction was
received.
2b
Investment Manager
Investment manager receives the FIX Allocation Instruction Ack indicating the FIX Allocation Instruction was received.
3
FCI
FCI maps the FIX Allocation Instruction to one or more CTM TradeDetail messages and forwards TradeDetail(s) to CTM.
4
CTM
All TradeDetails pass CTM synchronous validation and CTM sends an CTM Valid message for every TradeDetail to FCI.
5a
FCI
FCI creates one or more FIX Allocation Instruction Ack with an AllocStatus of 0=Accepted and forwards it to investment
manager.
5b
Investment Manager
Investment manager receives one FIX Allocation Instruction Ack, regardless of the number of allocations, indicating the
FIX Allocation Instruction was accepted by CTM.
The following table describes the steps for an allocation that fails to enter CTM.
Table 2.3 Failure Case—Allocation Instruction Entering CTM
Step Stakeholder
Action Description
1
Investment Manager
Investment manager sends a new FIX Allocation Instruction with one or more individual account allocations.
2
FCI
FCI sends the investment manager a FIX Allocation Instruction Ack indicating that the FIX Allocation Instruction was
received.
3
Investment Manager
Investment manager receives the FIX Allocation Instruction Ack indicating FIX Allocation Instruction was received.
4
FCI
FCI maps the FIX Allocation Instruction to one or more CTM TradeDetail messages and forwards the TradeDetail(s) to
CTM.
5
CTM
One or more TradeDetails fail CTM synchronous validation and CTM sends an CTM Invalid message to FCI for each
failure and an CTM Valid message to FCI for each success.
19
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 2.3 Failure Case—Allocation Instruction Entering CTM (continued)
Step Stakeholder
Action Description
6
FCI
FCI creates one FIX Allocation Instruction Ack with an AllocStatus of rejected with individual account allocations and
reasons for failure and sends it to investment manager.
7
Investment Manager
Investment manager receives one FIX Allocation Instruction Ack for each allocation that was rejected or accepted by
CTM.
Omni Allocations Entering CTM
The figure below provides an overview of the workflow for successful omni allocations that enter CTM.
Omni
Allocation
Instructions
11
Alloc 1 at Custodian A
Alloc 2 at Custodian A
Alloc 3 at Custodian B
Trade
Details
1
3
Broker/Dealer
A – Dep. Alloc.
Alloc 4 at Custodian B
B – Dep. Alloc.
Alloc 5 at Custodian C
C – Ind. Alloc.
Investment
Manager
2a
and
2b
FIX
Interface
(FCI)
ACK Received or
Business Message
Reject
5a
and
CTM
4
5b
ACK Accepted
or Rejected
Valid or
Invalid
Figure 2.3 Workflow of a New Message With Five Omni Allocations
The following table describes the steps for successful omni allocations that enter CTM.
Table 2.4 Success Case—Allocation Entering CTM
Step Stakeholder
Action Description
1
Investment Manager
Investment manager sends a new FIX Allocation Instruction with five individual account allocations from three custodians.
2a
FCI
FCI sends the investment manager a FIX Allocation Instruction Ack indicating that the FIX Allocation Instruction was
received.
2b
Investment Manager
Investment manager receives the FIX Allocation Instruction Ack indicating the FIX Allocation Instruction was received.
3
FCI
FCI maps the FIX Allocation Instruction to one or more CTM TradeDetail messages and forwards TradeDetail(s) to CTM.
4
CTM
All TradeDetails pass CTM synchronous validation and CTM sends an CTM Valid message for every TradeDetail to FCI.
5a
FCI
FCI creates one or more FIX Allocation Instruction Ack with an AllocStatus of 0=Accepted and forwards it to investment
manager.
5b
Investment Manager
Investment manager receives one FIX Allocation Instruction Ack, regardless of the number of allocations, indicating the
FIX Allocation Instruction was accepted by CTM.
20
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Allocation Instruction to Cancel a Trade Side
The figure below provides an overview of the workflow for an allocation that enters CTM to cancel an entire trade
side.
Allocation
Instructions
1
1
Cancel
Investment
Manager
2a
and
3
ACK Received or
Business Message
Reject
5a
and
CTM Broker/
Dealer
Cancel
2b
CTM FIX
Interface
(FCI)
5b
CTM
4
Valid or
Invalid
ACK Accepted
or Rejected
Figure 2.4 Workflow of an Allocation Instruction to Cancel A Trade Side
Receipt of an Allocation Instruction Ack for a cancel is not sufficient to show that the cancel was successfully
applied to the intended trade component. As with all messages, CTM applies both synchronous and
asynchronous validations. An Allocation Instruction can receive a FIX Allocation Instruction Ack and an CTM
Valid if the message is well formed, and still fail asynchronous validation if for example, the trade component was
previously canceled.
If the trade was done with a DTCC broker counterparty, the investment manager can unilaterally cancel a
matched trade level or a MATCH AGREED trade.
The following table describes the steps for a successful FIX Allocation Instruction entering CTM to cancel a
COMPLETE trade side.
Table 2.5 Success Case—FIX Allocation Instruction to Cancel a COMPLETE Trade Side
Step Stakeholder
Action Description
1
Investment Manager
Investment manager sends a new FIX Allocation Instruction of AllocTransType Cancel with reference to an entire trade
side, but not individual account allocations.
2a
FCI
FCI sends the investment manager a FIX Allocation Instruction Ack indicating that the FIX Allocation Instruction was
received.
2b
Investment Manager
Investment manager receives the FIX Allocation Instruction Ack indicating the FIX Allocation Instruction was received.
3
FCI
FCI maps the FIX Allocation Instruction to an CTM Cancel message and sends it to CTM.
4
CTM
Cancel message passes CTM synchronous validation, CTM attempts to cancel the TradeLevel and all of its allocations,
and then CTM sends an CTM Valid message to FCI.
5a
FCI
FCI creates a FIX Allocation Instruction Ack with an AllocStatus of 0=Accepted and sends it to investment manager.
5b
Investment Manager
Investment manager receives one or more FIX Allocation Instruction Ack indicating the FIX Allocation Instruction to
cancel was accepted by CTM. This does not mean that the trade side is canceled yet; the actual cancelation is pending
asynchronous processing.
21
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
The following table describes the steps for a failed FIX Allocation Instruction entering CTM to cancel a
COMPLETE trade side.
Table 2.6 Failure Case—Allocation Instruction to Cancel a COMPLETE Trade Side
Step Stakeholder
Action Description
1
Investment Manager
Investment manager sends a FIX Allocation Instruction of type Cancel with reference to an entire trade side and no
individual account allocations.
2
FCI
FCI sends the investment manager a FIX Allocation Instruction Ack indicating that the FIX allocation was received.
3
Investment Manager
Investment manager receives the FIX Allocation Instruction Ack indicating the FIX Allocation Instruction was received.
4
FCI
FCI maps the FIX Allocation Instruction to a CTM Cancel message and sends it to CTM.
5
CTM
Cancel fails CTM synchronous validation and CTM sends a CTM Invalid message to FCI.
6
FCI
FCI creates a FIX Allocation Ack with an AllocStatus of rejected and sends it to investment manager.
7
Investment Manager
Investment manager receives FIX Allocation Ack indicating the FIX Allocation Instruction to Cancel was rejected by CTM.
Allocation Instruction to Cancel Individual TradeDetails
The figure below provides an overview of the workflow for an Allocation Instruction that cancels individual
TradeDetails.
1
Allocation
Instruction
2a
Investment
Manager
and
and
1
Cancels
CTM Broker/
Dealer
2b
ACK Received or
Business Message
Reject
5a
3
CTM FIX
Interface
(FCI)
CTM
4
5b
Valid
ACK Accepted
Figure 2.5 Workflow of an Allocation Instruction to Cancel Individual TradeDetails
The following table describes the steps for a successful Allocation Instruction entering CTM to cancel individual
TradeDetails (partial cancel).
Table 2.7 Success Case—Allocation Instruction to Cancel Individual TradeDetails (Partial Cancel)
Step Stakeholder
Action Description
1
Investment Manager
Investment manager sends a FIX Allocation Instruction of AllocTransType=Cancel with reference to a trade side and one
or more individual account allocations.
2a
FCI
FCI sends the investment manager a FIX Allocation Instruction Ack indicating that the FIX Allocation Instruction was
received.
2b
Investment Manager
Investment manager receives the FIX Allocation Instruction Ack message indicating the FIX Allocation Instruction was
received.
3
FCI
FCI maps the FIX Allocation Instruction to one or more CTM Cancel messages and forwards them to CTM.
4
CTM
All Cancels pass CTM synchronous validation, CTM attempts to cancel each individual TradeDetail, and CTM sends an
CTM Valid message to FCI for each Cancel successfully submitted.
22
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 2.7 Success Case—Allocation Instruction to Cancel Individual TradeDetails (Partial Cancel)
Step Stakeholder
Action Description
5a
FCI
FCI creates one or more FIX Allocation Instruction Ack message with AllocStatus=Accepted and sends it to investment
manager.
5b
Investment Manager
Investment manager receives one or more FIX Allocation Instruction Ack messages indicating the FIX Allocation
Instruction to cancel the individual allocations was accepted by CTM. This does not mean that those TradeDetails are
canceled yet; the actual cancelation is pending asynchronous processing.
Match Status Changes for a TradeLevel
FCI polls CTM every two minutes and reports back on the Match status of TradeLevels and TradeDetails. The
following table describes the steps that occur when an XML MultiTradeLevelRequest is issued for a TradeLevel
status changes.
Note:
For ACWF trades, your allocations constitute the entire trade side. You do not submit block data in the
Allocation Instruction (J) message and CTM does not return a MultiTradeLevelResponse. For more
information about ACWF trades, see Chapter 1 of the XML Message Specification: Debt/Equity and
Common Messages.
Table 2.8 MultiTradeLevelResponse Issues Allocation Report for TradeLevel Match Status Changes
Step Stakeholder
Action Description
1
FCI
FCI submits MultiTradeLevelRequest message to CTM to poll for TradeLevels that have changed Match status.
2
CTM
CTM returns MultiTradeLevelResponse showing any TradeLevels that have been updated in the last interval.
3
FCI
FCI maps the TradeLevel information from the MultiTradeLevelResponse message to a FIX AS message. FCI determines
if client has the EnableTLFieldComparisons property enabled. (EnableTLFieldComparisons=True)
4
FCI
If EnableTLFieldComparisons=True, FCI issues an InfoRequest with details populated from MultiTradeLevelResponse
and FieldComparisonRequested=Y.
5a
CTM
If the conditions are met, CTM returns an InfoResponse with the IRFieldComparisons composite.
5b
FCI
FCI uses the IRFieldComparisons composite and the MultiTradeLevelResponse message (step 3) to map to the FIX AS
message and send it to the investment manager.
5c
Investment Manager
Investment manager receives a FIX AS message indicating the new Match status of each Trade Level in CTM and the
new OmgeoNoFieldComparisons composite. The composite contains the investment manager’s and the counterparty’s
field value details.
6
FCI
If EnableTLFieldComparisons=False, FCI maps the TradeLevel information in the MultiTradeDetailResponse
message(s) to a FIX AS message(s) with the appropriate statuses and forwards to investment manager. Note: The
InfoRequest message polling step described in step 5 is not necessary. It is not performed in this step.
7
Investment Manager
Investment manager receives FIX AS message indicating the new match status of each particular TradeLevel in CTM.The
MatchStatus of the TL is reflected in FIX tag OmgeoTLMatchStatus (9054).
Match Status Changes for a TradeDetail
The following table describes the steps that occur when a MultiTradeDetailRequest is issued for TradeDetail
Match status changes.
Table 2.9 MultiTradeDetailResponse Issues Allocation Report for TradeDetail Match Status Changes
Step Stakeholder
Action Description
1
FCI
FCI submits MultiTradeDetailRequest message to CTM to poll for TradeDetails that have changed Match statuses.
2
CTM
CTM returns MultiTradeDetailResponse message showing any TradeDetails that have been updated in the current interval.
23
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 2.9 MultiTradeDetailResponse Issues Allocation Report for TradeDetail Match Status Changes
Step Stakeholder
Action Description
3
FCI
FCI maps the TradeDetail information from the MultiTradeDetailResponse message(s) to a FIX AS message(s) with the
appropriate statuses and forwards to investment manager.
4
FCI
Investment manager receives a FIX AS message indicating the new Match status of each TradeDetail in CTM. The MatchStatus
of the TD is reflected in FIX tag MatchStatus (573). For ACWF trades, CTM sends a separate Allocation Report for each ACWF
trade side.
Match Agreed Status Changes for a Trade Side
The following table describes the successful completion of a trade side changing to MATCH AGREED status
derived from an InfoSettlementResponse message.
Table 2.10 Trade Side Changes to Match Agreed Status
Step Stakeholder
Action Description
1
FCI
For each TradeLevel that has changed to MATCH AGREED status, FCI generates an InfoRequest message and submits
it to CTM.
For the ACWF workflow, requires the MTD1 and WFID subscriptions.
2
CTM
CTM returns an InfoSettlementResponse message for each InfoRequest message.
3
FCI
FCI maps the information in the InfoSettlementResponse to a FIX Allocation Report and sends it to investment manager.
4
Investment Manager
Investment manager receives one FIX Allocation Report for each allocation on the MATCH AGREED trade with
OmgeoMatchAgreedStatus (9057)=MAGR. For ACWF trades, CTM sends a separate Allocation Report for each ACWF
trade side.
Error Handling
There are situations where an investment manager sends malformed data. This section describes the resulting
messages.
Note:
FCI sends one Allocation Instruction Ack (Accepted) or Allocation Instruction Ack (Rejected) for each
CTM Valid or Invalid message respectively.
Minimal Validation Error
The following table describes an invalid FIX order message flow that fails minimal FCI validation.
Table 2.11 Error Handling—Minimal Validation Error
Step Stakeholder
Action Description
1
Investment Manager
Investment manager sends a malformed Allocation Instruction message.
2
FCI
Message fails minimal FCI validation for proper FIX usage.
3
FCI
FCI sends the investment manager a session reject message with the following text: “Only FIX Allocation Messages are
supported” and logs a BizAlarm with error #1.
4
Investment Manager
Investment manager receives reject message indicating that it sent an invalid FIX message.
24
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Base Validation Error
The following table describes an invalid FIX Allocation Instruction message flow that fails during base FCI
validation.
Table 2.12 Error Handling—Base Validation Error
Step Stakeholder
Action Description
1
Investment Manager
Investment manager sends a malformed Allocation Instruction.
2
FCI
Message fails base FCI validation for proper FIX usage.
3
FCI
FCI sends the investment manager a Business Message Reject with the following text: “Only FIX Allocation Messages
are supported” and logs a BizAlarm with error #1.
4
Investment Manager
Investment manager receives the Business Message Reject indicating that it sent an invalid FIX message.
CTM Connection Error
The following table describes an invalid FIX Allocation Instruction flow that fails FCI validation because the
connection to CTM is down.
Table 2.13 Error Handling—CTM Connection Error
Step Stakeholder
Action Description
1
Investment Manager
Investment manager sends a FIX Allocation Instruction.
2
FCI
Minimal FCI validation fails because the connection to CTM is down.
3
FCI
FCI sends the investment manager a FIX Allocation Instruction Ack with AllocStatus=1 (rejected) and the following text:
“CTM not available. Please retry or contact DTCC Support.” and logs a BizAlarm with error #5.
4
Investment Manager
Investment manager receives the FIX Allocation Instruction Ack indicating the that the Allocation Instruction was rejected.
Invalid Username or Password Error
The following table describes an invalid FIX logon message flow that fails FCI validation because the username
or password is invalid. The client is not correctly configured on the FCI host.
Table 2.14 Error Handling—Invalid Username or Password Error
Step Stakeholder
Action Description
1
Investment Manager
Investment manager sends a FIX logon message.
2
FCI
Message passes minimal FCI validation for proper FIX usage.
3
FCI
FCI attempts to initiate a connection to CTM using the provided credentials.
4
CTM
The username and/or password is invalid and the connection is not accepted.
5
FCI
FCI denies the FIX connection. No response message is sent and the connection is not established. Failed logon attempt
is logged at the FCI host.
Authentication Upon Connection Error
The following table describes an authentication error when creating an CTM connection for trade submission.
The client is sending an invalid password.
Table 2.15 Error Handling—Authentication Upon Connection Error
Step Stakeholder
Action Description
1
Investment Manager
Investment manager sends a FIX Allocation Instruction.
2
FCI
Message passes minimal FCI validation for proper FIX usage.
3
FCI
FCI sends the investment manager a FIX Allocation Instruction Ack with AllocStatus=3 (Received).
4
Investment Manager
Investment manager receives the FIX Allocation Instruction Ack indicating the FIX Allocation Instruction was received.
25
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 2.15 Error Handling—Authentication Upon Connection Error (continued)
Step Stakeholder
Action Description
5
FCI
FCI attempts to create a new CTM connection with the credentials sent in the previous logon message.
6
CTM
The username and/or password is invalid and the connection is not accepted.
7
FCI
FCI sends the investment manager a FIX Allocation Instruction Ack with AllocStatus=5 (Rejected by intermediary) with
text indicating the credentials are incorrect.
8
Investment Manager
Investment manager receives the FIX Allocation Instruction Ack indicating that the FIX Allocation Instruction was rejected
due to a username/password error.
Missing Required Field Error
The following table describes a missing required field error.
Table 2.16 Error Handling—Missing Required Field Error (Example: AvgPx)
Step Stakeholder
Action Description
1
Investment Manager
Investment manager sends a FIX Allocation Instruction of type AllocTransType=New but does not include a value for
AvgPx, a required field.
2
FCI
Message passes minimal FCI validation for proper FIX usage.
3
FCI
FCI sends the investment manager a FIX Allocation Instruction Ack with an AllocStatus=3 (Received).
4
Investment Manager
Investment manager receives the FIX Allocation Instruction Ack indicating the FIX Allocation Instruction was received.
5
FCI
FCI translates the FIX Allocation Instruction message into a CTM TradeDetail message passing in an empty value for
the AvgPx field.
6
FCI
FCI sends CTM TradeDetail message to CTM.
7
CTM
TradeDetail fails CTM synchronous validation.
8
CTM
CTM sends a CTM Invalid message to FCI.
9
FCI
FCI translates the CTM Invalid message into a FIX Allocation Instruction Ack, mapping the Synch Error text and relevant
FIX fields into the FIX text field.
10
FCI
FCI sends FIX Allocation Instruction Ack to the investment manager of type AllocStatus=Rejected.
11
Investment Manager
Investment manager receives FIX Allocation Instruction Ack indicating the FIX Allocation Instruction was rejected for not
populating AvgPx field.
Invalid Cancel Error
The following table describes an invalid cancel error.
Table 2.17 Error Handling—Invalid Cancel Error (Could Not Find Original)
Step Stakeholder
Action Description
1
Investment Manager
Investment manager sends a FIX Allocation Instruction of AllocTransType=Cancel, but does not reference the original
FIX Allocation Instruction properly.
2
FCI
Message passes minimal FCI validation for proper FIX usage.
3
FCI
FCI sends the investment manager a FIX Allocation Instruction Ack with an AllocStatus=Received.
4
Investment Manager
Investment manager receives the FIX Allocation Instruction Ack indicating the FIX Allocation Instruction was received.
5
FCI
FCI creates an CTM Cancel message using an empty value in the RefAllocID (72) to create the TradeLevelReferences
composite to cancel (FIX RefAllocID is equal to the CTM XML MasterReference in the original message).
6
FCI
FCI sends CTM Cancel message to CTM.
7
CTM
Cancel message fails CTM synchronous validation indicating the trade side does not exist.
8
CTM
CTM sends an CTM Invalid message to FCI.
9
FCI
FCI translates the CTM Invalid message into a FIX Allocation Instruction Ack mapping the Synch Error text and relevant
FIX fields into the FIX text field.
26
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 2.17 Error Handling—Invalid Cancel Error (Could Not Find Original) (continued)
Step Stakeholder
Action Description
10
FCI
FCI sends FIX Allocation Instruction Ack to investment manager.
11
Investment Manager
Investment manager receives FIX Allocation message Ack indicating the FIX Allocation Instruction message to cancel is
not accepted because CTM could not find the original trade side with the provided RefAllocID (72).
27
3. BEFORE YOU GET STARTED
Introduction
This chapter describes the various message types in the FIX interface for CTM.
Supported Business Messages
The following table describes the FIX business messages DTCC supports and the purpose for each message,
including the asset class to which it correlates.
Table 3.1 FIX Business Messages
Message Type
XML Mapping
Purpose
Allocation Instruction (J)
• TradeLevel
• TradeDetail
Sent by you and mapped to the following messages TradeLevel or TradeDetail
Allocation Instruction Ack (P)
• Valid
• Invalid
Sent to you by FCI in the following situations:
• After you send an Allocation Instruction to your counterparty.
• Upon receiving a Valid or Invalid message from CTM.
Allocation Report (AS)
• MultiTradeLevelResponse
• MultiTradeDetailResponse
• InfoSettlementResponse
Sent to CTM as a result of regular polling or when there is a change in Match or
Match Agreed status.
Allocation Report Ack (AT)
N/A —echoed fields
Sent by FCI as an acknowledgement that the counterparty received the Allocation
Report. It is ignored by CTM.
Business Message Reject (j)
Invalid
Issued to the investment manager upon receiving a Allocation Instruction that
does not pass minimal FCI validation.
All other business message types are rejected (see Unsupported FIX Message Types).
Note:
Refer to the XML Message Specification: Debt/Equity and Common Messages for more details about
how the XML messages work and the handling of elements in them.
Allowed Fields
FCI enables you to send valid values in any FIX 4.4 field. Fields that are not mapped to a CTM XML message are
ignored.
28
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
FIX Format Datatype and Syntax Notations
Table 3.2 explains the datatype and syntax notations used in the Datatype/Syntax column of the FIX messages.
Table 3.2 FIX Format Notation
FIX Datatype/
Syntax
Description
Examples and Notes
Amt
Float field that typically represents a Price times a Qty.
•
•
•
•
Boolean
Char field containing one of two values:
• Y—True/Yes
• N—False/No
• 570=Y—PreviouslyReported is yes; counterparty was sent
report
• 7366=N—OmgeoContinuationString is No; do not get
additional records when querying
Char
Single character value, which can include any alphanumeric
character or punctuation, except the delimiter.
• 54=1—Side is Buy
• 71=2—AllocTransType is Cancel for TDMatchStatus in CAND
Country
String field representing a country using ISO 3166 Country code • 592=FI—UnderlyingCountryOfIssue is Finland
(two- or three-character) values.
• 421=USA—Country is United States of America
Currency
String field representing a country using ISO 4217 Currency code • 15=GBP—Currency is United Kingdom, Pounds
(three-character) values.
• 479=HKD—CommCurrency is Hong Kong, Dollars
Exchange
String field representing a market or exchange using ISO 10383 • 30=XNYS—LastMkt is NYSE
Market Identifier Code (MIC).
• 30=XNAS—LastMkt is NASDAQ
Float
Sequence of digits with an optional decimal point and sign
character such as the following ASCII characters:
• • 0-9
• .
Float values can contain leading zeros, such as:
• 155=00023.23—SettlCurrFxRate is 23.23
• 231=010023.23—ContractMultiplier 10023.23
Sequence of digits without commas, decimals, but with an
optional sign character such as ASCII characters:
• • 0-9s
• 828=1—TrdType is block
• 569=1—TradeRequestType is MATCHED trades
231=010023.23—ContractMultiplier is 10023.23
381=93399312—GrossTradeAmt is 9,399,312
118=839389.3—NetMoney is 839,389.30
9047=009485.32—OmgeoTradeDetailTradeAmount is
9,485.32
All char fields are case sensitive (for example, m!=M).
Float values can also contain or omit trailing zeros after the
decimal point, such as:
The absence of the decimal point within a string is interpreted as • 228=23.0000—Factor is 23.0
the float representation of an integer value.
• 228=23.00001—Factor is 23.00001
All float fields must accommodate up to fifteen significant digits.
The number of decimal places used should be a factor of
business/market needs and mutual agreement between
counterparties.
Int
Leading zeros are allowed and the sign character utilizes one
byte as follows:
• Positive int=99999
• Negative int is=-99999
LocalMktDate
NumInGroup
Date of Local Market in YYYYMMDD format. This is the normal
date field used by the FIX protocol.
Valid values:
• YYYY—0000-9999
• MM—01-12
• DD—01-31
• 75=20100131—TradeDate is January 31, 2010
Int field that represents the number of entries in a repeating
group. Value must be positive.
• 7347=2—OmgeoNoSecurityTypeGroups is two
• 453=1—NoPartyIDs is one (broker/dealer)
• 64=20090501—SettleDate is May 01, 2009
29
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 3.2 FIX Format Notation (continued)
FIX Datatype/
Syntax
Description
Percentage
Float field that represents a percentage. The number of decimal • 223=.05—Coupon rate is 5%
places may vary.
• 236=.9525—Yield is 95.25%
• 236=0.8000—Yield is 80%
Price
Float field that represents a price. The number of decimal places • 31=3—LastPx is 3
may vary.
• 202=150—StrikePrice is 150
Prices can be negative values for certain asset classes, such as
options under certain market conditions.
Qty
Float field capable of storing either a whole number (no decimal • 80=25—Quantity of TradeDetails (allocations) is 25 shares
places) of shares (securities denominated in whole units) or a
• 32=200—Quantity of TradeLevel (block) is 200
decimal value containing decimal places for non-share quantity
asset classes (securities denominated in fractional units).
SeqNum
Int field that represents a message sequence number. Value
must be positive.
String
Examples and Notes
• 34=123—MsgSeqNum is 123
• 45=121—RefSeqNum is 121
Alpha-numeric free format strings, can include any character or • 568=Trade142—TradeRequestID is Trade142
punctuation except the delimiter. All char fields are case sensitive
• 58=I do not want to cancel this trade—The Text attached to
(i.e. morstatt !=Morstatt).
this message is “I do not want to cancel this trade”
• 60=20090511-12:00:00—TransactTime of the trade was May
UTCTimestamp Time/date combination represented in UTC (Universal Time
Coordinated) also known as GMT (Greenwich Mean Time) in one
11, 2009 at 12:00
of the following formats where colons, dash, and period are
• 7367=20090701-01:55:12—OmgeoMinLastUpdateDateTime
required:
was July 1, 2009 at 1:55 and 12 seconds
YYYYMMDD-HH:MM:SS (whole seconds)
YYYYMMDD-HH:MM:SS.sss (milliseconds)
Valid values: YYYY=0000-9999, MM=01-12, DD=01-31, HH=0023, MM=00-59, SS=00-5960 (60 only if UTC leap second)
(without milliseconds).
Characters Used in Format Symbols
The following table describes the characters you can use with the format symbols in the preceding table.
Table 3.3 Characters in Format Symbols
This character …
Represents this content … 1
n
0123456789
d
Digits (0 to 9) with a decimal comma. The following rules apply:
•
The integer part is mandatory and must contain at least one digit.
•
Leading zeroes are allowed.
•
A decimal comma must precede the fractional part.
•
The fractional part may be missing, but the decimal comma must always be present.
•
Neither decimal point, space or any symbols other than the decimal comma are permitted.
•
The maximum length includes the decimal comma.
h
ABCDEF
0123456789
a
ABCDEFGHIJKLMNOPQRSTUVWXYZ
c
ABCDEFGHIJKLMNOPQRSTUVWXYZ
0123456789
x
abcdefghijklmnopqrstuvwxyz
ABCDEFGHIJKLMNOPQRSTUVWXYZ
0123456789
/-?:().,'+{}2
<cr> <lf> Space
30
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 3.3 Characters in Format Symbols (continued)
This character …
Represents this content … 1
y
ABCDEFGHIJKLMNOPQRSTUVWXYZ
0123456789
. , - ( ) / = ' + : ? ! " % & * <>;
Space
z
The ISO /IEC 8859-1 (Latin 1) characters (without <cr> or <lf>).
1
Decimals implemented according to ISO format, which is based upon the European standard.
Although part of the character set, the curly brackets are permitted as delimiters and cannot be used within the text of user-to-user
messages.
2
Although CTM allows the full character set, your counterparties may still be using different systems and restricted
to less extensive character sets. We therefore advise that you only implement the X charset, which includes
-!$%*()_+|`~=\{}'<>"?,/.:;[]^#£ to avoid any adverse impact to their systems.
Value Type Conversions
The following table describes the value conversions between FIX tags and direct XML elements.
Table 3.4 Value Type Conversions
Value Types
Description
FIX Boolean CTM Boolean
Boolean values are represented as a character (Y or N) in FIX.
FIX Date/Time  CTM Date/Time
FIX date/time values are represented as a string in the UTC format (YYYYMMDD-HH:MM:SS or
YYYYMMDD-HH:MM:SS.ssss).
CTM Date/Time  FIX Date/Time
The dash (-) formatting character is inserted between the date and time components (between the 8th
and 9th characters).
The colon (:) characters is inserted between each element of the time component (between the 10th
and 11th, and the 12th and 13th characters).
FIX Float CTM Decimal
FIX float values are represented as a string of digits with a the following options:
• Optional leading negative sign
• Optional decimal point
• Up to 15 significant digits
• Optional leading or trailing zeros
CTM Decimal FIX Float
If the CTM Sign field indicates the value is negative, a negative sign is prepended to the value string.
Level 1 Pairing and Level 2 Matching
CTM matches a set of field values in your Allocation Instruction against your counterparty’s using a two-level
matching processes (L1 and L2). Once trade components L1 pair, they proceed to L2 matching.
Note:
Refer to the XML Message Specification: Debt/Equity and Common Messages for more information
about mapping rules, exceptions, and customization.
Level 1 Pairing Fields—Mapping Between CTM and FIX
Level 1 (L1) pairing compares a minimum set of critical data fields, known as L1 pairing or L1 matching fields.
The values in these fields must all match exactly, except as noted in the XML Message Specification: Debt/
Equity and Common Messages.
31
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
The following table describes the L1 pairing fields mappings between CTM fields and corresponding FIX fields for
TradeLevel and TradeDetail messages.
Table 3.5 L1 Pairing Fields for TradeLevels and TradeDetails—CTM and FIX Mapping
CTM XML Field
FIX Field Name (Tag)
TradeLevel L1 Pairing Fields
Amount
Quantity (53)
BuySellIndicator
Side (54)
DealPrice
AvgPx (6)
ExecutingBroker
PartyID (448)
InstructingParty
PartyID (448)
SecurityCode
SecurityID (48)
TradeDateTime
TransactTime (60)
TradeDetail L1 Pairing Fields
AccountID
AllocAccount (74)
QuantityAllocated1
AllocQty (80)
1
QuantityAllocated functions only as a tie-breaker.
Level 2 Matching Fields—Mapping Between CTM and FIX
Level 2 (L2) matching enables you to customize the matching process so that you can verify that trade amounts
and other critical fields are within acceptable parameters. Select the fields to match from the list of eligible L2
matching fields for the security instrument you transact, and then decide how to match each field using matching
rules and tolerances.
L2 matching rule criteria include:
•
•
•
Not used for matching
Exact match
Minimum and maximum exact values
•
•
Percent tolerance
Percent tolerance with a maximum absolute value
You must set up one default match profile for each asset class type (debt or equity) before sending in a trade of
that type. In addition to the default match profile, you can also optionally set up one match profile for each market
you trade in. For example, an additional match profile can be associated with a specific currency.
Using the currency example, when you send in a trade, the match profile does not need to be specified. CTM
evaluates the value for the traded currency.
•
•
If there is a match profile for that currency, CTM applies that match profile to the trade.
If there is no match profile for that currency, CTM applies the default match profile for the instrument.
You can also specify the name of a match profile for a trade using FIX field OmgeoL2MatchingProfileName
(9041) in the Allocation Instruction. Only one match profile can be used per block.
L2 Matching Fields in FIX
This section details each available field mapping for debt and equity instruments.
32
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
TradeLevel L2 Matching Fields
The following table lists the eligible TradeLevel L2 matching field mappings between CTM and corresponding
FIX fields.
Table 3.6 Eligible TradeLevel L2 Matching Fields
FIX Field Name (Tag)
CTM XML Field
Debt
Equity
CouponRate (223)
CouponRate
Yes
No
DatedDate (873)
DatedDate
Yes
No
AvgPx (6)
DealPrice
Yes
Yes
MaturityDate (541)
MaturityDate
Yes
No
NumDaysInterest (157)
NumberOfDaysAccrued
Yes
No
SecurityExchange (207)
Place of Trade (only for CTM broker/dealers)
Yes
Yes
SettlPartyID (782), SettlPartyIDSource (783), SettlPartyRole (784)
PSET1
Yes
Yes
SettlDate (64)
SettlementDate
Yes
Yes
OmgeoTLAccruedInterestAmount (9859)
OmgeoTLAccruedInterestCurrency (9858)
TotalAccruedInterestAmount
Yes
No
GrossTradeAmount (381)
TotalTradeAmount (gross consideration)
Yes
Yes
OmgeoBlockCommissionAmount (9866)
TradeCommissions
Yes
Yes
OmgeoTradeTransCondIndicator (9043)
TradeTransactionConditionIndicator
Yes
Yes
Yield (236)
Yield
Yes
No
1
CTM broker/dealer enriches from ALERT or manually sends in the PSET BIC identifier.
TradeDetail L2 Matching Fields
The following table lists the eligible TradeDetail L2 matching field mappings between CTM and corresponding
FIX fields.
Table 3.7 Eligible TradeDetail L2 Matching Fields
FIX Field Name (Tag)
CTM XML Field
Debt
Equity
AllocAccruedInterestAmount (742)
AccruedInterestAmount
Yes
No
MiscFeeAmt (137), MiscFeeCurr (138), MiscFeeType (139)
ChargesOrTaxes
Yes
Yes
Commission (112)
Commissions
Yes
Yes
AllocNetMoney (154)
NetCashAmount
Yes
Yes
Yes
Yes
Yes
Yes
1
SettlPartyID (782), SettlPartyIDSource (783), SettlPartyRole (784)
PSET
AllocQty (80)
QuantityAllocated
AllocSettlCurrAmt (737)
SettlementAmount
Yes
Yes
OmgeoTradeDetailAmount (9842)
TradeAmount
Yes
Yes
1
CTM broker/dealer enriches from ALERT or manually sends in the PSET BIC identifier.
For more information about parring and matching, see the L1 Pairing and L2 Matching: Questions and Answers.
Setting up Hidden Fields
Investment managers have the option of not displaying their money amount fields to the broker/dealers. The
default set-up is to either to show or hide these fields from all the investment manager’s counterparties. The
default can be overridden at any time for a trade using the ShowHiddenFieldsIndicator field. This allows
investment managers to set up their own rules for showing or hiding money amounts for any particular broker/
dealer or any other criteria.
33
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
The XML element ShowHiddenFieldsIndicator appears in the TradeLevel and TradeDetail messages. If you have
the default set to hide the money amounts shown for a specific trade, set the value Y in this element.
A Y or N value in this element applies to the entire trade side. A subsequent TradeLevel or TradeDetail with the
ShowHiddenFieldsIndicator set differently changes the broker/dealer’s viewing access on the money fields in
subsequent inquiries for components of that trade side.
The affected money amount fields are:
•
•
•
•
•
•
•
•
•
•
•
DealPrice/Amount
SettlementAmount/Amount
TotalTradeAmount/Amount
TradeCommissions/Commission/Amount
TradeChargesOrTaxes/ChargeAmount/Amount
TotalSettlementAmount/Amount
TotalNetCashAmount/Amount
TradeAmount/Amount
NetCashAmount/Amount
Commissions/Commission/Amount
ChargesOrTaxes/ChargeAmount/Amount
Message Directions and Field Rules
The following table describes the terms inbound and outbound in the context of you, your counterparty, and FCI.
Table 3.8 Inbound and Outbound Message Directions
Direction
Meaning
Inbound
You or your counterparty send a message to DTCC using FCI, such as a Trade Capture Report, Allocation Instruction, or other message
type.
Outbound
FCI or DTCC (using FCI) sends a message to you or your counterparty either as an acknowledgement of a previously sent inbound
message or in response to a query such as a Allocation Instruction Ack, Allocation Report Ack, or other message type.
Allowed Fields
FCI enables you to send values in any FIX 4.4 field. Fields that are not used in a particular message mapping are
labeled accordingly and ignored.
Importance of Field Order
In the FIX messages that you send to DTCC, the order of the fields must be in the order shown in this document
or else the message may not be accepted.
Note:
This document shows not only the required order of the fields in the FIX messages that you send to
DTCC but also the order of fields in messages that DTCC sends to you.
Username and Password Requirements
The client sends DTCC authentication information in the Username (553) and Password (554) fields in the Logon
message. After receiving the Logon message, FCI establishes a preliminary connection with CTM to verify the
authentication information. You are only required to log on once, at the beginning of each session.
34
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Note:
Machine user passwords expire every year. An email is sent to the email address in CTM user
administration for the user ID four times in advance of expiration on this schedule: 60, 30, 15, and 2
days. You, or an authorized entity, must log into the CTM user administration interface before the
expiration and reset the password.
Key Fields in the Logon Message
The following table describes the key fields in the logon message.
Table 3.9 Key fields in the logon message
Field
Description
SenderCompID (49)
This tag appears as NearID in the FCI web console connection configuration screen. It is the ID that DTCC’s FIX
clients use to identify the organization sending the message.
TargetCompID (56)
This tag appears as FarID in the FCI web console connection configuration screen. It identifies the receiving
organization or the FIX counterparty.
Username (553)
Password (554)
These logon credentials are derived from the FIX logon and sent to CTM. They must be validated in the DTCC user
administration interface.
AllocID and IndividualAllocID Uniqueness
You are responsible for generating unique AllocID values and those values must be unique for all time across a
single client organization. However, FCI manages activity for more than one client organization, so the AllocID is
not required to be unique across organizations.
•
•
The AllocID (70) field on a FIX message is mapped to the value in the MasterReference XML field in CTM.
The IndividualAllocID (467) field on a FIX message is mapped to the value in the ClientAllocationReference
XML field in CTM.
Session Messages
FCI meets all session level requirements such as heartbeat intervals and resend functions. DTCC provides daily
start and stop times to allow for internal maintenance and upgrades, if necessary.
Connecting to the CTM FIX Interface
Your options for connecting to FCI depend on whether you are an investment manager or a service bureau.
•
•
Investment Managers—With a direct link between you and CTM, you can have multiple connections using
the same username and password. However, to establish a dedicated connection, the SenderCompID (49)
value for each connection must be different.
Service Bureau—You connect to a service bureau, which links directly to CTM. If you are a service bureau,
you link to FCI directly. You can have multiple connections using the same username and password.
However, to establish a dedicated connection, the OnBehalfOfCompID (116) value for each connection
must be different.
Connection Parameters
Contact your DTCC representative to set up connection parameters such as heartbeat intervals and regular
session number resets, if any.
35
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Heartbeat
The heartbeat monitors the status of the communication link and identifies when the last of a string of messages
was not received.
•
•
When either end of a FIX connection has not sent any data for (HeartBtInt) seconds, it transmits a
heartbeat message.
When either end of the connection has not received any data for (HeartBtInt + reasonable transmission
time) seconds, it transmits a test request message. If there is still no heartbeat message received after
(HeartBtInt + reasonable transmission time) seconds then the connection is considered lost and corrective
action is initiated.
Typically, heartbeat messages are set to every 30 or 60 seconds.
Heartbeats issued as the result of a test request must contain the TestReqID transmitted in the test request
message. This is useful to verify that the heartbeat is the result of the test request and not the result of a regular
timeout.
Note:
A test request message can be sent independent of the value of the HeartBtInt, which forces a Heartbeat
message.
Logon
The logon message authenticates a user establishing a connection to a remote system. The logon message
must be the first message sent by the application requesting to initiate a FIX session.
The HeartBtInt (108) field is used to declare the timeout interval for generating heartbeats (same value used by
both sides). The HeartBtInt value should be agreed upon by the two parties, specified by the logon initiator, and
then echoed back by the logon acceptor.
Upon receipt of a logon message, the session acceptor authenticates the party requesting connection and issue
a logon message as acknowledging that the connection request was accepted. The acknowledgment logon can
also be used by the initiator to validate that the connection was established with the correct party.
The session acceptor must be prepared to immediately begin processing messages after logon receipt. The
session initiator can then begin transmitting FIX messages before receipt of the confirmation logon; however, it is
recommended that normal message delivery wait until after the return logon is received to accommodate
encryption key negotiation.
The logon message can be used to specify the MaxMessageSize supported. For example, the logon message
can be used to control fragmentation rules for large messages that support fragmentation. It can also be used to
specify the MsgType supported for both sending and receiving.
Logout
The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of
logout messages is an abnormal condition.
Before actually closing the session, the logout initiator should wait for the opposite side to respond with a
confirming logout message. This gives the remote end a chance to perform any Gap Fill operations that may be
necessary. The session may be terminated if the remote side does not respond in a defined time-frame.
After sending the logout message, the logout initiator should not send any messages unless requested to do so
by the logout acceptor via a Resend Request.
36
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Resend Request
The resend request is sent by the receiving application to initiate the retransmission of messages. This function
is utilized when the following conditions occur:
•
•
•
A sequence number gap is detected
The receiving application lost a message
A function of the initialization process
The resend request can be used to request a single message, a range of messages, or all messages subsequent
to a specified message.
The sending application should consider the MsgType when resending messages. For example, if a new order is
in the resend series and a significant time period has elapsed since its original inception, the sender may not
wish to retransmit the order given the potential for changed market conditions. The Sequence Reset-GapFill
message is used to skip messages that a sender does not wish to resend.)
Note:
The receiving application must process messages in sequential order. For example, if message number
7 is missed, and 8-9 received, then the application should ignore 8 and 9 and ask for a resend of 7-9, or,
preferably, 7-0 (0 represents infinity).
This latter approach is strongly recommended to recover from out of sequence conditions as it allows for faster
recovery in the presence of certain rare conditions when both sides are simultaneously attempting to recover a
gap.
•
•
•
To request a single message: BeginSeqNo=EndSeqNo
To request a range of messages: BeginSeqNo=first message of range, EndSeqNo=last message of range
To request all messages subsequent to a particular message: BeginSeqNo=first message of range,
EndSeqNo=0 (represents infinity).
Test Request
The test request message forces a heartbeat from the opposing application and either checks sequence
numbers or verifies communication line status. The opposing application responds to the test request with a
heartbeat containing the TestReqID.
The TestReqID verifies that the opposing application is generating the heartbeat as the result of test request and
not a normal timeout. Any string can be used as the TestReqID (a timestamp string is one convention).
37
4. DEBT AND EQUITY MESSAGES
Introduction
This chapter describes the debt and equity message types in the FIX interface for CTM.
About the Messages
FCI supports the following messages for debt and equity security instruments:
•
•
•
•
•
Allocation
Allocation
Allocation
Allocation
Allocation
Instruction (J)
Report (AS)—Status View
Report (AS)—Settlement View
Instruction Ack (P)
Report Ack (AT)
DTCC User-Defined Fields
user-defined fields are listed and described on the FIX Protocol Organization web site in the 7000-7999 (broker/
dealer and 10b-10 fields) pages and the 9000-9999 (third party/settlement notification and other fields) pages:
•
•
http://www.fixprotocol.org/specifications/fields/7000-7999
http://www.fixprotocol.org/specifications/fields/9000-9999
Note:
All five-digit FIX field tags are proprietary for an CTM implementation. An example is the
PlaceOfTradeType (35570) field.
The custom fields in the 3000-3999 series are not published on the FIX Protocol Organization web site.
CTM XML to FIX Interface Message Mappings
The following table describes the mapping between each CTM and FIX interface messages detailed in this
chapter.
Table 4.1 CTM XML Messages and FIX Interface Message Mappings
CTM Direct XML Message
FIX Interface Equivalent Message
Management Message
Cancel
Allocation Instruction (J)
Trade Messages
TradeDetail
TradeLevel (not applicable for ACWF trades)
Allocation Instruction (J)
Invalid/Valid
Allocation Instruction Ack (P)
Allocation Report Ack (AT)
38
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.1 CTM XML Messages and FIX Interface Message Mappings (continued)
CTM Direct XML Message
FIX Interface Equivalent Message
Query-Response Messages
InfoRequest
MultiTradeDetailRequest
MultiTradeLevelRequest (not applicable for ACWF trades)
N/A—Generated by FCI
InfoResponse
InfoSettlementResponse
MultiTradeDetailResponse
MultiTradeLevelResponse (not applicable for ACWF trades)
Allocation Report (AS)
Field Tables Key
Each message in this chapter has a field table. Light blue shading in the field tables indicate component blocks.
The following table describes the field table columns.
Table 4.2 Field Tables Key
Column Header
Description
Ind.
Indicates the nesting level (or indent) for the corresponding XML element, which is mapped to the FIX Field Name and Tag
Number.
FIX Field Name
FIX name assigned to the FIX field. Most, but not all, FIX fields map to the XML elements in CTM direct XML interface (for
example, certain calculated fields are derived other fields).
Tag No.
FIX tag number assigned to the FIX field.
Datatype/Syntax
The datatype and syntax, when available, of the FIX element.
M-E/O/C
Indicates if the field is mandatory for messages to CTM or expected for messages from CTM, optional, or conditional, unless
otherwise noted.
• M(O) or E(O) indicates the field is mandatory for CTM or expected from CTM.
• M(F) or E(F) indicates the field is mandatory for FIX or expected from FIX.
• C(O) indicates the field is conditional for CTM.
• C(F) indicates the field is conditional for FIX.
For messages CTM returns to you, the same principals apply. For example, if a field is M (mandatory) on a message submission,
you can expect that DTCC returns a value in that field to you on the response message.
Refer to the FIX Protocol documentation and XML Message Specification: Debt/Equity and Common Messages for more
information about field requirements.
Notes
A description of the tag, allowed values, or examples, valid values, and other information about the field.
XPath
The corresponding field or fields in the CTM XML message.
Because the XPath for every CTM XML messages begins with /<messagename>, this information is omitted. For example, the
XPath /Invalid/InvalidBody/SynchError/ErrorKey is written as InvalidBody/SynchError/ErrorKey.
In cases where a FIX message maps to more than one XML message, the message name is included in the XPath. For example,
the Allocation Report (AS)—Status View maps to the CTM MultiTradeLevelResponse and the MultiTradeDetailResponse
messages, and the FIX AllocID (70) tag in this message maps to the following fields:
• MultiTradeLevelResponseBody/MTLR/TradeLevelReferences/MasterReference
• MultiTradeDetailResponseBody/MTDR/TradeLevelReferences/MasterReference
If a FIX message contains both TradeLevel and TradeDetail information, XPaths indicate whether the corresponding XML fields
are trade level or trade detail. For example, the Allocation Report (AS)—Settlement View contains both block (TradeLevel) and
allocation (TradeDetail) information:
• The FIX AllocAccount (74) tag maps to ISRTradeDetail/ISRTDCommonValues/AccountID
• The FIX TransactTime (60) tag maps to ISRTradeLevel/ISRTLCommonValues/TradeDateTime
Check any notes provided in the XML Message Mapping section of each message introduction to learn any additional XPath
mapping information for each message.
39
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Allocation Instruction (J)
Sent By
Investment manager
Inbound /Outbound
Inbound from investment manager to CTM
Mapped to XML Message(s) TradeLevel, TradeDetail, Cancel
Purpose
Send a block, allocation, or cancel
Expected Result
• FCI sends an Allocation Instruction Ack (P), indicating the Allocation Instruction (J) was received.
• After synchronous validation, FCI sends an Allocation Instruction Ack (P) indicating
AllocStatus=Accepted or Rejected based on CTM Valid or Invalid.
Notes
• The money amounts provided prior to NoAllocs (78) all pertain to block level financials. For example,
GrossTradeAmt (381) and NetMoney (118) are block-level values.
• When sending allocations, you must repeat mandatory block level financials on the message.
Table 4.3 Allocation Instruction (J)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
M/
O/C
Notes
XPath
Standard Header (MsgType=J)
The following fields are added by the client FIX configuration to the header of all FIX messages submitted:
• 8=FIX.4.4 (BeginString)
• 9=160 (BodyLength)
• 35=J (MsgType)
• 34=87 (MsgSeqNum)
• 49=INTEGRTN (SenderCompID)
• 56=FCI (TargetCompID)
• 52=20090101-02:24:36 (SendingTime)
TradeLevelBody/
ShowHiddenFieldsiIdicator
TradeDetailBody/
ShowHiddenFieldsiIdicator
1
OmgeoShowHiddenFieldsIndicator
9040
Boolean/
1!a
O
Indicates if the investment manager
allows the broker/dealer to see hidden
amount fields.
Valid values:
• Y=Yes
• N=No
1
OmgeoL2MatchingProfileName
9041
String/35z
O
Specifies the name of the L2 matching TradeLevelBody/
profile. See Level 2 Matching Fields— L2MatchingProfileName
Mapping Between CTM and FIX.
TradeDetailBody/
L2MatchingProfileName
1
AllocID
70
String/16z
M
Unique ID for allocation message. The
AllocID is mapped to the
MasterReference number in CTM. It is
the reference number for the block.
For ACWF trades, AllocID (70) and
IndividualAllocID (467) must be the
same.
TradeLevelBody/
TradeLevelReferences/
MasterReference
TradeDetailBody/
TradeLevelReferences/
MasterReference
1
AllocTransType
71
Char/4!c
M
Valid values:
• 0=New
• 2=Cancel
TradeLevelBody/
FunctionOfTheMessage
TradeDetailBody/
FunctionOfTheMessage
See Setting up Hidden Fields.
See the Translated CTM XML Fields to
FIX Fields table.
1
AllocType
626
Int
M(F)
1
RefAllocID
72
String/16z
O
Not mapped.
Required for AllocTransType=2
CancelBody/TradelevelIdentifiers/
(Cancel). This field maps to the Master MasterReference
Reference number of the trade you
would like to cancel.
40
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.3 Allocation Instruction (J) (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
M/
O/C
Notes
XPath
1
OmgeoOmnibusExpected
7330
Boolean/
1!a
C(O) An CTM investment manager who has
a subscription to Canada Block
Settlement functionality sets this field
to Y to when sending an Omnibus
allocation for that block (TradeLevel).
1
OmgeoTLExpected
7516
Boolean/
1!a
M(O) Valid values:
TradeDetailBody/
• Y—When you provide both blocks TradeLevelExpected
and allocations on the J message.
• N—When you provide only
allocation information on the J
message.
TradeLevelBody/
TradeLevelInformation/
OmniExpected
TradeDetailBody/
TradeLevelInformation/
OmniExpected
If you do not provide a value, CTM
default value is Y.
1
AllocNoOrdersType
857
Int
M(F) Valid values:
• 0=Not specified
• 1=Explicit list provided
Not mapped.
1
Side
54
Char/4!c
M
TradeLevelBody/
TradeLevelInformation/
BuySellIndicator
TradeDetailBody/
TradeLevelInformation/
BuySellIndicator
Valid values:
• 1=Buy
• 2=Sell
Required for an allocation, but not
required for a cancelation. See the
Translated CTM XML Fields to FIX
Fields table.
Component Block <Instrument>
1
SymbolSfx
65
String
O
In fixed income, a value of WI can be Not mapped.
used to indicate When Issued. See the
Translated CTM XML Fields to FIX
Fields table.
1
SecurityID
48
String/30z
M
Security identifier value of
SecurityIDSource (22) type (e.g.,
CUSIP, SEDOL, ISIN). Required for an
allocation, but not required for a
cancelation. Required for an allocation,
but not required for a cancelation. See
the Common Reference Data.
TradeLevelBody/
IdentificationOfASecurity/
SecurityCode
TradeDetailBody/
IdentificationOfASecurity/
SecurityCode
1
SecurityIDSource
22
String/1!c
M
Identifies class or source of the
SecurityID (48) value. Required if
SecurityID is specified. Required for an
allocation, but not required for a
cancelation. See the Common
Reference Data.
TradeDetailBody/
IdentificationOfASecurity/
SecurityCodeType/
NumberingAgencyCode
1
SecurityType
167
String/10c
M
Indicates type of security. See also the
Product (460) field. This field is
required for an allocation, but not for a
cancelation.
The recommended best practice is to
use CORP for all fixed income trades,
and CS for all equity trades.
Required for an allocation, but not
required for a cancelation. See the
Translated CTM XML Fields to FIX
Fields table.
TradeLevelBody/
TradeLevelInformation/
TypeOfFinancialInstrument
TradeDetailBody/
TradeLevelInformation/
TypeOfFinancialInstrument
41
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.3 Allocation Instruction (J) (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
M/
O/C
Notes
XPath
1
MaturityDate
541
LocalMktD
ate/8!n
O
Date of maturity. Format is
YYYYMMDD.
TradeLevelBody/
TradeLevelInformation/
MaturityDate
TradeDetailBody/
TradeLevelInformation/
MaturityDate
1
IssueDate
225
LocalMktD
ate/8!n
O
The date on which a bond or stock
offering is issued. It may or may not be
the same as the effective date (Dated
Date) or the date on which interest
begins to accrue (Interest Accrual
Date). Format is YYYYMMDD.
TradeLevelBody/
TradeLevelInformation/IssueDate
TradeDetailBody/
TradeLevelInformation/IssueDate
1
Factor
228
Percentage O
For fixed income: Amortization Factor
for deriving Current face from Original
face for ABS or MBS securities, note
the fraction may be greater than, equal
to or less than. In TIPS securities this is
the Inflation index.
Qty * Factor * Price=Gross Trade
Amount
TradeLevelBody/
TradeLevelInformation/
CurrentFactor/Sign
TradeLevelBody/
TradeLevelInformation/
CurrentFactor/Amount
TradeDetailBody/
TradeLevelInformation/
CurrentFactor/Sign
TradeDetailBody/
TradeLevelInformation/
CurrentFactor/Amount
1
CountryOfIssue
470
Country/3c
O
ISO country code of instrument issue
(for example, the country portion
typically used in ISIN).
Can be used in conjunction with nonISIN SecurityID (48) (for example,
CUSIP for Municipal Bonds without
ISIN) to provide uniqueness.
See the Common Reference Data.
TradeLevelBody/
IdentificationOfASecurity/
SecurityCodeType/CountryCode
TradeDetailBody/
IdentificationOfASecurity/
SecurityCodeType/CountryCode
1
ContractMultiplier
231
Float
O
If used, quantities are expressed in
nominal (for example, contracts vs.
shares) amount.
TradeLevelBody/
TradeLevelInformation/LotSize
TradeDetailBody/
TradeLevelInformation/LotSize
1
CouponRate
223
Percentage O
/17d
The rate of interest that, when
multiplied by the principal, par value, or
face value of a bond, provides the
currency amount of the periodic
interest payment. The coupon is
always cited, along with maturity, in
any quotation of a bond's price.
TradeLevelBody/
TradeLevelInformation/
CouponRate/Amount
TradeLevelBody/
TradeLevelInformation/
CouponRate/Sign
TradeDetailBody/
TradeLevelInformation/
CouponRate/Amount
TradeDetailBody/
TradeLevelInformation/
CouponRate/Sign
1
SecurityExchange
207
Exchange
O
Submit place of trade details (MIC) for
efficient delivery of dual-listed
securities (reduces manual
intervention to settle trades).
See the Translated CTM XML Fields to
FIX Fields table.
TradeLevelBody/
TradeLevelInformation/
PlaceOfTrade/PlaceNarrative
TradeDetailBody/
TradeLevelInformation/
PlaceOfTrade/PlaceNarrative
1
Issuer
106
String/35z
O
Name of security issuer (examples:
International Business Machines,
GNMA).
TradeLevelBody/
TradeLevelInformation/Issuer
TradeDetailBody/
TradeLevelInformation/Issuer
42
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.3 Allocation Instruction (J) (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
M/
O/C
Notes
XPath
1
SecurityDesc
107
String/
6*35z
O
Description of the security.
TradeLevelBody/
IdentificationOfASecurity/
DescriptionOfTheSecurity
TradeDetailBody/
IdentificationOfASecurity/
DescriptionOfTheSecurity
1
Pool
691
String/30z
O
For fixed income, identifies MBS/ABS TradeLevelBody/
pool.
TradeLevelInformation/
PoolNumber
TradeDetailBody/
TradeLevelInformation/
PoolNumber
1
DatedDate
873
LocalMktD
ate
O
If different from IssueDate (225).
TradeLevelBody/
TradeLevelInformation/DatedDate
TradeDetailBody/
TradeLevelInformation/DatedDate
Component Block <Instrument Extension>
1
NoInstrAttrib
870
NumInGrou O
p
Number of repeating InstrAttribType
entries.
Not mapped.
2
InstrAttribType
871
Int/2c
Valid values:
• 9=When Issued
• 19=Alternative Minimum Tax
• 99=Custom (see InstrAttribValue)
TradeLevelBody/
TradeLevelInformation/
AlternativeMinimumTax
TradeLevelBody/
TradeLevelInformation/
FederalTax
TradeDetailBody/
TradeLevelInformation/
AlternativeMinimumTax
TradeDetailBody/
TradeLevelInformation/
FederalTax
O
See the Common Reference Data.
2
InstrAttribValue
872
String/4!c
O
InstrAttribType (871) must be set to 99
when using this field.
See the Translated CTM XML Fields to
FIX Fields table.
TradeLevelBody/
TradeLevelInformation/
FederalTax
TradeDetailBody/
TradeLevelInformation/
FederalTax
1
Quantity
53
Qty/17d
M
Total number of shares allocated to all
accounts. This is the total quantity of
shares for the block.
For ACWF trades, Quantity (53) and
AllocQty (80) contain the same value.
TradeLevelBody/
TradeLevelInformation/
QuantityOfTheBlockTrade/
Amount
TradeDetailBody/
TradeLevelInformation/
QuantityOfTheBlockTrade/
Amount
1
AvgPx
6
Price/17d
M(F) Calculated average price of all fills on
this order.
For fixed income trades AvgPx is
always expressed as percent-of-par,
regardless of the PriceType (423) of
LastPx (3). For example, AvgPx
contains an average of percent-of-par
values (see LastParPx (669)) for
issues traded in Yield, Spread, or
Discount.
TradeLevelBody/
TradeLevelInformation/DealPrice/
Amount
TradeDetailBody/
TradeLevelInformation/DealPrice/
Amount
43
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.3 Allocation Instruction (J) (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
M/
O/C
Notes
XPath
1
Currency
15
Currency/
3!a
M
Currency of AvgPx. Should be the currency of the local market or exchange
where the trade was conducted. Currency is mandatory for an equity and
optional for a debt (fixed income) trade. The currency value associated with
price is not used as a matching field in CTM.
XPath:
The field is required for an allocation, but not required for a cancelation.
TradeLevelBody/TradeLevelInformation/DealPrice/CurrencyCode
TradeLevelBody/TradeLevelInformation/TotalTradeAmount/CurrencyCode
TradeLevelBody/TradeLevelTotals/TotalNetCashAmount/CurrencyCode
TradeLevelBody/TradeLevelTotals/NetCashAmount/CurrencyCode
TradeDetailBody/TradeLevelInformation/DealPrice/CurrencyCode
TradeDetailBody/TradeLevelInformation/TotalTradeAmount/CurrencyCode
TradeDetailBody/TradeDetailData/TradeAmount/CurrencyCode
TradeDetailBody/TradeDetailData/NetCashAmount/CurrencyCode
TradeDetailBody/TradeDetailData/AdditionalFixedIncome/
AccruedInterestAmount/CurrencyCode
TradeDetailBody/TradeDetailData/CommFeesTaxes/Commissions/
Commission/CurrencyCode
Component Block <Parties>
1
NoPartyIDs
453
NumInGrou M
p
Number of PartyID (448),
PartyIDSource (447), and PartyRole
(452) entries. This field can be up to
three (3): investment manager,
executing broker, and clearing
organization.
Not mapped.
2
PartyID
448
String/3!c
M
ID of the instructing party.
TradeLevelBody/InstructingParty/
PartyValue
TradeDetailBody/InstructingParty/
PartyValue
CancelBody/InstructingParty/
PartyValue
2
PartyIDSource
447
Char/8 or
11c
M
Valid value is B=BIC.
It is best practice to identify yourself
with a BIC. This value does not need to
be a valid SWIFT BIC unless you
subscribe to CTM SN. The length must
be 8 or 11 characters.
TradeLevelBody/InstructingParty/
PartyType
TradeDetailBody/InstructingParty/
PartyType
CancelBody/InstructingParty/
PartyType
2
PartyRole
452
Int/2n
M
Identifies the type or role of the PartyID
(448) specified. Valid value is
13=OrderOriginator.
See the Translated CTM XML Fields to
FIX Fields table.
TradeLevelBody/InstructingParty/
PartyRole
TradeDetailBody/InstructingParty/
PartyRole
CancelBody/InstructingParty/
PartyRole
2
PartyID
448
String/11c
M
ID of the Executing broker/dealer.
The value in PartyID for the broker
should be a valid OG acronym, broker
matching group, or BIC.
TradeLevelBody/
ExecutingBroker/PartyValue
TradeDetailBody/
ExecutingBroker/PartyValue
CancelBody/ExecutingBroker/
PartyValue
44
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.3 Allocation Instruction (J) (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
M/
O/C
Notes
XPath
2
PartyIDSource
447
Char/1c
M
Valid values:
• B=BIC
• D=OG
• U=UNKN
TradeDetailBody/
ExecutingBroker/PartyType
TradeLevelBody/
ExecutingBroker/PartyType
CancelBody/ExecutingBroker/
PartyType
Best practice is to hard code
PartyIDSource of the broker with a U.
CTM determines the correct
PartyIDSource (447) using the
following sort order: 1) BRMG, 2) OG
acronym, and 3) BIC.
See the Translated CTM XML Fields to
FIX Fields table.
2
PartyRole
452
Int/1n
M
Identifies the type or role of the PartyID
(448) specified.
Valid value is 1=Executing Firm
See the Translated CTM XML Fields to
FIX Fields table.
TradeLevelBody/
ExecutingBroker/PartyRole
TradeDetailBody/
ExecutingBroker/PartyRole
CancelBody/ExecutingBroker/
PartyRole
2
PartyID
448
String/11c
O
BIC identifier for the place of clearing
organization.
The value in PartyID must be a valid
BIC.
TradeLevelBody/
TradeLevelInformation/
PlaceOfClearing
TradeDetailBody/
TradeLevelInformation/
PlaceOfClearing
2
PartyIDSource
447
Char/1c
O
Valid value is B=BIC.
2
PartyRole
452
Int/1n
O
Identifies the type or role of the PartyID
(448) specified.
Valid value is 21=Clearing
Organization
1
TradeDate
75
LocalMktD
ate
M(F) Indicates date of trade referenced in Not mapped.
this message in YYYYMMDD format.
Absence of this field indicates current
day (expressed in local time at place of
trade).
This field is not mapped to CTM.
TradeDate in CTM is sourced from
TransactTime. The field is required by
the FIX specification, but ignored by
FCI.
1
TransactTime
60
UTC
M
Timestamp/
15d
Date/time when allocation is
generated. Indicates date of trade
referenced in this message in
YYYYMMDD format.
This must be the same time for block
and all allocations. It is used to
populate trade date. Time can be set to
either zero or GMT. The field is
required for an allocation, but not
required for a cancelation.
TradeLevelBody/
TradeLevelInformation/
TradeDateTime
TradeDetailBody/
TradeLevelInformation/
TradeDateTime
1
SettlType
63
Char/1c
Indicates a when-issued fixed income
security. Other uses of this field are not
applicable because they are
overridden by the required SettlDate
(64) field.
Valid value is 7=When and If Issued
See the Translated CTM XML Fields to
FIX Fields table.
TradeLevelBody/
TradeLevelInformation/
WhenIssue
TradeDetailBody/
TradeLevelInformation/
WhenIssue
O
45
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.3 Allocation Instruction (J) (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
M/
O/C
Notes
XPath
1
SettlDate
64
LocalMktD
ate/8!n
M
Settlement Date in format:
YYYYMMDD. The field is required for
an allocation, but not required for a
cancelation.
TradeLevelBody/
TradeLevelInformation/
SettlementDate
TradeDetailBody/
TradeLevelInformation/
SettlementDate
1
GrossTradeAmt
381
Amt/17d
M
Expressed in same currency as
AvgPx. Sum of (AllocShares *
AllocAvgPx or AllocPrice). The value
expressed here is the block gross trade
amount.
The field is required for an allocation,
but not required for a cancelation.
For ACWF trades, GrossTradeAmt
(381) and
OmgeoTradeDetailTradeAmount
(9047) contain the same value.
TradeLevelBody/
TradeLevelInformation/
TotalTradeAmount/Sign
TradeLevelBody/
TradeLevelInformation/
TotalTradeAmount/Amount
TradeDetailBody/
TradeLevelInformation/
TotalTradeAmount/Sign
TradeDetailBody/
TradeLevelInformation/
TotalTradeAmount/Amount
1
NetMoney
118
Amt/17d
O
Expressed in same currency as AvgPx
(6). Sum of AllocNetMoney (154). The
value expressed here is the block net
money.
For ACWF trades, NetMoney (118)
and AllocNetMoney (154) contain the
same value.
TradeLevelBody/
TradeLevelTotals/
TotalNetCashAmount/Sign
TradeLevelBody/
TradeLevelTotals/
TotalNetCashAmount/Amount
1
Text
58
String/35z
O
Free format text related to a specific
allocation.
TradeLevelBody/AdditionalData/
AdditionalText
CancelBody/CancelText
1
NumDaysInterest
157
Int/4!n
O
Number of Days of Interest for
convertible bonds and fixed income.
The value can be negative.
TradeLevelBody/
TradeLevelInformation/
NumberOfDaysAccrued
TradeDetailBody/
TradeLevelInformation/
NumberOfDaysAccrued
232
NumInGrou M
p
Component Block <Stipulations>
For fixed income trades.
1
NoStipulations
Number of stipulation entries, up to 20. Not mapped.
The repeating group that follows
contains unique combinations of:
• StipulationType (233)
• StipulationValue (234)
• NoStipulationStateCodes (35586)
and any instances of
StipulationStateCode (35587)
within the group.
• StipulationFlag (35588)
46
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.3 Allocation Instruction (J) (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
M/
O/C
Notes
XPath
2
StipulationType
233
String/15c
M
Required if NoStipulations (232)>0.
Indicates characteristics of the pools
that fill the TBA, such as PIECES.
See the Translated CTM XML Fields to
FIX Fields table.
If StipulationFlag (35588)=N:
TradeLevelBody/
TradeLevelInformation/
StipulationsNonStandard/
StipulationCodeNonStandard or
TradeDetailBody/
TradeLevelInformation/
StipulationsNonStandard/
StipulationCodeNonStandard
If StipulationFlag (35588)=S, or
not N, or not provided:
TradeLevelBody/
TradeLevelInformation/
StipulationsStandard/
StipulationCodeStandard
or
TradeDetailBody/
TradeLevelInformation/
StipulationsStandard/
StipulationCodeStandard
2
StipulationValue
234
String/35z
C
Value of the stipulation for a TBA trade. If StipulationFlag (35588)=N:
TradeLevelBody/
TradeLevelInformation/
StipulationsNonStandard/
StipulationValueNonStandard
or
TradeDetailBody/
TradeLevelInformation/
StipulationsNonStandard/
StipulationNonStandard
If StipulationFlag (35588)=S, or
not N, or not provided:
TradeLevelBody/
TradeLevelInformation/
StipulationsStandard/
StipulationValueStandard/
StipulationAlphanumeric*, or
StipulationDate, or
StipulationNumeric, or
StipulationYOrN
or
TradeDetailBody/
TradeLevelInformation/
StipulationsStandard/
StipulationValueStandard/
StipulationAlphanumeric*, or
StipulationDate, or
StipulationNumeric, or
StipulationYOrN
* If StipulationType (233) is not in
the mapping table.
2
NoStipulationStateCodes
35586 NumInGrou C
p
Number of StipulationStateCode
(35587) tags to follow.
Not mapped.
47
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.3 Allocation Instruction (J) (continued)
Ind.
FIX Field Name
Tag
No.
3
StipulationStateCode
2
StipulationFlag
Datatype/
Syntax
M/
O/C
Notes
XPath
35587 Char/2!a
M
Required if NoStipulationsStateCodes If StipulationFlag (35588)=S, or
(35586)>0.
not N, or not provided:
TradeLevelBody/
TradeLevelInformation/
StipulationsStandard/
StipulationValueStandard/
StipulationStateCode
or
TradeDetailBody/
TradeLevelInformation/
StipulationsStandard/
StipulationValueStandard/
StipulationStateCode
35588 Char
M
Indicates whether this stipulation is a
Standard (S) or Nonstandard
stipulation (N) in CTM.
O
Type of yield. See the Translated CTM TradeLevelBody/
XML Fields to FIX Fields table.
TradeLevelInformation/Yield/
YieldType
TradeDetailBody/
TradeLevelInformation/Yield/
YieldType
Not mapped, but used to
determine where the data in the
following tags are mapped:
• StipulationType (233)
• StipulationValue (234)
• StipulationStateCode (35587)
Component Block <Yield Date>
1
YieldType
235
String/15c
1
Yield
236
Percentage O
/17d
Yield percentage.
TradeLevelBody/
TradeLevelInformation/Yield/Sign
TradeLevelBody/
TradeLevelInformation/Yield/
Amount
TradeDetailBody/
TradeLevelInformation/Yield/Sign
TradeDetailBody/
TradeLevelInformation/Yield/
Amount
1
OmgeoNoTradeTransCondIndicator 9042
s
NumInGrou O
p
Indicates the number of
OmgeoTradeTransCondIndicator
(9043) groups to follow.
Not mapped.
2
OmgeoTradeTransCondIndicator
9043
String/4!c
O
Indicates the bargain conditions for the
trade. Required if
OmgeoNoTradeTransCondIndicators
(9042) >0. See the Translated CTM
XML Fields to FIX Fields table.
TradeLevelBody/
TradeLevelInformation/
TradeTransactionConditionIndicat
or
TradeDetailBody/
TradeLevelInformation/
TradeTransactionConditionIndicat
or
1
OmgeoTradeSideId
9052
String/16z
O
An investment manager can reference CancelBody/
the trade side it wants to cancel using TradeLevelIdentifiers/
either the AllocID (70), which maps to CTMTradeSideId
the Master Reference Number, or the
OmgeoTradeSideId (9052).
48
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.3 Allocation Instruction (J) (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
M/
O/C
Notes
XPath
1
OmgeoTLAccruedInterestCurrency
9858
Currency/
3!a
O
Currency field.
TradeLevelBody/
TradeLevelTotals/
TotalNetCashAmount/
CurrencyCode
TradeLevelBody/
TradeLevelTotals/
TotalAccruedInterestAmount/
CurrencyCode
1
OmgeoTLAccruedInterestAmount
9859
Amt/17d
O
Accrued interest amount on the block. TradeLevelBody/
TradeLevelTotals/
TotalAccruedInterestAmount/
Amount
1
AllocationBlockOriginalFace
9878
Amt/17d
O
The total original face amount for the
asset- backed security. Values are
limited: 0<value<99999999999999.
TradeLevelBody/
TradeLevelTotals/
TotalOriginalFaceAmount
1
CurrentFace
5537
Amt/17d
O
Current face for security instrument
(Original face * Factor).
For ACWF trades, CurrentFace (5537)
must equal AllocCurrentFace (5538).
TradeLevelBody/
TradeLevelInformation/
CurrentFaceValue
TradeDetailBody/
TradeLevelInformation/
CurrentFaceValue
1
OmgeoNoBlockCommissions
9874
NumInGrou O
p
Indicates the number of block
TradeLevelBody/
commissions groups that are provided TradeCommFeesTaxes
on the message
2
OmgeoCommSharingBasisIndicator 9873
String/4!c
O
Identifies the commission sharing
basis under which the trade was
executed. See the Translated CTM
XML Fields to FIX Fields table.
TradeLevelBody/
TradeCommFeesTaxes/
TradeCommissions/
CommissionSharingBasisIndicato
r
2
OmgeoBlockCommissionType
9865
String/4!c
O
Allowed value field from CTM. There is
no mapping from this value to current
FIX values. See the Translated CTM
XML Fields to FIX Fields table.
TradeLevelBody/
TradeCommFeesTaxes/
TradeCommissions/
CommissionType
2
OmgeoBlockCommissionAmount
9866
Amt/17d
O
Amount of block commission.
TradeLevelBody/
TradeCommFeesTaxes/
TradeCommissions/Commission/
Amount
2
OmgeoBlockCommissionCurrency
9869
String
O
Currency
TradeLevelBody/
TradeCommFeesTaxes/
TradeCommissions/Commission/
CurrencyCode
2
OmgeoCommissionReason
9867
String/4!c
O
Allowed value has been dealt with a
per CommissionType. See the
Common Reference Data.
TradeLevelBody/
TradeCommFeesTaxes/
TradeCommissions/
CommissionReasonCode
1
OmgeoNoBlockChargesOrTaxes
7350
NumInGrou O
p
Repetitive composite that captures
block charges/taxes.
Not mapped.
2
OmgeoBlockChargesOrTaxesType
7351
Int/3n
O
Required if
OmgeoNoBlockChargesOrTaxes>0.
See the Translated CTM XML Fields to
FIX Fields table.
TradeLevelBody/
TradeCommFeesTaxes/
TradeChargesOrTaxes/
ChargeTaxType
2
OmgeoBlockChargesOrTaxesCurre
ncy
7352
Currency
O
Currency
TradeLevelBody/
TradeCommFeesTaxes/
TradeChargesOrTaxes/
ChargeAmount/CurrencyCode
2
OmgeoBlockChargesOrTaxesAmou 7353
nt
Amount
O
Required if
OmgeoNoBlockChargesOrTaxes>0.
Amount of block charges/taxes.
TradeLevelBody/
TradeCommFeesTaxes/
TradeChargesOrTaxes/
ChargeAmount/Amount
49
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.3 Allocation Instruction (J) (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
M/
O/C
Notes
XPath
1
NoAllocs
78
NumInGrou C
p
Required for an account-level
Not mapped.
allocation. Indicates number of
allocation groups to follow.
This field and those that follow are not
required for a block trade. Similarly
when sending in allocations the
financials of the block trade do not
need to be populated.
2
AllocAccount
79
String/35z
C
This is the account number of the
TradeDetailBody/IPSettlement/
allocation. Required if NoAllocs (78)>0. AccountId
2
AllocQty
80
Qty/17d
C
Required if NoAllocs (78)>0.
TradeDetailBody/
For ACWF trades, AllocQty (80) and TradeDetailData/
Quantity (53) contain the same value. QuantityAllocated/Amount
2
IndividualAllocID
467
String/16z
C
Unique identifier for a specific
allocation. Required if NoAllocs (78)>0.
For ACWF trades, AllocID (70) and
IndividualAllocID (467) must be the
same.
2
OmgeoTradeDetailTradeAmount
9047
Amt/17d
O
Optional field to indicate the trade
TradeDetailBody/
amount (allocated shares * price) of an TradeDetailData/TradeAmount/
allocation to a particular account.
Amount
Required if NoAllocs (78)>0.
For ACWF trades,
OmgeoTradeDetailTradeAmount
(9047) and GrossTradeAmt (381)
contain the same value.
2
OmgeoPoolReference
7331
String/4
O
The pool reference number common to TradeDetailBody/
all Block Settlement Omnibus
TradeDetailReferences/
allocations and dependents.
TradeDetailLinkages/
TDReferences/
TDReferenceValue
TradeDetailBody/
TradeDetailReferences/
ClientAllocationReference
CancelBody/
TradeDetailIdentifiers/
ClientAllocationReference
Component Block <Nested Parties>
2
NoNestedPartyIDs
539
NumInGrou O
p
Repeating group that follows contains Not mapped.
unique combinations of NestedPartyID
(524), NestedPartyIDSource (525),
and NestedPartyRole (538).
Can be used to specify a Broker of
Credit party.
Contact DTCC for a list of approved
counterparties.
3
NestedPartyID
524
String/
O
4!a2!a2!c[3!
c]
PartyID value within a nested
repeating group. Same values as
PartyID (448).
3
NestedPartyIDSource
525
Char/35z
PartyIDSource value within a nested
repeating group. Same values as
PartyIDSource (447). Valid values:
• B=CTM BIC of prime broker
• T=ECCPID identifier of prime
broker
O
TradeDetailBody/
TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
BrokerOfCredit/PartyValue
TradeDetailBody/
TradeDetailData/
ThirdPartyToTrade/PartyValue
TradeDetailBody/
TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
BrokerOfCredit/PartyType
TradeDetailBody/
TradeDetailData/
Returned only if NoNestedPartyIDs>0. ThirdPartyToTrade/PartyType
50
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.3 Allocation Instruction (J) (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
M/
O/C
Notes
XPath
3
NestedPartyRole
538
Int/2n
C
PartyRole value within a nested
repeating group. Valid values:
• 4=Clearing Broker
• 79=Prime Broker
TradeDetailBody/
TradeDetailData/
ThirdPartyToTrade/PartyRole.
Returned only if NoNestedPartyIDs>0.
Same values as PartyRole (452).
3
NoNestedPartySubIDs
804
NumInGrou O
p
Number of NestedPartySubID (545)
and NestedPartySubIDType (805)
entries.
Do not populate when
NestedPartyRole=79 (prime broker).
Not mapped.
4
NestedPartySubID
545
String/35z
O
PartySubID value within a nested
repeating group.
TradeDetailBody/
TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
ClearingSystemID
TradeDetailBody/
TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
PartyFundName
4
NestedPartySubIDType
805
Int/3n
O
Type of NestedPartySubID (545)
value.
TradeDetailBody/
TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
ClearingSystemID
TradeDetailBody/
TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
PartyFundName
3
OmgeoCommissionSharingType
9808
String/4!c
O
Allowed value from CTM. The value is TradeDetailBody/
mapped to the CTM
TradeLevelInformation/
CommissionSharingTypeIndicator field CommissionSharingTypeIndicator
in the DirectedCommission Block. See
the Common Reference Data.
2
AllocText
161
String
O
Free format text field related to this
AllocAccount.
TradeDetailBody/AdditionalData/
AdditionalText
2
AllocNetMoney
154
Amt/17d
O
NetMoney for this AllocAccount
((AllocShares * AllocAvgPx) +/- (plus
or minus) Commission +/- (plus or
minus) sum of MiscFeeAmt +
AccruedInterestAmt).
For ACWF trades, NetMoney (118)
and AllocNetMoney (154) contain the
same value.
TradeDetailBody/
TradeDetailData/
NetCashAmount/Sign
TradeDetailBody/
TradeDetailData/
NetCashAmount/Amount
2
AllocSettlCurrAmt
737
Amt/17d
O
See the Common Reference Data.
TradeDetailBody/
TradeDetailData/
SettlementAmount/Amount
2
AllocSettlCurrency
736
Currency/
3!a
O
See the Common Reference Data.
TradeDetailBody/
TradeDetailData/
SettlementAmount/
SettlementCurrency
2
SettlCurrFxRate
155
Amt/17d
O
Foreign exchange rate used to
compute SettlCurrAmt (9) from
Currency (5) to SettlCurrency (20)
Not mapped.
51
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.3 Allocation Instruction (J) (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
M/
O/C
Notes
XPath
2
OmgeoAlternateCurrency
7399
Currency/
17d
O
Alternate Currency code
corresponding to the Alternate Cash
Amount of the investment manager
with the Custodian as defined by
ALERT SSI. See the Common
Reference Data.
TradeDetailBody/PartySettlement/
SettlementInstructions/
AlternateCurrency
2
AllocAccruedInterestAmt
742
Amt/17d
O
Amount of Accrued Interest for
TradeDetailBody/
convertible bonds and fixed income at TradeDetailData/
the allocation-level.
AdditionalFixediIcome/
AccruedInterestAmount/Sign
TradeDetailBody/
TradeDetailData/
AdditionalFixediIcome/
AccruedInterestAmount/Amount
2
AllocationDetailOriginalFace
9974
Amt/17d
O
The original face amount for assetbacked securities on a TradeDetail.
Values are limited:
0<value<99999999999999,99 max. 2
decimals.
TradeDetailBody/
TradeDetailData/
AdditionalFixedIncome/
OriginalFaceAmount
2
AllocCurrentFace
5538
Amt/17d
O
Field used to specify the current face
value for an entire trade. Values are
limited: 0 < value < 99999999999999
For ACWF trades, CurrentFace (5537)
must equal AllocCurrentFace (5538).
TradeDetailBody/
TradeDetailData/
AdditionalFixedIncome/
CurrentFaceValue
2
OmgeoNoSettlTransCondIndiators
9044
NumInGrou O
p
This repeating group may up to 10
elements.
Not mapped.
3
OmgeoSettlTransCondIndicator
9045
String/4!c
O
Based on CTM
SettlementTransactionConditionIndica
tor. This field is a TradeDetail matching
field. See the Common Reference
Data.
TradeDetailBody/
TradeDetailData/
SettlementTransactionConditionIn
dicator
2
OmgeoSettlInstrSourceIndicator
9048
String/4
O
Indicates the source of settlement
instructions. Valid values:
• ALRT=ALERT Enrichment
• MANI=Manual SSIs provided
TradeDetailBody/PartySettlement/
SettlementInstructionsSourceIndi
cator
If not present, settlement instructions
are not enriched and manual
settlement instructions included in the
message are not processed. See the
Common Reference Data.
2
OmgeoAlertCountryCode
9049
Country/3!a O
Required if
OmgeoSettlInstrSourceIndicator
(9048)=ALRT. See the Common
Reference Data.
TradeDetailBody/PartySettlement/
AlertCountryCode
2
OmgeoAlertMethodType
9050
String/12
O
For a current ALERT Method listing,
TradeDetailBody/PartySettlement/
refer to the ALERT Method worksheet AlertMethodType
in the Common Reference
See the Common Reference Data.
2
OmgeoAlertSecurityType
9051
String/3
O
See the Common Reference Data.
TradeDetailBody/PartySettlement/
AlertSecurityType
2
Commission
12
Amt/17d
O
If CommType (3) is percentage,
Commission of 5% should be
represented as.05.
TradeDetailBody/
TradeDetailData/
CommFeesTaxes/Commissions/
Commission/Sign
TradeDetailBody/
TradeDetailData/
CommFeesTaxes/Commissions/
Commission/Amount
52
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.3 Allocation Instruction (J) (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
M/
O/C
Notes
XPath
2
CommType
13
Char
O
Required if Commission is populated. TradeDetailBody/
See the Translated CTM XML Fields to TradeDetailData/
FIX Fields table.
CommFeesTaxes/Commissions/
CommissionSharingBasisIndicato
r
2
NoMiscFees
136
NumInGrou O
p/2n
Required if any miscellaneous fees are Not mapped.
reported. Indicates number of
repeating entries. Repeating group
within the allocations repeating group.
3
MiscFeeAmt
137
Amt/17d
O
Required if NoMiscFees>0.
TradeDetailBody/
TradeDetailData/
CommFeesTaxes/Commissions/
Commission/Sign
TradeDetailBody/
TradeDetailData/
CommFeesTaxes/Commissions/
Commission/Amount
TradeDetailBody/
TradeDetailData/
CommFeesTaxes/
ChargesOrTaxes/ChargeAmount/
Sign
TradeDetailBody/
TradeDetailData/
CommFeesTaxes/
ChargesOrTaxes/ChargeAmount/
Amount
3
MiscFeeCurr
138
Currency/
3!a
O
Required if NoMiscFees>0.
TradeDetailBody/
TradeDetailData/
CommFeesTaxes/Commissions/
Commission/CurrencyCode
TradeDetailBody/
TradeDetailData/
CommFeesTaxes/
ChargesOrTaxes/ChargeAmount/
CurrencyCode
3
MiscFeeType
139
Int/3n
O
Required if NoMiscFees>0. See the
Translated CTM XML Fields to FIX
Fields table.
TradeDetailBody/
TradeDetailData/
CommFeesTaxes/Commissions/
CommissionType
TradeDetailBody/
TradeDetailData/
CommFeesTaxes/
ChargesOrTaxes/ChargeTaxType
3
MiscFeeBasis
891
Int
O
Mapped value if CTM
CommissionType equals LOCO. See
the Translated CTM XML Fields to FIX
Fields table.
TradeDetailBody/
TradeDetailData/
CommFeesTaxes/Commissions/
CommissionSharingBasisIndicato
r
3
AllocConfirmCommissionReason
7395
String/4
O
Commission reason for the
confirmation. See the Common
Reference Data.
TradeDetailBody/
TradeDetailData/
CommFeesTaxes/Commissions/
CommissionReasonCode
53
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.3 Allocation Instruction (J) (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
M/
O/C
Notes
XPath
2
AllocSettlInstType
780
Int
O
Valid values:
• 0=Use default instructions
• 1=Derive from parameters
provided
• 2=Full details provided
• 3=SSI database IDs are provided
• 4=Phone for instructions
TradeDetailBody/PartySettlement/
SettlementInstructionsSourceIndi
cator
3
OmgeoFXDealCurrencyCode
9761
Currency
O
Allows you to instruct the recipient of a TradeDetailBody/PartySettlement
settlement instruction to perform an FX
deal.
Refer to the FIX Protocol
documentation.
Not mapped.
Component Block <Settl Instructions Data>
Required if AllocSettlInstType (780)=1 or 2
2
SettlDeliveryType
172
Int
O
2
StandInstDbType
169
Int
O
2
StandInstDbName
170
String
O
2
StandInstDbID
171
String
O
2
NoDlvyInst
85
NumInGrou O
p
Required and must be>0 if
AllocSettlInstType (780) provided.
Refer to the FIX Protocol
documentation.
Not mapped.
3
SettlInstSource
165
Char
O
Refer to the FIX Protocol
documentation.
TradeDetailBody/PartySettlement/
PartyIdentifier
3
DlvyInstType
787
Char
O
Required if NoDlvyInst (85)>0.
Refer to the FIX Protocol
documentation.
Not mapped.
3
OmgeoCptySettlInstSourceInd
7512
String/4
C(O) Source of the Counterparty's
Settlement Instructions. Valid values:
• ALRT=ALERT Enrichment
• MANI=Manual SSIs provided.
TradeDetailBody/PartySettlement/
SettlementInstructionsSourceIndi
cator
Required if SettlInstSource (165)=3.
3
OmgeoCptyAlertCountryCode
7513
String/3!c
C(O) Required if
OmgeoCptySettlInstSourceInd
(7512)=ALRT and SettlInstSource
(165)=3.
TradeDetailBody/PartySettlement/
AlertCountryCode
3
OmgeoCptyAlertMethodType
7514
String/12c
C(O) Required if
OmgeoCptySettlInstSourceInd
(7512)=ALRT and SettlInstSource
(165)=3.
See the Common Reference Data.
TradeDetailBody/PartySettlement/
AlertMethodType
3
OmgeoCptyAlertSecurityType
7515
String/3!c
C(O) Required if
OmgeoCptySettlInstSourceInd
(7512)=ALRT and SettlInstSource
(165)=3.
See the Common Reference Data
TradeDetailBody/PartySettlement/
AlertSecurityType
3
OmgeoAlertSettlementModelName
7365
String/12z
C(O) Required if
OmgeoCptySettlInstSourceInd
(7512)=ALRT and SettlInstSource
(165)=3 (ALERT Settlement Model
Name).
TradeDetailBody/PartySettlement/
AlertSettlementModelName
3
OmgeoFXDealCurrencyCode
9761
Currency/
3!a
O
TradeDetailBody/PartySettlement/
FXDealCurrencyCode
Instruct the recipient of a settlement
instruction to perform an FX deal.
54
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.3 Allocation Instruction (J) (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
M/
O/C
Notes
3
OmgeoSettlInstProcNarrative
7511
String
C(O) If OmgeoCptySettlInstSourceInd
(7512)=MANI either of
OmgeoSettlInstProcNarrative (7511)
or Settl Parties component block is
required.
XPath
TradeDetailBody/PartySettlement/
SettlementInstructionProcessingN
arrative
Component Block <Settl Parties>
Required if NoDlvyInst (85)>0 and OmgeoSettlInstProcNarrative (7511) is not provided
3
NoSettlPartyIDs
781
NumInGrou O
p
Refer to the FIX Protocol
documentation.
Not mapped.
4
SettlPartyID
782
String
O
Refer to the FIX Protocol
documentation.
Maps to fields in the
SettlementInstructions
component.
4
SettlPartyIDSource
783
Char
O
Refer to the FIX Protocol
documentation.
Maps to fields in the
SettlementInstructions
component.
4
SettlPartyRole
784
Int
O
Refer to the FIX Protocol
documentation.
Maps to fields in the
SettlementInstructions
component.
4
NoSettlPartySubIDs
801
NumInGrou O
p
Refer to the FIX Protocol
documentation.
Not mapped.
5
SettlPartySubID
785
String
O
See the Translated CTM XML Fields to Maps to fields in the
FIX Fields table.
SettlementInstructions
component.
5
SettlPartySubIDType
786
Int
O
See the Translated CTM XML Fields to Maps to fields in the
FIX Fields table.
SettlementInstructions
component.
Standard Trailer
The standard trailer contains the CheckSum (10) field, which is always the last field in a message as an end-of-message delimiter. It is always defined
as three characters.
55
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Allocation Report (AS)—Status View
Sent By
FCI
Inbound /Outbound
Outbound to investment manager from CTM
Mapped from XML Message(s)
InfoResponse, MultiTradeLevelResponse, MultiTradeDetailResponse
For ACWF trades, MultiTradeLevelResponse is not applicable.
Purpose
Sent in the following situations:
• Status change occurs on Match Status, Complete Status, Match Agreed Status
• Data change occurs in an CTM block or allocation
• Response to a Cancel
Expected Result
None
Notes
Each AS message has one block and allocation of data. For blocks with multiple allocations, the block
data are repeated in each AS message.
For ACWF trades, CTM sends a separate AS message for each ACWF trade side.
Table 4.4 Allocation Report (AS)—Status View
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
Standard Header (MsgType=AS)
1
AllocReportID
755
String
E(F) Unique ID generated by FCI.
Not mapped.
1
AllocID
70
String/16z
E
MultiTradeLevelResponseBody/
MTLR/TradeLevelReferences/
MasterReference
MultiTradeDetailResponseBody/
MTDR/TradeLevelReferences/
MasterReference
1
AllocTransType
71
Char
E(F) Can only be 0 (New). The field is
required by the FIX specification, but
ignored by FCI.
Not mapped.
1
AllocReportType
794
Int
E(F) Always set to 3—includes MiscFeeAmt
(137) and NetMoney (118). The field is
required by the FIX specification only.
Not mapped.
1
AllocStatus
87
Int
E(F) Always set to 0 (successfully processed). Not mapped.
Ignored by FCI.
1
OmgeoTradeSideId
9052 String/16z
1
OmgeoSettlementViewIndi 9053 Boolean/
cator
1!a
Unique ID for allocation message.
For ACWF trades, CTM returns the same
value in AllocID (70) and
IndividualAllocID (467).
E
A unique identifier for a trade side that is MultiTradeLevelResponseBody/
generated by CTM.
MTLR/TradeLevelReferences/
CTMTradeSideId
MultiTradeDetailResponseBody/
MTDR/TradeLevelIdentifiers/
CTMTradeSideId
E
If Y, the data represents the match
Not mapped.
agreed values of the settlement view. If
N, the trade is still not MATCH AGREED,
but the status or data on the trade has
changed.
56
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.4 Allocation Report (AS)—Status View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
1
OmgeoTLMatchStatus
9054 String/4
E/
O/C
Notes
XPath
O
Requires an MTD1 subscription.
Guaranteed to be set as follows:
• If NoAllocs (78)=0 or does not exist
(for example: the Allocation Report
maps from a
MultiTradeLevelResponse
message).
• For the ACWF workflow, when the
Allocation Report maps from a
MultiTradeDetailRespons message.
MultiTradeLevelResponseBody/
MTLR/MultiTradeLevelStatuses/
TLMatchStatus
For ACWF trades, CTM returns the same
value in OmgeoTLMatchStatus (9054)
and MatchStatus (573).
See the Translated CTM XML Fields to
FIX Fields table.
1
OmgeoRejectComponent
FlagBlock
9055 String/4
O
Indicates a trade component has been
rejected. See the Common Reference
Data.
MultiTradeLevelResponseBody/
MTLR/MultiTradeLevelStatuses/
RejectComponentFlag
MultiTradeDetailResponseBody/
MTDR/TradeDetailReferences/
TradeDetailStatuses/
RejectComponentFlag
1
OmgeoCompleteStatus
9056 String/4
O
Guaranteed to be set if NoAllocs (78)=0 MultiTradeLevelResponseBody/
MTLR/MultiTradeLevelStatuses/
or it does not exist.
For the ACWF workflow, CTM does not CompleteStatus
set when the Allocation Report maps
from a MultiTradeDetailRespons
message.
See the Common Reference Data.
1
OmgeoMatchAgreedStatu 9057 String/4
s
O
Requires an MTD1 subscription.
Guaranteed to be set as follows:
• If NoAllocs (78)=0 or it does not
exist.
• For the ACWF workflow, when the
Allocation Report maps from a
MultiTradeDetailRespons message.
MultiTradeLevelResponseBody/
MTLR/MultiTradeLevelStatuses/
MatchAgreedStatus
See the Common Reference Data.
1
OmgeoTLWorkflowType
1
7505 String/4
E(O) Defines the workflow type for a
TradeLevel.
Requires a Workflow Identification
subscription.
MultiTradeLevelResponseBody/
MTLR/Workflow/WorkflowType
OmgeoNoTLWorkflowMod 7509 NumInGro
ifier
up
O
MultiTradeLevelResponseBody/
MTLR/Workflow/
WorkflowModifier
2
OmgeoTLWorkflowModifie 7507 String/4
r
C(O) Defines the workflow modifier for the
TradeLevel. Required if
OmgeoNoTLWorkflowModifier (7509) >
0.
Requires a Workflow Identification
subscription.
MultiTradeLevelResponseBody/
MTLR/Workflow/
WorkflowModifier
1
OmgeoTLHighestErrorSev 9058 String/4
erity
O
MultiTradeLevelResponseBody/
MTLR/MultiTradeLevelStatuses/
TLHighestErrorSeverity
Requires a Workflow Identification
subscription.
Indicates the presence of an
asynchronous error.
FATL errors must be closed using the
CTM trade blotter for the trade to
promote to MATCH AGREED.
See the Common Reference Data.
57
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.4 Allocation Report (AS)—Status View (continued)
Ind.
FIX Field Name
Tag
No.
1
OmgeoTradeSideHighest
ErrSeverity
1
OmgeoNoTLBusinessExc
eptionCodes
2
Datatype/
Syntax
E/
O/C
Notes
9059 String/4
O
Indicates the severity of an error against MultiTradeLevelResponseBody/
the trade side (example: the block and all MTLR/MultiTradeLevelStatuses/
of the associated account allocations). TradeSideHighestErrorSeverity
See the Common Reference Data.
9039 NumInGro
up
O
Indicates a timer exception, for example, Not mapped.
a trade has been mismatched for more
than 30 minutes.
OmgeoTLBusinessExcepti 9038 String/4
onCode
O
Set if
MultiTradeLevelResponseBody/
OmgeoNoTLBusinessExceptionCodes> MTLR/TLBusinessExceptions/
0. See the Common Reference Data.
TLBusinessExceptionCode
1
AllocNoOrdersType
857
Integer
E(F) Fulfills the FIX specification
requirement—always set to 0 (not
specified).
Not mapped.
1
Side
54
Char
E
MultiTradeLevelResponseBody/
MTLR/BuySellIndicator
MultiTradeDetailResponseBody/
MTDR/BuySellIndicator
Valid values:
• 1=Buy
• 2=Sell
XPath
See the Translated CTM XML Fields to
FIX Fields table.
1
OmgeoSecurityTypeGrou
p
7348 String/3!c
E
DTCC user-defined field that denotes the MultiTradeLevelResponseBody/
asset class of the security. Valid values: MTLR/SecurityTypeGroup
• DBT=Debt
• EQT=Equity
See the Translated CTM XML Fields to
FIX Fields table.
Component Block <Instrument>
1
SecurityID
48
String
E
Security identifier value of
SecurityIDSource (22) type (example:
CUSIP, SEDOL, ISIN). Requires
SecurityIDSource.
See the Translated CTM XML Fields to
FIX Fields table.
MultiTradeLevelResponseBody/
MTLR/IdentificationOfASecurity/
SecurityCode
MultiTradeDetailResponseBody/
MTDR/IdentificationOfASecurity/
SecurityCode
1
SecurityIDSource
22
String/1!c
E
Identifies class or source of the
SecurityID (48) value. Required if
SecurityID is specified.
See the Translated CTM XML Fields to
FIX Fields table.
MultiTradeLevelResponseBody/
MTLR/IdentificationOfASecurity/
SecurityCodeType/
NumberingAgencyCode
MultiTradeDetailResponseBody/
MTDR/IdentificationOfASecurity/
SecurityCodeType/
NumberingAgencyCode
1
SecurityType
167
String/10c
E
Indicates type of security. See also the
Product (460) field. This field is required
for an allocation, but not for a
cancelation.
The recommended best practice is to
use CORP for all fixed income trades,
and CS for all equity trades.
See the Translated CTM XML Fields to
FIX Fields table.
MultiTradeLevelResponseBody/
MTLR/
TypeOfFinancialInstrument
MultiTradeDetailResponseBody/
MTDR/
TypeOfFinancialInstrument
1
CountryOfIssue
470
Country/3c O
ISO Country code of instrument issue
(example: the country portion typically
used in ISIN). Can be used in
conjunction with non-ISIN SecurityID
(48) (example: CUSIP for Municipal
Bonds without ISIN) to provide
uniqueness.
See the Common Reference Data.
MultiTradeLevelResponseBody/
MTLR/IdentificationOfASecurity/
SecurityCodeType/CountryCode
MultiTradeDetailResponseBody/
MTDR/IdentificationOfASecurity/
SecurityCodeType/CountryCode
58
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.4 Allocation Report (AS)—Status View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
1
SecurityDesc
107
String/
6*35z
O
Description of the security.
MultiTradeLevelResponseBody/
MTLR/IdentificationOfASecurity/
DescriptionOfTheSecurity
MultiTradeDetailResponseBody/
MTDR/IdentificationOfASecurity/
DescriptionOfTheSecurity
1
Quantity
53
Qty
E
Fulfills the FIX specification
requirements—only meaningful if
NoAllocs (78)=0 or it does not exist (for
example, the Allocation Report
represents a MultiTradeLevelResponse
message)— otherwise, set to 0.
MultiTradeLevelResponseBody/
MTLR/
QuantityOfTheBlockTrade/
Amount
MultiTradeDetailResponseBody/
MTDR/QuantityAllocated/Amount
1
AvgPx
6
Price/17d
E
Fulfills the FIX specification
requirements and only meaningful if
NoAllocs (78)=0 or it does not exist;
otherwise, set to 0.
MultiTradeLevelResponseBody/
MTLR/DealPrice/Amount
1
Currency
15
Currency/
3!a
E
Currency of AvgPx. Should be the
currency of the local market or exchange
where the trade was conducted.
See the Common Reference Data.
MultiTradeLevelResponseBody/
MTLR/DealPrice/CurrencyCode
MultiTradeLevelResponseBody/
MTLR/TotalTradeAmount/
CurrencyCode
MultiTradeDetailResponseBody/
MTDR/TradeAmount/
CurrencyCode
Component Block <Parties>
1
NoPartyIDs
453
NumInGro
up
E
Number of PartyID (448), PartyIDSource Not mapped.
(447), and PartyRole (452) entries. This
field is always 2. Count one for the
investment manager and one for the
broker/dealer.
2
PartyID
448
String
E
ID of the instructing party.
MultiTradeLevelResponseBody/
MTLR/InstructingParty/
PartyValue
MultiTradeDetailResponseBody/
MTDR/InstructingParty/
PartyValue
2
PartyIDSource
447
Char
E
PartyIDSource of the instructing party.
See the Translated CTM XML Fields to
FIX Fields table.
MultiTradeLevelResponseBody/
MTLR/InstructingParty/
PartyType
MultiTradeDetailResponseBody/
MTDR/InstructingParty/
PartyType
2
PartyRole
452
Int
E
Identifies the type or role of the PartyID
(448) specified for the instructing party.
Valid value is 1=ExecutingFirm.
See the Translated CTM XML Fields to
FIX Fields table.
MultiTradeLevelResponseBody/
MTLR/InstructingParty/PartyRole
MultiTradeDetailResponseBody/
MTDR/InstructingParty/
PartyRole
2
PartyID
448
String
E
ID of the executing broker.
MultiTradeLevelResponseBody/
MTLR/ExecutingBroker/
PartyValue
MultiTradeDetailResponseBody/
MTDR/ExecutingBroker/
PartyValue
59
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.4 Allocation Report (AS)—Status View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
2
PartyIDSource
447
Char
E
PartyIDSource of the executing broker.
See the Translated CTM XML Fields to
FIX Fields table.
MultiTradeLevelResponseBody/
MTLR/ExecutingBroker/
PartyType
MultiTradeDetailResponseBody/
MTDR/ExecutingBroker/
PartyType
2
PartyRole
452
Int
E
Identifies the type or role of the PartyID
(448) specified for the executing broker.
Valid value is 1=ExecutingFirm.
See the Translated CTM XML Fields to
FIX Fields table.
MultiTradeLevelResponseBody/
MTLR/ExecutingBroker/
PartyRole
MultiTradeDetailResponseBody/
MTDR/ExecutingBroker/
PartyRole
1
TradeDate
75
LocalMktD E(F) Calculated from TransactTime (60). The Not mapped.
ate
field is required by the FIX specification,
but ignored by FCI.
1
TransactTime
60
UTC
TimeStam
p
1
SettlDate
64
LocalMktD O
ate
Settlement Date.
1
GrossTradeAmt
381
Amt/17d
O
Expressed in same currency as AvgPx MultiTradeLevelResponseBody/
MTLR/TotalTradeAmount/
(6). Sum of:
Amount
AllocShares *
AllocAvgPx (153)or AllocPrice (366).
Returned if NoAllocs (78)=0 or does not
exist. Otherwise, CTM does not return
this field. See Common Reference Data.
1
OmgeoNoFieldCompariso 7380 NumInGro
ns
up
E
Number of repeating groups of block
InfoResponse/
(TradeLevel) field comparisons. Up to 50 InfoResponseBody/
repeating groups.
IRTradeLevel/
IRFieldComparisons
2
OmgeoTLMessageFieldTy 7520 String/2
pe
C
Indicates if a specific field is an L1 or L2 InfoResponse/
type.
InfoResponseBody/
IRTradeLevel/
IRFieldComparisons/
MessageFieldType
2
OmgeoTLFieldName
7522 String/
2048
C
Block (TradeLevel) field name. Returned InfoResponse/
only if OmgeoNoFieldComparisons
InfoResponseBody/
(7380)>0.
IRTradeLevel/
IRFieldComparisons/
MessageFieldName
2
OmgeoTLInstructingParty
Value
7381 String/
2048
E
Investment manager’s value of the block InfoResponse/
(TradeLevel) field.
InfoResponseBody/
IRTradeLevel/
IRFieldComparisons/
InstructingPartyValue
2
OmgeoTLExecutingBroker 7382 String/
Value
2048
E
Broker’s value of the block (TradeLevel) InfoResponse/
field.
InfoResponseBody/
IRTradeLevel/
IRFieldComparisons/
ExecutingBrokerValue
2
OmgeoTLFieldLevelMatch 7383 String/4
Status
C
Match status of the block (TradeLevel)
field. Returned only if
OmgeoNoFieldComparisons (7380)>0.
E
Date/time when allocation is generated. MultiTradeLevelResponseBody/
MTLR/TradeDateTime
MultiTradeDetailResponseBody/
MTDR/TradeDateTime
MultiTradeLevelResponseBody/
MTLR/SettlementDate
MultiTradeDetailResponseBody/
MTDR/SettlementDate
InfoResponse/
InfoResponseBody/
IRTradeLevel/
IRFieldComparisons/
FieldLevelMatchStatus
60
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.4 Allocation Report (AS)—Status View (continued)
Ind.
FIX Field Name
2
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
OmgeoTLFieldLevelMatch 7526 String/35
Rule
E
Investment manager’s set Matching Rule InfoResponse/
of the block (TradeLevel) field.
InfoResponseBody/
IRTradeLevel/
IRFieldComparisons/
FieldLevelMatchRule
2
OmgeoTLFieldMatchRule
Description
7524 String/50
E
Matching/Pairing rule description of the
block (TradeLevel) field.
1
NoAllocs
78
NumInGro
up
O
Set if the Allocation Report represents a Not mapped.
MultiTradeDetailResponse message.
Indicates number of allocation groups to
follow.
2
AllocAccount
79
String/35z
O
Requires an MTD1 subscription.
Returned if NoAllocs (78)>0 and is the
first field in repeating group.
2
MatchStatus
573
Char/4!c
O
Returned if NoAllocs (78)>0. This is the
Match status of the TradeDetail. See the
Translated CTM XML Fields to FIX
Fields table.
For ACWF trades, CTM returns the same
value in OmgeoTLMatchStatus (9054)
and MatchStatus (573).
2
IndividualAllocID
467
String/16z
O
Returned if NoAllocs (78)>0.
MultiTradeDetailResponseBody/
For ACWF trades, CTM returns the same MTDR/TradeDetailReferences/
ClientAllocationReference
value in AllocID (70) and
IndividualAllocID (467).
InfoResponse/
InfoResponseBody/
IRTradeLevel/
IRFieldComparisons/
FieldLevelMatchRuleDescription
MultiTradeDetailResponseBody/
MTDR/TradeDetailReferences/
TradeDetailStatuses/
TDMatchStatus
Component Block <Nested Parties>
2
NoNestedPartyIDs
539
NumInGro
up
O
Repeating group below should contain
unique combinations of NestedPartyID,
NestedPartyIDSource, and
NestedPartyRole.
This group supplies the clearing broker
and prime broker party values.
MultiTradeDetailResponseBody/
MTDR/ThirdPartyToTrade
3
NestedPartyID
524
String/
C
4!a2!a2!c[3
!c]
Party identifier value for clearing broker
and prime broker that corresponds to
NestedPartyIDSource (525).
Returned only if NoNestedPartyIDs
(539)>0.
Same values as PartyID (448).
MultiTradeDetailResponseBody/
MTDR/ThirdPartyToTrade/
PartyValue
3
NestedPartyIDSource
525
35z
PartyIDSource value within a nested
repeating group. Valid values:
• B=CTM BIC identifier
• T=EuroCCP ID (ECCPID)
MultiTradeDetailResponseBody/
MTDR/ThirdPartyToTrade/
PartyType
C
Returned only if NoNestedPartyIDs
(539)>0.
Same values as PartyIDSource (447).
3
NestedPartyRole
538
Int/2n
C
PartyRole value within a nested
repeating group. Valid values:
• 4=Clearing broker
• 79=Prime broker
MultiTradeDetailResponseBody/
MTDR/ThirdPartyToTrade/
PartyRole
Returned only if NoNestedPartyIDs
(539)>0.
Same values as PartyRole (452).
61
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.4 Allocation Report (AS)—Status View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
3
NoNestedPartySubIDs
804
NumInGro
up
O
Number of NestedPartySubID (545) and MultiTradeDetailResponseBody/
NestedPartySubIDType (805) entries.
MTDR/ThirdPartyToTrade/
OrgName
If present, must be>0.
4
NestedPartySubID
545
35z
C
Name of organization. Same values as
PartySubID (523).
Returned only if NoNestedPartySubIDs
(804)>0.
4
NestedPartySubIDType
805
35z
C
Type of NestedPartySubID (545) value. MultiTradeDetailResponseBody/
Same values as PartySubIDType (803). MTDR/ThirdPartyToTrade/
OrgName
Valid value is 5 (to designate full legal
name of firm). Returned only if
NoNestedPartySubIDs (804)>0.
2
OmgeoTradeDetailTradeA 9047 Amt/17d
mount
O
Set if NoAllocs (78)>0.
2
OmgeoTDWorkflowType
7506 String/4
E(O) Defines the WorkflowType for the
TradeDetail. Requires a Workflow
Identification subscription.
MultiTradeDetailResponseBody/
MTDR/Workflow/WorkflowType
2
OmgeoNoTDWorkflowMo
difier
7510 NumInGro
up
O
MultiTradeDetailResponseBody/
MTDR/Workflow/
WorkflowModifier
3
OmgeoTDWorkflowModifi
er
7508 String/4
C(O) Defines the WorkflowModifier for the
TradeDetail. Requires a Workflow
Identification subscription.
MultiTradeDetailResponseBody/
MTDR/Workflow/
WorkflowModifier
2
OmgeoPoolReference
7331 String/4
O
The pool reference number that is
common for the Omni allocation and its
dependents.
MultiTradeDetailResponseBody/
MTDR/TradeDetailReferences/
TradeDetailLinkages/
TDReferences/
TDReferenceValue
2
OmgeoRejectComponent
FlagAlloc
9155 String/4
O
Indicates a trade component was
Not mapped.
rejected. See Common Reference Data.
2
OmgeoTDHighestErrorSe
verity
9037 String/4
O
Indicates the presence of an
asynchronous error (FATL, INFO, or
WARN). Close FATL errors using the
trade blotter. See Common Reference
Data.
2
OmgeoNoTDBusinessExc 9035 NumInGro
eptionCodes
up
O
Indicates a timer exception, for example, Not mapped.
a trade has been mismatched for more
than 30 minutes.
3
OmgeoTDBusinessExcept 9036 String/4
ionCode
O
Set if
OmgeoNoTDBusinessExceptionCodes
(9035)>0. See Common Reference
Data.
2
OmgeoNoIndividualFieldC 7390 NumInGro
omparison
up
O
Number of repeating groups of allocation InfoResponse/
level field comparisons (up to 50).
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons
3
OmgeoTDMessageFieldT
ype
7521 String/2
C(O) Indicates if a specific field is an L1 or L2
type. Returned if
OmgeoNoIndividualFieldComparison
(7390)>0.
InfoResponse/
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
MessageFieldType
3
OmgeoTDFieldName
7523 String/
2048
C(O) Allocation (TradeDetail) field name.
Returned if
OmgeoNoIndividualFieldComparisons>
0.
InfoResponse/
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
MessageFieldName
Requires a Workflow Identification
subscription.
XPath
MultiTradeDetailResponseBody/
MTDR/ThirdPartyToTrade/
OrgName
MultiTradeDetailResponseBody/
MTDR/TradeAmount/Amount
MultiTradeDetailResponseBody/
MTDR/TradeDetailReferences/
TradeDetailStatuses/
TradeDetailHighestErrorSeverity
MultiTradeDetailResponseBody/
MTDR/TDBusinessExceptions/
TDBusinessExceptionCode
62
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.4 Allocation Report (AS)—Status View (continued)
Ind.
FIX Field Name
3
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
OmgeoTDInstructingParty 7385 String/255
Value
O
Investment manager’s value of the
allocation level field.
InfoResponse/
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
InstructingPartyValue
3
OmgeoTDExecutingBroke 7386 String/255
rValue
O
Broker/dealer’s value of the allocation
level field.
InfoResponse/
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
ExecutingBrokerValue
3
OmgeoTDFieldLevelMatc
hStatus
7387 String/4
C(O) Match Status of the allocation level field.
Returned if
OmgeoNoIndividualFieldComparisons>
0.
3
OmgeoTDFieldLevelMatc
hRule
7527 String/35
O
Investment manager’s set Matching Rule InfoResponse/
of the allocation level field.
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
FieldLevelMatchRule
3
OmgeoTDFieldMatchRule 7525 String/50
Description
O
Matching/Pairing rule description of the
allocation level field.
2
Commission
12
Amt/17d
O
If CTM CommissionType=TCOM, CTM InfoResponse/
returns the value in this field.
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
CommFeesTaxes/Commissions/
Commission/Amount
2
CommType
13
Char
O
If CTM CommissionType=TCOM, CTM
returns the mapped value based on
CommType
CommissionSharingBasisIndicator map.
2
NoMiscFees
136
NumInGro
up/2n
O
Expected only if any miscellaneous fees Not Mapped
are submitted. Indicates number of
repeating entries within Alloc repeating
group.
3
MiscFeeAmt
137
Amt/17d
O
Expected value if NoMiscFees (136)> 0. InfoResponse/
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
CommFeesTaxes/Commissions/
Commission/Amount
or
InfoResponse/
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
CommFeesTaxes/
ChargesOrTaxes/
ChargeAmount/Amount
InfoResponse/
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
FieldLevelMatchStatus
InfoResponse/
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
FieldLevelMatchRuleDescription
InfoResponse/
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
CommFeesTaxes/Commissions/
CommissionSharingBasisIndicat
or
63
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.4 Allocation Report (AS)—Status View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
3
MiscFeeCurr
138
Currency/
3!a
O
See the Common Reference Data.
InfoResponse/
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
CommFeesTaxes/Commissions/
Commission/CurrencyCode
or
InfoResponse/
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
CommFeesTaxes/
ChargesOrTaxes/
ChargeAmount/CurrencyCode
3
MiscFeeType
139
Int/3n
O
Expected value if NoMiscFees (136)> 0.
Translation is based on CTM
ChargesOrTaxes or Commissions. Refer
allowed value mapping table of
MiscFeeType to ChargeTaxType and
MiscFeeType to CommissionType.
InfoResponse/
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
CommFeesTaxes/Commissions/
CommissionSharingBasisIndicat
or/CommissionType
or
InfoResponse/
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
CommFeesTaxes/
ChargesOrTaxes/
ChargeTaxType
3
MiscFeeBasis
891
Int
O
Mapped value based on the
MiscFeeBasis_CommissionSharingBasi
sIndicatorMap table if CTM
CommissionType is any value except
TCOM.
If translation is based on CTM
ChargesOrTaxes, CTM does not return
this FIX tag.
InfoResponse/
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
CommFeesTaxes/Commissions/
CommissionSharingBasisIndicat
or
3
AllocConfirmCommission
Reason
7395 String/4
O
Commission reason for the confirmation InfoResponse/
(TradeDetail).
InfoResponseBody/
IRTradeDetail/
IRFieldComparisons/
CommFeesTaxes/Commissions/
CommissionReasonCode
2
AllocSettlInstType
780
O
Populated if settlement instructions were
provided. Indicates whether SSIs are
returned on the message and, if not, how
they were sourced:
• 1=Derived form parameters provided
(ALRT)
• 2=Full details were provided (MANI)
Int
InfoResponseBody/
PartySettlement/
SettlementInstructionsSourceIndi
cator
CTM returns full settlement instructions
for both MANI and ALRT settlement
sources using
OmgeoSettlInstrSourceIndicator (9048).
Component Block <Settl Instructions Data>
Returned if AllocSettlInstType (780)=1 or 2
2
SettlDeliveryType
172
Int
C
Type of settlement. Expected value is
Not mapped.
0=Versus. Payment: Deliver (if Sell) or
Receive (if Buy) vs. (Against) Payment.
Returned if AllocSettlInstType (780)=1 or
2.
64
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.4 Allocation Report (AS)—Status View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
2
StandInstDbType
169
Int
O
Expected value is 2=Thomson ALERT.
Not mapped.
2
StandInstDbName
170
String
O
Not returned.
Not mapped.
2
StandInstDbID
171
String
O
Not returned.
Not mapped.
2
NoDlvyInst
85
NumInGro
up
C
Number of delivery instruction fields in
repeating group. Returned if
AllocSettlInstType (780)=2.
Not mapped.
3
SettlInstSource
165
Char
C
If you subscribe to enableBDI connection
property then CTM returns this field if
NoDlvyInst (85)>0. Valid values:
• 11=Broker/dealer’s instructions from
executing broker on its block.
• 12=Broker/dealer’s instructions from
executing broker on its confirmation.
InfoResponseBody/
PartySettlement/
SettlementInstructionsSourceIndi
cator
3
DlvyInstType
787
Char
C
Indicates whether delivery instructions
are used for a securities settlement.
Valid value is S=Securities.
CTM returns this field if NoDlvyInst
(85)>0.
Not mapped.
3
OmgeoSettlInstrSourceInd 9048 String/4
icator
C
Valid values:
• ALRT=ALERT enrichment
• MANI=Manual settlement
instructions
InfoResponseBody/
PartySettlement/
SettlementInstructionsSourceIndi
cator
3
OmgeoAlertCountryCode
9049 Country/
3!a
C
Returned if
OmgeoSettlInstrSourceIndicator
(9048)=ALRT.
InfoResponseBody/
PartySettlement/
AlertCountryCode
3
OmgeoAlertMethodType
9050 String/12
C
Returned if
OmgeoSettlInstrSourceIndicator
(9048)=ALRT.
InfoResponseBody/
PartySettlement/
AlertMethodType
3
OmgeoAlertSecurityType
9051 String/3
C
Returned if
OmgeoSettlInstrSourceIndicator
(9048)=ALRT.
InfoResponseBody/
PartySettlement/
AlertSecurityType
3
OmgeoAlertSettlementMo 7365 String/12z
delName
C
Returned if
OmgeoSettlInstrSourceIndicator
(9048)=ALRT and SettlInstSource
(165)=11 or 12.
InfoResponseBody/
PartySettlement/
AlertSettlementModelName
3
OmgeoFXDealCurrencyC
ode
O
Controlled by the enableBDI connection InfoResponseBody/
property, this tag instructs the recipient of PartySettlement/
a settlement instruction to perform an FX FXDealCurrencyCode
deal.
3
OmgeoSettlInstProcNarrat 7511 String
ive
C
If OmgeoSettlInstrSourceIndicator
(9048)=MANI, CTM returns either
OmgeoSettlInstProcNarrative (7511) or
the Settl Parties component block.
InfoResponseBody/
PartySettlement/
SettlementInstructionProcessing
Narrative
Not mapped.
9761 Currency
Component Block <Settl Parties>
Returned if NoDlvyInst (85)>0
3
NoSettlPartyIDs
781
NumInGro
up
C
Repeating group that returns unique
combinations of SettlPartyID (782),
SettlPartyIDSource (783), and
SettlPartyRole (784).
4
SettlPartyID
782
String
C
Returned if NoSettlPartyIDs (781)>0 and InfoResponseBody/
SettlPartyIDSource (783) is specified.
PartySettlement/CustodianBIC,
or SubAgentBIC, or CorrespBIC,
or RegName1, or PSET, or
InstitutionBIC, or IP1BIC, or
IP2BIC, or IP3BIC
65
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.4 Allocation Report (AS)—Status View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
4
SettlPartyIDSource
783
Char
C
Returned if NoSettlPartyIDs (781)>0 and InfoResponseBody/
SettlPartyID (782) is specified.
PartySettlement/CustodianBIC,
or SubAgentBIC, or CorrespBIC,
or RegName1, or PSET, or
InstitutionBIC, or IP1BIC, or
IP2BIC, or IP3BIC
4
SettlPartyRole
784
Int
C
Returned if NoSettlPartyIDs (781)>0.
InfoResponseBody/
PartySettlement/CustodianBIC,
or SubAgentBIC, or CorrespBIC,
or RegName1, or PSET, or
InstitutionBIC, or IP1BIC, or
IP2BIC, or IP3BIC
4
NoSettlPartySubIDs
801
NumInGro
up
O
PartyRole value within a settlement
parties component. Same values as
PartyRole (452).
Not mapped.
5
SettlPartySubID
785
NumInGro
up
C
Present IF NoSettlPartySubIDs>0.
Maps to fields in the
SettlementInstructions
component.
5
SettlPartySubIDType
786
Int
C
Present IF NoSettlPartySubIDs>0.
Maps to fields in the
SettlementInstructions
component.
Standard Trailer
Settlement Instruction Groups
For investment managers who sign up for the enableEnhancedSSI connection property, offers 14 settlement
instruction groups to populate the NoSettlPartyIDs (781) repeating group. CTM sources these NoSettlPartyIDs
(781) fields from the settlement instruction fields in the XML InfoResponse message. The enableEnhancedSSI
connection property feature pertains only to the Allocation Report (AS) status view FIX message described in the
Allocation Report (AS)—Status View table.
The following table shows the FIX settlement instruction fields, which comprise the Settl Parties component
block.
Ind.
Tag
Field Name
1
781
NoSettlPartyIDs
2
782
SettlPartyID
2
783
SettlPartyIDSource
2
784
SettlPartyRole
2
801
NoSettlPartySubIDs
3
785
SettlPartySubID
3
786
SettlPartySubIDType
Note
Repeating group
Anchor tag
Repeating group
Anchor tag
CTM sources the SettlPartyID (782) and SettlPartySubID (785) fields in the SettlemenT Instruction Groups table
from the SettlementInstructions composite in the XML InfoResponse message.
The following rules apply to all FIX settlement instruction groups:
•
If NoSettlPartySubIDs (801) data exists for a Settlement Instructions group and no SettlPartyID (782) value
exists, CTM sets the SettlPartyID (782) value to the XML field name and the SettlPartyIDSource (783) to Z.
For example, CTM sets the SettlPartyID (782) value to ID1 when ID1 is not populated and ParticipantName1
or ParticipantName2 is populated.
•
When a specific SettlPartySubID (785) field contains data from more than one XML field, CTM
concatenates the fields.
66
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
For example, if ParticipantName1 and ParticipantName2 are populated, CTM concatenates for ID1.
•
If NoSettlPartySubIDs (801) and SettlPartyID (782) values do not exist, CTM does not create the
corresponding SettlPartyID (782) for that party.
For example, ID1, ParticipantName1, nor ParticipantName2 are populated, CTM does not create
SettlPartyID (782) for ID1.
Table 4.5 SettlemenT Instruction Groups
#
Settlement
Instruction
Group
NoSettlPartyIDs (781)
SettlPartyID
(782)
SettlPartyIDSource
(783)
SettlPartyRole
(784)
1
PSET
PSET
Either of the following:
• B (BIC)
• E (ISO Country Code)
10 (Settlement
Location)
2
ID1
ID1 or “ID1”
30 (Agent)
Either of the following:
• H (CSD participant/member
code)
• Z (CTM XML field name)
3
ID2
ID2
D (Proprietary/custom code)
48 (ID2 field)
4
ID3
ID3
D (Proprietary/custom code)
49 (ID3 field)
5
CustodianBIC
CustodianBIC or Either of the following:
“CustodianBIC” • B (BIC)
• Z (CTM XML field name)
6
SubAgentBIC
SubAgentBIC or Either of the following:
“SubAgentBIC” • B (BIC)
• Z (CTM XML field name)
NoSettlPartySubIDs (801)
28 (Custodian)
30 (Agent)
SettlPartySubID
(785)
SettlPartySubIDType
(786)
ParticipantName1,
ParticipantName2
5 (Full legal name of firm)
AccountRef1, AccountRef2
19 (Fund/Account Name)
SecurityAccount
10 (Securities Account
Number)
CashAccountNo
15 (Cash Account
Number)
AlternateCashAccountNo
15 (Cash Account
Number)
CustodianName1,
CustodianName2
5 (Full legal name of firm)
CustodianAddress1,
CustodianAddress2,
CustodianCity,
CustodianLocality,
CustodianCountry,
CustodianPostCode
6 (Postal Address)
SubAccountRef1,
SubAccountRef2
19 (Fund/Account Name)
SubAccountNo
10 (Securities Account
Number)
SubAgentName1,
SubAgentName2
5 (Full legal name of firm)
SubAgentAddress1,
SubAgentAddress2,
SubAgentCity,
SubAgentLocality,
SubAgentCountry,
SubAgentPostCode
6 (Postal Address)
67
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.5 SettlemenT Instruction Groups (continued)
#
7
Settlement
Instruction
Group
NoSettlPartyIDs (781)
NoSettlPartySubIDs (801)
SettlPartyID
(782)
SettlPartyIDSource
(783)
SettlPartyRole
(784)
CorrespBIC
CorrespBIC or
“CorrespBIC”
Either of the following:
• B (BIC)
• Z (CTM XML field name)
29 (Intermediary) CorrespName1,
CorrespName2
SettlPartySubID
(785)
SettlPartySubIDType
(786)
5 (Full legal name of firm)
CorrespAddress1,
CorrespAddress2,
CorrespCity,
CorrespLocality,
CorrespCountry,
CorrespPostCode
6 (Postal Address)
CorrespCashAccountNo
15 (Cash Account
Number)
CorrespSecAccountNo
10 (Securities Account
Number)
8
RegName1
RegName1 or
“RegName1”
32 (Beneficiary)
Either of the following:
• D (Proprietary/custom code)
• Z (CTM XML field name)
RegAddress1,
RegAddress2, RegCity,
RegLocality, RegCountry,
RegPostCode
6 (Postal Address)
9
InstitutionBIC
InstitutionBIC or
“InstitutionBIC”
Either of the following:
• B (BIC)
• Z (CTM XML field name)
InstitutionContact
9 (Contact Name)
InstitutionPhone
7 (Phone Number)
IP1BIC or
“IP1BIC”
33 (Interested
One of the following:
Party)
• B (BIC) when IP1BIC is
populated
• H (CSD participant/ member
code) when IP1BIC is not
populated and IP1ID is
populated
• Z (CTM XML field name)
10 IP1BIC/IP1ID
11 IP2BIC/IP2ID
IP2BIC or
“IP2BIC”
Either of the
following:
• 13 (Order
Origination
Firm)
• 1 (Executing
Firm/Broker)
33 (Interested
One of the following:
Party)
• B (BIC) when IP2BIC is
populated
• H (CSD participant/ member
code) when IP2BIC is not
populated and IP2ID is
populated
• Z (CTM XML field name)
When IP1BIC and IP1ID are 17 (CSD participant/
populated, CTM maps
member code)
IP1ID.
IP1AccountNo
10 (Securities Account
Number)
IP1Name
5 (Full legal name of firm)
IP1Contact
9 (Contact Name)
IP1Phone
7 (Phone Number)
IP1SpecialInstr1,
IP1SpecialInstr2
4001 (Special Instructions
(custom value))
When IP2BIC and IP2ID are 17 (CSD participant/
populated, CTM maps
member code)
IP2ID.
IP2AccountNo
10 (Securities Account
Number)
IP2Name
5 (Full legal name of firm)
IP2Contact
9 (Contact Name)
IP2Phone
7 (Phone Number)
IP2SpecialInstr1,
IP2SpecialInstr2
4001 (Special Instructions
(custom value))
68
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.5 SettlemenT Instruction Groups (continued)
#
Settlement
Instruction
Group
12 IP3BIC/IP3ID
NoSettlPartyIDs (781)
NoSettlPartySubIDs (801)
SettlPartyID
(782)
SettlPartyIDSource
(783)
SettlPartyRole
(784)
SettlPartySubID
(785)
IP3BIC or
“IP3BIC”
One of the following:
• B (BIC) when IP3BIC is
populated
• D (Proprietary Custom
Code) when IP3BIC is not
populated and IP3ID is
populated
• Z (CTM XML field name)
33 (Interested
Party)
When IP3BIC and IP3ID are 17 (CSD participant/
populated, CTM maps
member code)
IP3ID.
13 Settlement
“Settlement
ContactDetails ContactDetails”
Z (CTM XML field name)
50 (Settlement
Contact Details)
SettlPartySubIDType
(786)
IP3AccountNo
10 (Securities Account
Number)
IP3Name
5 (Full legal name of firm)
IP3Contact
9 (Contact Name)
IP3Phone
7 (Phone Number)
IP3SpecialInstr1,
IP3SpecialInstr3
4001 (Special Instructions
(custom value))
SettlementContact
9 (Contact Name)
SettlementPhone
7 (Phone Number)
SettlementFax
21 (Fax Number)
SettlementTelex
20 (Telex)
SpecialInstr1, SpecialInstr2 4001 (Special Instructions
(custom value))
14 Currency
Details
“CurrencyDetails Z (CTM XML field name)
”
51 (Currency
Details)
PaymentCurrency
4002 (Payment Currency
(custom value))
AlternateCurrency
4003 (Alternate Currency
(custom value))
69
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Settlement Instruction Group Examples
The majority of XML SettlementInstructions composite fields are optional. Data may exist at the:
•
•
•
NoSettlPartyIDs (781) master group and NoSettlPartySubIDs (801) subgroup levels
NoSettlPartySubIDs (801) subgroup level only
NoSettlPartyIDs (781) master level only
The following examples illustrate the variations.
Example 1: NoSettlPartyIDs (781) and NoSettlPartySubIDs (801) Data Both
Populated
When the XML SettlementInstructions composite includes ID1=1278747, ParticipantName1=Cooper, and
ParticipantName2=Sawyer, CTM generates the NoSettlPartyIDs (781) repeating group in the following table.
Table 4.6 NoSettlPartyIDs and NoSettlPartySubIDs
FIX Field Name (Tag)
NoSettlPartyIDs (781)
SettlPartyID (782)
XML Value
1
1278747
SettlPartyIDSource (783)
H
SettlPartyRole (784)
30
NoSettlPartySubIDs (801)
1
SettlPartySubID (785)
Cooper Sawyer
SettlPartySubIDType (786)
5
Example 2: NoSettlPartySubIDs (801) Data Only Populated
When the XML SettlementInstructions composite include ParticipantName1=Cooper and
ParticipantName2=Sawyer but not ID1, CTM generates the NoSettlPartyIDs (781) repeating group in the
following table.
Table 4.7 NoSettlPartySubIDs Only
FIX Field Name (Tag)
NoSettlPartyIDs (781)
XML Value
1
SettlPartyID (782)
ID1
SettlPartyIDSource (783)
Z
SettlPartyRole (784)
30
NoSettlPartySubIDs (801)
1
SettlPartySubID (785)
Cooper Sawyer
SettlPartySubIDType (786)
5
Note that the NoSettlPartySubIDs (801) information is identical to Example 1. However, CTM created a
SettlPartyID (782) anchor tag (equal to “ID1”) to ensure that you receive the participant information and
SettlPartyIDSource(783)=Z instead of H.
70
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Example 3: NoSettlPartyIDs (781) Data Only
When the XML SettlementInstructions composite includes ID1=1278747, but not ParticipantName1 or
ParticipantName2, CTM generates the NoSettlPartyIDs (781) repeating group in the following table.
Table 4.8 NoSettlPartyIDs (781) Only
FIX Field Name (Tag)
XML Value
NoSettlPartyIDs (781)
1
SettlPartyID (782)
1278747
SettlPartyIDSource (783)
H
SettlPartyRole (784)
30
Note that the NoSettlPartyIDs (781) information is similar to Example 1. However, CTM did not create the
NoSettlPartySubIDs (801) repeating group because no information existed.
Valid Values
CTM supports a subset of values for the following FIX settlement instruction tags:
SettlPartyIDSource (783)
The following table lists valid values for the FIX SettlPartyIDSource (783) tag.
Table 4.9 SettlPartyIDSource (783)
FIX Value
Description
B
Business Identifier Code (BIC)
D
Proprietary/custom code
E
ISO Country Code
H
CSD participant/member code
Z
CTM-specific XML Field Name
SettlPartyRole (784)
The following table lists valid values for the FIX SettlPartyRole (784) tag.
Table 4.10 SettlPartyRole (784)
FIX Value
Description
1
Executing Firm/Broker
10
Settlement Location
13
Order Origination Firm
28
Custodian
29
Intermediary
30
Agent
32
Beneficiary
33
Interested Party
48
ID2 field
49
ID3 field
50
Settlement Contact Details
51
Currency Details
101
Any CTM XML Field Reference
71
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.10 SettlPartyRole (784)
FIX Value
Description
102
ID4
103
ID5
104
LEI
105
Receiver Agent BIC
106
Account LEI
Z
Large Trader ID
SettlPartySubIDType (786)
The following table lists valid values for the FIX SettlPartySubIDType (786) tag.
Table 4.11 SettlPartySubIDType (786)
FIX Value
Description
5
Full legal name of firm
6
Postal Address
7
Phone Number
9
Contact Name
10
Securities Account Number
15
Cash Account Number
17
CSD participant/member code
19
Fund/Account Name
20
Telex
21
Fax Number
4001
Special Instructions or custom value
4002
Payment Currency
4003
Alternate Currency
72
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Allocation Report (AS)—Settlement View
Sent By
FCI
Inbound /Outbound
Outbound to investment manager from CTM
Mapped to XML Message(s) InfoSettlementResponse
Purpose
Notifies the investment manager that a trade side is MATCH AGREED and includes detailed settlement instructions.
Contains repeating fields for each order, sub-account, and individual execution.
Expected Result
Allocation Report Ack (AT), which is not acted upon by FCI.
Notes
If you trade in all asset classes, the status of all trades are included, but you are required to set your messages to handle
asset classes separately.
Table 4.12 Allocation Report (AS)—Settlement View
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
Standard Header (MsgType=AS)
1
AllocReportID
755
String
E(F)
Unique ID generated by FCI. The field is
required by the FIX specification, but
ignored by FCI.
Not mapped.
1
AllocID
70
String/16z
E
Unique ID for allocation message.
For ACWF trades, CTM returns the same
value in AllocID (70) and IndividualAllocID
(467).
ISRTradeLevel/
ISRTLInstructingParty/
TradeLevelReferences/
MasterReference
1
AllocTransType
71
Char/4!c
E(F)
Can only be of type 0 (New). The field is
required by the FIX specification, but
ignored by FCI. See the Common
Reference Data.
Not mapped.
1
AllocReportType
794
Int
E(F)
Always set to 3 (Sellside Calculated Using Not mapped.
Preliminary, includes MiscFees and
NetMoney). The field is required by the FIX
specification, but ignored by FCI.
1
AllocStatus
87
Int
E(F)
Always set to 0 (successfully processed).
The field is required by the FIX
specification, but ignored by FCI.
1
OmgeoOmnibusExpected
7330
Boolean/1!a
C(O)
1
OmgeoTradeSideId
9052
String/16z
E
A unique identifier for a trade side that is
generated by CTM.
ISRTradeLevel/
ISRTLInstructingParty/
TradeLevelReferences/
CTMTradeSideId
1
OmgeoSettlementViewIndicator
9053
Boolean/1!a
E
Indicates that this message represents a
Settlement View. Always provided.
Not mapped.
1
OmgeoMatchAgreedStatus
9057
String/4
E
Guaranteed to be set if NoAllocs (78)=0 or ISRTradeLevel/
is does not exist. See the Common
MatchAgreedStatus
Reference Data.
1
BlockForceMatchIndicator
35571 Boolean/1!a
O
Indicates whether or not the block was force ISRTradeLevel/
matched. This field is present when the
TLForcematchFlag
subscription option
InfoResponseDisplayIndicators (IRDI)=Y.
1
OmgeoTLWorkflowType
7505
String/4
E(O) Defines the workflow type for a TradeLevel. ISRTradeLevel/
ISRTLCommonValues/
Requires a Workflow Identification
Workflow/WorkflowType
subscription.
1
OmgeoNoTLWorkflowModifier
7509
NumInGroup
O
Not mapped.
ISRTradeLevel/
ISRTLInstructingParty/
IdentificationOfASecurity/
DescriptionOfTheSecurity/
OmniExpected
Requires a Workflow Identification
subscription.
ISRTradeLevel/
ISRTLCommonValues/
Workflow/WorkflowModifier
73
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
2
OmgeoTLWorkflowModifier
7507
String/4
C(O) Defines the workflow modifier for the
TradeLevel. Required if
OmgeoNoTLWorkflowModifier (7509)>0.
Requires a Workflow Identification
subscription.
ISRTradeLevel/
ISRTLCommonValues/
Workflow/WorkflowModifier
1
OmgeoTLAccruedInterestCurrenc 9858
y
Currency/3!a
O
Currency field.
ISRTradeLevel/
ISRTLCommonValues/
TradeLevelTotals/
TotalAccruedInterestAmou
nt/CurrencyCode
1
OmgeoTLAccruedInterestAmount 9859
Amt/17d
O
Accrued interest amount on the block.
ISRTradeLevel/
ISRTLCommonValues/
TradeLevelTotals/
TotalAccruedInterestAmou
nt/Amount
1
AllocationBlockOriginalFace
9878
Amt/17d
O
The total original face amount for the asset- ISRTradeLevel/
backed security. Values are limited:
ISRTLCommonValues/
0<value<99999999999999.
TradeLevelTotals/
TotalOriginalFaceAmount
1
CurrentFace
5537
Amt/17d
O
Current face for security instrument
(Original face * Factor).
1
OmgeoBrokerSecurityID
9062
String/30
E(O) The SecurityID as entered by the executing ISRTradeLevel/
broker.
ISRTLExecutingBroker/
IdentificationOfaSecurity/
SecurityCode
1
OmgeoBrokerIDSource
9061
String/2c
E(O) Indicates the IDSource as entered by the
executing broker.
1
OmgeoBrokerCountryOfIssue
9060
Country/3c
O
Indicates CountryOfIssue as entered by the Not mapped.
executing broker.
1
AllocNoOrdersType
857
Int
E(F)
Always set to 0 (not specified). The field is Not mapped.
required by the FIX specification, but
ignored by FCI.
1
Side
54
Char
E
Valid values:
• 1=Buy
• 2=Sell
ISRTradeLevel/
ISRTLCommonValues/
CurrentFaceValue
Not mapped.
ISRTradeLevel/
ISRTLCommonValues/
BuySellIndicator
See the Translated CTM XML Fields to FIX
Fields table.
Component Block <Instrument>
1
SymbolSfx
65
String
O
For fixed income instruments, a value of WI Not mapped.
indicates When-Issued. See the Translated
CTM XML Fields to FIX Fields table.
1
SecurityID
48
String
E
Security identifier value of
SecurityIDSource (22) type (example:
CUSIP, SEDOL, ISIN). Requires
SecurityIDSource. See the Common
Reference Data.
1
SecurityIDSource
22
String/1!c
E
Identifies class or source of the SecurityID ISRTradeLevel/
(48) value. See the Common Reference
ISRTLInstructingParty/
Data.
IdentificationOfASecurity/
SecurityCodeType/
NumberingAgencyCode
ISRTradeLevel/
ISRTLInstructingParty/
IdentificationOfASecurity/
SecurityCode
74
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
1
NoSecurityAltID
454
NumInGroup
O
Number of alternate security identifiers.
ISRTradeLevel/
ISRTLInstructingParty/
AdditionalSecurityIdentifier
s
ISRTradeLevel/
ISRTLExecutingBroker/
AdditionalSecurityIdentifier
s
2
SecurityAltID
455
String/30z
C
ISIN value of SecurityAltIDSource (456)
ISRTradeLevel/
type if it is not the original security identifier. ISRTLInstructingParty/
AdditionalSecurityIdentifier
Returned only if NoSecurityAltID>0.
s/SecurityCode
ISRTradeLevel/
ISRTLExecutingBroker/
AdditionalSecurityIdentifier
s/SecurityCode
2
SecurityAltIDSource
456
Int/2n
C
Identifies class or source of the
SecurityAltID (455) value. Valid value is 4.
Returned only if NoSecurityAltID>0.
See the Translated CTM XML Fields to FIX
Fields table.
1
SecurityType
167
String/10c
E
Indicates type of security. See also the
ISRTradeLevel/
Product (460) field. This field is required for ISRTLCommonValues/
an allocation, but not for a cancelation.
TypeOfFinancialInstrument
See the Translated CTM XML Fields to FIX
Fields table.
1
MaturityDate
541
LocalMktDate
O
Date of maturity.
1
IssueDate
225
LocalMktDate
O
The date on which a bond or stock offering ISRTradeLevel/
is issued. It may or may not be the same as ISRTLCommonValues/
the effective date (Dated Date) or the date IssueDate
on which interest begins to accrue (Interest
Accrual Date).
1
CountryOfIssue
470
Country/3c
O
ISO Country code of instrument issue
(example: the country portion typically used
in ISIN). Can be expressed in conjunction
with non-ISIN SecurityID (48) (example:
CUSIP for Municipal Bonds without ISIN) to
provide uniqueness.
See the Common Reference Data.
1
ContractMultiplier
231
Amt/17d
O
If used, quantities are expressed in a
ISRTradeLevel/
nominal (for example, contracts vs. shares) ISRTLCommonValues/
amount.
LotSize
1
CouponRate
223
Percentage
O
The rate of interest that, when multiplied by ISRTradeLevel/
the principal, par value, or face value of a ISRTLCommonValues/
bond, provides the currency amount of the CouponRate/Amount
periodic interest payment. CTM always
cites the coupon, along with maturity, in any
quotation of a bond's price.
1
SecurityExchange
207
Exchange
O
Place of trade details (MIC). See the
Translated CTM XML Fields to FIX Fields
table.
ISRTradeLevel/
ISRTLInstructingParty/
AdditionalSecurityIdentifier
s/SecurityCodeType/
NumberingAgencyCode
ISRTradeLevel/
ISRTLExecutingBroker/
AdditionalSecurityIdentifier
s/SecurityCodeType/
NumberingAgencyCode
ISRTradeLevel/
ISRTLCommonValues/
MaturityDate
ISRTradeLevel/
ISRTLInstructingParty/
IdentificationOfASecurity/
SecurityCodeType/
CountryCode
ISRTradeLevel/
ISRTLCommonValues/
PlaceOfTrade/
PlaceNarrative
75
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
1
Issuer
106
String
O
Name of security issuer (example:
International Business Machines, GNMA).
ISRTradeLevel/
ISRTLCommonValues/
Issuer
1
SecurityDesc
107
String/6*35z
O
Description of the security.
ISRTradeLevel/
ISRTLInstructingParty/
IdentificationOfASecurity/
DescriptionOfTheSecurity
1
CreditRating
255
String
O
Credit Rating for fixed income securities.
ISRTradeLevel/
ISRTLCommonValues/
IssueDate
ISRTradeLevel/
ISRTLCommonValues/
Rating/RatingValue
1
NoEvents
864
NumInGroup
O
Number of repeating EventType group
entries.
Not mapped.
2
EventType
865
Int
O
Expected values:
• 2=Call
• 1=Put
ISRTradeLevel/
ISRTLCommonValues/
CallPrice/CallType
2
EventDate
866
LocalMktDate
O
Date of event.
ISRTradeLevel/
ISRTLCommonValues/
CallDate
2
EventPx
867
Price
O
Predetermined price of issue at event, if
applicable.
ISRTradeLevel/
ISRTLCommonValues/
CallPrice/Amount
1
DatedDate
873
LocalMktDate
O
If different from IssueDate (225).
ISRTradeLevel/
ISRTLCommonValues/
DatedDate
Component Block <Instrument Extension>
1
NoInstrAttrib
870
NumInGroup
O
Valid values:
• 9=When Issued
• 19=Alternative Minimum Tax
• 99=custom (see InstrAttribValue)
Not mapped.
2
InstrAttribType
871
Int/2c
O
InstrAttribType (871) must be set to 99
when using this field.
Valid value: FDTX=Federal Taxable.
ISRTradeLevel/
ISRTLCommonValues/
AlternativeMinimumTax
ISRTradeLevel/
ISRTLCommonValues/
FederalTax
2
InstrAttribValue
872
String/4!c
O
InstrAttribType (871) must be set to 99
when using this field. Meaningful value:
FDTX=Federal Taxable.
ISRTradeLevel/
ISRTLCommonValues/
FederalTax
1
Quantity
53
Qty/17d
E
Required by the FIX specification—only
meaningful if NoAllocs (78)=0 or it does not
exist (for example, the Allocation Report
represents a MultiTradeLevelResponse
message); otherwise, set to 0.
For ACWF trades, CTM returns the same
value in Quantity (53) and AllocQty (80).
ISRTradeLevel/
ISRTLCommonValues/
QuantityOfTheBlockTrade/
Amount
1
AvgPx
6
Price/17d
E
Required by the FIX specification—only
ISRTradeLevel/
meaningful if NoAllocs (78)=0 or it does not ISRTLCommonValues/
exist—otherwise, set to 0.
DealPrice/Amount
76
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
1
Currency
15
Currency/3!a
E
Currency of AvgPx (6), which is the
currency of the local market or exchange
where the trade was conducted.
See the Common Reference Data.
ISRTradeLevel/
ISRTLCommonValues/
DealPrice/CurrencyCode
ISRTradeLevel/
ISRTLCommonValues/
TotalTradeAmount/
CurrencyCode
ISRTradeLevel/
ISRTLCommonValues/
TradeLevelTotals/
TotalNetCashAmount/
CurrencyCode
Component Block <Parties>
1
NoPartyIDs
453
NumInGroup
E
Number of PartyID (448), PartyIDSource
(447), and PartyRole (452) entries. This
field can be up to three (3): investment
manager, executing broker, and clearing
organization.
Not mapped.
2
PartyID
448
String
E
ID of the instructing party
/InstructingParty/
PartyValue
2
PartyIDSource
447
Char
E
Valid value is B=BIC. See the Translated
CTM XML Fields to FIX Fields table.
/InstructingParty/PartyType
2
PartyRole
452
Int
E
Identifies the type or role of the PartyID
(448) specified. Valid value is
13=OrderOriginator. See the Translated
CTM XML Fields to FIX Fields table.
/InstructingParty/PartyRole
2
NoPartySubIDs
802
NumInGroup
O
Repeating group of Party sub-identifiers.
Not mapped.
3
PartySubID
523
String/35c
O
Map Org Name.
/InstructingParty/OrgName
3
PartySubIDType
803
Int/3n
O
Type of PartySubID. Valid value is 5 (full
legal name of firm).
Not mapped.
2
PartyID
448
String
E
ID of the executing broker.
/ExecutingBroker/
PartyValue
2
PartyIDSource
447
Char
E
Valid values:
• B=BIC
• D=OG
• U=UNKN
/ExecutingBroker/
PartyType
See the Translated CTM XML Fields to FIX
Fields table.
2
PartyRole
452
Int
E
Identifies the type or role of the PartyID
/ExecutingBroker/
(448) specified. Valid value is
PartyRole
1=ExecutingFirm. See the Translated CTM
XML Fields to FIX Fields table.
2
NoPartySubIDs
802
NumInGroup
O
Repeating group of Party subidentifiers.
Not mapped.
3
PartySubID
523
String/35c
O
Map Org Name.
/ExecutingBroker/OrgName
3
PartySubIDType
803
Int/3n
O
Type of PartySubID. Valid value is 5 (full
legal name of firm).
Not mapped.
2
PartyID
448
String/11c
O
BIC identifier for the place of clearing
InfoSettlementResponseBo
organization.
dy/ISRTradeLevel/
The value in PartyID should be a valid BIC. ISRTLCommonValues/
PlaceOfClearing
2
PartyIDSource
447
Char/1c
O
Valid value is B=BIC.
2
PartyRole
452
Int/1n
O
Identifies the type or role of the PartyID
(448) specified.
Valid value is 21=Clearing Organization
77
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
1
NoAdditionalPartyIdentifiers
2
AltPartyRole
2
Datatype/
Syntax
E/
O/C
Notes
XPath
35551 NumInGroup
O
Number of additional party identifiers.
AdditionalPartyIdentifiers
35552 Int/2n
C
Identifies the type or role of the AltPartyID
(35553) specified.
Returned only if
OmgeoNoAdditionalPartyIdentifiers>0.
AdditionalPartyIdentifiers/
PartyRole
NoAltPartyIDs
35553 NumInGroup
O
Number of alternate party identifiers.
AdditionalPartyIdentifiers/
PartyIdentifiers
3
AltPartyID
35554 String/
4!a2!a2!c[3!c]
C
Contains EuroCCP ID of alternate party if AdditionalPartyIdentifiers/
EuroCCP ID is not provided as the original PartyValue
party identifier.
Returned only if OmgeoNoAltPartyIDs>0.
3
AltPartyIDSource
35555 Char/1c
C
AdditionalPartyIdentifiers/
Valid value is T (EuroCCP ID)
Returned only if OmgeoNoAltPartyIDs>0. PartyType
See the Translated CTM XML Fields to FIX
Fields table.
1
TradeDate
75
LocalMktDate
E(F)
Calculated from TransactTime (60). The
Not mapped.
field is required by the FIX specification, but
ignored by FCI.
1
TransactTime
60
UTC Timestamp E
Date and time when allocation is generated. ISRTradeLevel/
ISRTLCommonValues/
TradeDateTime
1
SettlType
63
Char/1c
O
Indicates a When-Issued fixed income
security. Valid value is 7=When and If
Issued.
Not mapped.
1
SettlDate
64
LocalMktDate
E
Settlement Date.
ISRTradeLevel/
ISRTLCommonValues/
SettlementDate
1
GrossTradeAmt
381
Amt/17d
E
Expressed in same currency as AvgPx.
Sum of (AllocShares * AllocAvgPx or
AllocPrice).
For ACWF trades, CTM returns the same
value in GrossTradeAmt (381) and
OmgeoTradeDetailTradeAmount (9047).
ISRTradeLevel/
ISRTLCommonValues/
TotalTradeAmount/Amount
1
NetMoney
118
Amt/17d
O
Expressed in same currency as AvgPx (6). ISRTradeLevel/
Sum of AllocNetMoney (154).
ISRTLCommonValues/
TradeLevelTotals/
TotalNetCashAmount/
Amount
1
NumDaysInterest
157
Int
O
Number of Days of Interest for convertible
bonds and fixed income.
The value can be negative.
ISRTradeLevel/
ISRTLCommonValues/
NumberOfDaysAccrued
E
Returns the count of the total number of
stipulations in two direct XML composites:
• StipulationsNonStandard—
StipulationFlag (35588)=N
• StipulationsStandard—
StipulationFlag (35588)=S
Not mapped.
Component Block <Stipulations>
For fixed income trades where SecurityType (167)=TBA
1
NoStipulations
232
NumInGroup
78
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
2
StipulationType
233
String/15c
E
Returned if NoStipulations (232)>0.
Indicates characteristics of the pools that fill
the TBA, such as PIECES.
See the Translated CTM XML Fields to FIX
Fields table.
If StipulationFlag
(35588)=N:
InfoSettlementResponseBo
dy/ISRTradeLevel/
ISRTLCommonValues/
StipulationsNonStandard/
StipulationCodeNonStanda
rd
If StipulationFlag
(35588)=S:
InfoSettlementResponseBo
dy/ISRTradeLevel/
ISRTLCommonValues/
StipulationsStandard/
StipulationCodeStandard
2
StipulationValue
234
String/35z
C
Value of the stipulation for a TBA trade.
If StipulationFlag
(35588)=N:
InfoSettlementResponseBo
dy/ISRTradeLevel/
ISRTLCommonValues/
StipulationsNonStandard/
StipulationValueNonStanda
rd
If StipulationFlag
(35588)=S:
InfoSettlementResponseBo
dy/ISRTradeLevel/
ISRTLCommonValues/
StipulationAlphanumeric,
or StipulationDate, or
StipulationNumeric, or
StipulationYOrN
2
NoStipulationStateCodes
35586 NumInGroup
C
If the mapped field is populated, DTCC
returns the number of instances of the
StipulationStateCode (35587) field.
Number of instances of:
InfoSettlementResponseBo
dy/ISRTradeLevel/
ISRTLCommonValues/
StipulationsStandard/
StipulationValueStandard/
StipulationStateCode
3
StipulationStateCode
35587 Char/2!a
E
Returned if NoStipulationsStateCodes
(35586)>0.
InfoSettlementResponseBo
dy/ISRTradeLevel/
ISRTLCommonValues/
StipulationsStandard/
StipulationValueStandard/
StipulationStateCode
2
StipulationFlag
35588 Char
E
Indicates whether this stipulation is a
DTCC returns S if:
Standard (S) or Nonstandard stipulation (N) InfoSettlementResponseBo
in CTM.
dy/ISRTradeLevel/
ISRTLCommonValues/
StipulationsStandard
DTCC returns N if:
InfoSettlementResponseBo
dy/ISRTradeLevel/
ISRTLCommonValues/
StipulationsNonStandard
235
O
Type of yield. See the Translated CTM XML ISRTradeLevel/
Fields to FIX Fields table.
ISRTLCommonValues/
Yield/YieldType
Component Block <Yield Data>
1
YieldType
String/15c
79
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
1
Yield
236
Percentage/17d
O
Yield percentage.
ISRTradeLevel/
ISRTLCommonValues/
Yield/Amount
1
OmgeoNoTradeTransCondIndicat 9042
ors
NumInGroup
O
Indicates the number of
OmgeoTradeTransCondIndicator (9043)
groups to follow.
Not mapped.
2
OmgeoTradeTransCondIndicator
9043
String/4!c
O
Indicates the bargain conditions for the
ISRTradeLevel/
trade. See the Translated CTM XML Fields ISRTLCommonValues/
to FIX Fields table.
TradeTransactionCondition
Indicator
1
OmgeoNoTLL2FieldsSameValue
Eval
9490
NumInGroup
O
Indicates the number of
OmgeoNoTLL2FieldsSameValueEval
groups to follow.
Not mapped.
2
OmgeoTLL2FieldName
9491
String/128
O
L2 Matching Field Name—required if
OmgeoNoTLL2FieldsSameValueEval>0.
ISRTradeLevel/
TLL2FieldsSameValueEval
uation/L2FieldName
2
OmgeoTLL2FieldValue
9492
Boolean/1!a
O
Exact match indicator—required if
OmgeoNoTLL2FieldsSameValueEval>0.
ISRTradeLevel/
TLL2FieldsSameValueEval
uation/SameValue
1
OmgeoNoBlockCommissions
9874
NumInGroup
O
Indicates the number of block commissions ISRTradeLevel/
groups that are provided on the message. ISRTLCommonValues/
TradeCommFeesTaxes/
TradeCommissions
2
OmgeoCommSharingBasisIndicat 9873
or
String/4!c
O
Identifies the commission sharing basis
under which the trade was executed. See
the Translated CTM XML Fields to FIX
Fields table.
2
OmgeoBlockCommissionType
9865
String/4!c
O
Allowed value field from CTM. This value is ISRTradeLevel/
not mapped to current FIX values.
ISRTLCommonValues/
TradeCommFeesTaxes/
TradeCommissions/
CommissionType
2
OmgeoBlockCommissionAmount
9866
Amt/17d
O
Amount of block commission.
ISRTradeLevel/
ISRTLCommonValues/
TradeCommFeesTaxes/
TradeCommissions/
Commission/Amount
2
OmgeoBlockCommissionCurrenc 9869
y
String
O
Currency.
ISRTradeLevel/
ISRTLCommonValues/
TradeCommFeesTaxes/
TradeCommissions/
Commission/CurrencyCode
2
OmgeoCommissionReason
9867
String/4!c
O
Allowed value has been dealt with as per ISRTradeLevel/
CommissionType, above. See the Common ISRTLCommonValues/
Reference Data.
TradeCommFeesTaxes/
TradeCommissions/
CommissionReasonCode
1
OmgeoNoBlockChargesOrTaxes
7350
NumInGroup
O
Repetitive composite to capture block
charges/taxes.
Not mapped.
2
OmgeoBlockChargesOrTaxesTyp 7351
e
Int/3n
O
Returned only if
OmgeoNoBlockChargesOrTaxes>0. See
the Translated CTM XML Fields to FIX
Fields table.
ISRTradeLevel/
ISRTLCommonValues/
TradeCommFeesTaxes/
TradeChargesOrTaxes/
ChargeTaxType
ISRTradeLevel/
ISRTLCommonValues/
TradeCommFeesTaxes/
TradeCommissions/
CommissionSharingBasisIn
dicator
80
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
2
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
OmgeoBlockChargesOrTaxesCur 7352
rency
Currency
O
Currency associated with the block level
charge or tax type.
ISRTradeLevel/
ISRTLCommonValues/
TradeCommFeesTaxes/
TradeChargesOrTaxes/
ChargeAmount/
CurrencyCode
2
OmgeoBlockChargesOrTaxesAm 7353
ount
Amount
O
Amount associated with the block level
charge or tax type.
ISRTradeLevel/
ISRTLCommonValues/
TradeCommFeesTaxes/
TradeChargesOrTaxes/
ChargeAmount/Amount
1
NoAllocs
78
NumInGroup
O
Indicates number of allocation groups to
follow.
Not mapped.
2
AllocAccount
74
String/35z
O
Required if NoAllocs (78)>0. Must be first
field in repeating group.
ISRTradeDetail/
ISRTDCommonValues/
AccountID
2
AllocQty
80
Qty
O
Guaranteed to be set if NoAllocs (78)>0.
For ACWF trades, CTM returns the same
value in AllocQty (80) and Quantity (53).
ISRTradeDetail/
ISRTDCommonValues/
QuantityAllocated/Amount
2
IndividualAllocID
467
String/16z
O
Guaranteed to be set if NoAllocs (78)>0.
For ACWF trades, CTM returns the same
value in AllocID (70) and IndividualAllocID
(467).
ISRTradeDetail/
ISRTDInstructingParty/
TradeDetailReferences/
ClientAllocationReference
2
OmgeoTradeDetailTradeAmount
9047
Amt/17d
O
Indicates the trade amount (allocated
ISRTradeDetail/
shares * px) of an allocation to a particular ISRTDCommonValues/
account. Guaranteed to be set if NoAllocs TradeAmount/Amount
(78)>0.
For ACWF trades, CTM returns the same
value in GrossTradeAmt (381) and
OmgeoTradeDetailTradeAmount (9047).
2
ProcessCode
81
Char
O
Required by FIX but not mapped from CTM. Not mapped.
Ignore this field.
2
OmgeoTDWorkflowType
7506
String/4
E(O) Defines the workflow type for the
TradeDetail.
Requires a Workflow Identification
subscription.
ISRTradeDetail/
ISRTDCommonValues/
Workflow/WorkflowType
2
OmgeoNoTDWorkflowModifier
7510
NumInGroup
O
ISRTradeDetail/
ISRTDCommonValues/
Workflow/WorkflowModifier
3
OmgeoTDWorkflowModifier
7508
String/4
C(O) Defines the workflow modifier for the
TradeDetail.
Requires a Workflow Identification
subscription.
ISRTradeDetail/
ISRTDCommonValues/
Workflow/WorkflowModifier
2
OmgeoBlockSettlementIndicator
7334
Boolean/1!a
O
ISRTradeDetail/
ISRTDInstructingParty/
BlockSettlementIndicator
2
OmgeoPoolReference
7331
String/4
O
ISRTradeDetail/
ISRTDInstructingParty/
TradeDetailReferences/
TradeDetailLinkages/
TDReferences/
TDReferenceValue
2
ReportedPx
861
Amt/17d
O
Requires a Workflow Identification
subscription.
Reported Price (Datatype=Price)
ISRTradeDetail/
ISRTDExecutingBroker/
AdditionalDisclosures/
ReportedPrice/Amount
81
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
Component Block <Nested Parties>
2
NoNestedPartyIDs
539
NumInGroup
O
Repeating group below should contain
ISRTradeDetail/
unique combinations of NestedPartyID,
ThirdPartyToTrade
NestedPartyIDSource, and
NestedPartyRole.
Provided if a BrokerOfCredit (92) was
manually specified in the J message.
Also, format if InfoSettlementResponse.
InfoSettlementResponseBody.ISRTradeDe
tail.
ISRTDExecutingBroker.AccountReference
=NULL, Populate value in NestedParty ID,
populate NestedPartyIDSource=D
(Proprietary / Custom code)
NestedPartyRole=24 (Customer Account)
3
NestedPartyID
524
String/
4!a2!a2!c[3!c]
O
Party Identifier value within a nested
repeating group, that corresponds to
NestedPartyIDSource (525).
Returned only if NoNestedPartyIDs
(539)>0.
ISRTradeDetail/
ISRTDCommonValues/
DirectedCommission/
BeneficiaryOfCommissions
/BrokerOfCredit/PartyValue
ISRTradeDetail/
ISRTDExecutingBroker/
AccountReference
ISRTradeDetail/
ThirdPartyToTrade/
PartyValue
3
NestedPartyIDSource
525
Char/35z
O
PartyIDSource value within a nested
repeating group. Valid values:
• B=CTM BIC code
• T=EuroCCP ID (ECCPID)
ISRTradeDetail/
ISRTDCommonValues/
DirectedCommission/
BeneficiaryOfCommissions
/BrokerOfCredit/PartyType
ISRTradeDetail/
ThirdPartyToTrade/
PartyType
Returned only if NoNestedPartyIDs
(539)>0.
3
NestedPartyRole
538
Int/2n
O
PartyRole value within a nested repeating
group. Valid value: 79 (prime broker)
Returned only if NoNestedPartyIDs
(539)>0.
ISRTradeDetail/
ISRTDCommonValues/
DirectedCommission/
BeneficiaryOfCommissions
/BrokerOfCredit/PartyRole
ISRTradeDetail/
ThirdPartyToTrade/
PartyRole
3
NoNestedPartySubIDs
804
NumInGroup
O
Number of NestedPartySubID (545) and
NestedPartySubIDType (805) entries.
Returned only if NoNestedPartyIDs
(539)>0.
ISRTradeDetail/
ThirdPartyToTrade/
OrgName
4
NestedPartySubID
545
String/35z
C
PartySubID value within a nested repeating ISRTradeDetail/
group. Same values as PartySubID (523). ThirdPartyToTrade/
OrgName
Returned only if NoNestedPartyIDs
(539)>0.
4
NestedPartySubIDType
805
Int/3n
C
Type of NestedPartySubID (545) value.
Same values as PartySubIDType (803).
Valid value is 5 (full legal name of firm)
Returned only if NoNestedPartyIDs
(539)>0.
ISRTradeDetail/
ThirdPartyToTrade/
OrgName
82
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
3
OmgeoCommissionSharingType
9808
String/4!c
O
Mapped value field from the CTM
CommissionSharingTypeIndicator field in
the CTM DirectedCommission block. Only
mapped if you populate the NestedPartyID
(524) tag on the J message.
See the Translated CTM XML Fields to FIX
Fields table.
2
NoAdditionalTPIdentifiers
35556 NumInGroup
O
Number of additional third party identifiers. ISRTradeDetail/
AdditionalThirdPartyIdentifi
ers
3
AltThirdPartyRole
35557 Int/2n
C
Identifies the type or role of the
AltThirdPartyID (35559) specified.
Returned only if NoAdditionalTPIdentifiers
(35556)>0.
ISRTradeDetail/
AdditionalThirdPartyIdentifi
ers/PartyRole
3
NoAltThirdPartyIDs
35558 NumInGroup
O
Number of alternate third party identifiers.
ISRTradeDetail/
AdditionalThirdPartyIdentifi
ers/PartyIdentifiers
4
AltThirdPartyID
35559 String/
4!a2!a2!c[3!c]
C
Returned only if
OmgeoNoAltThirdPartyIDs>0.
ISRTradeDetail/
AdditionalThirdPartyIdentifi
ers/PartyValue
4
AltThirdPartyIDSource
35560 Char/1c
O
Valid value: T (EuroCCP ID)
Returned only if NoAltThirdParyIDs
(35558)>0.
ISRTradeDetail/
AdditionalThirdPartyIdentifi
ers/PartyType
2
AllocNetMoney
154
O
NetMoney (118) for this AllocAccount (79) ISRTradeDetail/
(AllocShares * AllocAvgPx) - Commission - ISRTDCommonValues/
sum of MiscFeeAmt + AccruedInterestAmt). NetCashAmount/Amount
• If a Sell ((AllocShares * AllocAvgPx) Commission - sum of MiscFeeAmt +
AccruedInterestAmt).
• If a Buy ((AllocShares * AllocAvgPx) +
Commission + sum of MiscFeeAmt +
AccruedInterestAmt).
Amt/17d
XPath
Required if NoAllocs (78)>0.
2
AllocSettlCurrAmt
737
Amt/17d
O
ISRTradeDetail/
ISRTDCommonValues/
SettlementAmount/Amount
2
AllocSettlCurrency
736
Currency/3!a
O
See the Common Reference Data.
ISRTradeDetail/
ISRTDCommonValues/
SettlementAmount/
CurrencyCode
ISRTradeDetail/
ThirdPartyData/TPReason/
SettlementInstructions/
PaymentCurrency
2
SettlCurrFxRate
155
Amt/17d
O
Foreign exchange rate used to compute
SettlCurrAmt (119) from Currency (15) to
SettlCurrency (120).
ISRTradeDetail/
ISRTDCommonValues/
SettlementAmount/
ExchangeRate/
ExchangeRateAmount
2
OmgeoAlternateCurrency
7399
Currency
O
Alternate Currency code corresponding to
your Alternate Cash Account with the
custodian as defined by ALERT SSI. See
the Common Reference Data.
ISRTradeDetail/
ISRTDCommonValues/
SettlementAmount/
CurrencyCode
ISRTradeDetail/
ThirdPartyData/TPReason/
SettlementInstructions/
AlternateCurrency
83
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
2
AllocAccruedInterestAmt
742
Amt/17d
O
Amount of Accrued Interest for convertible ISRTradeDetail/
bonds and fixed income at the allocation- ISRTDCommonValues/
level.
AdditionalFixedIncome/
AccruedInterestAmount/
Amount
2
AllocationDetailOriginalFace
9974
Amt/17d
O
The original face amount for asset-backed
securities on a TradeDetail. Values are
limited:
0<value<99999999999999,99 max. 2
decimals.
2
AllocCurrentFace
5538
Amt/17d
O
Field used to specify the current face value ISRTradeDetail/
for an entire trade. Values are limited: 0 < ISRTDCommonValues/
value < 99999999999999
AdditionalFixedIncome/
CurrentFaceValue
2
Commission
12
Amt/17d
O
FCI only maps the value when the
commission type is EXEC or TCOM.
If CTM CommissionType equals EXEC,
then insert CTM Commission value.
ISRTradeDetail/
ISRTDCommonValues/
CommFeesTaxes/
Commissions/Commission/
Amount
2
CommType
13
Char
O
FCI only maps the value when the
commission type is EXEC or TCOM.
See the Translated CTM XML Fields to FIX
Fields table.
ISRTradeDetail/
ISRTDCommonValues/
CommFeesTaxes/
Commissions/
CommissionSharingBasisIn
dicator
2
NoMiscFees
136
NumInGroup/2n O
Repeating group within the allocation
Not mapped.
repeating group and guaranteed when any
miscellaneous fees are reported. FCI
returns this field only if the
IMCommissionBreakdownValue is set to
True in your FIX configuration file. Indicates
number of repeating entries.
3
MiscFeeAmt
137
Amt/17d
O
Guaranteed if NoMiscFees>0.
ISRTradeDetail/
ISRTDCommonValues/
CommFeesTaxes/
ChargesOrTaxes/
ChargeAmount/Amount
3
MiscFeeCurr
138
Currency/3!a
O
Currency of miscellaneous fee.
ISRTradeDetail/
ISRTDCommonValues/
CommFeesTaxes/
ChargesOrTaxes/
ChargeAmount/
CurrencyCode
3
MiscFeeType
139
Int/3n
O
Guaranteed If the commission type is
LOCO (local broker), then 3.
If translation is based on charges/taxes/
fees or commissions, FCI maps the value.
See the Translated CTM XML Fields to FIX
Fields table.
ISRTradeDetail/
ISRTDCommonValues/
CommFeesTaxes/
ChargesOrTaxes/
ChargeTaxType
3
MiscFeeBasis
891
Int
O
FCI returns this field only if the commission
type is one of the following amount types:
• EXEC=Executing broker
• TCOM=Total commissions
ISRTradeDetail/
ISRTDCommonValues/
CommFeesTaxes/
Commissions/
CommissionSharingBasisIn
dicator
If translation is based on CTM
ChargesOrTaxes, FCI does not return this
tag. See the Translated CTM XML Fields to
FIX Fields table.
XPath
ISRTradeDetail/
ISRTDCommonValues/
AdditionalFixedIncome/
OriginalFaceAmount
84
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
3
AllocConfirmCommissionReason
7395
String/4
O
Commission reason for the confirmation.
See the Common Reference Data.
TradeDetailBody/
TradeDetailData/
CommFeesTaxes/
Commissions/
CommissionReasonCode
2
OmgeoNoThirdPartyDetail
9084
NumInGroup
O
Returned only if notifications are sent from ISRTradeDetail/
a third party. Contains the details of a
ThirdPartyCommunication
ThirdPartyDetail composite.
3
OmgeoThirdPartyDetailStatus
9293
String/4!c
C(O) Indicates the status values when
ISRTradeDetail/
OmgeoTPNotificationType is THRD. See ThirdPartyData/
the Common Reference Data.
ThirdPartyDetailStatus
Returned only if OmgeoNoThirdPartyDetail
(9084)>0.
3
OmgeoThirdPartyDetailStatusTim 9294
e
UTCTimeStamp C(O) Contains the most recent date and time
ISRTradeDetail/
change for ThirdPartyDetailStatus.
ThirdPartyData/
Returned only if OmgeoNoThirdPartyDetail ThirdPartyDetailStatusTime
(9084)>0.
3
OmgeoThirdPartySummaryStatus 9295
String/4!c
C(O) Contains a roll-up status of all underlying ISRTradeDetail/
notifications generated when a third party ThirdPartyData/
detail is released for notification. See the
ThirdPartySummaryStatus
Common Reference Data.
Returned only if OmgeoNoThirdPartyDetail
(9084)>0.
3
OmgeoThirdPartyHighestErrorSe
verity
9296
String/4!c
O
Contains the highest error severity of third
party errors.
3
TPDetailFunction
35561 String/4!c
O
Same value as TPDataFunction (35562). ISRTradeDetail/
Allows CTM to match ThirdPartyData with ThirdPartyCommunication/
the appropriate ThirdPartyDetail/
ThirdPartyFunction
ThirdPartyCommunication composites.
CTM does not populate this element for
ThirdPartyData composites not associated
with ThirdPartyDetail, such as CFIN and
DEPO.
3
OmgeoNoTPDetailErrors
9297
NumInGroup
O
Contains errors generated during the third ISRTradeDetail/
party eligibility and third party validation
ThirdPartyData/
process. Maximum allowed value is 10. See ThirdPartyError
the Common Reference Data.
4
OmgeoTPDetailErrorID
9228
String/16z
C(O) Unique identifier for each error on a given
trade component.
Returned only if OmgeoNoTPDetailErrors
(9297)>0.
ISRTradeDetail/
ThirdPartyData/
ThirdPartyError/ErrorId
4
OmgeoTPDetailErrorSeverity
9229
String/4!c
C(O) Represents the significance of the
synchronous and asynchronous errors.
Returned only if OmgeoNoTPDetailErrors
(9297)>0.
ISRTradeDetail/
ThirdPartyData/
ThirdPartyError/
ErrorSeverity
4
OmgeoTPDetailErrorText
9230
String/255z
C(O) Describes the error code.
Returned only if OmgeoNoTPDetailErrors
(9297)>0.
ISRTradeDetail/
ThirdPartyData/
ThirdPartyError/ErrorText
3
OmgeoTPSourceSettlingAgentFr
mMessage
9350
Char/1!c
O
ISRTradeDetail/
ThirdPartyData/
ThirdPartyHighestErrorSev
erity
Decides whether to send a notification to
Not mapped.
the IP3, Custodian, or Sub-Agent listed on
the message and how to handle Settling Agt
and Settling Agt BIC fields on the trade
blotter.
Returned only if OmgeoNoThirdPartyDetail
(9084)>0.
85
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
3
OmgeoSWIFTBuyerSeller
9351
String/140z
O
Comprised of the contents of the 95 BUYR/ Not mapped.
SELL field in the SWIFT MT541/543
message (without the SWIFT syntax).
Typically, this field contains a BIC. For DTC
and FEDWIRE trades, it contains the ID3
field. It can also contain the Org’s Name
and Address.
3
OmgeoThirdPartyCreatedAt
9352
String/4!c
O
Possible value is MAGR or NMAG.
ISRTradeDetail/
Returned only if OmgeoNoThirdPartyDetail ThirdPartyData/
ThirdPartyCreatedAt
(9084)>0.
3
OmgeoSWIFTDifferenceFlag
9353
Boolean/1!a
O
Must be set to Y to list any SWIFT
Not mapped.
Differences composite content.
Returned only if OmgeoNoThirdPartyDetail
(9084)>0.
3
OmgeoNoSWIFTDifferences
9489
NumInGroup
O
Number of differences in the notification.
Not mapped.
Maximum number of allowed values is 100.
4
OmgeoSWIFTFieldName
9535
String/100z
C(O) General description of the SWIFT field that Not mapped.
is different.
Returned only if
OmgeoNoSWIFTDifferences (9489)>0.
4
OmgeoSWIFTTagQualifier
9559
String/8!x
C(O) Identifies the SWIFT field by its tag and
qualifier.
Returned only if
OmgeoNoSWIFTDifferences (9489)>0.
Not mapped.
4
OmgeoSWIFTOldValue
9746
String/350x
C(O) Identifies the original value in the
notification for the SWIFTFieldName.
Returned only if
OmgeoNoSWIFTDifferences (9489)>0.
Not mapped.
4
OmgeoSWIFTNewValue
9747
String/350x
C(O) Identifies the most recent value in the
notification for the SWIFTFieldName.
Returned only if
OmgeoNoSWIFTDifferences (9489)>0.
Not mapped.
2
OmgeoNoThirdPartyData
9845
NumInGroup
O
ISRTradeDetail/
ThirdPartyData/
3
OmgeoThirdPartyRole
9837
Int/2n
C(O) Uses the same values as FIX PartyRole
(452).
Returned only if
OmgeoNoThirdPartyData>0.
ISRTradeDetail/
ThirdPartyData/ThirdParty/
PartyRole
3
OmgeoThirdPartyType
9838
Char/1c
C(O) Uses the same values as PartyIDSource
(447). If the CTM value is BIC, use B;
otherwise, use D.
Returned only if
OmgeoNoThirdPartyData>0.
ISRTradeDetail/
ThirdPartyData/ThirdParty/
PartyType
3
OmgeoThirdPartyValue
9839
String/34z or
4!a2!a2!c [3!c]
C(O) OG acronym or BIC code of the party
specified as a character string.
Returned only if
OmgeoNoThirdPartyData>0.
ISRTradeDetail/
ThirdPartyData/ThirdParty/
PartyValue
3
OmgeoThirdPartyName
9840
String/35z
O
ISRTradeDetail/
ThirdPartyData/ThirdParty/
OrgName
Indicates the number of Third Party Data
blocks that are provided on the message.
The actual name of the third party firm.
XPath
86
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
3
TPDataFunction
3
Datatype/
Syntax
E/
O/C
Notes
XPath
35562 String/4!c
O
Same value as TPDetailFunction (35561). ISRTradeDetail/
Allows CTM to match ThirdPartyData with ThirdPartyData/
the appropriate ThirdPartyDetail/
ThirdPartyFunction
ThirdPartyCommunication composites.
CTM does not populate this element for
ThirdPartyData composites not associated
with ThirdPartyDetail (i.e., CFIN, DEPO and
CCPT).
NotificationID
35569 String/16z
C(O) Provides the CTM generated identifier for
an CTM notification.
Returned only if
OmgeoNoThirdPartyData>0.
ISRTradeDetail/
ThirdPartyData/
CTMNotificationID
3
OmgeoThirdPartyStatus
9841
String/4!c
C(O) See the Common Reference Data.
Returned only if
OmgeoNoThirdPartyData>0.
ISRTradeDetail/
ThirdPartyData/PartyStatus
3
OmgeoThirdPartyStatusTime
9842
UTC TimeStamp C(O) Date and time when the third party status
was set.
Returned only if
OmgeoNoThirdPartyData>0.
3
OmgeoTPAssignedID
9843
String/16z
3
OmgeoTPAssignedTime
9809
UTC TimeStamp C(O) Date and time when the third party
generated the message.
Returned only if
OmgeoNoThirdPartyData>0.
3
NoTPReason
35563 NumInGroup
O
Indicates the number of errors associated
with a specific third-party status.
ISRTradeDetail/
ThirdPartyData/TPReason
4
OmgeoTPReason
9844
String/35z
C
Error information provided by third party
indicating the reason for rejecting or
canceling a notification.
Returned only if OmgeoNoTPReason>0.
ISRTradeDetail/
ThirdPartyData/TPReason
3
OmgeoTPNotificationType
9195
String/4!c
C(O) If ThirdPartyData is created for CDS, the
field contains DEPO; if created for a third
party, it contains THRD. Uses the same
values as FIX ThirdPartyStatus.
Returned only if
OmgeoNoThirdPartyData>0.
See the Common Reference Data.
ISRTradeDetail/
ThirdPartyData/
TPNotificationType
3
OmgeoDeliveryChannel
9235
String/100z
C(O) Contains the delivery channel parameter for
the third party destination profile for this
notification.
Returned only if
OmgeoNoThirdPartyData>0.
See Common Reference Data.
ISRTradeDetail/
ThirdPartyData/
TPMessageDelivery/
DeliveryChannel
3
OmgeoMessageFormat
9236
String/100z
C(O) The message format parameter for the third
party destination profile for this notification.
Returned only if
OmgeoNoThirdPartyData>0.
See Common Reference Data.
ISRTradeDetail/
ThirdPartyData/
TPMessageDelivery/
MessageFormat
3
OmgeoHeaderFooterFormat
9237
String/100z
O
ISRTradeDetail/
ThirdPartyData/
PartyStatusTime
C(O) Identifier that the third party assigned to the ISRTradeDetail/
trade.
ThirdPartyData/
TPAssignedID
Returned only if
OmgeoNoThirdPartyData>0.
ISRTradeDetail/
ThirdPartyData/
TPAssignedTime
The header footer format parameter for the ISRTradeDetail/
third party destination profile for this
ThirdPartyData/
notification.
TPMessageDelivery/
HeaderFooterNumber
87
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
3
TPSequenceNumber
3
Datatype/
Syntax
E/
O/C
Notes
XPath
35564 String/16z
O
Identifies trade at the third party.
ISRTradeDetail/
ThirdPartyData/
TPMessageDelivery/
TPSequenceNumber
NoTPDataErrors
35565 NumInGroup
O
Contains errors generated during the third
party validation eligibility checking as well
as errors returned from the
NotificationAction message and central
counterparty. Maximum allowed value is
30.
ISRTradeDetail/
ThirdPartyData/
ThirdPartyError
4
TPDataErrorID
35566 String/16z
C(O) Returned only if
OmgeoNoTPDataErrors>0.
ISRTradeDetail/
ThirdPartyData/
ThirdPartyError/ErrorID
4
TPDataErrorSeverity
35567 String/4!c
C(O) Returned only if
OmgeoNoTPDataErrors>0.
ISRTradeDetail/
ThirdPartyData/
ThirdPartyError/
ErrorSeverity
4
TPDataErrorText
35568 String/255z
C(O) Returned only if
OmgeoNoTPDataErrors>0.
ISRTradeDetail/
ThirdPartyData/
ThirdPartyError/ErrorText
2
OmgeoTotSettlInstructionNum
7332
String
O
ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement/
SettlementInstructionNumb
ers/
TotalSettlementInstruction
Number
2
OmgeoCurrSettlInstructionNum
7333
String/3n
O
ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement/
SettlementInstructionNumb
ers/
CurrentSettlementInstructio
nNumber
2
AllocSettlInstType
780
Int
O
This field indicates whether settlement
instructions are provided from CTM on an
Allocation Report—Settlement View
message. If the message contains the
SettlementInstructions block, then this tag
value is 2; otherwise, this tag is omitted.
Not mapped.
2
OmgeoNoTDL2FieldsSameValue 9493
Eval
NumInGroup
O
Indicates the number of
OmgeoNoTDL2FieldsSameValueEval
(9493) groups to follow.
Not mapped.
3
OmgeoTDL2FieldName
9494
String/128
O
L2 Matching Field Name—required if
OmgeoNoTDL2FieldsSameValueEval
(9493)>0.
ISRTradeDetail/
TDL2FieldsSameValueEval
uation/L2FieldName
3
OmgeoTDL2SameValue
9495
String
O
Exact match indicator. Required if
OmgeoNoTDL2FieldsSameValueEval
(9493)>0.
ISRTradeDetail/
TDL2FieldsSameValueEval
uation/SameValue
3
OmgeoFXDealCurrencyCode
9761
Currency
O
Allows you to instruct the recipient of a
settlement instruction to perform an FX
deal.
ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement
Component Block <SettlInstructionsData> - Returned only if AllocSettlInstType=1 or 2
2
SettlDeliveryType
172
Int
O
Versus Payment. Always set to 0.
Not mapped.
2
StandInstDbType
169
Int
O
Always set to 2=ALERT.
Not mapped.
2
StandInstDbName
170
String
O
Name of the Standing Instruction database Not mapped.
represented with StandInstDbType (69)
(example: the Global Custodian’s name).
88
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
2
StandInstDbID
171
String
O
Unique identifier used on the ALERT SSI
database for the SSI to be referenced.
Not mapped.
2
NoDlvyInst
85
NumInGroup
O
Number of delivery instruction fields in
repeating group.
Not mapped.
3
SettlInstSource
165
Char
O
Valid values:
• 1=Broker/dealer Instructions
• 2=Investment manager Instructions
ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement/
PartyIdentifier
ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement/
PartyIdentifier
3
DlvyInstType
787
Char
O
Valid value: Securities
Returned only if NoDlvyInst (85)>0.
Not mapped.
3
OmgeoSettlInstrSourceIndicator
9048
String/4
C(O) Valid values:
• ALRT=ALERT Enrichment
• MANI=Manual SSIs
ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement/
SettlementInstructionsSour
ceIndicator
3
OmgeoAlertCountryCode
9049
Country/3!a
C(O) Returned only if
OmgeoSettlInstrSourceIndicator
(9048)=ALRT.
ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement/
AlertCountryCode
ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement/
AlertCountryCode
3
OmgeoAlertMethodType
9050
String/12
C(O) Returned only if
OmgeoSettlInstrSourceIndicator
(9048)=ALRT. ALERT Clearing Method
Type.
ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement/
AlertMethodType
ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement/
AlertMethodType
3
OmgeoAlertSecurityType
9051
String/3
C(O) Returned only if
OmgeoSettlInstrSourceIndicator
(9048)=ALRT. ALERT Security Type.
ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement/
AlertSecurityType
ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement/
AlertSecurityType
3
OmgeoAlertSettlementModelNam 7365
e
String/12z
C(O) Returned only if
OmgeoSettlInstrSourceIndicator
(9048)=ALRT and SettlInstSource (165)=1
or 11.
ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement/
AlertsettlementModelName
ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement/
AlertsettlementModelName
89
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
3
OmgeoSettlInstProcNarrative
7511
String
C(O) If OmgeoSettlInstrSourceIndicator
(9048)=MANI CTM returns either
OmgeoSettlInstProcNarrative or the
SettlParties component block.
ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement/
SettlementInstructionProce
ssingNarrative
ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement/
SettlementInstructionProce
ssingNarrative
Component Block <SettlParties>
Returned only if NoDlvyInst (85)>0
4
NoSettlPartyIDs
781
NumInGroup
O
Number of SettlPartyID (782),
SettlPartyIDSource (783), and
SettlPartyRole (784) entries.
Not mapped.
5
SettlPartyID
782
String
O
PartyID value within a settlement parties
component. Nested repeating group.
Same value as PartyID
(448).
5
SettlPartyIDSource
783
Char
O
PartyIDSource value within a settlement
parties component.
Same value as
PartyIDSource (447).
5
SettlPartyRole
784
Int
O
PartyRole value within a settlement parties Same value as PartyRole
component.
(452).
5
NoSettlPartySubIDs
801
NumInGroup
O
Number of SettlPartySubID (785) and
SettlPartySubIDType (786) entries.
6
SettlPartySubID
785
String
O
PartySubID value within a settlement
Same value as PartySubID
parties component.
(523).
See the Translated CTM XML Fields to FIX
Fields table.
6
SettlPartySubIDType
786
Int
O
Type of SettlPartySubID (785) value.
Same values as
See the Translated CTM XML Fields to FIX PartySubIDType (803).
Fields table.
2
OmgeoMarkupMarkdown
7354
Amt/17d
O
Amount of markup/markdown
ISRTradeDetail/
(Datatype=Price). See the Translated CTM ISRTDExecutingBroker/
XML Fields to FIX Fields table.
AdditionalDisclosures/
MarkUpMarkDown/Amount
2
OmgeoMarkUpMarkDownPercent 35788 String/9d
O
ISRTradeDetail/
ISRTDExecutingBroker/
AdditionalDisclosures/
MarkUpMarkDown/Percent
2
SecurityTradeDataURL
35789 String/50z
O
ISRTradeDetail/
ISRTDExecutingBroker/
OtherReportingData/
SecurityTradeDataURL
2
ReportingTradeDateTimeUTC
35772 String/27!z
O
ISRTradeDetail/
ISRTDExecutingBroker/
OtherReportingData /
ReportingTradeDateTimeU
TC
2
AdditionalReportingComments
35787 String/350z
O
ISRTradeDetail/
ISRTDExecutingBroker/
OtherReportingData /
AdditionalReportingComme
nts
2
OmgeoBrokerCapacity
7362
O
String/2n
Maps to Principal, Agent, and so forth.
Taken from CTM XML
DetailLevelPartyCapacityIndicator. See the
Translated CTM XML Fields to FIX Fields
table.
Not mapped.
ISRTradeDetail/
ISRTDExecutingBroker/
DetailLevelPartyCapacityIn
dicator
90
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.12 Allocation Report (AS)—Settlement View (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
2
OmgeoBrokerRestrictions
7355
Int
O
Maps to CTM XML MarketMaker, 5—Acting ISRTradeDetail/
as Market Maker or Specialist in the
ISRTDExecutingBroker/
security.
AdditionalDisclosures/
MarketMaker
2
OmgeoNoRegMemberships
7356
NumInGroup
O
Repeating group to capture regulatory
memberships.
Not mapped.
3
OmgeoBrokerRegMembership
7357
Int
O
Number of repeating groups of 10b-10
Disclosure Statement. See the Translated
CTM XML Fields to FIX Fields table.
ISRTradeDetail/
ISRTDExecutingBroker/
AdditionalDisclosures/
SIPCMember
ISRTradeDetail/
ISRTDExecutingBroker/
AdditionalDisclosures/
FINRMember
2
OmgeoNoDisclosures
7358
NumInGroup
O
Number of repeating groups of 10b-10
Disclosure statement.
Not mapped.
3
OmgeoDisclosureType
7359
Int
O
Repeating group. See the Translated CTM Not mapped.
XML Fields to FIX Fields table.
3
OmgeoDisclosureIndicator
7360
Boolean/1!a
O
Indicator (Y/N) for certain disclosures such
as Other Remuneration, Odd Lot
Differential, and Asset-backed. See the
Common Reference Data.
ISRTradeDetail/
ISRTDExecutingBroker/
AdditionalDisclosures/
OtherRemuneration
ISRTradeDetail/
ISRTDExecutingBroker/
AdditionalDisclosures/
AssetBacked
ISRTradeDetail/
ISRTDExecutingBroker/
AdditionalDisclosures/
OddLotDifferential
3
OmgeoDisclosureStatement
7361
String
O
10b-10 field that captures the SEC
disclosure/disclaimer statement.
ISRTradeDetail/
ISRTDExecutingBroker/
AdditionalDisclosures/
OtherRemunerationDisclos
ure
ISRTradeDetail/
ISRTDExecutingBroker/
AdditionalDisclosures/
OddLotDisclosure
ISRTradeDetail/
ISRTDExecutingBroker/
AdditionalDisclosures/
OrderFlowDisclosure
ISRTradeDetail/
ISRTDExecutingBroker/
AdditionalDisclosures/
RedemptionDisclosure
ISRTradeDetail/
ISRTDExecutingBroker/
AdditionalDisclosures/
AssetBackedSecuritiesDisc
losure
2
OmgeoNoSettlTransCondIndicato 9044
rs
NumInGroup
O
This repeating group must have no more
than 10 elements.
Not mapped.
3
OmgeoSettlTransCondIndicator
String/4!c
O
CTM field that indicates the bargain
conditions for the trade. See the Common
Reference Data.
ISRTradeDetail/
ISRTDCommonValues/
SettlementTransactionCon
ditionIndicator
9045
XPath
Standard Trailer
91
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Allocation Instruction Ack (P)
Sent By
FCI
Inbound /Outbound
Outbound to investment manager from CTM
Mapped to XML Message(s)
Valid, Invalid
Purpose
• Notifies the investment manager that its Allocation Instruction (J) was received and provide
status of the Allocation Instruction (J)
• Returns information to the investment manager such as the OmgeoTradeSideID (9052)
Expected Result
Allocation Report Ack, which is ignored by FCI.
Notes
Refer to Debt and Equity Messages for the business cases that apply the Allocation Instruction Ack
(P).
Table 4.13 Allocation Instruction Ack (P)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
E/
O/C
Notes
XPath
70
String/16z
C
Echoed from the Allocation Instruction (J). Not mapped.
CTM returns the field if a value was
provided in the original Allocation
Instruction (J).
For ACWF trades, CTM returns the same
value in AllocID (70) and IndividualAllocID
(467).
Standard Header (MsgType=P)
1
AllocID
Component Block <Parties>
CTM echoes all fields from the Allocation Instruction (J)
1
TradeDate
75
LocalMktD C
ate
Echoed from Allocation Instruction (J). The Not mapped.
field is returned if the field was provided in
the original Allocation Instruction (J).
1
TransactTime
60
UTC
Timestam
p
C
Echoed from Allocation Instruction (J). The Not mapped.
field is returned if the field was provided in
the original Allocation Instruction (J).
1
AllocStatus
87
Int
E
Valid values:
• 0=Accepted
• 1=Block-level Rejection
• 2=Account-level Rejection
• 3=Received
Not mapped.
1
AllocRejCode
88
Int
O
Required by FIX, ignore this field.
Not mapped.
1
SecurityType
167
String/10c
C
Echoed from Allocation Instruction (J). The Not mapped.
field is returned if the field was provided in
the original Allocation Instruction (J). See
the Translated CTM XML Fields to FIX
Fields table.
1
OmgeoNoErrors
9063 NumInGro O
up
Guaranteed>1 if AllocStatus (87)=1
(Account-Level rejection).
Not mapped.
2
OmgeoErrorKey
9064 String/6c
O
An identifier representing the error
message.
InvalidBody/SynchError/
ErrorKey
2
OmgeoErrorXPath
9065 String
O
XPath of field in the CTM trade message
that caused the error.
InvalidBody/SynchError/
ErrorParameter/
ErrorParameterValue
2
OmgeoErrorText
9066 String/
255z
O
Human-interpretable error message
explaining the allocation rejection.
InvalidBody/SynchError/
ErrorText
1
OmgeoTradeSideID
9052 String/16z
O
Guaranteed if AllocStatus (87)=0
(Accepted). May be set if AllocStatus=2
(Account-level Rejection).
ValidBody/CTMTradeSideId
92
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 4.13 Allocation Instruction Ack (P) (continued)
Ind.
FIX Field Name
Tag
No.
Datatype/
Syntax
1
NoAllocs
78
NumInGro O
up
Guaranteed if AllocStatus (87)=2
Not mapped.
(Account-level Rejection). Indicates
number of allocation groups to follow, each
of which represents a rejected allocation.
2
AllocAccount
79
String/35z
O
Echoed from Alloc group in J message.
Not mapped.
2
AllocAcctIDSource
661
String/35z
O
Echoed from Alloc group in J message.
Not mapped.
2
AllocPrice
366
Amt/17d
O
Echoed from Alloc group in J message.
Not mapped.
2
IndividualAllocID
467
String/16z
O
Echoed from Alloc group in J message.
Not mapped.
For ACWF trades, CTM returns the same
value in AllocID (70) and IndividualAllocID
(467).
2
IndividualAllocRejCode
776
Int
O
Fulfills the FIX specification and set to 7
(Other) for each Alloc group.
2
OmgeoNoIndividualErrors 9067 NumInGro O
up
Number of repeating groups of (maximum Not mapped.
of 20) allocation account-level errors.
3
OmgeoIndividualErrorKey
O
An identifier representing the error
message.
InvalidBody/SynchError/
ErrorKey
3
OmgeoIndividualErrorXPa 9069 String
th
O
XPath of field in the CTM trade message
that caused the error.
InvalidBody/SynchError/
ErrorParameter/
ErrorParameterValue
3
OmgeoIndividualErrorText 9070 String
E
Human-interpretable error message
explaining the rejection of the allocation.
Not mapped.
9068 String/6
E/
O/C
Notes
XPath
Not mapped.
Standard Trailer
93
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Allocation Report Ack (AT)
Sent By
Investment manager
Inbound /Outbound
Inbound to CTM from investment manager
Mapped to XML Message(s)
Valid, Invalid
Purpose
• Acknowledges receipt and status of an Allocation Report.
• Multiple Allocation Report Ack messages can be generated for a single Allocation Report to
detail the receipt and acceptance or rejection of the Allocation Report.
Expected Result
No response from FCI.
Notes
Refer to Message Flows for the business cases that apply the Allocation Instruction Ack (P).
Table 4.14 Allocation Report Ack (AT)
Ind.
FIX Field Name
Tag
No.
Datatype/Syntax
E/O/C Notes
XPath
Standard Header (MsgType=AT)
1
AllocReportID
755
String
E
Unique ID generated by FCI.
Not mapped.
1
AllocID
70
String/16z
E
Unique ID for allocation message.
Not mapped.
1
TransactTime
60
UTC Timestamp
E
Echoed from Allocation Instruction (J)
Not mapped.
1
AllocStatus
87
Int
E
Valid values:
• 0=Accepted
• 1=Block-level Rejection
• 2=Account-level Rejection
• 3=Received
Not mapped.
Standard Trailer
94
5. EXAMPLES
Introduction
This chapter provides basic sample FIX messages an investment manager can send and receive.
Allocation Instruction With AllocTransType=0
The examples in this section show an Allocation Instruction new (35=J, 71=0) message for an equity block, an
equity block with two allocations, a fixed income block, and a fixed income block with two allocations. Note that
each message includes the following information for the block:
•
OmgeoShowHiddenFieldsIndicator (9040), which is N, indicating that certain amount fields are hidden from
the broker/dealer. This field is optional. See Setting up Hidden Fields.
•
OmgeoL2MatchingProfileName (9041), which indicates the name of one of your CTM matching profiles.
This field is optional. See Level 2 Matching Fields—Mapping Between CTM and FIX.
•
Unique AllocID (70), which is referenced in subsequent messages
•
OmgeoNoTradeTransCondIndicators (9042) and OmgeoTradeTransCondIndicator (9043) indicate that the
terms of payment are APAY (deliver against payment). This field is optional.
•
SecurityID (48), SecurityIDSource (22), SecurityType (167), Currency (15), SettlDate (64), TransactTime
(60), GrossTradeAmt (381), PartyID (448), PartyIDSource (447), and PartyRole (452). These fields are
required by the CTM FIX interface (FCI) but not by FIX.
•
OmgeoTradeDetailTradeAmount (9047), which is the total allocation amount and AllocNetMoney (154),
which is the net money amount. These field are required if the trade includes one or more allocations.
OmgeoSettlTransCondIndicator (9045), which specifies the settlement payment process. This field is
optional.
OmgeoSettlInstrSourceIndicator (9048), which indicates that the source of the settlement instructions is
ALRT (ALERT). Therefore, OmgeoAlertCountryCode (9049), OmgeoAlertMethodType (9050), and
OmgeoAlertSecurityType (9051) are required.
•
•
95
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Example
8=FIX.4.4|9=187|35=J|34=325|49=INTEGRTN|56=FCI|52=20080227-19:27:41|
6=133.27|15=EUR|22=4|48=FR0000187635|53=195750000|54=2|55=[NA]|58=Replace
163651|60=20051206-05:00:00|64=20051209|70=F4ID1000|71=0|626=1|54=2|48=
FR0000187635|22=4|167=EUSOV|870=2|871=19|871=99|872=FDTX|53=195750000|6=
133.27|15=EUR|453=2|448=FXQITTA1XXX|447=B|452=13|448=FXQITTA2XXX|447=B|452
=1|75=20080228|60=20080228-16:00:00|64=20080304|381=260876025
The table below describes the fields in the Allocation Instruction new (35=J, 71=0) message.
Table 5.1 Equity Block New (35=J, 71=0)
Tag
FIX Field
Value
CB: Standard Header (MsgType=J)
8
BeginString
FIX.4.4
9
BodyLength
187
35
MsgType
J
34
MsgSeqNum
325
49
SenderCompID
INTEGRTN
56
TargetCompID
FCI
52
SendingTime
20080227-19:27:41
6
AvgPx
133.27
15
Currency
EUR
48
SecurityID
FR0000187635
53
Quantity
195750000
54
Side
2
55
Symbol
N/A
58
Text
Replace 163651
60
TransactTime
20051206-05:00:00
64
SettlDate
20051209
70
AllocID
F4ID1000
71
AllocTransType
0
626
AllocType
1
54
Side
2
48
SecurityID
FR0000187635
22
SecurityIDSource
4
167
SecurityType
EUSOV
870
NoInstrAttrib
2
871
InstrAttribType
19
871
InstrAttribType
99
872
InstrAttribValue
FDTX
53
Quantity
195750000
6
AvgPx
133.27
15
Quantity
EUR
453
NoPartyIDs
2
448
PartyID
FXQITTA1XXX
447
PartyIDSource
B
452
PartyRole
13
96
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.1 Equity Block New (35=J, 71=0) (continued)
Tag
FIX Field
Value
448
PartyID
FXQITTA2XXX
447
PartyIDSource
B
452
PartyRole
1
75
TradeDate
20080228
60
TransactTime
20080228-16:00:00
64
SettlDate
20080304
381
GrossTradeAmt
260876025
CB: Standard Trailer
Equity Block With Two Allocations Example
70=TEST0206A|71=0|626=1|54=1|48=AOL|22=B|167=CS|63=7|53=10000|6=10|15=USD|
9858=USD|9859=5.0|53=2|448=INTEGRTNXXX|447=B|452=13|448=AUTOBKMAXXX|
447=U|452=|75=20080206-14:35:10|60=20080206-14:35:10|64=20080208|381=
100000|78=2|79=SUBACCOUNT1|80=5000|467=050112-1a|9047=5000|154=50000|
79=SUBACCOUNT2|80=5000|467=050112-1b|90475000|154=50000|
The table below describes the fields in an equity block with two allocations, starting with the AllocID (70).
Table 5.2 Equity Block With Two Allocations
Tag
FIX Field
Value
CB: Standard Header (MsgType=J)
70
AllocID
TEST0206A
71
AllocTransType
0
626
AllocType
1
54
Side
1
48
SecurityID
AOL
22
SecurityIDSource
B
167
SecurityType
CS
63
SettlType
7
53
Quantity
10000
6
AvgPx
10
15
Currency
USD
9858
OmgeoTLAccruedInterestCurrency
USD
9859
OmgeoTLAccruedInterestAmount
5.0
453
NoPartyIDs
2
448
PartyID
INTEGRTNXXX
447
PartyIDSource
B
452
PartyRole
13
448
PartyID
AUTOBKMAXXX70
447
PartyIDSource
U
452
PartyRole
1
75
TradeDate
20080206-14:35:10
60
TransactTime
20080206-14:35:10
64
SettlDate
20080208
97
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.2 Equity Block With Two Allocations
Tag
FIX Field
Value
381
GrossTradeAmt
100000
78
NoAllocs
2
79
AllocAccount
SUBACCOUNT1
80
AllocQty
5000
467
IndividualAllocID
050112-1a
9047
OmgeoTradeDetailTradeAmount
5000
154
AllocNetMoney
50000
79
AllocAccount
SUBACCOUNT2
80
AllocQty
5000
467
050112-1b
9047
154
5000
AllocNetMoney
50000
CB: Standard Trailer
Fixed Income Block Example
70=PF6-ID1000|71=0|626=1|626=1|54=1|48=YHOO|22=B|167=CORP|63=7|870=2|
871=19|871=99|872=FDTX|53=10000|6=10|15=USD|453=2|448=INTEGRTNXXX|447=B|
452=13|448=AUTOBKMAXXX|447=U|452=1|75=20080228-13:35:10|60=2008022813:35:10|64=20080304|381=10000|
The table below describes the fields in a fixed income block, starting with the AllocID (70).
Table 5.3 FixeD Income Block
Tag
FIX Field
Value
CB: Standard Header (MsgType=J)
70
AllocID
PF6-ID1000
71
AllocTransType
0
626
AllocType
1
54
Side
1
48
SecurityID
YHOO
22
SecurityIDSource
B
167
SecurityType
CORP
63
SettlType
7
870
NoInstrAttrib
2
871
InstrAttribType
19
871
InstrAttribType
99
872
InstrAttribValue
FDTX
53
Quantity
10000
6
AvgPx
10
15
Currency
USD
453
NoPartyIDs
2
448
PartyID
INTEGRTNXXX
447
PartyIDSource
B
452
PartyRole
13
98
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.3 FixeD Income Block (continued)
Tag
FIX Field
Value
448
PartyID
AUTOBKMAXXX
447
PartyIDSource
U
452
PartyRole
1
75
TradeDate
20080228-13:35:10
60
TransactTime
20080228-13:35:10
64
SettlDate
20080304
381
GrossTradeAmt
10000
CB: Standard Trailer
Fixed Income Block With Two Allocations Example
70=test0207|71=0|626=1|857=0|54=1|48=GB00B00NY175|22=4|167=AGDT|541=2038120
7|225=20040423|223=4.75|107=UNITED KINGDOM GILT 4.75 12/07/2038 DTD 04/23/
2004GILT|53=5000000|6=106.86|15=GBP|453=2|448=INTEGRTNXXX|447=B|452=13|448
=AUTOBKMAXXX|447=U|452=1|75=20050727|60=20050727-13:35:10|64=20050730|381=
5343000.00|58=Fixed income alloc test|9042=1|9043=NPAY|78=2|79=ACCT3|
80=2500000|467=03373822|9047=2671500.00|161=ACCT3test|154=2692052.88|
742=20552.88|9048=ALRT|9049=GB|9050=CREST|9051=GBG|79=ACCT4|80=2500000|467=
03373823|9047=2671500.00|161=ACCT4test|154=2692052.88|742=20552.88|9048=ALR
T|9049=GB|9050=CREST|9051=GBG|
The table below describes the fields in a fixed income block with two allocations, starting with the AllocID (70).
Table 5.4 Fixed Income Allocation Instruction With Two Allocations
Tag
FIX Field
Value
CB: Standard Header (MsgType=J)
70
AllocID
test0207
71
AllocTransType
0
626
AllocType
1
857
AllocNoOrdersType
0
54
Side
1
48
SecurityID
GB00B00NY175
22
SecurityIDSource
4
167
SecurityType
AGDT
541
MaturityDate
20381207
225
MaturityDate
20040423
223
CouponRate
4.75
107
SecurityDesc
UNITED KINGDOM GILT 4.75 12/07/2038 DTD 04/23/2004 GILT
53
Quantity
5000000
6
AvgPx
106.86
15
Quantity
GBP
453
NoPartyIDs
2
448
PartyID
INTEGRTNXXX
447
PartyIDSource
B
452
PartyRole
13
448
PartyID
AUTOBKMAXXX
99
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.4 Fixed Income Allocation Instruction With Two Allocations (continued)
Tag
FIX Field
Value
447
PartyIDSource
U
452
PartyRole
1
75
TradeDate
20050727
60
TransactTime
20050727-13:35:10
64
SettlDate
20050730
381
GrossTradeAmt
5343000.00
58
Text
Fixed income alloc test
9042
OmgeoNoTradeTransCondIndicators
1
9043
OmgeoTradeTransCondIndicator
NPAY
78
NoAllocs
2
79
AllocAccount
ACCT3
80
AllocQty
2500000
467
IndividualAllocID
03373822
9047
OmgeoTradeDetailTradeAmount
2671500.00
161
AllocText
ACCT3 test
154
AllocNetMoney
2692052.88
742
AllocAccruedInterestAmt
20552.88
9048
OmgeoSettlInstrSourceIndicator
ALRT
9049
OmgeoAlertCountryCode
GB
9050
OmgeoAlertMethodType
CREST
9051
OmgeoAlertSecurityType
GBG
79
AllocAccount
ACCT4
80
AllocQty
2500000
467
IndividualAllocID
03373823
9047
OmgeoTradeDetailTradeAmount
2671500.00
161
AllocText
ACCT4 test
154
AllocNetMoney
2692052.88
742
AllocAccruedInterestAmt
20552.88
9048
OmgeoSettlInstrSourceIndicator
ALRT
9049
OmgeoAlertCountryCode
GB
9050
OmgeoAlertMethodType
CREST
9051
OmgeoAlertSecurityType
GBG
CB: Standard Trailer
P Message Received AllocStatus=3
The application, upon successful receipt and minimal validation of an Allocation Instruction message from the
investment manager, sends back an Allocation Instruction Ack (P) message with AllocStatus=3 (received).
The application does not use any values from CTM to populate this message. All values for all fields are
populated using values from the FIX Allocation message sent by the investment manager.
100
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Example
8=FIX.4.4|9=184|35=P|34=255|49=FCI-ST|56=Smoke-Test|52=20091129-21:34:04|
70=T071129-6019956|453=2|448=FXQITTA1XXX|447=B|452=13|448=FXQITTA2XXX|
447=B|452=1|75=20081129|60=20050112-13:30:05|87=3|167=CS|10=154|
The table below describes the fields in the P Message—Received Status (87=3) message.
Table 5.5 P Message—Received Status (87=3)
Tag
FIX Field
Value
CB: Standard Header (MsgType=J)
8
BeginString
FIX.4.4
9
BodyLength
184
35
MsgType
P
34
MsgSeqNum
255
49
SenderCompID
FCO-ST
56
TargetCompID
Smoke-Test
52
SendingTime
20081129-21:34:04
70
AllocID
T071129-6019956
453
NoPartyIDs
2
448
PartyID
FXQITTA1XXX
447
PartyIDSource
B
452
PartyRole
13
448
PartyID
FXQITTA2XXX
447
PartyIDSource
B
452
PartyRole
1
75
TradeDate
20081129
60
TransactTime
20050112-13:30:05
87
AllocStatus
3
167
SecurityType
CS
10
CheckSum
154
CB: Standard Trailer
P Message Accepted AllocStatus=3
Upon a completed transaction with CTM, FCI creates one FIX Allocation Ack message with AllocStatus=0
(accepted). This is used for both single-account (one-to-one) and multi-account (one-to-many) processing use
cases. Whether or not the FIX Allocation message, sent by the investment manager, is a single-account or a
multi-account allocation message, the application generates the FIX Allocation Ack Accepted message to
indicate that the FIX Allocation message was successfully accepted by CTM. This occurs after FCI receives one
valid message for a single-account FIX Allocation message, or all expected valid messages for a multi-account
FIX Allocation message.
All fields in the FIX Allocation Ack accepted message are populated by the application from values that come
from the original FIX Allocation message sent by the investment manager.
101
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Example
8=FIX.4.4|9=244|35=P|34=88255|49=FCI-ST|56=Smoke-Test|52=2008112921:02
:08|70=T0711295825764|453=2|448=FXQITTA1XXX|447=B|452=13|448=FXQITTA2XXX|4
7=B|452=1|75=20081129|60=2005120605:00:00|87=0|167=EUSOV|9052=2354880|9046
=T071129-5825764|78=1|79=VACC|467=688894|10=236|
The table below describes the fields in the Allocation Instruction Ack—Accepted Status (87=0) message.
Table 5.6 Allocation Instruction Ack— us (87=0)
Tag
FIX Field
Value
CB: Standard Header (MsgType=P)
8
BeginString
FIX.4.4
9
BodyLength
244
35
MsgType
P
34
MsgSeqNum
88255
49
SenderCompID
FCI-ST
56
TargetCompID
Smoke-Test
52
SendingTime
20081129-21:34:04
70
AllocID
T071129-6019956
453
NoPartyIDs
2
448
PartyID
FXQITTA1XXX
447
PartyIDSource
B
452
PartyRole
1
75
TradeDate
20081129
60
TransactTime
20051206-05:00:00
87
AllocStatus
0
167
SecurityType
EUSOV
9052
OmgeoTradeSideId
2354880
9046
OmgeoTradeLevelMasterReference
T071129-5825764
78
NoAllocs
1
79
AllocAccount (this field is repeated once for each allocation)
VACC
467
IndividualAllocID (this field is repeated once for each allocation)
688894
10
CheckSum
236
CB: Standard Trailer
P Message Rejected AllocStatus=3
The application sends a FIX Allocation Instruction Ack with AllocStatus=1 or 2 (Rejected) in the following cases:
•
•
Upon a FIX Allocation Instruction failing to pass minimal validation
Upon receipt of an CTM Invalid message after the submission of an CTM TradeDetail
The application must provide a comprehensible error message in the Text field. Depending on the case above,
the application either creates the error text based on the error, or translates the error from the CTM synch error.
There are many possible errors that are described in more detail in “Error Handling” starting on page 81.
102
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Example
8=FIX.4.4|9=346|35=P|34=253|49=FCI-ST|56=Smoke-Test|52=2008112921:34:03|70=T071129-6019935|453=2|448=FXQITTA1XXX|447=B|452=13|448=
FXQITTA2XXX|447=B|452=1|75=20081129|60=20050112-13:30:05|87=1|88=7|
167=CS|9063=1|9064=S50003|9066=InvalidXMLmessage. Parse Error: Empty
content not valid for content model: '(Sign?,CurrencyCode,Amount)' at line
1 at column 1687.|10=127|
The table below describes the fields in the Allocation Instruction Ack—Rejected Status (87=1).
Table 5.7 Allocation Instruction Ack—Rejected Status (87=1)
Tag
FIX Field
Value
CB: Standard Header (P)
8
BeginString
FIX.4.4
9
BodyLength
346
35
MsgType
P
34
MsgSeqNum
253
49
SenderCompID
FCI-ST
56
TargetCompID
Smoke-Test
52
SendingTime
20081129-21:34:03
70
AllocID
T071129-6019935
453
NoPartyIDs
2
448
PartyID
FXQITTA2XXX
447
PartyIDSource
B
452
PartyRole
1
75
TradeDate
20081129
60
TransactTime
20050112-13:30:05
87
AllocStatus
1
88
AllocRejCode
7
167
SecurityType
CS
9063
OmgeoNoErrors
1
9064
OmgeoErrorKey
S50003
9066
OmgeoErrorText
Invalid XML message. Parse Error: Empty content not
valid for content model: '(Sign?,CurrencyCode,Amount)' at line 1 at column 168
10
CheckSum
127
CB: Standard Trailer
P Message Rejected for One Allocation (87=2)
If CTM determines that one or more allocations are invalid, the CTM FIX interface sends one Allocation
Instruction Ack message with AllocStatus Account-level Rejected detailing the number of allocations that failed
and the resultant error.
The message includes the error information in the repeating fields OmgeoIndividualErrorKey (9068),
OmgeoIndividualErrorXPath (9069), and OmgeoIndividualErrorText (9070). For a description of these fields, see
“Error Handling” starting on page 81.
103
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Example
8=FIX.4.4|9=369|35=P|34=260|49=FCI-ST|56=Smoke-Test|52=2008112921:34:04|70=T071129-6019956|453=2|448=FXQITTA1XXX|447=B|452=13|448=
FXQITTA2XXX|447=B|452=1|75=20081129|60=2005011213:30:05|87=2|167=CS|78=1|7
9=SUBACCOUNT1|776=7|9067=1|9068=S50003|9070=Invalid XML message.
Parse Error:Not enough elements to match content model:'(Sign?,CurrencyCode,Amount)' at line 1 at column 2410.|10=213|
The table below describes the fields in the in the preceding Allocation Instruction Ack.
Table 5.8 Allocation Instruction Ack Rejected for One Allocation (87=2)
Tag
FIX Field
Value
CB: Standard Header (MsgType=P)
8
BeginString
FIX.4.4
9
BodyLength
369
35
MsgType
P
34
MsgSeqNum
260
49
SenderCompID
FCI-ST
56
TargetCompID
Smoke-Test
52
SendingTime
20081129-21:34:04
70
AllocID
T071129-6019956
453
NoPartyIDs
2
448
PartyID
FXQITTA1XXX
447
PartyIDSource
B
452
PartyRole
13
448
PartyID
FXQITTA2XXX
447
PartyIDSource
B
452
PartyRole
13
75
TradeDate
20081129
60
TransactTime
20050112-13:30:05
87
AllocStatus
2
167
SecurityType
CS
78
NoAllocs
1
79
AllocAccount
SUBACCOUNT1
776
IndividualAllocRejCode
7
9067
OmgeoNoIndividualErrors
1
9068
OmgeoIndividualErrorKey
S500031
9070
OmgeoIndividualErrorXPath
Invalid XML message. Parse Error:Not enough elements to match content model:
'(Sign?,CurrencyCode,
Amount)' at line 1 at column 2410.
10
CheckSum
213
CB: Standard Trailer
J Message Cancel (71=2)
To cancel the entire trade, you reference the original Allocation Instruction message in RefAllocID (72).
104
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Since the investment manager’s system in our examples generates globally unique AllocIDs, RefAllocID equals
the value of AllocID from the original block trade on page 89. As a result, the block of 5000 shares of British
Telecom and all associated allocations are canceled.
Note:
If the investment manager did not generate unique AllocIDs, RefAllocID would equal CTM09641115,
which is the value of OmgeoTradeSideId (9052) in the Allocation Instruction ACK message on page 106.
Example
8=FIX.4.4|35=J|70=PF13-ID1000|71=2|72=PF13-ID1000|54=1|53=10000|6=10|
453=2|448=FXQITTA1XXX|447=B|452=13|448=FXQITTA2XXX|447=B|452=1|75=20050112
|60=20050112-13:30:05|64=20050113|78=0|9052='
The table below describes the fields in the in the preceding Allocation Instruction Cancel (35=J, 71=2) message.
Table 5.9 Allocation Instruction Cancel (35=J, 71=2)
Tag
FIX Field
Value
CB: Standard Header (MsgType=P)
8
BeginString
FIX.4.4
35
MsgType
J
70
AllocID
PF13-ID1000
71
AllocTransType
2
72
RefAllocID
PF13-ID1000
54
Side
1
53
Quantity
10000
6
AvgPx
10
453
NoPartyIDs
2
448
PartyID
FXQITTA1XXX
447
PartyIDSource
B
452
PartyRole
13
448
PartyID
FXQITTA2XXX
447
PartyIDSource
B
452
PartyRole
1
75
TradeDate
20050112
60
TransactTime
20050112-13:30:05
64
SettlDate
20050113
78
NoAllocs
0
9052
AllocAccount
'
CB: Standard Trailer
105
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Example
8=FIX.4.4|35=J|70=PF14-ID1000|71=2|72=PF14-ID1000|54=1|53=10000|6=10|453
=2|48=FXQITTA1XXX|447=B|452=13|448=FXQITTA2XXX|447=B|452=1|75=20050112|
60=20050112-13:30:05|64=20050113|78=1|79=SUBACCOUNT1|467=050112-1a|'
The table below describes the fields in the in the preceding Allocation Instruction Cancel (35=J, 71=2) message.
Table 5.10 Allocation Instruction Cancel (35=J, 71=2)
Tag
FIX Field
Value
CB: Standard Header (MsgType=P)
8
BeginString
FIX.4.4
35
MsgType
J
70
AllocID
PF13-ID1000
71
AllocTransType
2
72
RefAllocID
PF13-ID1000
54
Side
1
53
Quantity
10000
6
AvgPx
10
453
NoPartyIDs
2
448
PartyID
FXQITTA1XXX
447
PartyIDSource
B
452
PartyRole
13
448
PartyID
FXQITTA2XXX
447
PartyIDSource
B
452
PartyRole
1
75
TradeDate
20050112
60
TransactTime
20050112-13:30:05
64
SettlDate
20050113
78
NoAllocs
1
79
AllocAccount
SUBACCOUNT1
467
IndividualAllocID
050112-1a
CB: Standard Trailer
106
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
AS Message (35=AS)
Example
8=FIX.4.4|9=343|35=AS1|34=2|49=FCI-ST|56=Test52=20081120-21:17:59|
755=OMGOUS3INSE1195593479389|70=T0711205829614|9052=75241887|71=0|
794=3|87=0|9053=N|9054=NMAT|9056=INCP|9057=NMAG|857=0|Side(54=1|
48=MSFT|22=1|167=CS|53=17000|6=10|15=USD|453=2|448=OMGOUS3INSE|447=B|
452=13|448=TESTBICBXXX|447=B|452=1|75=20060623|60=20060623-13:30:05|
64=20081123|381=170000|10=223|
The table below describes the fields in the in the preceding Allocation Report (35=AS) message.
Table 5.11 Allocation Report (35=AS)
Tag
FIX Field
Value
CB: Standard Header (MsgType=P)
8
BeginString
FIX.4.4
9
BodyLength
343
35
MsgType
AS
34
MsgSeqNum
2
49
SenderCompID
FCI
56
TargetCompID
Test
52
SendingTime
20081129-21:17:59
755
AllocReportID
OMGOUS3INSE1195593479389
70
AllocID
T071120-5829614
9052
OmgeoTradeSideId
75241887
71
AllocTransType
0
794
AllocReportType
3
87
AllocStatus
0
9053
OmgeoSettlementViewIndicator
N
9054
OmgeoTLMatchStatus
NMAT
9056
OmgeoCompleteStatus
INCP
9057
OmgeoMatchAgreedStatus
NMAG
857
AllocNoOrdersType
0
54
Side
1
48
SecurityID
MSFT
22
SecurityIDSource
1
167
SecurityType
CS
53
Quantity
17000
6
AvgPx
10
15
Currency
USD
453
NoPartyIDs
2
448
PartyID
OMGOUS3INSE
447
PartyIDSource
B
452
PartyRole
13
448
PartyID
TESTBICBXXX
447
PartyIDSource
B
107
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.11 Allocation Report (35=AS) (continued)
Tag
FIX Field
Value
452
PartyRole
1
75
TradeDate
20060623
60
TransactTime
20060623-13:30:05
64
SettlDate
20081123
381
GrossTradeAmt
17000
10
CheckSum10
223
CB: Standard Trailer
AS Message (35=AS) Common Format
Example
8=FIX.4.4|9=343|35=AS|34=2|49=FCI-ST|56=Smoke-Test|52=2008112021:17:59|755=OMGOUS3INSE1195593479389|70=T071120-5829614|9052=75241887|
71=0|794=3|87=0|9053=N|9054=NMAT|9056=INCP|9057=NMAG|857=0|54=1|48=MSF|
22=1|167=CS|53=17000|6=10|15=USD|453=2|448=OMGOUS3INSE|447=B|452=13|
448=TESTBICBXXX|447=B|452=1|75=20060623|60=2006062313:30:05|
64=20081123|381=170000|10=223|
The table below describes the fields in the preceding, more typically formatted, Allocation Report (35=AS)
message.
Table 5.12 Allocation Report (35=AS)—More Typical Format
Tag
FIX Field
Value
8
BeginString
FIX.4.4
9
BodyLength
343
35
MsgType
AS
34
MsgSeqNum
2
49
SenderCompID
FCI-ST
56
TargetCompID
Smoke-Test
52
SendingTime
20081129-21:17:59
755
AllocReportID
OMGOUS3INSE1195593479389
70
AllocID
T071120-5829614
9052
OmgeoTradeSideId
75241887
71
AllocTransType
0
794
AllocReportType
3
87
AllocStatus
0
9053
OmgeoSettlementViewIndicator
N
9054
OmgeoTLMatchStatus
NMAT
9056
OmgeoCompleteStatus
INCP
9057
OmgeoMatchAgreedStatus
NMAG
857
AllocNoOrdersType
0
54
Side
1
48
SecurityID
MSFT
108
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.12 Allocation Report (35=AS)—More Typical Format (continued)
Tag
FIX Field
Value
22
SecurityIDSource
1
167
SecurityType
CS
53
Quantity
17000
6
AvgPx
10
15
Currency
USD
453
NoPartyIDs
2
448
PartyID
OMGOUS3INSE
447
PartyIDSource
B
452
PartyRole
13
448
PartyID
TESTBICBXXX
447
PartyIDSource
B
452
PartyRole
1
75
TradeDate
20060623
60
TransactTime
20060623-13:30:05
64
SettlDate
20081123
381
GrossTradeAmt
17000
10
CheckSum10
223
CB: Standard Trailer
109
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
AS Message for Settlement View
The example below describes the fields for an Allocation Report for Settlement View—MAGR (35=AS,
9057=MAGR).
Example
8=FIX.4.4|9=5968|35=AS|34=416|49=OMGEOCTM|56=FFTW|52=20051207-22:16:26|453=2|
448=FXQITTA1XXX|447=B|452=13|448=FXQITTA2XXX|447=B|452=1|71=0|794=3|755=FFTWTCTMXXX113399378
6183|87=0|9053=Y|9057=MAGR|857=0|54=2|167=EUSOV|6=133.27|
53=195750000|381=260876025|60=20051206-05:00:00|75=20051206|64=20051209|157=45|
70=F4ID1000|9052=23124688|22=4|48=FR0000187635|9061=4|9062=FR0000187635|78=81|79=PARIN|9047=
1026179|80=770000|154=1031637.56|742=5458.56|467=688814|79=AIR|9047=466445|80=350000|154=468
926.16|742=2481.16|467=688815|79=NBK|9047=2425514|80=1820000|154=2438416.05|742=12902.05|467
=688816|79=SARD|9047=1026179|80=770000|154=1031637.56|742=5458.56|467=688817|79=GINA|9047=15
32605|80=1150000|154=1540757.4|742=8152.4|467=688818|79=GUBA|9047=679677|80=510000|154=68329
2.41|742=3615.41|467=688819|79=OBMO|9047=1825799|80=1370000|154=1835510.99|742=9711.99|467=6
88820|79=RIDDA|9047=799620|80=600000|154=803873.42|742=4253.42|467=688821|79=HOLZ|9047=81294
7|80=610000|154=817271.32|742=4324.32|467=688822|79=CBPH|9047=3385058|80=2540000|154=3403064
.16|742=18006.16|467=688823|79=DMCEND|9047=239886|80=180000|154=241162.03|742=1276.03|467=68
8824|79=KOR|9047=27093791|80=20330000|154=27237911.2|742=144120.2|467=688825|79=MTAPE|9047=7
59639|80=570000|154=763679.75|742=4040.75|467=688826|79=LGHUSD|9047=359829|80=270000|154=361
743.04|742=1914.04|467=688827|79=CONTI|9047=ou369|80=470000|154=629700.85|742=3331.85|467=68
8828|79=HPS|9047=2092339|80=1570000|154=2103468.79|742=11129.79|467=688829|79=ELEC|9047=1159
449|80=870000|154=1165616.47|742=6167.47|467=688830|79=WEST|9047=1892434|80=1420000|154=1902
500.44|742=10066.44|467=688831|79=RING|9047=2625419|80=1970000|154=2639384.41|742=13965.41|4
67=688832|79=LGHNLG|9047=66635|80=50000|154=66989.45|742=354.45|467=688833|79=OKPOL|9047=772
966|80=580000|154=777077.64|742=4111.64|467=688834|79=NUSA|9047=1932415|80=1450000|154=19426
94.11|742=10279.11|467=688835|79=SEINS|9047=5970496|80=4480000|154=6002254.9|742=31758.9|467
=688836|79=ASAH|9047=1505951|80=1130000|154=1513961.62|742=8010.62|467=688837|79=WW|9047=826
274|80=620000|154=830669.21|742=4395.21|467=688838|79=WBTEMP|9047=5650648|80=4240000|154=568
0705.53|742=30057.53|467=688839|79=LIFE|9047=4691104|80=3520000|154=4716057.42|742=24953.42|
467=688840|79=DMCIN|9047=213232|80=160000|154=214366.25|742=1134.25|467=688841|79=MND29|9047
=9595440|80=7200000|154=9646481.1|742=51041.1|467=688842|79=ADIA|9047=38515030|80=28900000|1
54=38719903.28|742=204873.28|467=688843|79=SEIDG|9047=12274167|80=9210000|154=12339457.07|74
2=65290.07|467=688844|79=HIWAY|9047=439791|80=330000|154=442130.38|742=2339.38|467=688845|79
=NIKO3|9047=519753|80=390000|154=522517.73|742=2764.73|467=688846|79=NOMA|9047=2358879|80=17
70000|154=2371426.6|742=12547.6|467=688847|79=PPS|9047=12687304|80=9520000|154=12754791.67|7
42=67487.67|467=688848|79=AUST|9047=5250838|80=3940000|154=5278768.82|742=27930.82|467=68884
9|79=MINDY|9047=1239411|80=930000|154=1246003.81|742=6592.81|467=688850|79=WORLD|9047=527749
2|80=3960000|154=5305564.6|742=28072.6|467=688851|79=DMCPEN|9047=919563|80=690000|154=924454
.44|742=4891.44|467=688852|79=AGB|9047=1745837|80=1310000|154=1755123.64|742=9286.64|467=688
853|79=DONAU|9047=799620|80=6000
110
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Example (continued):
00|154=803873.42|742=4253.42|467=688854|79=JING|9047=8182778|80=6140000|154=8226304.71|742=43
526.71|467=688855|79=TOPMGR|9047=519753|80=390000|154=5222=2693.84|467=688857|79=JARY|9047=15
72586|80=1180000|154=1580951.07|742=8365.07|467=688858|79=SF|9047=4744412|80=3560000|154=4769
648.99|742=25236.99|467=688859|79=RICH|9047=693004|80=520000|154=696690.3|742=3686.3|467=6888
60|79=CONY|9047=1266065|80=950000|154=1272799.59|742=6734.59|467=688861|79=MSH|9047=1399335|8
0=1050000|154=1406778.49|742=7443.49|467=688862|79=PLAS|9047=493099|80=370000|154=495721.95|7
42=2622.95|467=688863|79=MAIF|9047=626369|80=470000|154=629700.85|742=3331.85|467=688864|79=G
ULB|9047=1119468|80=840000|154=1125422.79|742=5954.79|467=688865|79=CONTRA|9047=1079487|80=81
0000|154=1085229.12|742=5742.12|467=688866|79=MOBY|9047=679677|80=510000|154=683292.41|742=36
15.41|467=688867|79=FGDF|9047=14806297|80=11110000|154=14885056.25|742=78759.25|467=688868|79
=MERKUR|9047=3491674|80=2620000|154=3510247.29|742=18573.29|467=688869|79=MOUK|9047=1585913|8
0=1190000|154=1594348.96|742=8435.96|467=688870|79=MLGS|9047=1665875|80=1250000|154=1674736.3
|742=8861.3|467=688871|79=ARCH|9047=573061|80=430000|154=576109.29|742=3048.29|467=688872|79=
SIHUS|9047=892909|80=670000|154=897658.66|742=4749.66|467=688873|79=IRENE|9047=1612567|80=121
0000|154=1621144.74|742=8577.74|467=688874|79=JSCI|9047=5890534|80=4420000|154=5921867.56|742
=31333.56|467=688875|79=WBCN|9047=5184203|80=3890000|154=5211779.37|742=27576.37|467=688876|7
9=SIHCH|9047=1266065|80=950000|154=1272799.59|742=6734.59|467=688877|79=BWA|9047=972871|80=73
0000|154=978046|742=5175|467=688878|79=LIME|9047=3718233|80=2790000|154=3738011.42|742=19778.
42|467=688879|79=NIKO7|9047=1106141|80=830000|154=1112024.9|742=5883.9|467=688880|79=WWH|9047
=93289|80=70000|154=93785.23|742=496.23|467=688881|79=WAVE|9047=319848|80=240000|154=321549.3
7|742=1701.37|467=688882|79=INPAP|9047=1386008|80=1040000|154=1393380.6|742=7372.6|467=688883
|79=GSVGZ|9047=3025229|80=2270000|154=3041321.12|742=16092.12|467=688884|79=GMC|9047=9009052|
80=6760000|154=9056973.92|742=47921.92|467=688885|79=GBIG|9047=2532130|80=1900000|154=2545599
.18|742=13469.18|467=688886|79=IMFRS|9047=732985|80=550000|154=736883.97|742=3898.97|467=6888
87|79=SEIM2|9047=1146122|80=860000|154=1152218.58|742=6096.58|467=688888|79=IMFG|9047=3225134
|80=2420000|154=3242289.48|742=17155.48|467=688889|79=GMOP|9047=1092814|80=820000|154=1098627
.01|742=5813.01|467=688890|79=CASY|9047=2172301|80=1630000|154=2183856.14|742=11555.14|467=68
8891|79=GIL|9047=559734|80=420000|154=562711.4|742=2977.4|467=688892|79=WING2|9047=1772491|80
=1330000|154=1781919.42|742=9428.42|467=688893|79=VACC|9047=4078062|80=3060000|154=4099754.47
|742=21692.47|467=688894|10=124|
The table below describes the fields for the more typically formatted Allocation Report for Settlement View—
MAGR (35=AS, OmgeoMatchAgreedStatus 9057=MAGR) message.
Table 5.13 Allocation Report for Settlement View—MAGR
Tag
FIX Field
Value
8
BeginString
FIX.4.4
9
BodyLength
5968
35
MsgType
AS
34
MsgSeqNum
2
49
SenderCompID
OMGEOCTM
56
TargetCompID
FFTW
52
SendingTime
20051207-22:16:26
453
NoPartyIDs
2
448
PartyID
FXQITTA1XXX
447
PartyIDSource
B
452
PartyRole
13
448
PartyID
FXQITTA2XXX
447
PartyIDSource
B
452
PartyRole
1
71
AllocTransType
0
794
AllocReportType
3
755
AllocReportID
FFTWTCTMXXX1133993786183
87
AllocStatus
0
111
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.13 Allocation Report for Settlement View—MAGR (continued)
Tag
FIX Field
Value
9053
OmgeoSettlementViewIndicator
Y
9057
OmgeoMatchAgreedStatus
MAGR
857
AllocNoOrdersType
0
54
Side
2
167
SecurityType
EUSOV
6
AvgPx
133.27
53
Quantity
195750000
381
GrossTradeAmt
260876025
60
TransactTime
20051206-05:00:00
75
TradeDate
20051206
64
SettlDate
20051209
157
NumDaysInterest
45
70
AllocID
F4ID1000
9052
OmgeoTradeSideId
23124688
22
SecurityIDSource
4
48
SecurityID
FR0000187635
9061
OmgeoBrokerIDSource
4
9062
OmgeoBrokerSecurityID
FR0000187635
78
NoAllocs
81
79
AllocAccount
PARIN
9047
OmgeoTradeDetailTradeAmount
1026179
80
AllocQty
770000
154
AllocNetMoney
1031637.56
742
AllocAccruedInterestAmt
5458.56
467
IndividualAllocID
688814
79
AllocAccount
AIR
9047
OmgeoTradeDetailTradeAmount
466445
80
AllocQty
350000
154
AllocNetMoney
468926.16
742
AllocAccruedInterestAmt
2481.16
467
IndividualAllocID
688815
79
AllocAccount
NBK
9047
OmgeoTradeDetailTradeAmount
2425514
80
AllocQty
1820000
154
AllocNetMoney
2438416.05
742
AllocAccruedInterestAmt
12902.05
467
IndividualAllocID
688816
79
AllocAccount
SARD
9047
OmgeoTradeDetailTradeAmount
1026179
80
AllocQty
770000
154
AllocNetMoney
1031637.56
742
AllocAccruedInterestAmt
5458.56
467
IndividualAllocID
688817
79
AllocAccount
GINA
112
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.13 Allocation Report for Settlement View—MAGR (continued)
Tag
FIX Field
Value
9047
OmgeoTradeDetailTradeAmount
1532605
80
AllocQty
1150000
154
AllocNetMoney
1540757.4
742
AllocAccruedInterestAmt
8152.4
467
IndividualAllocID
688818
79
AllocAccount
GUBA
9047
OmgeoTradeDetailTradeAmount
679677
80
AllocQty
510000
154
AllocNetMoney
683292.41
742
AllocAccruedInterestAmt
3615.41
467
IndividualAllocID
688819
79
AllocAccount
OBMO
9047
OmgeoTradeDetailTradeAmount
1825799
80
AllocQty
510000
154
AllocNetMoney
683292.41
742
AllocAccruedInterestAmt
3615.41
467
IndividualAllocID
688819
79
AllocAccount
OBMO
9047
OmgeoTradeDetailTradeAmount
1825799
80
AllocQty
1370000
154
AllocNetMoney
1835510.99
742
AllocAccruedInterestAmt
9711.99
467
IndividualAllocID
688820
79
AllocAccount
RIDDA
9047
OmgeoTradeDetailTradeAmount
799620
80
AllocQty
600000
154
AllocNetMoney
803873.42
742
AllocAccruedInterestAmt
4253.42
467
IndividualAllocID
688821
79
AllocAccount
HOLZ
9047
OmgeoTradeDetailTradeAmount
812947
80
AllocQty
610000
154
AllocNetMoney
817271.32
742
AllocAccruedInterestAmt
4324.32
467
IndividualAllocID
688822
79
AllocAccount
CBPH
9047
OmgeoTradeDetailTradeAmount
742
80
AllocQty
2540000
154
AllocNetMoney
3403064.16
742
AllocAccruedInterestAmt
18006.16
467
IndividualAllocID
688823
79
AllocAccount
DMCEND
9047
OmgeoTradeDetailTradeAmount
239886
80
AllocQty
180000
113
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.13 Allocation Report for Settlement View—MAGR (continued)
Tag
FIX Field
Value
154
AllocNetMoney
241162.03
742
AllocAccruedInterestAmt
1276.03
467
IndividualAllocID
688824
79
AllocAccount
KOR
9047
OmgeoTradeDetailTradeAmount
27093791
80
AllocQty
20330000
154
AllocNetMoney
27237911.2
742
AllocAccruedInterestAmt
144120.2
467
IndividualAllocID
688825
79
AllocAccount
MTAPE
9047
OmgeoTradeDetailTradeAmount
759639
80
AllocQty
570000
154
AllocNetMoney
763679.75
742
AllocAccruedInterestAmt
4040.75
467
IndividualAllocID
688826
79
AllocAccount
LGHUSD
9047
OmgeoTradeDetailTradeAmount
359829
80
AllocQty
270000
154
AllocNetMoney
361743.04
742
AllocAccruedInterestAmt
1914.04
467
IndividualAllocID
688827
79
AllocAccount
CONTI
9047
OmgeoTradeDetailTradeAmount
626369
80
AllocQty
470000
154
AllocNetMoney
629700.85
742
AllocAccruedInterestAmt
3331.85
467
IndividualAllocID
688828
79
AllocAccount
HPS
9047
OmgeoTradeDetailTradeAmount
2092339
80
AllocQty
1570000
154
AllocNetMoney
2103468.79
742
AllocAccruedInterestAmt
11129.79
467
IndividualAllocID
688829
79
AllocAccount
ELEC
9047
OmgeoTradeDetailTradeAmount
1159449
80
AllocQty
870000
154
AllocNetMoney
1165616.47
742
AllocAccruedInterestAmt
6167.47
467
IndividualAllocID
688830
79
AllocAccount
WEST
9047
OmgeoTradeDetailTradeAmount
1892434
80
AllocQty
1420000
154
AllocNetMoney
1902500.44
742
AllocAccruedInterestAmt
10066.44
114
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.13 Allocation Report for Settlement View—MAGR (continued)
Tag
FIX Field
Value
467
IndividualAllocID
688831
79
AllocAccount
RING
9047
OmgeoTradeDetailTradeAmount
2625419
80
AllocQty
1970000
154
AllocNetMoney
2639384.41
742
AllocAccruedInterestAmt
13965.41
467
IndividualAllocID
688832
79
AllocAccount
LGHNLG
9047
OmgeoTradeDetailTradeAmount
66635
80
AllocQty
50000
154
AllocNetMoney
66989.45
742
AllocAccruedInterestAmt
354.45
467
IndividualAllocID
688833
79
AllocAccount
OKPOL
9047
OmgeoTradeDetailTradeAmount
772966
80
AllocQty
580000
154
AllocNetMoney
777077.64
742
AllocAccruedInterestAmt
4111.64
467
IndividualAllocID
688834
79
AllocAccount
NUSA
9047
OmgeoTradeDetailTradeAmount
1932415
80
AllocQty
1450000
154
AllocNetMoney
1942694.11
742
AllocAccruedInterestAmt
10279.11
467
IndividualAllocID
688835
79
AllocAccount
SEINS
9047
OmgeoTradeDetailTradeAmount
5970496
80
AllocQty
4480000
154
AllocNetMoney
6002254.9
742
AllocAccruedInterestAmt
31758.9
467
IndividualAllocID
688836
79
AllocAccount
ASAH
9047
OmgeoTradeDetailTradeAmount
1505951
80
AllocQty
1130000
154
AllocNetMoney
1513961.62
742
AllocAccruedInterestAmt
8010.62
467
IndividualAllocID
688837
79
AllocAccount
WW
9047
OmgeoTradeDetailTradeAmount
826274
80
AllocQty
620000
154
AllocNetMoney
830669.21
742
AllocAccruedInterestAmt
4395.21
467
IndividualAllocID
688838
79
AllocAccount
WBTEMP
115
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.13 Allocation Report for Settlement View—MAGR (continued)
Tag
FIX Field
Value
9047
OmgeoTradeDetailTradeAmount
5650648
80
AllocQty
4240000
154
AllocNetMoney
5680705.53
742
AllocAccruedInterestAmt
30057.53
467
IndividualAllocID
688839
79
AllocAccount
LIFE
9047
OmgeoTradeDetailTradeAmount
4691104
80
AllocQty
3520000
154
AllocNetMoney
4716057.42
742
AllocAccruedInterestAmt
24953.42
467
IndividualAllocID
688840
79
AllocAccount
DMCIN
9047
OmgeoTradeDetailTradeAmount
213232
80
AllocQty
160000
154
AllocNetMoney
214366.25
742
AllocAccruedInterestAmt
1134.25
467
IndividualAllocID
688841
79
AllocAccount
MND29
9047
OmgeoTradeDetailTradeAmount
9595440
80
AllocQty
7200000
154
AllocNetMoney
9646481.1
742
AllocAccruedInterestAmt
51041.1
467
IndividualAllocID
688842
79
AllocAccount
ADIA
9047
OmgeoTradeDetailTradeAmount
38515030
80
AllocQty
28900000
154
AllocNetMoney
38719903.28
742
AllocAccruedInterestAmt
204873.28
467
IndividualAllocID
688843
79
AllocAccount
SEIDG
9047
OmgeoTradeDetailTradeAmount
12274167
80
AllocQty
9210000
154
AllocNetMoney
12339457.07
742
AllocAccruedInterestAmt
65290.07
467
IndividualAllocID
688844
79
AllocAccount
HIWAY
9047
OmgeoTradeDetailTradeAmount
439791
80
AllocQty
330000
154
AllocNetMoney
442130.38
742
AllocAccruedInterestAmt
2339.38
467
IndividualAllocID
688845
79
AllocAccount
NIKO3
9047
OmgeoTradeDetailTradeAmount
519753
80
AllocQty
390000
116
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.13 Allocation Report for Settlement View—MAGR (continued)
Tag
FIX Field
Value
154
AllocNetMoney
522517.73
742
AllocAccruedInterestAmt
2764.73
467
IndividualAllocID
688846
79
AllocAccount
NOMA
9047
OmgeoTradeDetailTradeAmount
2358879
80
AllocQty
1770000
154
AllocNetMoney
2371426.6
742
AllocAccruedInterestAmt
12547.6
467
IndividualAllocID
688847
79
AllocAccount
PPS
9047
OmgeoTradeDetailTradeAmount
12687304
80
AllocQty
9520000
154
AllocNetMoney
12754791.67
742
AllocAccruedInterestAmt
67487.67
467
IndividualAllocID
688848
79
AllocAccount
AUST
9047
OmgeoTradeDetailTradeAmount
5250838
80
AllocQty
3940000
154
AllocNetMoney
5278768.82
742
AllocAccruedInterestAmt
27930.82
467
IndividualAllocID
688849
79
AllocAccount
MINDY
9047
OmgeoTradeDetailTradeAmount
1239411
80
AllocQty
930000
154
AllocNetMoney
1246003.81
742
AllocAccruedInterestAmt
6592.81
467
IndividualAllocID
688850
79
AllocAccount
WORLD
9047
OmgeoTradeDetailTradeAmount
5277492
80
AllocQty
3960000
154
AllocNetMoney
5305564.6
742
AllocAccruedInterestAmt
28072.6
467
IndividualAllocID
688851
79
AllocAccount
DMCPEN
9047
OmgeoTradeDetailTradeAmount
919563
80
AllocQty
690000
154
AllocNetMoney
924454.44
742
AllocAccruedInterestAmt
4891.44
467
IndividualAllocID
688852
79
AllocAccount
AGB
9047
OmgeoTradeDetailTradeAmount
1745837
80
AllocQty
1310000
154
AllocNetMoney
1755123.64
742
AllocAccruedInterestAmt
9286.64
117
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.13 Allocation Report for Settlement View—MAGR (continued)
Tag
FIX Field
Value
467
IndividualAllocID
688853
79
AllocAccount
DONAU
9047
OmgeoTradeDetailTradeAmount
799620
80
AllocQty
600000
154
AllocNetMoney
803873.42
742
AllocAccruedInterestAmt
4253.42
467
IndividualAllocID
688854
79
AllocAccount
JING
9047
OmgeoTradeDetailTradeAmount
8182778
80
AllocQty
6140000
154
AllocNetMoney
8226304.71
742
AllocAccruedInterestAmt
43526.71
467
IndividualAllocID
688855
79
AllocAccount
TOPMGR
9047
OmgeoTradeDetailTradeAmount
519753
80
AllocQty
390000
154
AllocNetMoney
522517.73
742
AllocAccruedInterestAmt
2764.73
467
IndividualAllocID
688856
79
AllocAccount
SBK
9047
OmgeoTradeDetailTradeAmount
506426
80
AllocQty
380000
154
AllocNetMoney
509119.84
742
AllocAccruedInterestAmt
2693.84
467
IndividualAllocID
688857
79
AllocAccount
JARY
9047
OmgeoTradeDetailTradeAmount
1572586
80
AllocQty
1180000
154
AllocNetMoney
1580951.07
742
AllocAccruedInterestAmt
8365.07
467
IndividualAllocID
688858
79
AllocAccount
SF
9047
OmgeoTradeDetailTradeAmount
4744412
80
AllocQty
3560000
154
AllocNetMoney
4769648.99
742
AllocAccruedInterestAmt
25236.99
467
IndividualAllocID
688859
79
AllocAccount
RICH
9047
OmgeoTradeDetailTradeAmount
693004
80
AllocQty
520000
154
AllocNetMoney
696690.3
742
AllocAccruedInterestAmt
3686.3
467
IndividualAllocID
688860
79
AllocAccount
CONY
118
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.13 Allocation Report for Settlement View—MAGR (continued)
Tag
FIX Field
Value
9047
OmgeoTradeDetailTradeAmount
1266065
80
AllocQty
950000
154
AllocNetMoney
1272799.59
742
AllocAccruedInterestAmt
6734.59
467
IndividualAllocID
688861
79
AllocAccount
MSH
9047
OmgeoTradeDetailTradeAmount
1399335
80
AllocQty
1050000
154
AllocNetMoney
1406778.49
742
AllocAccruedInterestAmt
7443.49
467
IndividualAllocID
688862
79
AllocAccount
PLAS
9047
OmgeoTradeDetailTradeAmount
493099
80
AllocQty
370000
154
AllocNetMoney
495721.95
742
AllocAccruedInterestAmt
2622.95
467
IndividualAllocID
688863
79
AllocAccount
MAIF
9047
OmgeoTradeDetailTradeAmount
626369
80
AllocQty
470000
154
AllocNetMoney
629700.85
742
AllocAccruedInterestAmt
3331.85
467
IndividualAllocID
688864
79
AllocAccount
GULB
9047
OmgeoTradeDetailTradeAmount
1119468
80
AllocQty
840000
154
AllocNetMoney
1125422.79
742
AllocAccruedInterestAmt
5954.79
467
IndividualAllocID
688865
79
AllocAccount
CONTRA
9047
OmgeoTradeDetailTradeAmount
1079487
80
AllocQty
810000
154
AllocNetMoney
1085229.12
742
AllocAccruedInterestAmt
5742.12
467
IndividualAllocID
688866
79
AllocAccount
MOBY
9047
OmgeoTradeDetailTradeAmount
679677
80
AllocQty
510000
154
AllocNetMoney
683292.41
742
AllocAccruedInterestAmt
3615.41
467
IndividualAllocID
688867
79
AllocAccount
FGDF
9047
OmgeoTradeDetailTradeAmount
14806297
80
AllocQty
11110000
119
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.13 Allocation Report for Settlement View—MAGR (continued)
Tag
FIX Field
Value
154
AllocNetMoney
14885056.25
742
AllocAccruedInterestAmt
78759.25
467
IndividualAllocID
688868
79
AllocAccount
MERKUR
9047
OmgeoTradeDetailTradeAmount
3491674
80
AllocQty
2620000
154
AllocNetMoney
3510247.29
742
AllocAccruedInterestAmt
18573.29
467
IndividualAllocID
688869
79
AllocAccount
MOUK
9047
OmgeoTradeDetailTradeAmount
1585913
80
AllocQty
1190000
154
AllocNetMoney
1594348.96
742
AllocAccruedInterestAmt
8435.96
467
IndividualAllocID
688870
79
AllocAccount
MLGS
9047
OmgeoTradeDetailTradeAmount
1665875
80
AllocQty
1250000
154
AllocNetMoney
1674736.3
742
AllocAccruedInterestAmt
8861.3
467
IndividualAllocID
688871
79
AllocAccount
ARCH
9047
OmgeoTradeDetailTradeAmount
573061
80
AllocQty
430000
154
AllocNetMoney
576109.29
742
AllocAccruedInterestAmt
3048.29
467
IndividualAllocID
688872
79
AllocAccount
SIHUS
9047
OmgeoTradeDetailTradeAmount
892909
80
AllocQty
670000
154
AllocNetMoney
897658.66
742
AllocAccruedInterestAmt
4749.66
467
IndividualAllocID
688873
79
AllocAccount
IRENE
9047
OmgeoTradeDetailTradeAmount
1612567
80
AllocQty
1210000
154
AllocNetMoney
1621144.74
742
AllocAccruedInterestAmt
8577.74
467
IndividualAllocID
688874
79
AllocAccount
JSCI
9047
OmgeoTradeDetailTradeAmount
5890534
80
AllocQty
4420000
154
AllocNetMoney
5921867.56
742
AllocAccruedInterestAmt
31333.56
120
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.13 Allocation Report for Settlement View—MAGR (continued)
Tag
FIX Field
Value
467
IndividualAllocID
688875
79
AllocAccount
WBCN
9047
OmgeoTradeDetailTradeAmount
5184203
80
AllocQty
3890000
154
AllocNetMoney
5211779.37
742
AllocAccruedInterestAmt
27576.37
467
IndividualAllocID
688876
79
AllocAccount
SIHCH
9047
OmgeoTradeDetailTradeAmount
1266065
80
AllocQty
950000
154
AllocNetMoney
1272799.59
742
AllocAccruedInterestAmt
6734.59
467
IndividualAllocID
688877
79
AllocAccount
BWA
9047
OmgeoTradeDetailTradeAmount
972871
80
AllocQty
730000
154
AllocNetMoney
978046
742
AllocAccruedInterestAmt
5175
467
IndividualAllocID
688878
79
AllocAccount
LIME
9047
OmgeoTradeDetailTradeAmount
3718233
80
AllocQty
2790000
154
AllocNetMoney
3738011.42
742
AllocAccruedInterestAmt
19778.42
467
IndividualAllocID
688879
79
AllocAccount
NIKO7
9047
OmgeoTradeDetailTradeAmount
1106141
80
AllocQty
830000
154
AllocNetMoney
1112024.9
742
AllocAccruedInterestAmt
5883.9
467
IndividualAllocID
688880
79
AllocAccount
WWH
9047
OmgeoTradeDetailTradeAmount
93289
80
AllocQty
70000
154
AllocNetMoney
93785.23
742
AllocAccruedInterestAmt
496.23
467
IndividualAllocID
688881
79
AllocAccount
WAVE
9047
OmgeoTradeDetailTradeAmount
319848
80
AllocQty
240000
154
AllocNetMoney
321549.37
742
AllocAccruedInterestAmt
1701.37
467
IndividualAllocID
688882
79
AllocAccount
INPAP
121
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.13 Allocation Report for Settlement View—MAGR (continued)
Tag
FIX Field
Value
9047
OmgeoTradeDetailTradeAmount
1386008
80
AllocQty
1040000
154
AllocNetMoney
1393380.6
742
AllocAccruedInterestAmt
7372.6
467
IndividualAllocID
688883
79
AllocAccount
GSVGZ
9047
OmgeoTradeDetailTradeAmount
3025229
80
AllocQty
2270000
154
AllocNetMoney
3041321.12
742
AllocAccruedInterestAmt
16092.12
467
IndividualAllocID
688884
79
AllocAccount
GMC
9047
OmgeoTradeDetailTradeAmount
9009052
80
AllocQty
6760000
154
AllocNetMoney
9056973.92
742
AllocAccruedInterestAmt
47921.92
467
IndividualAllocID
688885
79
AllocAccount
GBIG
9047
OmgeoTradeDetailTradeAmount
2532130
80
AllocQty
1900000
154
AllocNetMoney
2545599.18
742
AllocAccruedInterestAmt
13469.18
467
IndividualAllocID
688886
79
AllocAccount
IMFRS
9047
OmgeoTradeDetailTradeAmount
732985
80
AllocQty
550000
154
AllocNetMoney
736883.97
742
AllocAccruedInterestAmt
3898.97
467
IndividualAllocID
688887
79
AllocAccount
SEIM2
9047
OmgeoTradeDetailTradeAmount
1146122
80
AllocQty
860000
154
AllocNetMoney
1152218.58
742
AllocAccruedInterestAmt
6096.58
467
IndividualAllocID
688888
79
AllocAccount
IMFG
9047
OmgeoTradeDetailTradeAmount
3225134
80
AllocQty
2420000
154
AllocNetMoney
3242289.48
742
AllocAccruedInterestAmt
17155.48
467
IndividualAllocID
688889
79
AllocAccount
GMOP
9047
OmgeoTradeDetailTradeAmount
1092814
80
AllocQty
820000
122
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.13 Allocation Report for Settlement View—MAGR (continued)
Tag
FIX Field
Value
154
AllocNetMoney
1098627.01
742
AllocAccruedInterestAmt
5813.01
467
IndividualAllocID
688890
79
AllocAccount
CASY
9047
OmgeoTradeDetailTradeAmount
2172301
80
AllocQty
1630000
154
AllocNetMoney
2183856.14
742
AllocAccruedInterestAmt
11555.14
467
IndividualAllocID
688891
79
AllocAccount
GIL
9047
OmgeoTradeDetailTradeAmount
559734
80
AllocQty
420000
154
AllocNetMoney
562711.4
742
AllocAccruedInterestAmt
2977.4
467
IndividualAllocID
688892
79
AllocAccount
WING2
9047
OmgeoTradeDetailTradeAmount
1772491
80
AllocQty
1330000
154
AllocNetMoney
1781919.42
742
AllocAccruedInterestAmt
9428.42
467
IndividualAllocID
688893
79
AllocAccount
VACC
9047
OmgeoTradeDetailTradeAmount
4078062
80
AllocQty
3060000
154
AllocNetMoney
4099754.47
742
AllocAccruedInterestAmt
21692.47
467
IndividualAllocID
688894
10
CheckSum
124
CB: Standard Trailer
123
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
AS Message Showing Tolerance Indicators
The example below describes the fields in an Allocation Report (35=AS) showing how the tolerance indicators
work, specifically OmgeoTDL2FieldName (9494).
Example
8=FIX.4.4|35=AS|34=2036|49=Bloomberg|56=FCI|52=2005011213:30:05|70=0501121|905
2=OMGEO_DATA|71=0|794=3|9053=N|9057=MAGR|54=1|48=IBM|22=B|167=CS|470=USD|870=2
|871=19|872=FDTX|53=10000|15=USD|453=2|448=BBFIXIM1XXX|447=B|452=13|448=AUTOBK
MAXX|4B47=B|452=1|60=2005011213:30:05|63=7|75=20050112|64=20050113|381=10000|1
18=10000|9052=OMGEO_DATA|9490=12|9491=DealPrice|9492=Y|9491=TotalTradeAmount|9
492=Y|9491=SettlementDate|9492=Y|9491=TotalNetCashAmount|9492=Y|9491=TradeChar
gesOrTaxes|9492=Y|9491=PlaceOfTrade|9492=Y|9491=TradeCommissions|9492=Y|9491=T
radeTransactionConditionIndicator|9492=Y|9491=MaturityDate|9492=Y|9491=DatedDa
te|9492=Y|9491=CouponRate93|9492=Y|78=1|79=SUBACCOUNT1|80=5000|467=0501121a|90
47=50000|9493=7|9494=TradeAmount|9495=Y|9494=QuantityAllocated|9495=Y|9494=Cha
rgesOrTaxes|9495=Y|9494=Commissions|9495=Y|9494=NetCashAmount|9495=Y|9494=PSET
|9495=Y|9494=AccruedInterestAmount|9495=Y|
The table below describes the fields in Allocation Report (35=AS) message showing how the tolerance indicators
work.
Table 5.14 AS Message Showing Tolerance Indicators
Tag
FIX Field
Value
CB: Standard Header (MsgType=P)
8
BeginString
FIX.4.4
35
MsgType
AS
34
MsgSeqNum
2036
49
SenderCompID
Bloomberg
56
TargetCompID
FCI
52
SendingTime
20050112-13:30:05
70
AllocID
050112-1
9052
OmgeoTradeSideId
OMGEO_DATA
71
AllocTransType
0
794
AllocReportType
3
9053
OmgeoSettlementViewIndicator
N
9057
OmgeoMatchAgreedStatus
MAGR
54
Side
1
48
SecurityID
IBM
22
SecurityIDSource
B
167
SecurityType
CS
470
CountryofIssue
USD
870
NoInstrAttrib
2
871
InstrAttribType
19
872
FDTX
53
Quantity
10000
15
Currency
USD
453
NoPartyIDs
2
124
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.14 AS Message Showing Tolerance Indicators (continued)
Tag
FIX Field
Value
448
PartyID
BBFIXIM1XXX
447
PartyIDSource
B
452
PartyRole
13
448
PartyID
AUTOBKMAXX
447
PartyIDSource
B
452
PartyRole
1
60
TransactTime
20050112-13:30:05
63
SettlType
7
75
TradeDate
20050112
64
SettlDate
20050113
381
GrossTradeAmt
10000
118
NetMoney
-10000
9052
OmgeoTradeSideId
OMGEO_DATA
9490
OmgeoNoTLL2FieldsSameValueEval
12
9491
OmgeoTLL2FieldName
DealPrice
9492
OmgeoTLL2SameValue
Y
9491
OmgeoTLL2FieldName
TotalTradeAmount
9492
OmgeoTLL2SameValue
Y
9491
OmgeoTLL2FieldName
SettlementDate
9492
OmgeoTLL2SameValue
Y
9491
OmgeoTLL2FieldName
TotalNetCashAmount
9492
OmgeoTLL2SameValue
Y
9491
OmgeoTLL2FieldName
TradeChargesOrTaxes
9492
OmgeoTLL2SameValue
Y
9491
OmgeoTLL2FieldName
PlaceOfTrade
9492
OmgeoTLL2SameValue
Y
9491
OmgeoTLL2FieldName
TradeCommissions
9492
OmgeoTLL2SameValue
Y
9491
OmgeoTLL2FieldName
TradeTransactionConditionIndicator
9492
OmgeoTLL2SameValue
Y
9491
OmgeoTLL2FieldName
MaturityDate
9492
OmgeoTLL2SameValue
Y
9491
OmgeoTLL2FieldName
DatedDate
9492
OmgeoTLL2SameValue
Y
9491
OmgeoTLL2FieldName
CouponRate93
9492
OmgeoTLL2SameValue
Y
78
NoAllocs
1
79
AllocAccount
SUBACCOUNT1
80
AllocQty
5000
467
IndividualAllocID
050112-1a
9047
OmgeoTradeDetailTradeAmount
50000
9493
OmgeoNoTDL2FieldSameValueEval
7
9494
OmgeoTDL2FieldName
TradeAmount
9495
OmgeoTDL2SameValue
Y
125
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.14 AS Message Showing Tolerance Indicators (continued)
Tag
FIX Field
Value
9494
OmgeoTDL2FieldName
QuantityAllocated
9495
OmgeoTDL2SameValue
Y
9494
OmgeoTDL2FieldName
ChargesOrTaxes
9495
OmgeoTDL2SameValue
Y
9494
OmgeoTDL2FieldName
Commissions
9495
OmgeoTDL2SameValue
Y
9494
OmgeoTDL2FieldName
NetCashAmount
9495
OmgeoTDL2SameValue
Y
9494
OmgeoTDL2FieldName
PSET
9495
OmgeoTDL2SameValue
Y
9494
OmgeoTDL2FieldName
AccruedInterestAmount
9495
OmgeoTDL2SameValue
Y
J Message With OmgeoNoTradeTransCondIndicators (9048)=ALRT
Example
8=FIX.4.4|9=0569|35=J|49=Bloomberg|56=FCI|34=1181|115=CTM337|52=2008021723:37:50|70=2999000287802820|71=0|793=1|857=0|54=1|
48=GB0002374006|22=4|167=CS|470=GB|207=XLON|106=DiageoPLC|107=DGE|53=1661.0000
00|6=10.625500|15=GBP|453=2|448=NAMTJPJTOP1|447=B|452=13|448=NOMURA|447=U|452=
1|75=20080215|60=2008021516:35:00|64=20080220|381=17648.96|118=17764.81|892=1|
893=Y|9874=1|9873=FLAT|9865=TCOM|9866=26.47|9869=GBP|78=1|79=T0936170|80=1661.
000000|467=287803|12=26.47|13=3|154=17764.81|136=1|137=89.38|138=GBP|139=103|8
91=2|9047=17648.96|9048=ALRT|9049=GB|9050=CREST|9051=EQU|9040=N|10=186|
The table below describes the fields in a J message with OmgeoSettlInstrSourceIndicator (9048)=ALRT.
Table 5.15 J Message With OmgeoSettlInstrSourceIndicator (9048)=ALRT
Tag
FIX Field
Value
CB: Standard Header (MsgType=J)
8
BeginString
FIX.4.4
9
BodyLength
0569
35
MsgType
J
49
SenderCompID
Bloomberg
56
TargetCompID
FCI
34
MsgSeqNum
1181
115
OnBehalfOfCompID
CTM337
52
SendingTime
20080217-23:37:50
70
AllocID
2999000287802820
71
AllocTransType
0
793
SecondaryAllocID
1
857
AllocNoOrdersType
0
54
Side
1
48
SecurityID
GB0002374006
126
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.15 J Message With OmgeoSettlInstrSourceIndicator (9048)=ALRT (continued)
Tag
FIX Field
Value
22
SecurityIDSource
4
167
SecurityType
CS
470
CountryofIssue
GB
207
SecurityExchange
XLON
106
Issuer
DiageoPLC
107
SecurityDesc
DGE
53
Quantity
1661.000000
6
AvgPx
10.625500
15
Currency
GBP
453
NoPartyIDs
2
448
PartyID
NAMTJPJTOP1
447
PartyIDSource
B
452
PartyRole
13
448
PartyID
NOMURA
447
PartyIDSource
U
452
PartyRole
1
75
TradeDate
20080215
60
TransactTime
2008021516:35:00
64
CheckSum
20080220
381
GrossTradeAmt
17648.96
118
NetMoney
17764.81
892
TotalNoAllocs
1
893
LastFragment
Y
9874
OmgeoNoBlockCommissions
1
9873
OmgeoCommSharingBasisIndicator
FLAT
9865
OmgeoBlockCommissionType
TCOM
9866
OmgeoBlockCommissionAmount
26.47
9869
OmgeoBlockCommissionCurrency
GBP
78
NoAllocs
1
79
AllocAccount
T0936170
80
AllocQty
1661.000000
467
IndividualAllocID
287803
12
Commission
26.47
13
CommType
3
154
AllocNetMoney
17764.81
136
NoMiscFees
1
137
MiscFeeAmt
89.38
138
MiscFeeCurr
GBP
139
MiscFeeType
103
891
MiscFeeBasis
2
9047
OmgeoTradeDetailTradeAmount
17648.96
9048
OmgeoSettlInstrSourceIndicator
ALRT
9049
OmgeoAlertCountryCode
GB
9050
OmgeoAlertMethodType
CREST
127
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.15 J Message With OmgeoSettlInstrSourceIndicator (9048)=ALRT (continued)
Tag
FIX Field
Value
9051
OmgeoAlertSecurityType
EQU
9040
OmgeoShowHiddenFieldsIndicator
N
10
CheckSum
186
AS Message With SettlInstSource (165)=1
Example
8=FIX.4.4|9=1007|35=AS|115=CTM266|128=CTM266|34=1024|49=FCI|56=Bloomberg|52=20
08021723:04:39|453=2|448=CCALUS61|447=B|452=13|448=SAMCKRS1XXX|447=B|452=1|71=
0|794=3|755=CCALUS611203289479932|87=0|9053=Y|9057=MAGR|857=0|54=2|167=CS|15=K
RW|6=8576.6571|53=30862|381=264692791|60=2008021516:26:00|75=20080215|64=20080
219|106=LGTelecomLtd|70=2219000678866820|9052=89632145|22=4|48=KR7032640005|10
7=032640|9061=4|9062=KR7032640005|9042=1|9043=APAY|9874=2|9873=FLAT|9865=EXEC|
9869=KRW|9866=397030|9873=FLAT|9865=TCOM|9869=KRW|9866=397030|78=1|79=2020|467
=678866|9047=264692790|80=30862|172=0|169=2|85=1|165=1|781=3|782=SAMCKRS1|783=
B|784=28|801=3|785=SAMSUNGSECURITIESCO.,LTD.|786=5|785=0003000|786=17|785=14THFL.,
JONGNOTOWERBLDG,6,JONGNO2-KA,JONGNO-KU,SEOUL, KOREA,KR,110789|786=6
|782=KSDCKRSE|783=B|784=10|801=2|785=DONGSEOK CHOI(MR.)|786=9|785=+822-20207436|786=7|782=SAMCKRS1|783=B|784=1|801=2|785=DONGSEOKCHOI(MR.)
|786=2|785=822-2020-7436|786=7|154=263501682|13=3|12=397030|136=1|
137=794078|138=KRW|139=103|10=205|
The table below describes the fields in an AS message with SettlInstSource (165)=1.
Table 5.16 AS Message With SettlInstSource (165)=1
Tag
FIX Field
Value
CB: Standard Header (MsgType=AS)
8
BeginString
FIX.4.4
9
BodyLength
1007
35
MsgType
AS
115
OnBehalfOfCompID
CTM266
128
DeliverToCompID
CTM266
34
MsgSeqNum
1024
49
SenderCompID
FCI
56
TargetCompID
Bloomberg
52
SendingTime
20080217-23:04:39
453
NoPartyIDs
2
448
PartyID
CCALUS61
447
PartyIDSource
B
452
PartyRole
13
448
PartyID
SAMCKRS1XXX
447
PartyIDSource
B
452
PartyRole
1
71
AllocTransType
0
128
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.16 AS Message With SettlInstSource (165)=1 (continued)
Tag
FIX Field
Value
794
AllocReportType
3
755
AllocReportID
CCALUS611203289479932
87
AllocStatus
0
9053
OmgeoSettlementViewIndicator
Y
9057
OmgeoMatchAgreedStatus
MAGR
857
AllocNoOrdersType
0
54
Side
2
167
SecurityType
CS
15
Currency
KRW
6
AvgPx
8576.6571
53
Quantity
30862
381
GrossTradeAmt
264692791
60
TransactTime
20080215-16:26:00
75
TradeDate
20080215
64
SettlDate
20080219
106
Issuer
LG TelecomLtd
70
AllocID
2219000678866820
9052
OmgeoTradeSideId
89632145
22
SecurityIDSource
4
48
SecurityID
KR7032640005
107
SecurityDesc
032640
9061
OmgeoBrokerIDSource
4
9062
OmgeoBrokerSecurityID
KR7032640005
9042
OmgeoNoTradeTransCondIndicators
1
9043
OmgeoTradeTransCondIndicator
APAY
9874
OmgeoNoBlockCommissions
2
9873
OmgeoCommSharingBasisIndicator
FLAT
9865
OmgeoBlockCommissionType
EXEC
9869
OmgeoBlockCommissionCurrency
KRW
9866
OmgeoBlockCommissionAmount
397030
9873
OmgeoCommSharingBasisIndicator
FLAT
9865
OmgeoBlockCommissionType
TCOM
9869
OmgeoBlockCommissionCurrency
KRW
9866
OmgeoBlockCommissionAmount
397030
78
NoAllocs
1
79
AllocAccount
2020
467
IndividualAllocID
678866
9047
OmgeoTradeDetailTradeAmount
264692790
80
AllocQty
30862
172
SettlDeliveryType
0
169
StandInstDbType
2
85
NoDlvyInst
1
165
SettlInstSource
1
781
NoSettlPartyID
3
129
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.16 AS Message With SettlInstSource (165)=1 (continued)
Tag
FIX Field
Value
782
SettlPartyID
SAMCKRS1
783
SettlPartyIDSource
B
784
SettlPartyRole
28
801
NoSettlPartySubIDs
3
785
SettlPartyID
SAMSUNG SECURITIES CO.,LTD.
786
SettlPartySubIDType
5
785
SettlPartyID
00030-00
786
SettlPartyIDSource
17
785
SettlPartyID
14TH FL., JONGNOTOWER BLDG, 6,
JONGNO2-KA, JONGNO-KU, SEOUL,
KOREA,KR,110-789
786
SettlPartySubIDType
6
782
SettlPartyID
KSDCKRSE
783
SettlPartyIDSource
B
784
SettlPartyRole
10
801
NoSettlPartySubIDs
2
785
SettlPartyID
DONGSEOK CHOI(MR.)
786
SettlPartySubIDType
9
785
SettlPartyID
+822-2020-7436
786
SettlPartySubIDType
7
782
SettlPartyID
SAMCKRS1
783
SettlPartyIDSource
B
784
SettlPartyRole
1
801
NoSettlPartySubIDs
2
785
SettlPartyID
DONGSEOKCHOI(MR.)
786
SettlPartySubIDType
2
785
SettlPartyID
822-2020-7436
786
SettlPartySubIDType
7
154
AllocNetMoney
263501682
13
CommType
3
12
Commission
397030
136
NoMiscFees
1
137
MiscFeeAmt
794078
138
MiscFeeCurr
KRW
139
MiscFeeType
103
10
CheckSum
205
130
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
AS Message With SettlInstSource (165)=2
Example
8=FIX.4.4|9=1790|35=AS|115=CTM337|128=CTM337|34=1374|49=FCI|56=Bloomberg|52=20
080218-00:27:01|453=2|448=NAMTJPJTOP1|447=B|452=13|
448=LBFLHKAXXXX|447=B|452=1|71=0|794=3|755=NAMTJPJTOP11203294421781|87=0|9053=
Y|9057=MAGR|857=0|54=2|167=CS|15=GBP|6=15.4509|53=236742|381=3657876.97|60=200
8021516:48:00|75=20080215|64=20080220|106=Scottish&SouthernEnergyPLC|70=299900
0287829820|9052=89683305|22=4|48=GB0007908733|107=SSE|9061=4|9062=0790873|9490
=8|9491=DealPrice|9492=Y|9491=TotalTradeAmount|9492=Y|9491=SettlementDate|9492
=Y|9491=PlaceOfTrade|9492=N|9491=TradeChargesOrTaxes|9492=Y|9491=TradeCommissi
ons|9492=Y|9491=TotalNetCashAmount|9492=N|9491=TradeTransactionConditionIndica
tor|9492=Y|207=XLON|9874=2|9873=FLAT|9865=EXEC|9869=GBP|9866=695|9873=FLAT|986
5=TCOM|9869=GBP|9866=695|78=1|79=T0935964|467=287830|9047=3657876.97|80=236742
|172=0|169=2|85=2|165=2|781=4|782=CITIGB2L|783=B|784=27|801=3|785=CITIBANK
N.A.|786=5|785=BA01F|786=17|785=6900001831|786=10|782=CITIHKHX|783
=B|784=28|801=4|785=CITIBANK N.A.|786=5|785=5612|786=17|785=773912/
935964|786=10|785=NIKKOCITIGWDEEF(935964)|786=19|782=CRSTGB22|783=B|784=10|801
=3|785=NikkoCititrustOperationsProcessing|786=9|785=81357824856|786=7|785=nctb
jpforeign@nikkocititrust.com|786=4001|782=NKTBJPJTXXX|783=B|784=33|801=1|785=N
IKKOCITITRUSTANDBANKING CORP...|786=5|165=1|
781=3|782=SLIIGB2L|783=B|784=28|801=3|785=LEHMAN BROTHERS INTL
EUROPE|786=5|785=483|786=17|785=LEHMAN BROS INTL EUROPE|786=14|782=
CRSTGB22|783=B|784=10|801=0|782=SLIIGB2L|783=B|784=1|801=0|154=3657180.97|13=3
|12=695|136=1|137=1|138=GBP|139=103|9493=8|9494=TradeAmount|9495=Y|9494=Quanti
tyAllocated|9495=Y|9494=ChargesOrTaxes|9495=Y|9494=Commissions|9495=Y|9494=Net
CashAmount|9495=Y|9494=SettlementAmount|9495=Y|9494=PSET|9495=N|9494=Settlemen
tTransactionConditionIndicator|9495=Y|10=195|
The table below describes the fields in an AS message with SettlInstSource (165)=2.
Table 5.17 AS Message With SettlInstSource (165)=2
Tag
FIX Field
Value
CB: Standard Header (MsgType=AS)
8
BeginString
FIX.4.4
9
BodyLength
1790
35
MsgType
AS
115
OnBehalfOfCompID
CTM337
128
DeliverToCompID
CTM337
34
MsgSeqNum
1374
49
SenderCompID
FCI
56
TargetCompID
Bloomberg
52
SendingTime
20080218-00:27:01
453
NoPartyIDs
2
448
PartyID
NAMTJPJTOP1
447
PartyIDSource
B
452
PartyRole
13
448
PartyID
LBFLHKAXXXX
447
PartyIDSource
B
131
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.17 AS Message With SettlInstSource (165)=2 (continued)
Tag
FIX Field
Value
452
PartyRole
1
71
AllocTransType
0
794
AllocReportType
3
755
AllocReportID
NAMTJPJTOP11203294421781
87
AllocStatus
0
9053
OmgeoSettlementViewIndicator
Y
9057
OmgeoMatchAgreedStatus
MAGR
857
AllocNoOrdersType
0
54
Side
2
167
SecurityType
CS
15
Currency
GBP
6
AvgPx
15.4509
53
Quantity
236742
381
GrossTradeAmt
3657876.97
60
TransactTime
2008021516:48:00
75
TradeDate
20080215
64
SettlDate
20080220
106
Issuer
Scottish and Southern Energy PLC
70
AllocID
2999000287829820
9052
OmgeoTradeSideId
89683305
22
SecurityIDSource
4
48
SecurityID
GB0007908733
107
SecurityDesc
SSE
9061
OmgeoBrokerIDSource
4
9062
OmgeoBrokerSecurityID
0790873
9042
OmgeoNoTradeTransCondIndicators
8
9491
OmgeoTLL2FieldName
DealPrice
9492
OmgeoTLL2SameValue
2
9491
OmgeoTLL2FieldName
TotalTradeAmount
9492
OmgeoTLL2SameValue
Y
9491
OmgeoTLL2FieldName
SettlementDate
9492
OmgeoTLL2SameValue
Y
9491
OmgeoTLL2FieldName
PlaceOfTrade
9492
OmgeoTLL2SameValue
N
9491
OmgeoTLL2FieldName
TradeChargesOrTaxes
9492
OmgeoTLL2SameValue
Y
9491
OmgeoTLL2FieldName
TradeCommissions
9492
OmgeoTLL2SameValue
N
9491
OmgeoTLL2FieldName
TotalNetCashAmount
9492
OmgeoTLL2SameValue
N
9491
OmgeoTLL2FieldName
TradeTransactionConditionIndicator
9492
OmgeoTLL2SameValue
Y
207
SecurityExchange
XLON
9874
OmgeoNoBlockCommissions
2
132
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.17 AS Message With SettlInstSource (165)=2 (continued)
Tag
FIX Field
Value
9873
OmgeoCommSharingBasisIndicator
FLAT
9865
OmgeoBlockCommissionType
EXEC
9869
OmgeoBlockCommissionCurrency
GBP
9866
OmgeoBlockCommissionAmount
695
9873
OmgeoCommSharingBasisIndicator
FLAT
9865
OmgeoBlockCommissionType
TCOM
9869
OmgeoBlockCommissionCurrency
GBP
9866
OmgeoBlockCommissionAmount
695
78
NoAllocs
1
79
AllocAccount
T0935964
467
IndividualAllocID
287830
9047
OmgeoTradeDetailTradeAmount
3657876.97
80
AllocQty
236742
172
SettlDeliveryType
0
169
StandInstDbType
2
85
NoDlvyInst
2
165
SettlInstSource
2
781
NoSettlPartyID
4
782
SettlPartyID
CITIGB2L
783
SettlPartyIDSource
B
784
SettlPartyRole
27
801
NoSettlPartySubIDs
3
785
SettlPartyID
CITIBANK N.A.
786
SettlPartyIDSource
5
785
SettlPartyID
BA01F
786
SettlPartyIDSource
17
785
SettlPartyID
6900001831
786
SettlPartyIDSource
10
782
SettlPartyID
CITIHKHX
783
SettlPartyIDSource
B
784
SettlPartyRole
28
801
NoSettlPartySubIDs
4
785
SettlPartyID
CITIBANK N.A.
786
SettlPartyIDSource
5
785
SettlPartyID
5612
786
SettlPartyIDSource
17
785
SettlPartyID
773912/935964
786
SettlPartyIDSource
10
785
SettlPartyID
NIKKOCITI/GWDEEF(935964)
786
SettlPartyIDSource
19
782
SettlPartyID
CRSTGB22
783
SettlPartyIDSource
B
784
SettlPartyRole
10
801
NoSettlPartySubIDs
3
133
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.17 AS Message With SettlInstSource (165)=2 (continued)
Tag
FIX Field
Value
785
SettlPartyID
Nikko Cititrust Operations Processing
786
SettlPartyIDSource
9
785
SettlPartyID
81357824856
786
SettlPartyIDSource
7
785
SettlPartyID
nctbjpforeign@nikkocititrust.com
786
SettlPartyIDSource
4001
782
SettlPartyID
NKTBJPJTXXX
783
SettlPartyIDSource
B
784
SettlPartyRole
33
801
NoSettlPartySubIDs
1
785
SettlPartyID
NIKKOCITITRUSTANDBANKING CORP...
786
SettlPartyIDSource
5
165
SettlInstSource
1
781
NoSettlPartyID
3
782
SettlPartyID
SLIIGB2L
783
SettlPartyIDSource
B
784
SettlPartyRole
28
801
NoSettlPartySubIDs
3
785
SettlPartyID
LEHMAN BROTHERS INTL EUROPE
786
SettlPartyIDSource
5
785
SettlPartyID
483
786
SettlPartyIDSource
17
785
SettlPartyID
LEHMAN BROS INTL EUROPE
786
SettlPartyIDSource
14
782
SettlPartyID
CRSTGB22
783
SettlPartyIDSource
B
784
SettlPartyRole
10
801
NoSettlPartySubIDs
0
782
SettlPartyID
SLIIGB2L
783
SettlPartyIDSource
B
784
SettlPartyRole
1
801
NoSettlPartySubIDs
0
154
AllocNetMoney
3657180.97
13
CommType
3
12
Commission
695
136
NoMiscFees
1
137
MiscFeeAmt
1
138
MiscFeeCurr
GBP
139
MiscFeeType
103
9493
OmgeoNoTDL2FieldsSameValueEval
8
9494
OmgeoTDL2FieldName
TradeAmount
9495
OmgeoTDL2SameValue
Y
9494
OmgeoTDL2FieldName
QuantityAllocated
9495
OmgeoTDL2SameValue
Y
134
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.17 AS Message With SettlInstSource (165)=2 (continued)
Tag
FIX Field
Value
9494
OmgeoTDL2FieldName
ChargesOrTaxes
9495
OmgeoTDL2SameValue
Y
9494
OmgeoTDL2FieldName
Commissions
9495
OmgeoTDL2SameValue
Y
9494
OmgeoTDL2FieldName
NetCashAmount
9495
OmgeoTDL2SameValue
Y
9494
OmgeoTDL2FieldName
SettlementAmount
9495
OmgeoTDL2SameValue
Y
9494
OmgeoTDL2FieldName
PSET
9495
OmgeoTDL2SameValue
N
9494
OmgeoTDL2FieldName
SettlementTransactionConditionIndicator
9495
OmgeoTDL2SameValue
Y
10
CheckSum
195
J Message With OmgeoBlockCommissionType (9865)
Example
8=FIX.4.4|9=0409|35=J|49=Bloomberg|56=FCI|34=1158|115=CTM337|52=2008021723:37:26|70=2999000287802820|71=0|793=1|857=0|54=1|48=
GB0002374006|22=4|167=CS|470=GB|207=XLON|106=DiageoPLC|107=DGE|53=1661.000000|
6=10.625500|15=GBP|453=2|448=NAMTJPJTOP1|447=B|452=13|448=
NOMURA|447=U|452=1|75=20080215|60=20080215-16:35:00|64=20080220|381=
17648.96|118=17764.81|892=0|893=Y|9874=1|9873=FLAT|9865=TCOM|9866=26.47|9869=G
BP|9040=N|10=067|
The table below describes the fields in a J message with OmgeoBlockCommissionType (9865).
Table 5.18 J Message With OmgeoBlockCommissionType (9865)
Tag
FIX Field
Value
CB: Standard Header (MsgType=AS)
8
BeginString
FIX.4.4
9
BodyLength
0409
35
MsgType
J
49
SenderCompID
Bloomberg
56
TargetCompID
FCI
34
MsgSeqNum
1158
115
OnBehalfOfCompID
CTM337
52
SendingTime
20080217-23:37:26
70
AllocID
2999000287802820
71
RefAllocID
0
793
SecondaryAllocID
1
857
AllocNoOrdersType
0
54
Side
1
48
SecurityID
GB0002374006
135
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.18 J Message With OmgeoBlockCommissionType (9865) (continued)
Tag
FIX Field
Value
22
SecurityIDSource
4
167
SecurityType
CS
470
CountryofIssue
GB
207
SecurityExchange
XLON
106
Issuer
Diageo PLC
107
SecurityDesc
DGE
53
Quantity
1661.000000
6
AvgPx
10.625500
15
Currency
GBP
453
NoPartyIDs
2
448
PartyID
NAMTJPJTOP1
447
PartyIDSource
B
452
PartyRole
13
448
PartyID
NOMURA
447
PartyIDSource
U
452
PartyRole
1
75
TradeDate
20080215
60
TransactTime
20080215-16:35:00
64
SettlDate
20080220
381
GrossTradeAmt
17648.96
118
NetMoney
17764.81
892
TotalNoAllocs
0
893
LastFragment
Y
9874
OmgeoNoBlockCommissions
1
9873
OmgeoCommSharingBasisIndicator
FLAT
9865
OmgeoBlockCommissionType
TCOM
9866
OmgeoBlockCommissionAmount
26.47
9869
OmgeoBlockCommissionCurrency
GBP
9040
OmgeoShowHiddenFieldsIndicator
N
10
CheckSum
067
136
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
J Message With Commission (12)
Example
8=FIX.4.4|9=0569|35=J|49=Bloomberg|56=FCI|34=1181|115=CTM337|52=2008021723:37:50|70=2999000287802820|71=0|793=1|857=0|54=1|48=GB000
2374006|22=4|167=CS|470=GB|207=XLON|106=DiageoPLC|107=DGE|53=1661.000000|6=10.
625500|15=GBP|453=2|448=NAMTJPJTOP1|447=B|452=13|448=NOMURA|447=U|452=1|75=200
80215|60=20080215-16:35:00|64=20080220|381=17648.96|118=
17764.81|892=1|893=Y|9874=1|9873=FLAT|9865=TCOM|9866=26.47|9869=GBP|78=1|79=T0
936170|80=1661.000000|467=287803|12=26.47|13=3|154=17764.81|136=1|137=89.38|13
8=GBP|139=103|891=2|9047=17648.96|9048=ALRT|9049=GB|9050=CREST|9051=EQU|9040=N
|10=186
The table below describes the fields in a J message with Commission (12).
Table 5.19 J Message With Commission (12)
Tag
FIX Field
Value
CB: Standard Header (MsgType=AS)
8
BeginString
FIX.4.4
9
BodyLength
0569
35
MsgType
J
49
SenderCompID
Bloomberg
56
TargetCompID
FCI
34
MsgSeqNum
1181
115
SendingTime
CTM337
52
SendingTime
20080217-23:37:50
70
AllocID
2999000287802820
71
AllocTransType
0
793
SecondaryAllocID
1
857
AllocNoOrdersType
0
54
Side
1
48
SecurityID
GB0002374006
22
SecurityIDSource
4
167
SecurityType
CS
470
CountryofIssue
GB
207
SecurityExchange
XLON
106
Issuer
DiageoPLC
107
SecurityDesc
DGE
53
Quantity
1661.000000
6
AvgPx
10.625500
15
Currency
GBP
453
NoPartyIDs
2
448
PartyID
NAMTJPJTOP1
447
PartyIDSource
B
452
PartyRole
13
448
PartyID
NOMURA
447
PartyIDSource
U
137
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 5.19 J Message With Commission (12) (continued)
Tag
FIX Field
Value
452
PartyRole
1
75
TradeDate
20080215
60
TransactTime
20080215-16:35:00
64
SettlDate
20080220
381
GrossTradeAmt
17648.96
118
NetMoney
17764.81
892
TotNoAllocs
1
893
LastFragment
Y
9874
OmgeoNoBlockCommissions
1
9873
OmgeoCommSharingBasisIndicator
FLAT
9865
OmgeoBlockCommissionType
TCOM
9866
OmgeoBlockCommissionAmount
26.47
9869
OmgeoBlockCommissionCurrency
GBP
78
NoAllocs
1
79
AllocAccount
T0936170
80
AllocQty
1661.000000
467
IndividualAllocID
287803
12
Commission
26.47
13
CommType
3
154
AllocNetMoney
17764.81
136
NoMiscFees
1
137
MiscFeeAmt
89.38
138
MiscFeeCurr
GBP
139
MiscFeeType
103
891
MiscFeeBasis
2
9047
OmgeoTradeDetailTradeAmount
17648.96
9048
OmgeoSettlInstrSourceIndicator
ALRT
9049
OmgeoAlertCountryCode
GB
9050
OmgeoAlertMethodType
CREST
9051
OmgeoAlertSecurityType
EQU
9040
OmgeoShowHiddenFieldsIndicator
N
10
CheckSum
186
138
6. ERROR HANDLING
Introduction
This chapter describes error handling.
Malformed FIX messages
FCI considers a FIX message malformed when there is a problem with:
•
•
•
•
BodyLength
CheckSum
Embedded Start of Heading (SOH) characters
Length of field value
The FIX engine does not respond to a malformed message, and specifically does not send a Reject message.
The reason for this is that a Reject message has a required field, RefSeqNum (45), that must reference the
rejected inbound message. It is impossible to determine the MsgSeqNum (34) from a malformed message
because it cannot be parsed reliably.
Incorrect FIX Version
When a Logon is sent with the incorrect fix version, the FIX engine drops the connection. Responding with a
message such as Reject would not be useful because the same problem would occur in the next step. The
submit header would have an unexpected version number, and would be rejected.
Unsupported FIX Message Types
When an investment manager sends a FIX message other than a FIX Allocation message, FCI sends a session
or business Reject message conveying that the message is unsupported. For FIX 4.4, the application sends a
business reject with a message type of J.
Unsupported FIX Values
The application provides error handling for unsupported FIX values by setting the CTM field with the untranslated
FIX value and then returning the error results from the CTM Invalid message in a FIX Allocation Instruction Ack.
Accepted values are translated to the CTM equivalent, but erroneous values are left unchanged, intentionally
allowing CTM to trigger an error. This behavior is documented in the mapping rule column of the mapping tables.
For example, in the description of Side (54) BuySellIndicator, the mapping rule specifies: “For FIX field value '1'
use BUYI; For FIX field value '2' use SELL; For all other values use straight map (causes Synch error).”
139
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Fields that defer generation of an error message to the CTM side in this way include:
•
AllocTransType (71)
•
PartyRole (452) (for instructing party and executing broker)
•
•
PartyIDSource (447) (for instructing party and executing broker)
Side (54)
Login Failure
When the client establishes a FIX connection with FCI, the application connects with CTM using the same
authentication information. If this authentication fails, the application closes the FIX connection and returns no
messages.
An inbound Allocation Instruction message can trigger the application to open a connection to CTM after the
initial logon. If authentication fails at this point, the system sends an Allocation Instruction Ack message to the
investment manager with AllocStatus=3 (received) followed by an Allocation Ack message with AllocStatus=1
(block-level reject) or AllocStatus=2 (account-level reject) with the text “The provided userId and/or password is
not valid.”
CTM Connection Failure
In the event that the CTM connection becomes unavailable, the FCI (FIX/CTM Interface) application attempts to
reestablish the connection immediately by sending a logon request CTM. If the initial re-login attempt is
successful the message flow continues as normal. If the connection is still unavailable FCI attempts to connect to
CTM at 30-second intervals until a connection is established and regular message flow resumes.
DCIWeb Logout
After the DCIWeb connection expires FCI identifies the resulting DCIWeb login HTML page and sends a login
request to DCIWeb.
Synchronous Errors in CTM
Synchronous validation failure errors are returned from the CTM server as Invalid messages. FCI translates each
CTM Invalid message to a FIX Allocation Instruction Ack message and issues the Ack to the investment manager
(see P Message Rejected AllocStatus=3). When appropriate, the application augments an CTM-provided
message with a description of the FIX field that pertains to the error.
The error translation mechanism first attempts to match the CTM error with the FIX fields. A lookup is performed
based on a reverse mapping using the CTM field xPath as designated in the Invalid message (see the Business
Message Reject—BusinessRejectReason field table). If the xPath maps to FIX fields, then a description of the
fields and their values is prepended to the CTM error text, and the combined string is mapped to the
OmgeoErrorText (9066) field (for block-level trade submissions) or OmgeoIndividualErrorText (9070) (for
account-level trade submissions) of the output FIX Allocation Instruction Ack. The final error string is of the form:
Error with FIX field <FIX field name> (<FIX tag number>) = <value>: <CTM ErrorKey>:
<CTM ErrorText>
140
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
For example:
Error with FIX field GrossTradeAmt (381) = <value>: S14064: Amount <value> in
TradeLevel/TradeLevelBody/TradeLevelInformation/TotalTradeAmount/Amount exceeds
maximum precision.
If the Invalid message contains multiple error descriptions, they are passed as separate elements of a FIX
repeating group.
If an xPath is not provided in the Invalid message, the application attempts to guess the xPath based on the Error
Key. This is possible for the errors listed in the table below.
Table 6.1 Error Key—xPath Lookup
Error Key
Implicit xPath
S14020
/TradeDetailBody/IdentificationOfASecurity/SecurityCodeType
S14027
/TradeDetailBody/TradeLevelInformation/BuySellIndicator/TradeDateTime
S61005
/TradeDetailBody/TradeLevelInformation/BuySellIndicator/TypeOfFinancialInstrument
S61006
/SubmitHeader/OriginatorOfMessage
If the application cannot determine the relevant FIX fields for a given error, it defaults to the basic translation
behavior. This behavior uses the Error Text from the CTM error description and maps it straight to the FIX Text
(58) field or AllocText (161) field.
FIX Reject Messages
Session Level Reject (MsgType=3)
FCI issues Session Level Reject messages using the SessionRejectReason (373) field. The table below
describes the valid values for the SessionRejectReason (373) field.
Table 6.2 Session Level Reject—SessionRejectReason field
Value
Description
0
Invalid tag number
1
Required tag missing
2
Tag not defined for this message
3
Undefined tag
4
Tag specified without a value
5
Value is incorrect (out of range) for this tag
6
Incorrect data format for value
7
Decryption problem
8
Signature (89) problem
9
CompID problem
10
SendingTime (52) accuracy problem
11
Invalid MsgType (35)
12
XML validation error
13
Tag appears more than once
14
Tag specified out of required order
15
Repeating group fields out of order
16
Incorrect NumInGroup count for repeating group
141
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table 6.2 Session Level Reject—SessionRejectReason field
Value
Description
17
Non-data value includes field delimiter (SOH character)
99
Other. Text (58) provides the details of the reject/error.
Session Level Reject (MsgType=3) is also generated by Checksum (10) and BodyLength (9) validations. Any
message that is garbled and cannot be parsed fails the data integrity check and is disregarded.
Business Message Reject (MsgType=j)
Business Message Reject (MsgType=j) is used for a generic business failure that is not tied to a specific FIX
message. The table below lists and describes the valid values for the BusinessRejectReason (380) field.
Table 6.3 Business Message Reject—BusinessRejectReason field
Value
Description
0
Other. Text (58) provides the details of the reject/error.
1
Unknown ID.
2
Unknown security.
3
Unsupported message type.
4
Application not available.
5
Conditionally required field missing.
6
Not authorized.
7
DeliverTo firm not available at this time.
142
A. CTM TO FIX CODE VALUE MAPPINGS
Introduction
This appendix describes the FIX fields mapping to CTM XML elements and codes, which are validated during
trade processing.
Code Value Types
The Common Reference Data details all of the valid values for CTM XML elements. Here are some examples:
•
Straight-mapping of XML to FIX—The CTM XML element, CurrencyCode, requires a valid 3!a syntax
value such as USD, JPY, GBP, and so on. The FIX tag Currency (15), in the FCI implementation, handles
a 3!a syntax. No mapping is required, which is why it is considered a “straight-mapped” field.
•
CTM XML to FIX Code Translation—The CTM XML element, BuySellIndicator, maps to the Side (54) FIX
field. For CTM XML interface users, the allowed values are BUY1 and SELL. For FIX interface users, the
following is required:
•
•
1 represents a Buy transaction (54=1)
• 2 represents a Sell transaction (54=2)
Subset of mapped XML elements —The XML element, CallType, has four valid codes for direct XML
interface users. The CallType element is mapped to EventType (865) in FIX, but is mapped as follows:
•
1 represents a Put call type
•
2 represents Full, Mandatory, and Partial call types
Straight-Mapped XML Fields to FIX Fields
The table below describes FIX fields and tag numbers that are that are straight-mapped to direct XML elements
code values in the Common Reference Data.
The asterisk (*) in the CTM Field Name column of the table below indicates that Omgeo synchronizes allowed
code values with ISO- and SMPG-generated standard values. Instead of tables with code/value pairs, the
Common Reference Data provides links to those organization’s web sites for you to obtain up-to-date valid
values for those fields.
For example, the FIX field OmgeoAlertSecurityType (9051) straight-maps to the AlertSecurityType XML element.
If you provide MNB in the in the FIX OmgeoAlertSecurityType field (9051=MNB), it is the same as providing MNB
in the XML element to identify the ALERT security type as the standard Municipal Bond identifier.
Table A.1 Straight-Mapped CTM XML Fields to FIX Fields
FIX Field Name(s)
CTM Field Name
AllocConfirmCommissionReason (7395)
CommissionReasonCode
AllocSettlCurrency (736)
PaymentCurrency, ToCurrency*
CountryOfIssue (470)
CorrespCountry, CountryCode, CustodianCountry, RegCountry,
SubAgentCountry*
Currency (15)
FromCurrency*
143
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table A.1 Straight-Mapped CTM XML Fields to FIX Fields (continued)
FIX Field Name(s)
CTM Field Name
Currency (15), MiscFeeCurr (138), GrossTradeAmt (381),
OmgeoTLAccruedInterestCurrency (9858),
OmgeoBlockCommissionCurrency (9869)
CurrencyCode*
ExecType (150)
TypeOfTransactionIndicator
InstrAttribType (871)
AlternativeMinimumTax
InstrAttribType (871), InstrAttribValue (872)
FederalTax
MultiLegReportingType (442)
MultiLegReportingType
OmgeoAlertCountryCode (9049)
AlertCountryCode
OmgeoAlertMethodType (9050)
AlertMethodType
OmgeoAlertSecurityType (9051)
AlertSecurityType
OmgeoAlternateCurrency (7399)
AlternateCurrency*
OmgeoBlockSettlementIndicator (7334)
BlockSettlementIndicator
OmgeoCommissionReason (9867),
OmgeoConfirmCommissionReason (7395)
CommissionReasonCode
OmgeoCommissionSharingType (9808)
CommissionSharingTypeIndicator
OmgeoCompleteStatus (9056)
CompleteStatus
OmgeoDeliveryChannel (9235)
ThirdPartyDeliveryChannel
OmgeoDisclosureIndicator (7360)
OtherRemuneration, OddLotDifferential, AssetBacked
OmgeoMatchAgreedStatus (9057)
MatchAgreedStatus
OmgeoMoreFlag (7368)
MoreFlag
OmgeoOminbusExpected (7330)
OmniExpected
OmgeoPlaceofSafekeepingType (9288)
PlaceofSafekeepingType
OmgeoPlaceofSafekeepingPlace (9290)
PlaceofSafekeepingPlace
OmgeoPlaceofSafekeepingValue (9289)
PlaceofSafekeepingValue
OmgeoRejectComponentFlagBlock (9055),
OmgeoRejectComponentFlagAlloc (9155)
RejectComponentFlag
OmgeoSecurityTypeGroup (7348)
SecurityTypeGroup (DBT or EQT)
OmgeoSettlInstrSourceIndicator (9048)
SettlementInstructionsSourceIndicator
OmgeoSettlTransCondIndicator (9045)
SettlementTransactionConditionIndicator
OmgeoTDBusinessExceptionCode (9036)
TDBusinessExceptionCode
OmgeoTDFieldLevelMatchStatus (7387)
OmgeoTLFieldLevelMatchStatus (7383)
FieldLevelMatchStatus
OmgeoTDHighestErrorSeverity (9037)
TDHighestErrorSeverity
OmgeoTDMessageFieldType (7521)
OmgeoTLMessageFieldType (7520)
MessageFieldType
OmgeoTDWorkflowModifier (7508)
OmgeoTLWorkflowModifier (7507)
WorkflowModifier
OmgeoTDWorkflowType (7506)
OmgeoTLWorkflowType (7505)
WorkflowType
OmgeoThirdPartyDetailStatus (9293)
ThirdPartyDetailStatus
OmgeoThirdPartyError (9297)
ThirdPartyError
OmgeoThirdPartyStatus (9841)
ThirdPartyStatus
OmgeoThirdPartySummaryStatus (9295)
ThirdPartySummaryStatus
OmgeoTLBusinessExceptionCode (9038)
TLBusinessExceptionCode
OmgeoTLHighestErrorSeverity (9058)
TLHighestErrorSeverity
OmgeoTPMessageFormat (9236)
ThirdPartyMessageFormat
OmgeoTPNotificationType (9195)
ThirdPartyNotificationType
144
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table A.1 Straight-Mapped CTM XML Fields to FIX Fields (continued)
FIX Field Name(s)
CTM Field Name
OmgeoTradeAgreementMethod (7397)
TradeAgreementMethod
OmgeoTradeSideHighestErrSeverity (9059)
TradeSideHighestErrorSeverity
OmgeoTradeTransCondIndicator (9043)
TradeTransactionConditionIndicator
OmgeoTypeOfPriceIndicator (7349)
TypeOfPriceIndicator (all codes are straight-mapped except NET1—net price,
which includes all commissions, but not charges/taxes/fees)
OTCInd (7680)
AllSecurityTypeGroups, OTCIndicator
SecurityExchange (207)
PlaceNarrative (MIC)*
SecurityID (48), UnderlyingSecurityID (309)
SecurityCode
SettlPartyID (782)
PSET (Place of Settlement BIC)*
SecondaryExecID (527)
TDReferenceType
StipulationType (233)
StipulationCodeNonStandard, StipulationCodeStandard
StipulationValue (234)
StipulationAlphaNumeric, StipulationDate, StipulationNumeric, StipulationYOrN
StipulationStateCode (35587)
StipulationStateCode
Translated XML Fields to FIX Fields
The next table describes the mappings from the CTM XML fields and codes to the equivalent CTM FIX interface
fields and codes. Only the mapped XML elements included in this table are valid in the CTM FIX interface.
Table A.2 Translated CTM XML Fields to FIX Fields
CTM Field/Value
Description
FIX Field
Value
FIX Field Name (Tag)
AssetBacked, OddLotDifferential, OrderFlow, OtherRemuneration, Redemption
Y/N
OtherRemuneration—Broker/dealer receives other
remuneration
1
OddLotDifferential—Odd-lot differential or similar fee
2
OrderFlow—Broker/dealer receives order flow
payment
3
OmgeoDisclosureType (7359)
Redemption—Security is subject to redemption before 4
maturity
AssetBacked—Security is asset-backed type
5
BUYI
Buy transaction
1
SELL
Sell transaction
2
BuySellIndicator
Side (54)
BuyOrAgainstFlag
B
By—Submit
0
A
Against—Alleged
1
TradeReportType (856)
ChargeTaxType (Block)
Broker/dealers typically use one or a combination of four charge and tax types: CHAR, LOCL, OTHR, and TRAX. Ensure that you and
your counterparty agree on valid CTM values for sending and receiving messages. CTM automatically creates and returns TFEE on
all response messages in addition to all the underlying detail types.
145
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table A.2 Translated CTM XML Fields to FIX Fields (continued)
CTM Field/Value
Description
FIX Field
Value
FIX Field Name (Tag)
CHAR
Charges/Fees/Taxes
2
LOCL
Local Tax—Translated only if the
102
SupportLocalMiscFees connection property in your FIX
configuration file is set to True
OmgeoBlockChargesOrTaxesType
(7351)
LEVY
Payment Levy
6
OTHR
Other Amount
7
SHIP
Shipping Amount
1
STAM
Stamp Duty
5
STEX
Stock Exchange Tax
4
TCHA
Total Charges
101
TFEE
Total Fees
100
TRAX
Transaction Tax (per transaction)
10
ChargeTaxType (Allocation)
Broker/dealers typically use one or a combination of four charge and tax types: CHAR, LOCL, OTHR, and TRAX. Ensure that you and
your counterparty agree on valid CTM values for sending and receiving messages. CTM automatically creates and returns TFEE on
all response messages in addition to all the underlying detail types.
CHAR
Charges/Fees
2
COUN
Country/National Federal Tax
130
LADT
Local Tax—DE Specific 1
131
LIDT
Local Tax—DE Specific 2
132
LOTE
Local Tax—DE Specific 3
133
LYDT
Local Tax—DE Specific 4
134
LOCL*
Local Tax
102
LEVY
Payment Levy
6
OTHR
Other Amount
7
POST
Postage Amount
135
REGF
Regulatory Amount
136
SHIP
Shipping Amount/Regulatory
1
STAM
Stamp Duty
5
STEX
Stock Exchange Taxes/Fees
4
TCHA
Total Fees/Commissions/Charges
101
TRAX
Transaction Tax (per transaction)
10
TRAN
Transfer Tax
137
VATA
Value Added Tax
138
MiscFeeType (139)
* Translated only if the supported LocalMiscFees or IMCommissionBreakdownValue connection property is set to True.
CommissionSharingBasisIndicator
FLAT
Flat Rate (absolute)
0
CommType (13),
OmgeoCommSharingBasisIndicator
(9873)
PERU
Rate per Share/Unit
1
CommType (13),
OmgeoCommSharingBasisIndicator
(9873)
PERC
Percent
2
CommType (13), MiscFeeBasis (891),
OmgeoCommSharingBasisIndicator
(9873)
146
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table A.2 Translated CTM XML Fields to FIX Fields (continued)
CTM Field/Value
Description
FIX Field
Value
FIX Field Name (Tag)
CommissionType
Use only EXEC as commission type. DTCC reserves all other commission types listed here for future use; do not use them at this
time. CTM automatically creates and returns TCOM on all response messages in addition to EXEC. For equity clients, see Guidelines
for Submitting and Matching on Equity Trade Commissions for more information.
BNDL
Bundled Commission
BNDL
170
Allocation: MiscFeeType (139)
CLBC*
Clearing Broker’s Commission
CLBC
Block: OmgeoBlockCommissionType
(9865)
105
Allocation: MiscFeeType (139)
EXEC
Block: OmgeoBlockCommissionType
(9865)
103
Allocation: MiscFeeType (139)
EXEC*
Executing Broker's Amount
Block: OmgeoBlockCommissionType
(9865)
LOCO
Local Broker’s Commission
3
OmgeoBlockChargesOrTaxesType
(7351)
RSCH*
Research Commission
RSCH
Block: OmgeoBlockCommissionType
(9865)
160
Allocation: MiscFeeType (139)
Block: OmgeoBlockCommissionType
(9865)
SPCN*
Special Concessions Amount
SPCN
104
Allocation: MiscFeeType (139)
TCOM**
Total Commissions Amount
TCOM
OmgeoBlockCommissionType (9865)
* Translated in the AS message only if the IMCommissionBreakdownValue connection property in your FIX configuration file is set to True.
** If the IMCommissionBreakdownValue property is set to True, Omgeo returns the total commission for each allocation in the J and AS—
Settlement View messages in Commissions (12). Omgeo does not return the total commission in the NoMiscFees (136).
CountryCode
CorrespCountry
CountryCode
CustodianCountry
Varies depending on how each party in a trade is
identified in the message.
ISO country code
of instrument
issue, such as the
country portion
used in an ISIN.
RegCountry
SettlPartySubID (785),
SettlPartySubIDType (786)
CountryOfIssue (470)
SettlPartySubID (785),
SettlPartySubIDType (786)
SubAgentCountry
DetailLevelPartyCapacityIndicator
AGEN
Trading as Agent
1
BAGN
Acting as Agent for Customer and Other Person
2
CAGN
Crossing as Agent
3
CPRN
Crossing as Principal
4
CRST
Crestco (UK)
5
CUST
Settling as a Custodian
6
LCHL
The London Clearing House Ltd (UK)
7
OAGN
Acting as Agent for Person Other than Customer
8
PRAG
Acting as Agent for Some Executions and Principal
9
PRIN
Trading as a Principal
10
SAGE
Settling as an Agent
11
SCOM
SIS—Sega/Intersettle (Switzerland)
12
SPRI
Settling as a Principal
13
PROA
Principal, Agent, and Agent for Others
14
OrderCapacity (6528) or
OmgeoBrokerCapacity (7362)
147
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table A.2 Translated CTM XML Fields to FIX Fields (continued)
CTM Field/Value
Description
FIX Field
Value
FIX Field Name (Tag)
AllocTransType (71)
FunctionOfTheMessage
NEWM
New Message
0
REPC
Replacement Message
1
CANC
Cancel
2
Member of FINRA
08
OmgeoBrokerRegMembership (7357)
Market maker in the security
10
OmgeoBrokerRestrictions (7355)
International Security Identification Number
4
SecurityAltIDSource (456)
AGEN
Trading as Agent
B5
BAGN
Acting as Agent for Customer and Other Person
S5
OrderCapacity (6528) or
OmgeoBrokerCapacity (7362)
CAGN
Crossing as Agent
MT
CPRN
Crossing as Principal
MR
CRST
Crestco (UK)
5
CUST
Settling as a Custodian
6
LCHL
The London Clearing House Ltd (UK)
7
OAGN
Acting as Agent for Person Other than Customer
8
PRAG
Acting as Agent for Some Executions and Principal
9
FINRAMember
Y/N
MarketMaker
Y/N
NumberingAgencyCode
ISIN
PartyCapacity
PRIN
Trading as a Principal
10
PROA
Principal, Agent and Agent for Others
14
RLPN
Trading as Riskless Principal
15
SAGE
Settling as an Agent
11
SCOM
SIS - Sega/Intersettle (Switzerland)
12
SPRI
Settling as a Principal
13
Clearing broker
4
PartyRole
CLBR
PartyRole (452) or
NestedPartyRole (538)
EXEC
Executing broker
1
INST
Instructing party
13
PBRK
Prime broker
79
BIC
Business Identifier Code
B
EuroCCP
EuroCCP identifier
T
UNKN
Unknown
U
COUN
Off exchange trade/country
ISO Country Code SecurityExchange (207)
EXCH
Exchange
MIC
OTCO
Over the counter unregulated
MIC
VARI
Various
ISO Country Code
PartyType
PartyIDSource (447)
PlaceNarrative
148
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table A.2 Translated CTM XML Fields to FIX Fields (continued)
CTM Field/Value
Description
FIX Field
Value
FIX Field Name (Tag)
PERC
Percent
PERC
OmgeoInitialMarginTypeCode (7345)
AMNT
Amount
AMNT
UNIT
Per unit (share or contract)
2
PriceTypeCode
PriceType (423)
SecurityCodeType (Composite of NumberingAgencyCode and CountryCode)
COMM
Common Code (Euroclear and Cedel)
G
CUSI
CUSIP Number (USA and CA)
1
ISIN
ISIN
4
LOCA
ISO Country Code set in CountryCode
7
LOCA
Netherlands (NL) set in CountryCode (Dutch)
C
OTHR
Other or Bloomberg Symbol
A
QUIC
QUIK Number (JP)
3
RICN
Reuters Number (RIC)
5
SEDO
SEDOL Number (UK)
2
SICO
Sicovam Number (FR)
E
SVMN
Belgian Ticker
F
VALO
Valoren Number (CH)
D
WKNN
Wertpapier Kennummer (DE)
B
Member of SIPC
1
SecurityIDSource (22)
SIPCMember
Y/N
OmgeoBrokerRegMembership (7357)
StipulationCodeStandard (See the Common Reference Data for full descriptions)
AlphaNumeric Syntax Types:
ARMRESET
ARM Reset
ARMRESET
SERIESNUMBER
Series Number
SERIESNUMBER
Adjustable Rate Mortgage Cap
ARMCAP
StipulationType (233)
Numeric Syntax Types:
ARMCAP
ARMCOUPON
ARM—Coupon
ARMCOUPON
AVGLOANSIZE
Average Loan Size
AVGLOANSIZE
CONSPREPAYRATE Constant Prepayment Rate
CPR
INDEX
Index
INDEX
INTRATECAP
Interest Rate Cap
INTRATECAP
INTRATECAPMAX
Interest Rate Cap—Max
INTRATECAPMA
X
INTRATECAPMIN
Interest Rate Cap—Min
INTRATECAPMI
N
MONTHTOROLL
Number of Months to Roll Trade
MONTHTOROLL
PAYPERCCAP
Payment Percentage Cap
PAYPERCCAP
StipulationType (233)
149
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table A.2 Translated CTM XML Fields to FIX Fields (continued)
CTM Field/Value
Description
FIX Field
Value
FIX Field Name (Tag)
PAYPERCCAPMAX
Payment Percentage Cap—Maximum
PAYPERCCAPM
AX
StipulationType (233)
PAYPERCCAPMIN
Payment Percentage Cap—Minimum
PAYPERCCAPMI
N
PERIODICCAPMAX
Periodic Cap—Maximum
PERIODICCAPM
AX
PERIODICCAPMIN
Periodic Cap—Minimum
PERIODICCAPMI
N
PIECES
Number of Pieces
PIECES
POOLSFACE
Pools Face Amount
POOLSFACE
POOLSFACEMAX
Pools Face Amount—Maximum
POOLSFACEMA
X
POOLSFACEMIN
Pools Face Amount—Minimum
POOLSFACEMIN
POOLSPERLOT
Number of Pools per Lot
PPL
POOLSPERMILL
Number of Pools per Million
PP
POOLSPERTRADE
Number of Pools per Trade
PPT
PREPAYPERC
Prepay Percentage
PREPAYPERC
RESETPERIODMAX
Reset Period (in months)—Maximum
RESETPERIODM
AX
RESETPERIODMIN
Reset Period (in months)—Minimum
RESETPERIODM
IN
SPECORIGFACE
Specified Original Face
SPECORIGFACE
VARIANCE
Variance
VARIANCE
VARIANCEUPSIDE
Variance - Upside
VARIANCEUPSI
DE
VARIANCEDWNSID
E
Variance - Downside
VARIANCEDWN
SIDE
WAVGLOAN
Weighted Average Loan Age (in months)
WALA
WAVGLOANMAX
Weighted Average Loan Age (in months)—Maximum
WALAMAX
WAVGLOANMIN
Weighted Average Loan Age (in months)—Minimum
WALAMIN
WAVGCOUPON
Weighted Average Coupon Percentage
WAC
WAVGCOUPONMAX Weighted Average Coupon Percentage—Maximum
WACMAX
WAVGCOUPONMIN
Weighted Average Coupon Percentage– Minimum
WACMIN
WAVGMATURITY
Weighted Average Maturity (in months)
WAM
WAVGMATURITYMA Weighted Average Maturity (in months)—Maximum
X
WAMMAX
WAVGMATURITYMI
N
WAMMIN
Weighted Average Maturity (in months)—Minimum
Date Syntax Types:
ISSUE
Issue Date
ISSUE
ISSUEMAX
Issue Date – Maximum
ISSUEMAX
ISSUEMIN
Issue Date – Minimum
ISSUEMIN
MATURITY
Maturity Date
MAT
MATURITYMAX
Maturity Date – Maximum
MATMAX
MATURITYMIN
Maturity Date – Minimum
MATMIN
StipulationType (233)
150
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table A.2 Translated CTM XML Fields to FIX Fields (continued)
CTM Field/Value
Description
FIX Field
Value
FIX Field Name (Tag)
StipulationType (233)
StateCode Syntax Types:
STATEEXCLUSIVE
State of Pools Issuance - Exclusive
STATEEXCLUSI
VE
STATEINCLUSIVE
State of Pool Issuance - Inclusive
STATEINCLUSIV
E
INTONLY1020
Interest Only 10/20
INTONLY1020
NEWISSUE
New Issue (Issue date occurs during month of
purchase)
NEWISSUE
YIELDMAINT
Yield Maintenance
YIELDMAINT
WHOLE
Whole Pool
WHOLE
Y or N Syntax Types:
StipulationType (233)
TDMatchStatus and TLMatchStatus
MACH
Matched (compared or affirmed)
0
NMAT
Unmatched (uncompared or unaffirmed)
1
MISM
Mismatched (custom value)
100
PEND
Pending (custom value)
101
CAND
Canceled (custom value)
102
CREQ
Cancel Requested (custom value)
103
CREJ
Cancel Rejected (custom value)
104
CCRQ
Counterparty Cancel Requested (custom value)
105
CCRJ
Counterparty Cancel Rejected (custom value)
106
MatchStatus (573),
OmgeoTDMatchStatus (7389),
OmgeoTLMatchStatus (9054)
CANA
Cancel Agreed (custom value)
107
DISQ
Disqualified Component (custom value)
108
Execution Fill ID
XFID
SecondaryExecID (527)
Account within institution
24
OmgeoThirdPartyRole (9837)
BRCR
Broker of credit
2
CUST
Custodian
28
TDReferenceType
XFID
ThirdPartyRole
ACCW
EXEC
Executing broker
1
INST
Instructing party
9
INPA
Interested party
33
MEOR
Originator of message
9
PSET
Place of settlement
10
MERE
Recipient of message
1
SAGE
Subagent
31
ORID
Broker/Dealer’s Order ID
ORID
OrderID (37)
XOID
Exchange Order ID
XOID
SecondaryOrderID (198)
TLReferenceType
TradeTimeQualifier
Defaults to GMT1 in CTM FIX.
151
FIX 4.4 Interface Message Specification: Investment Managers (Legacy)
Table A.2 Translated CTM XML Fields to FIX Fields (continued)
CTM Field/Value
Description
FIX Field
Value
FIX Field Name (Tag)
ABS
SecurityType (167)
TypeOfFinancialInstrument
ABSS
Asset Backed Security
AGDT
Agency Debt
AGDT
BANK
Bankers Acceptance
BA
BKLN
Bank Loan
BKLN
CDEP
Certificate of Deposit
CD
COMM
Common Stock/Ordinary Share
CS
COND
Convertible Bond (Debt)
COND
CONV
Convertible Bond (Equity)
CB
CORP
Corporate Debt
CORP
CPAP
Commercial Paper
CP
DEPR
Depository Receipt
DEPR
ILBD
Inflation Linked Bonds
ILBD
LIMP
Limited Partnership
LIMP
MBSS
Mortgage Backed Security
MBS
MTNT
Medium Term Note
MTN
MUNI
Municipal Dept
MUNI
PREF
Preferred Stock/Preferred Share
PS
REPO
Repurchase
REPO
RGHT
Right
RGHT
SVDT
Sovereign Debt
EUSOV
SWAP
Equity SWAP
Not listed
TECP
Tax Exempt Commercial Paper
TECP
TBAN
To Be Announced Mortgage-Backed Security
TBA
TBIL
Treasury Bill
TBILL
TBON
Treasury Bond
TBOND
TIME
Time Deposits
TD
TNOT
Treasury Note
TNOTE
WARR
Warrant
WARR
TypeOfTransactionIndicator
TRAD
Full Trade
F
ExecType (150)
WhenIssue
WISS
When Issued
WI
SymbolSfx (65)
When and If Issued
7
SettlType (63) (fixed income)
On Call (Yield to Next Call)
CALL
YieldType (235)
YieldType
CALL
CURR
Current (Current Yield)
CURRENT
MATR
Mature (Yield to Maturity)
MATURITY
152
FOR MORE INFORMATION
Email DTCC Learning at:
DTCCLearning@dtcc.com
or visit us on the web at:
www.dtcclearning.com