Omgeo Central Trade Manager
FIX Interface Message Specification
Investment Managers (Current)
May 08, 2015
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Publication Date: May 08, 2015
Publication Code: CT622
Service: Omgeo Central Trade Manager
Title: FIX Interface Message Specification: Investment Managers (Current)
Contents
Preface
Audience
Purpose of this specification
Submit trade information
Receive trade Information
Changes in this version of the document
Related documents and training
Questions?
1. What is OFI?
Introduction
Overview
Terms
Set-up
FIX version
Session-level login
Documentation
Required reading
Reference documents
Conceptual documents
Key Omgeo CTM concepts
Pairing and matching
Status types
Match status values
Complete status values
Match Agreed status values
Block-level workflow
2. FIX messages
Introduction
Field types
Repeating groups and anchor tags
Repeating group
Anchor tag
Repeating field
Datatypes and syntax
Syntax
Escape characters and extended ASCII
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Date fields
Numeric fields
Numbers in messages you submit
Numbers in messages you receive
Quotations, arrows, and ampersand characters
Extended ASCII character set
Escape fields Omgeo CTM validates on FIX messages you submit
Reverse escape fields on FIX messages Omgeo CTM sends to you
Currency code fields
Currency precision in messages you submit
Currency precision in messages you receive
Money fields
Validation
OFI system validation
XML validation
Synchronous validation
Asynchronous validation
FIX messages key
Message headers and trailers
Standard header with example
Standard trailer with example
3. Trade messages
Introduction
Interaction of block and allocation messages
Security identification
Pairing and matching fields
Pairing fields
Matching fields
Availability of the financial details of a trade
Hiding financials
Currency
Allocation Instruction (J)—block
Block J message flow
Block commissions
Block charges, fees, and taxes
Message fields
Allocation instruction (J)—allocation
Allocation J message flow
Block information on an allocation J message
Standing settlement instructions (SSIs)
Allocation commissions
Allocation charges, fees, and taxes
Message fields
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4. Acknowledgment messages
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Introduction
Levels of message validation
Level 1—OFI validation
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Message fields—system valid (P) for all messages
Message fields—system Reject (3) for all messages
Level 2—XML validation
XML validation P messages for a J message
P message flow acknowledging a new, replace, or cancel block
Message fields—P message acknowledging an invalid block J
P message flow acknowledging a new, replace, or cancel allocation
Message fields—P message acknowledging a valid allocation J
Message fields—P message acknowledging an invalid allocation J
XML validation P messages for an AT message
P message flow acknowledging a reject counterparty block AT message
Message fields—P message for a valid reject counterparty block AT
Message fields—P message for an invalid reject counterparty block AT
P message flow acknowledging a reject counterparty confirmation
Message fields—P message for a valid reject counterparty confirm AT
Message fields—P message for an invalid reject counterparty confirm AT
5. Broker/dealer messages
Introduction
Allocation Report (AS)—alleged block
Alleged block message flow
Security identifiers
ISIN
Additional security identifiers
Alleged block commissions
Alleged block charges, fees, and taxes
Message fields
Allocation Report (AS)—broker confirmation
Alleged confirmation message flow
Security identifiers
ISIN
Additional security identifiers
Confirmation commissions
Confirmation charges, fees, and taxes
Message fields
6. Status messages
Introduction
Interaction of block and allocation status messages
Security identifiers
Trade identifiers
Status update triggers
Status update without status change
Allocation Report (AS)—block status update
Block status update AS message flow
Block reject-specific fields
Block error severity
Block field comparisons
Message fields
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Allocation Report (AS)—allocation status update
Allocation status update message flow
Allocation reject-specific fields
Allocation error severity
Allocation field comparisons
Allocation identifiers
Message fields
7. Settlement view message
Introduction
Allocation Report (AS)—settlement view
Settlement view message flow
Common view
Settlement instruction groups
Settlement instruction examples
Example 1: NoSettlPartyIDs (781) and NoSettlPartySubIDs (801) data
Example 2: NoSettlPartySubIDs (801) data only
Example 3: NoSettlPartyIDs (781) data only
Valid values
Message fields
8. Exception messages
Introduction
Allocation Instruction (J)—cancel trade components
Trade component identification
Canceling blocks and allocations
Cancellation request
Pre-MATCH AGREED cancellation
MATCH AGREED cancellation request
MATCH AGREED response to cancellation request
Cancellation override
Block cancel J message flow
Allocation J cancel message flow
Allocation Report Ack (AT)—reject counterparty trade components
About the counterparty reject trade component AT message
Trade component identification
Reject-specific fields
Rejecting blocks and confirmations
Rejects and trade component updates
Mismatched trade component updates
Trade parties remain the same
Trade parties change
Match status change
Reject counterparty block AT message flow
Reject counterparty confirmation AT message flow
Message fields
A. Common reference values
Introduction
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AllocationForceMatchIndicator (35572)
AllocTransType (71)
AltPartyIDSource (35555)
AltPartyRole (35552)
AltThirdPartyIDSource (35560)
AltThirdPartyRole (35557)
BlockForceMatchIndicator (35571)
CommType (13)
EventType (865)
MatchStatus (573)
MiscFeeBasis (891)
MiscFeeType (139)
NestedPartyIDSource (525)
NestedPartyRole (538)
OmgeoBlockChargesOrTaxesType (7351)
OmgeoBlockCommissionType (9865)
OmgeoBrokerCapacity (7362)
OmgeoBrokerCapacityBlock (35597)
OmgeoBrokerIDSource (9061)
OmgeoCommissionReason (9867)
OmgeoCommissionSharingType (9808)
OmgeoCommSharingBasisIndicator (9873)
OmgeoCompleteStatus (9056)
OmgeoConfirmCommissionReason (7395)
OmgeoCptySettlInstSourceInd (7512)
OmgeoMatchAgreedStatus (9057)
OmgeoRejectComponentFlagAlloc (9155)
OmgeoRejectComponentFlagBlock (9055)
OmgeoSecurityTypeGroup (7348)
OmgeoSettlInstrSourceIndicator (9048)
OmgeoSettlTransCondIndicator (9045)
OmgeoTDBusinessExceptionCode (9036)
OmgeoTDFieldLevelMatchStatus (7387)
OmgeoTDHighestErrorSeverity (9037)
OmgeoTDISITCRejectReasonCode (7374)
OmgeoTDMessageFieldType (7521)
OmgeoTDWorkflowModifier (7508)
OmgeoTDWorkflowType (7506)
OmgeoTLBusinessExceptionCode (9038)
OmgeoTLFieldLevelMatchStatus (7383)
OmgeoTLHighestErrorSeverity (9058)
OmgeoTLISITCRejectReasonCode (7372)
OmgeoTLMatchStatus (9054)
OmgeoTLMessageFieldType (7520)
OmgeoTLWorkflowModifier (7507)
OmgeoTLWorkflowType (7505)
OmgeoTPDetailErrorSeverity (9229)
OmgeoTradeTransCondIndicator (9043)
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PartyIDSource (447)
PartyRole (452)
SecurityExchange (207)
SecurityIDSource (22)
SecurityType (167)
SettlPartyIDSource (783)
SettlPartyRole (784)
SettlPartySubIDType (786)
SettlType (63)
Side (54)
StipulationStateCode (35587)
StipulationType (233)
TDSEBIRejectReasonCode (35578)
TLSEBIRejectReasonCode (35577)
YieldType (235)
B. FIX message examples
Introduction
New block
Inbound to Omgeo CTM—new block J message
Outbound to you—system valid P message
Outbound to you—XML valid P message
Outbound to you—block status AS message
New allocation
Inbound to Omgeo CTM—new allocation J message
Outbound to you—system valid P message
Outbound to you—XML valid P message
Outbound to you—allocation status AS message
Reject counterparty confirmation
Inbound to Omgeo CTM—reject counterparty confirmation AT message
Outbound to you—system valid P message
Outbound to you—xml valid P message
Outbound to you—allocation status AS message
Settlement view (AS)
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C. Troubleshooting errors
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Introduction
Synchronous errors
Syntax errors
Invalid data errors
Asynchronous errors
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Preface
This specification describes the Financial Information eXchange (FIX) interface to Omgeo
Central Trade ManagerSM (Omgeo CTM). By reading it, you can gain a thorough understanding
of:
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The structure and functions of FIX and Omgeo CTM
The role of the Omgeo CTM FIX interface (OFI)
The message formats that you use to submit data to and receive data from Omgeo CTM
Audience
This specification is for buy-side clients. The audience includes client IT staffers/developers,
application development managers, systems/business analysts, and Omgeo representatives.
This specification assumes:
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A familiarity with the FIX Standards Committee FIX 4.4 protocol at
http://www.fixprotocol.org
A basic understanding of the securities business and Omgeo CTM
Purpose of this specification
This specification explains how to use FIX for debt and equity asset class trades.
Submit trade information
Use this specification to submit the following for debt and equity asset class trades:
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New and replacement blocks and allocations
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Cancellation of your blocks or allocations
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Rejection of your counterparty’s blocks or confirmations
Note
All occurrences of new blocks and allocations in this specification include the same functionality as amended blocks and
allocations unless otherwise noted. For example, the acknowledgement AS message Omgeo CTM sends you for an
amend J message is the same as the acknowledgement AS message for a new J message. You designate an amend
message using the field-value pair, AllocTransType (71)=1 (replace).
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Receive trade Information
Use this specification to receive:
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Valid or Invalid responses to your block, allocation, cancellation, or rejection of counterparty
trade components.
New and canceled blocks and confirmations from your counterparty.
Updates when the status changes for your block or allocation.
Updates when your counterparty rejects your block or allocation.
Final trade settlement data from Omgeo CTM.
Changes in this version of the document
In support of Release 2 (2015), this version of the document includes new valid values for the
following common reference data fields:
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OmgeoSecurityTypeGroup (7348) on page 175
SettlPartyRole (784) on page 185
Related documents and training
For related documents and all documents referenced in this document, go to
www.omgeo.com/documentation/ctm. Omgeo also offers training to clients on how the
product works and how to use it. Course information and a calendar of offerings are available
at visit www.omgeo.com/training.
Questions?
The Omgeo Client Contact Center (CCC) provides general assistance and technical help. Visit
www.omgeo.com/ServiceCentral to:
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Enter a service request or check the status of an existing service request
Search the Omgeo knowledge base
Access the Omgeo documentation library
Obtain contact information
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1. What is OFI?
Introduction
This chapter presents an overview of the new FIX 4.4 interface for investment managers.
Overview
The Omgeo CTM FIX interface (OFI) provides a message-based method for submitting trade
components, such as blocks and allocations, including settlement information. Through OFI,
you receive your counterparty blocks, trade status updates, and final trade data from Omgeo
CTM. OFI supports the following asset classes:
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Debt (fixed income)
Equity
OFI supports service bureau or investment manager outsourcing. Outsourcers submit trades
for multiple underlying clients using a single FIX interface.
You submit your trade data to Omgeo CTM by using the supported FIX messages. OFI
translates the FIX messages into Omgeo CTM XML messages. When Omgeo CTM sends trade
data to you, OFI translates the XML messages into FIX messages.
Omgeo CTM processes trades by providing central matching, Omgeo ALERTSM standing
settlement instruction (SSI) enrichment, security cross-referencing, and a fully automated
settlement process.
Terms
Table 1.1 defines the terms in use in this specification.
Table 1.1 Terms
Term
alleged trade component
allocation
amend trade component
Definition
Any blocks and confirmations your counterparty submits to Omgeo CTM that pair and match your trade
components.
Designates portions of a block to specific accounts. You provide an allocation using the J message and OFI
translates it to a TradeDetail XML message.
See replace trade component on page 13
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Table 1.1 Terms (continued)
Term
Allocation Instruction (J) FIX
message
Definition
A FIX message you send to Omgeo CTM to:
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Allocation Instruction Ack (P) FIX
message
Allocation Report (AS) FIX message
Also referred to as a “J message.”
A FIX message Omgeo CTM sends to you to indicate whether your message is Valid or Invalid. You receive a P
message from Omgeo CTM for every trade component you send to Omgeo CTM. Also referred to as a "P
message."
A FIX message Omgeo CTM sends to you, which includes one of the following:
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Allocation Report Ack (AT) FIX
message
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asynchronous error
Business Identifier Code (BIC)
block
block-level workflow (BACW)
broker/dealer
Cancel XML Message
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Block
Single confirmation
Multiple confirmations
Also referred to as an “AT message.”
As the first field after a NumInGroup datatype field, the anchor tag in a FIX message always specifies the
beginning of a new repeating group. See Anchor tag on page 22.
An error that can occur when Omgeo CTM validates the content of a message submission against your
counterparty’s trade side data. An asynchronous error typically indicates an illegal action, ambiguous content,
or matching rule violation. Asynchronous errors can also occur during Omgeo ALERT enrichment. FIX does
not return asynchronous errors to you. You view and act on asynchronous errors using the Omgeo CTM
trade blotter. Omgeo CTM requires that you close fatal asynchronous errors before a trade can reach MATCH
AGREED status.
A unique identifier code SWIFT assigns to financial institutions, including trading organizations. Omgeo CTM
supports 8 and 11 character formats. In the messages, the syntax is 4!a2!a2!c[3!c] (for example,
OMGOUS33ABC).
Specifies trade data that is common to an unallocated total quantity, such as number of shares, price, and
currency. You provide your block using the J message and OFI translates it to a TradeLevel XML message.
Use when trading with broker/dealers who match on both block and allocation/confirmation information.
Your counterparty or the trading partner who executes a trade, also called the executing broker.
Indicates that a party wants to cancel a block or an allocation as follows:
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confirmation
Your block status or allocation status update
Your final trade settlement view
Broker-alleged block or confirmation
Also referred to as an “AS message.”
A FIX message you send to Omgeo CTM to reject your counterparty’s:
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anchor tag
Create or replace your block or allocation
Cancel your block or allocation before a trade reaches MATCH AGREED
Request cancellation of a trade post-MATCH AGREED
Accept your counterparty’s request to cancel a trade post-MATCH AGREED
Omgeo CTM allows the unilateral cancellation of components of a pre-MATCH AGREED (pre-MAGR) trade
by the originating party.
Omgeo CTM requires a bilateral cancellation for a MATCH AGREED trade.
OFI translates the cancels that you submit as J messages into Cancel XML messages.
Grouping of similar fields that appear together, such as Parties and Instrument.
A legally binding agreement between two parties. It contains information such as trade amount, settlement
amount, settlement currency, local fees and taxes, and commissions.
Defines the allowable fields for a type of trade, the required fields 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.
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Table 1.1 Terms (continued)
Term
InfoResponse XML message
InfoSettlementResponse XML
message
Invalid XML message
investment manager
Level 1 pairing (L1 pairing)
Level 2 matching (L2 matching)
Omgeo CTM FIX interface (OFI)
RejectComponent XML message
repeating group
replace trade component
settlement instruction enrichment
synchronous error
trade blotter
trade component
Definition
Part of the Omgeo CTM direct XML interface. Returns trade information about a block or a block and
allocations. OFI translates an InfoResponse into an AS message.
Part of the Omgeo CTM direct XML interface. Returns information about an entire contracted trade going to
settlement. Includes all trade data for both sides of a MATCH AGREED or CANCEL MATCH AGREED trade. OFI
translates an InfoSettlementResponse into an AS message.
Part of the Omgeo CTMdirect XML interface. Indicates that Omgeo CTM cannot process a message. This
situation occurs when system errors prevent Omgeo CTM from processing a message or when the message
fails parsing, validation, or normalization. OFI translates an Invalid into a P message.
The trading partner (counterparty) who places an order, also called the instructing party (IP). An investment
manager can be a hedge fund manager.
The act of identifying and linking a trade side to a counterparty’s submitted trade side. L1 pairing uses criteria
Omgeo sets and must be COMPLETE before level 2 (L2) matching begins.
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.
An Omgeo service that enables investment managers and their broker/dealer counterparties to send trades
to Omgeo CTM and manage exceptions.
Part of the Omgeo CTM direct XML interface. Allows one trade party to reject the counterparty’s UNMATCHED
or MISMATCHED trade component that is alleged against it.
Repeating groups in FIX messages allow you to submit and receive more than one set of values for a group of
fields. See Repeating groups and anchor tags on page 21.
When you replace a trade component, Omgeo CTM replaces the information on the trade component you
identify with information in the new trade component. When you replace a trade component, the
AllocTransType (71)=1 (replace) in the J message. In Omgeo CTM, the same concept is referred to as
amending a trade component.
The process of adding standing settlement instructions (SSIs) to trade components. Omgeo ALERT can
automatically add SSIs into the appropriate Omgeo CTM trade components:
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You can submit SSIs on allocations.
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Broker/dealers can submit SSIs on both blocks and confirmations.
An error that can occur when Omgeo CTM checks each submitted message for syntax errors, missing
information, or duplicate messages. If a FIX is message is Invalid, Omgeo CTM returns the synchronous errors
to you in a P message.
Use the Omgeo CTM trade blotter to perform all non-FIX trade-related activities. For example, use the trade
blotter to track and resolve Match status issues and to view and close trade component errors.
One or both portions of a trade side:
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TradeDetail XML message
TradeLevel XML message
trade side
Valid XML message
Your block and allocation
Your counterparty’s block and confirmation
In this document, the term “trade” implies both components unless specified otherwise.
Part of the Omgeo CTM direct XML interface. You provide your allocations using the J message and OFI
translates them to TradeDetail XML messages.
Part of theOmgeo CTM direct XML interface. Provides a summary of block information and is equivalent to a
block. The data in the message pertains to all corresponding TradeDetails. You provide your blocks using the J
message and OFI translates them to TradeLevel XML messages.
All of the trade components that constitute your side of a trade or your counterparty’s trade side. A trade side
consists of one block and one or more allocations or confirmations.
Part of the Omgeo CTM direct XML interface. Indicates that Omgeo CTM accepted a message for processing.
Returns information to the sender, such as the Omgeo-generated OmgeoTradeSideID (9052). OFI translates a
Valid into a P message.
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Set-up
Before sending and receiving messages to and from OFI, do the following:
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Set up your FIX engine to create FIX J messages and, optionally, AT messages.
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Set up your FIX engine to receive P and AS messages.
This document describes the FIX implementation in OFI. It does not explain the entire FIX
protocol. For information on the FIX protocol, see the specifications that the FIX Standards
Committee publishes at http://www.fixprotocol.org.
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Work with your Omgeo representative to set up the configuration file for the interface. At a
minimum, address the following:
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IP port addresses and ports for Client Test and Production
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SenderCompID (49)
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Globally unique AllocID (70) values
Work with your Omgeo representative to set up your Omgeo CTM matching profiles and
optional broker matching groups.
Omgeo representatives work with you and outsourcers to map necessary FIX tags. You build
the necessary application logic to send new trades, replace trades, receive trades, and cancel or
reject trades. Omgeo assumes that your organization can appropriately route trade status,
updated financials, and SSIs.
FIX version
Omgeo CTM supports FIX Protocol version 4.4. All mention of FIX in this document refers
specifically to FIX version 4.4.
Session-level login
The client sends messages for one or more investment managers over a single FIX connection.
FIX and Omgeo CTM route these messages to separate connections, so each investment
manager has a private, direct connection to Omgeo CTM
When FIX and Omgeo CTM receive a logon message from the client, the Username (553) and
Password (554) values establish a preliminary Direct Client Interface (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 Omgeo CTM user interface. Machine user ID passwords expire annually
and must be reset. Omgeo delivers pending expiration notifications to the email address
associated with the machine user four times before expiration at 60, 30, 15, and 2 days.
Thereafter, Omgeo CTM uses this authentication information to establish all connections to
Omgeo CTM for investment managers using the same FIX connection to send messages.
The parties component block of inbound business messages determines the investment
manager identity. 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.
FIX Interface Message Specification: Investment Managers (Current)
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Documentation
This section lists the documents to read or refer to as you use FIX. All Omgeo CTM and FIXrelated documentation is at www.omgeo.com/documentation/ctm.
Required reading
To understand Omgeo CTM concepts and features, read the documents in Table 1.2 below.
Table 1.2 Required reading
Document
Product Overview
Description
Provides background information required to understand Omgeo CTM features, processes,
conventions, and terminology.
Trade Blotter Reference: Investment Managers Describes how to manage trade exceptions in the Omgeo CTM web-based trade blotter.
Trade Blotter Reference: Settlement Notification Explains how to add standing settlement instruction (SSI) data to trade component fields.
Counterparties can enrich manually or automatically from Omgeo ALERT.
Reference documents
This specification and the documents listed in Table 1.3 are companion documents. Use the
documents in Table 1.3 to learn about Omgeo CTM fields, data types, allowed values, and direct
XML interface error codes.
Table 1.3 Reference documents
Document
Description
Data Dictionary
Defines all elements used in the direct XML interface and of all fields used in FIX. Most FIX fields
map to one or more elements in the direct XML interface.
Lists, sequentially, synchronous and asynchronous error codes and the error text. For
asynchronous errors, the table also lists the severity and the validation rule.
Describes the optional notification services:
Error Code Data Reference
Notification Services Reference
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Settlement Services Reference: SWIFT
MT541/543 and CSV Mapping
Trade notification
Central counterparty notification
Depository notification
Copy for Information notification
Describes the mapping between Omgeo CTM XML trade components and SWIFT MT541/543 and
CSV messages for settlement notification.
Conceptual documents
Refer to the documents in Table 1.4 to learn about submitting data in different business
scenarios.
Table 1.4 Conceptual documents
Document
Fees and Taxes: Best Practices
Equity Trade Commissions: Best Practices
L1 Pairing and L2 Matching: Questions and
Answers
Description
Provides recommendations on how to populate fee and tax fields for Omgeo CTM
Explains how to submit and match on commissions for equity trades. It defines terminology and
fields relating to commissions and provides examples.
Addresses the questions most commonly ask about pairing and matching in Omgeo CTM.
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Table 1.4 Conceptual documents (continued)
Document
TBA (To Be Announced) Mortgage-Backed
Securities: Questions and Answers
Description
Provides information clients most commonly ask about how to implement TBAs in Omgeo CTM.
Key Omgeo CTM concepts
FIX 4.4 shared services requires an understanding of the following Omgeo CTM concepts.
Pairing and matching
Omgeo CTM uses pairing and matching to match your trade components to your
counterparty’s trade components.
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l
Level 1 (L1) pairing compares your trade components to your counterparty’s components.
When critical fields match, Omgeo CTM considers the trade paired. L1 pairing occurs before
L2 matching.
Level 2 (L2) matching compares your data for paired trade components to your
counterparty’s data. When data differences fall within the defined field tolerance, Omgeo
CTM considers the component MATCHED. When the data differences fall outside of the
tolerance, Omgeo CTM considers the component MISMATCHED.
Status types
Omgeo CTM supports three different status types: Match, Complete, and Match Agreed.
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Each trade component—block (TradeLevel) and allocation (TradeDetail)—has a Match status.
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Each trade side has a Complete status.
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Both trade sides of the transaction share a Match Agreed status.
Each status type has different values. For each trade component, Omgeo CTM keeps track of
each of the three status types. It changes those status values as the trade progresses through the
work flow. For example:
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A broker/dealer’s trade side can have a Complete status with the value COMPLETE.
An allocation with a Match status of MATCHED.
- and -
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A Match Agreed status with the value NOT MATCH AGREED.
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Match status values
The Match status applies to a block or allocation. In the AS message, OFI uses the
OmgeoTLMatchStatus (9054) field for block status and MatchStatus (573) for allocation status.
Table 1.5 describes all Match status values that OFI returns for status information in the
Allocation Report (AS) message.
FIX Interface Message Specification: Investment Managers (Current)
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16
Table 1.5 Match status values
Match Status Value
UNMATCHED
MISMATCHED
MATCHED
CANCELED
CANCEL REQUESTED
COUNTERPARTY CANCEL
REQUESTED
CANCEL REJECTED
Code A trade component with this status is …
NMAT A component that does not locate a corresponding counterparty component containing pairing L1 values.
MISM A component that locates a corresponding counterparty’s component by pairing L1 values but fails to match
on L2 values or tolerances.
MACH A component that locates a corresponding counterparty’s component by pairing L1 values and matches on
all L2 values.
CAND A component that one party has withdrawn from the trade side before it is MATCH AGREED. Canceling a
block cancels all allocations. You can unilaterally cancel an individual allocation before the trade side is MATCH
AGREED.
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.
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.
CREJ A component of your trade side when:
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l
COUNTERPARTY CANCEL
REJECTED
CCRJ
The counterparty requested you to cancel the trade side after it was MATCH AGREED.
You refused to cancel.
A component that is CANCEL REJECTED has a trade side that is MATCH AGREED.
A component of your trade side when:
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You requested the counterparty to cancel the trade side after it was MATCH AGREED.
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Your counterparty refused to cancel.
CANCEL AGREED
A component that is COUNTERPARTY CANCEL REJECTED has a trade side that is MATCH AGREED.
CANA A component of a trade side that was MATCH AGREED until one party requested a cancellation, and the
counterparty agreed. A trade side that is CANCEL MATCH AGREED has all its components set to CANCEL
AGREED.
PENDING
PEND
A block is waiting for completion. The Match status of PENDING is applied in two circumstances:
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DISQUALIFIED
DISQ
A trade side is NOT COMPLETE and that NOT COMPLETE trade side uses an Omgeo-generated block.
A party submits a block (either a new one or a replacement) that L1 pairs with a counterparty’s block that
is of the PENDING status.
In both 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 Omgeo CTM determines that an L2 field
does not match, the Match status becomes MISMATCHED. When all of the required L2 fields match, the
Match status can change to MATCHED.
An allocation that failed certain asynchronous validations, such as submitting an allocation on a MATCH
AGREED trade. Omgeo CTM does not use DISQUALIFIED allocations in any calculations or processing. An
allocation can pass synchronous validation (sending a Valid response message), but fail initial asynchronous
processing. In this situation,Omgeo CTM creates a DISQUALIFIED allocation and attaches the component
identifiers to it. You can replace the allocation to correct the asynchronous failure.
A DISQUALIFIED component is not used for processing or to update any status settings or previously sent
block data. The amounts in it are not used in totaling the calculated fields. Since block information is not
updated, a search on the block fields using the value from the allocation sent does not find the
DISQUALIFIED allocation. And, once found, a retrieval of the DISQUALIFIED allocation shows the previously
set block values rather than any sent in the DISQUALIFIED allocation. Some circumstances causing this
disqualified status are:
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l
Submitting an allocation for a MATCH AGREED or CANCEL MATCH AGREED trade side
Submitting an allocation with inconsistent block information
Complete status values
The Complete status applies to a trade side. In the AS message, OFI uses the
OmgeoCompleteStatus (9056) field for Complete status. Table 1.6 describes the COMPLETE and
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17
NOT COMPLETE status values that OFI returns for status information in the Allocation Report
(AS) message
Table 1.6 Complete status values
Complete Status
Value
COMPLETE
Code
Description
COMP
NOT COMPLETE
INCP
A trade side is COMPLETE if the sum of the QuantityAllocated field on the allocations (for all allocations not CANCELED
and not DISQUALIFIED) equals the value of the QuantityOfTheBlockTrade field.
Either the sum of the QuantityAllocated field on the allocations (for all allocations not canceled):
Does not equal the value of the QuantityOfTheBlockTrade field.
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- or l
A block for the trade side is expected but not received.
Match Agreed status values
The Match Agreed status has the same value on both trade sides. In the AS message, OFI uses
the OmgeoMatchAgreedStatus (9057) field for MATCH AGREED status. Table 1.7 describes all
MATCH AGREED status values that OFI returns for status information in the Allocation Report
(AS) message.
Table 1.7 Match Agreed status values
Match Agreed
Status Value
NOT MATCH
AGREED
Code
Description
NMAG Also known as pre-MAGR, the NOT MATCH AGREED status applies to a trade side with any of the following conditions:
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MATCH AGREED
The blocks are not MATCHED.
One or more allocations are not MATCHED.
Either trade side is NOT COMPLETE.
Open, fatal asynchronous errors exist on any trade component on either trade side.
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 true:
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The blocks and all allocations 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 can 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.
A MATCH AGREED trade side is considered ready for settlement even if its components have a Match status of:
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CANCEL REQUESTED
l
COUNTERPARTY CANCEL REQUESTED
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CANCEL REJECTED
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DISQUALIFIED
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CANCELED
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COUNTERPARTY CANCEL REJECTED
CANCEL MATCH
AGREED
CMAG A trade that was MATCH AGREED and that both parties have agreed to cancel. No further action can occur on either
trade side of a trade that is CANCEL MATCH AGREED.
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Block-level workflow
FIX 4.4 supports the Omgeo CTM block-level workflow, which allows you and your
counterparty to:
Submit blocks and allocations or confirmations in any order.
l Match on both block and allocation/confirmation information.
Figure 1.1 below illustrates the flow of data in the block-level workflow. The figure illustrates a
typical trade sequence, but trade parties can submit blocks, allocations, and confirmations in
any order, as they are available. The workflow assumes that each message you submit to Omgeo
CTM receives both system valid P and XML valid P responses.
l
Investment
Manager
(You)
1
New Block (J)
Your Block Status (AS) - NMAT
2
Omgeo
CTM
1a
Broker/
Dealer
New Allocation (J) with 3 Allocations
Your Allocation Status (AS) 1 - NMAT
Your Allocation Status (AS) 2 - NMAT
Your Allocation Status (AS) 3 - NMAT
2a
Broker-Alleged Block Status (AS) - NMAT
3a
Your Block Status Update (AS) - MACH
3b
Broker-Alleged Alloc Status (AS) 1 – NMAT
Broker-Alleged Alloc Status (AS) 2 – NMAT
Broker-Alleged Alloc Status (AS) 3 – NMAT
Your Allocation Status Update (AS) 1 - MACH
Your Allocation Status Update (AS) 2 - MACH
Your Allocation Status Update (AS) 3 - MACH
Settlement View (AS) - MATCH AGREED
New Block (J)
3
New Confirm (J)
with 3 Allocations
4
4a
4b
5
Figure 1.1 Block-level workflow
Table 1.8 describes each step in a successful block-level workflow (Figure 1.1) where you and
your counterparty submit blocks and allocations/confirmation J messages. The steps highlight
the values for trade component matching statuses in the messages.
Table 1.8 Block-level workflow steps
Step Description
1
1a
2
2a
3
3a
You create a block in your internal system and send it to Omgeo CTM as a new block J message.
Omgeo CTM validates your message and Omgeo CTM processes your block, assigning it an UNMATCHED (NMAT) status. Any subsequent
change in your block status triggers the generation of an InfoResponse XML message that OFI translates into a block status AS message.
You create an allocation in your internal system and send it to Omgeo CTM as a new allocation J message. In Figure 1.1, your allocation J
message contains three allocations for the same block.
Omgeo CTM validates your message and Omgeo CTM processes your three allocations, assigning each one an UNMATCHED (NMAT) status.
Any subsequent change in your allocation status triggers Omgeo CTM to generate an InfoResponse XML message that OFI translates into an
allocation status update AS message.
Your counterparty submits a block to Omgeo CTM containing matching information with your block J message from step 1.
Omgeo CTM sends you the broker-alleged block status AS message. Even if the information in your counterparty’s message matches your
block, Omgeo CTM sends you the new broker-alleged block status AS message as UNMATCHED (NMAT).
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Table 1.8 Block-level workflow steps (continued)
Step Description
3b
4
4a
5
Omgeo CTM successfully validates and compares your counterparty’s block information to your block from step 1. Omgeo CTM sends you a
block status update AS message showing that the blocks are MATCHED (MACH).
Your counterparty submits an allocation J message with three allocations to Omgeo CTM. The J message contains matching information with
your allocation J message with three allocations from step 1.
Omgeo CTM successfully validates and compares your counterparty’s confirms to your allocations from step 2. Omgeo CTM sends you three
allocation status update AS messages showing that your allocations are MATCHED (MACH).
Omgeo CTM sends you a settlement view AS message.
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2. FIX messages
Introduction
This chapter provides an overview of FIX messages as they relate to Omgeo CTM. It describes
field types, data types and syntax, validation, headers, and trailers.
Field types
Each FIX message you submit contains information for one or more trade components. The FIX
protocol allows some fields to repeat, which requires understanding of the following terms:
l
Repeating group
l
Anchor tag
l
Repeating field
Repeating groups and anchor tags
FIX repeating groups allow you to submit more than one set of values for a group containing
one or more fields. They also allow you to receive more than one set of values from Omgeo
CTM.
Figure 2.1 shows a truncated section of the NoMiscFees (136) repeating group in the allocation J
message on page 60.
Figure 2.1 Field types
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Repeating group
In this specification, repeating group field names start with No or OmgeoNo. Where applicable,
these fields indicate the maximum number of times the group can repeat in the message.
Some examples of repeating groups include:
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l
NoMiscFees (136) for the number of miscellaneous fees, which includes the following fields:
l MiscFeeAmt (137) (anchor tag)
l MiscFeeCurr (138)
l MiscFeeType (139)
l MiscFeeBasis (891)
l OmgeoConfirmCommissionReason (7395)
OmgeoNoTradeTransCondIndicators (9042) only contains a single field,
OmgeoTradeTransCondIndicator (9043).
As a best practice, include only repeating groups that you intend to populate. When you do not
intend to populate a repeating group, omit it from your message.
Anchor tag
The anchor tag is always the first field beneath the NumInGroup datatype field. It specifies the
beginning of a new repeating group. In Figure 2.1, MiscFeeAmt (137) is the anchor tag.
Repeating field
Repeating fields are multiple instances of information in contiguous fields. FIX does not require
you to declare the number of instances that the field repeats. Table 2.1 lists all of the fields and
messages in which they reside.
Table 2.1 Repeating fields
FIX Tag/
Number
Datatype/
Syntax
J
J
J
Block Alloc Cancel
Issuer (106)
PartySubID (523)
SecurityDesc
(107)
Text (58)
String/4*35z
String/2*35z
String/4*35z
X
X
String/10*35z
X
AS
Alleged
Confirm
X
AS
Block
Status
X
AS
Alleged
Block
X
X
X
X
X
X
AT Reject
Cpty Trade
AS
Alloc
Status
X
X
X
AS
Settlement
View
X
X
X
X
For example, in a cancel J message, you can use the Text (58) tag to include up to ten narratives
about the reason for the cancellation.
As a best practice, include only repeating fields that you intend to populate. When you do not
intend to populate a repeating field, omit it from your message.
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Datatypes and syntax
FIX uses symbols in the Datatype/Syntax column for specific the purposes described in this
section.
Syntax
Table 2.2 explains the symbols used in the Syntax portion of the Datatype/Syntax column for all
of the messages in this specification.
Table 2.2 Syntax symbols
Symbol
*
n
!n
d
Description and Examples
Maximum number of field instances and allowed syntax for each instance. See Repeating field on page 22.
Allowed contents: Depends on field syntax
Syntax example:
String/4*35z
FIX field example: SecurityDesc (107)
XML element:
DescriptionOfTheSecurity
Value example:
107=SUN KINGDOM GILT 4.75 (first instance) 107=DGE (second instance)
Digits up to a maximum length.
Allowed contents: 0 1 2 3 4 5 6 7 8 9
Syntax example:
3n
FIX field example: OmgeoBlockChargesOrTaxesType (7351)
XML element:
ChargeTaxType
Value example:
7351=2 (charges/fees), 7351=102 (local tax)
Digits with exact length.
Allowed contents: 0 1 2 3 4 5 6 7 8 9
Syntax example:
8!n
FIX field example: MaturityDate (541)
XML element:
MaturityDate
Value example:
541=20320101
Digits (0–9) with a decimal comma up to a maximum length. The following rules apply:
l
The integer part is mandatory and contains at least one digit.
l
You can submit or expect to receive leading zeros.
l
A decimal comma precedes the fractional part.
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The fractional part can be missing, but the decimal comma is always present.
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You cannot submit or expect to receive a decimal point, space, or any symbol other than the decimal comma.
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The maximum length includes the decimal comma.
Allowed contents:
Syntax example:
FIX field example:
XML element:
Value example:
a
0 1 2 3 4 5 6 7 8 9,
17d
GrossTradeAmt (381)
TotalTradeAmount/Sign and Amount
381=1223,76 (1223.76), 381=12,1 (12.10 for currency precision of 2)
Uppercase letters up to a maximum length.
Allowed contents:
Syntax example:
FIX field example:
XML element:
Value example:
AB CD EF G H I J K L M NOP QR STU VW X YZ
3a
OmgeoAlertCountryCode (9049)
AlertCountryCode
9049=GEU (Germany), 9049=QA (Qatar)
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Table 2.2 Syntax symbols (continued)
Symbol
!a
Description and Examples
Uppercase letters with exact length.
Allowed contents:
Syntax example:
FIX field example:
XML element:
Value example:
c
Uppercase alphanumerics up to a maximum length.
Allowed contents:
Syntax example:
FIX field example:
XML element:
Value example:
!c
AB CD EF G H I J K L M NOP QR STU VW X YZ 0123456789
3c
SecurityIDSource (22)
NumberingAgencyCode
22=1 (CUSIP number, USA and CA), 22=A (other or Bloomberg symbol)
Uppercase alphanumerics with exact field length.
Allowed contents:
Syntax example:
FIX field example:
XML element:
Value example:
z
AB CD EF G H I J K L M NOP QR STU VW X YZ
2!a
StipulationStateCode (35587)
StipulationStateCode
35587=NY, 35587=CA
AB CD EF G H I J K L M NOP QR STU VW X YZ 0123456789
4!c
OmgeoCommSharingBasisIndicator (9873)
CommissionSharingBasisIndicator
9873=FLAT (flat rate, absolute), 9873=PERU (Rate per share/unit)
ISO/IEC 8859-1 (Latin 1) characters up to a maximum length.
Allowed contents:
Syntax example:
FIX field example:
XML element:
Value example:
The ISO /IEC 8859-1 (Latin 1) characters without <cr> or <lf>
35z
OmgeoL2MatchingProfileName (9041)
L2MatchingProfileName
(9041) DebtEuroBuys for all DLD5 clients
Although Omgeo CTM allows the full character sets outlined in 2, some counterparties use
different systems with less extensive character sets.
Escape characters and extended ASCII
Omgeo CTM enforces two levels of escaping ASCII characters that include a set of four
characters and the extended character set.
Date fields
For messages you send and receive, OFI processes the following date fields using the
LocalMktDate/8!n datatype/syntax:
l
l
l
DatedDate (873)
EventDate (866)
IssueDate (225)
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l
l
MaturityDate (541)
TradeDate (75)
SettlDate (64)
The 8!n syntax contains YYYYMMDD. An example value for DatedDate (873)=20121112.
OFI truncates the TransactTime (60) field and uses the UTCTimestamp/8!n6!n datatype/syntax.
An example value for TransactTime (60)=031500.
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Numeric fields
Depending on whether you submit or receive a message, Omgeo CTM handles numbers as
follows.
Numbers in messages you submit
When a field in a message submission contains a numeric value, follow these syntax rules:
l
l
l
Represent a decimal point with either a comma or a decimal point.
Do not use a comma as a separator for thousands, millions, billions, and so on.
Optionally, use double quotes to improve readability.
For example, Table 2.3 shows valid and invalid representations of the number 432010.25:
Table 2.3 Specifying numbers in messages you submit
Valid Number Syntax
Invalid Number Syntax
432010.25
“432010.25”
“432010,25”
432,010.25
“432,010.25”
“432,010,25”
Numbers in messages you receive
On response messages, Omgeo CTM returns amount fields to you as follows:
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Numbers contain a decimal point to indicate precision, not a comma.
Numbers include only one non-significant trailing zero.
Table 2.4 provides examples of submitted and received numeric amounts.
Table 2.4 Numeric amounts in export files
Submitted Number
“1,”
“1,0000”
“1,12000”
“1,00001”
Received Number
1.0
1.0
1.12
1.00001
Quotations, arrows, and ampersand characters
Table 2.5 shows how to escape quotation marks (“), arrows (< and >), and the ampersand (&)
before submitting your FIX message
Table 2.5 Escaping ASCII characters
Character
“
<
>
&
Escape
&quot;
&lt;
&gt;
&amp;
Extended ASCII character set
For characters that fall into the Extended ASCII Character Set, use the &#(IntegerValue)
escape. See http://www.currency-iso.org/isocy/global/en/home/tables/table-a1.html.
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Escape fields Omgeo CTM validates on FIX messages you submit
Table 2.6 lists the FIX fields and messages on which Omgeo CTM validates your escapes.
Table 2.6 Escape fields validation
FIX Field/Tag
XML Element
AllocID (70)
AllocText (161)
AllocText (161)
IndividualAllocID (467)
Issuer (106)
OmgeoL2MatchingProfileName (9041)
PartyID (448)
Pool (691)
RefAllocID (72)
MasterReference
AdditionalText
RejectComponentText
ClientAllocationReference
Issuer
L2MatchingProfileName
PartyValue
PoolNumber
MasterReference
SecurityDesc (107)
DescriptionOfTheSecurity
AdditionalText
CancelText
RejectComponentText
Text (58)
FIX Message Containing the Escape Field
J Block
J Alloc
J Cancel
AT Reject
X
X
X
X
x
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Reverse escape fields on FIX messages Omgeo CTM sends to you
Omgeo CTM reverses the escape fields on messages it sends to you. For example, if any
message contains one of the following characters, OFI escapes the character before it sends the
FIX message to you:
l
l
l
l
Quotation marks (“)
Arrows (< and >)
Ampersand (&)
Extended ASCII Character Set
Currency code fields
Omgeo CTM returns all monetary amounts with the valid International Organization for
Standardization (ISO) precision for the specified currency. If you do not specify a monetary
amount with the required precision, Omgeo CTM adjusts the precision so that it conforms to
the ISO standard. For example, for US dollar amounts, Omgeo CTM returns 100.00 instead of
100 or 100.0.
For a list of ISO currency codes, see http://www.currencyiso.org/isocy/global/en/home/tables/table-a1.html. For Office of Foreign Assets Control (OFAC)
information and conditions that apply to currencies, see the CurrencyCode section of the
Common Reference Data.
Currency precision in messages you submit
When you specify a number for a money amount field, use the correct ISO precision. Table 2.7
shows valid and invalid decimal precision for US dollar amounts (the ISO precision for the US
dollar is 2).
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Table 2.7 Currency precision in messages you submit
Valid Precision for US Dollar Amounts
“25,12”
“25,00”
25.12
25.00
Invalid Precision for US Dollar Amounts
“25,124”
“25,000”
25,124
25,000
If a money amount field exceeds the allowed precision, Omgeo CTM returns synchronous error
S14064, “Amount exceeds maximum precision.”
Some valid ISO currencies, such as gold or silver, do not have precisions. If you trade in these
currencies, Omgeo CTM does not validate the precision.
Omgeo CTM enforces currency precision on amount values. It does not enforce currency
precision on price values. For example, the US dollar value provided for AvgPx (6) can exceed
the US dollar precision of 2. But the US dollar value provided for GrossTradeAmt (381) cannot
exceed the US dollar precision of 2.
Currency precision in messages you receive
Follow these best practices:
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l
l
If an amount is null, Omgeo CTM does not map the currency.
If a field exceeds the maximum Omgeo CTM value, Omgeo CTM truncates the field. For
example, if an amount field exceeds the maximum number of decimals, Omgeo CTM
truncates the field.
If you receive XML field value, CDATA, on any message, ignore it. Derive the data for the
FIX field from the innermost parentheses (()).
Money fields
Omgeo 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 (137) value of 25, or 25,00 with a Currency (15) value of GBP is valid, but 25,000 is
invalid.
Note
Omgeo CTM uses the decimal comma. If you use a decimal point, OFI converts it to a decimal comma. If the value does
not include a decimal, OFI adds a decimal comma at the end.
Table 2.8 describes the FIX money field mappings to the Omgeo CTM XPath.
Table 2.8 FIX money field mappings to Omgeo CTM XPath
FIX Field
AllocAccruedInterestAmt (742)
Allocation Detail Original Face (9974)
AdditionalFixedIncome/OriginalFaceAmount
MiscFeeAmt (137)
XPath Mapping
AccruedInterestAmount/Amount
AdditionalFixedIncome/OriginalFaceAmount
Commissions/Commission/Amount
ChargesOrTaxes/ChargeAmount/Amount
FIX Interface Message Specification: Investment Managers (Current)
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Table 2.8 FIX money field mappings to Omgeo CTM XPath (continued)
FIX Field
AllocNetMoney (154)
AllocSettlCurrAmt (737)
OmgeoTLAccruedInterestAmount (9859)
NetMoney (118)
GrossTradeAmt (381)
OmgeoTradeDetailTradeAmount (9047)
OmgeoBlockChargesOrTaxesAmount (7353)
OmgeoBlockCommissionAmount (9866)
AllocationBlockOriginalFace (9878)
XPath Mapping
NetCashAmount/Amount
SettlementAmount/Amount
TotalAccruedInterestAmount/Amount
TotalNetCashAmount/Amount
TotalTradeAmount/Amount
TradeAmount/Amount
TradeChargesOrTaxes/ChargeAmount/Amount
TradeCommissions/Commission/Amount
TradeLevelTotals/TotalOriginalFaceAmount
The precision depends on the currency as well as the field. Price is a special case. For AvgPx (6),
the standard practice is to have four degrees of precision, regardless of the currency. You can
have up to 16 numbers to the right of the decimal point for AvgPx (6).
Validation
Omgeo applies two types of initial validation to each FIX message that you submit:
Level 1—OFI system validation checks the message formatting to ensure that it conforms to
FIX 4.4 protocol rules.
l Level 2—Omgeo CTM XML validation checks that the message contains data that conforms
to Omgeo CTM processing rules.
The FIX interface requires certain fields, but not all of these fields map to Omgeo CTM. Other
fields are optional in the FIX interface, but mandatory in Omgeo CTM.
l
OFI system validation
Omgeo applies standard FIX 4.4 protocol rules to messages that you submit and to messages
that it sends to you. Ensure that your FIX messages:
Include tag=value field pairs with delimiters between fields.
l Do not include optional fields without values.
l Follow the FIX message format (in order): header, body, and trailer.
Table 2.9 lists the verification rules that OFI applies to your FIX messages
l
Table 2.9 OFI verification rules
Validation Rule
Duplicate Tags
Unsupported
Message Types
OFI rejects a message when...
Any tag that is not part of a repeating group and appears more than once in the message. Or, you submit a tag in a
repeating group that appears more than once in the group. OFI allows one exception for duplicate tags: when a field resides
in both the clear text portion and the encrypted data portion of the same message. Clients typically use the configuration for
validation and testing. For example, sending the SenderCompID (49) in the encrypted data section allows you to use the
field in a validation exercise. In cases where the clear text data differs from the encrypted data, Omgeo CTM generates a
security warning only.
Your message type (MsgType) is not in this specification.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
28
Table 2.9 OFI verification rules (continued)
Validation Rule
Invalid Tags
Tag Order
Repeating Order
Group
Repeating Group
Count
Required Tags
OFI rejects a message when...
You submit a message that contains a tag that not included in this specification.
Your tag does not appear in the appropriate position (header, body, or trailer).
A repeating group tag appears outside its group or more than once inside its group.
The number specified in the repeating group component does not match the number of repeating group instances you
provide in the submit message.
You do not provide a mandatory value in a submit message.
Omgeo CTM complies with these validation rules for all FIX messages that it sends to you, in
accordance with the FIX 4.4 protocol. See Chapter 8, Exception messages on page 153.
XML validation
Omgeo CTM features two types of validation: synchronous and asynchronous. It performs
synchronous validation checks on every submitted message by:
Parsing the incoming message
Normalizing certain data fields, such as security code which one party can submit as an ISIN
and the other as a CUSIP. Omgeo CTM handles them as the same security
l Validating field level data against Appendix A, Common reference values on page 168.
Omgeo CTM returns all results of synchronous processing immediately using the Valid and
Invalid XML messages. OFI translates these messages into block- and allocation-level AS
messages.
l
l
Synchronous validation
A synchronous error indicates that the message you submitted does not comply with the
Omgeo CTM message specification. Some examples of conditions that result in synchronous
errors include the following:
l
l
l
File syntax errors
Invalid field data
Missing mandatory field values
l
l
l
Invalid field content
Extra fields
Conflict between data in two dependent or associated
fields
Asynchronous validation
Asynchronous validation occurs after successful completion of synchronous processing. While
synchronous processing validates the message structure, asynchronous processing validates the
content of the messages against the existing trade side data. An asynchronous error can
indicate that Omgeo CTM forbids the requested action or that the message intent is not clear.
Asynchronous validation ensures the integrity of your trade side data. It generates errors that
Omgeo CTM cannot identify during synchronous validation. In addition to parsing FIX
messages that Omgeo CTM sends, you can use the Omgeo CTM trade blotter to view
asynchronous error information.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
29
FIX messages key
The first shaded heading row at the beginning of each FIX message in Chapters 3 through 8 of
this specification indicates field-related information. Table 2.10 describes the meaning of each
column.
Table 2.10 FIX messages key
Column Header
Field Name
Tag
Datatype/Syntax
M/O/C or E/O/C
Description
FIX name assigned to the FIX tag. Most, but not all, FIX fields map to the XML elements in the direct XML interface of Omgeo CTM.
FIX tag number assigned to the FIX field.
The datatype and syntax of the FIX field. See Repeating field on page 22.
Indicates if the field is mandatory/expected, optional, or conditional.
l
Submit messages to Omgeo CTM:
M—The field is mandatory for Omgeo CTM, including fields that are mandatory for both FIX and Omgeo. One exception
to this rule is a NumInGroup field, which is optional in most cases. If you provide a positive integer in a NumInGroup field,
the following anchor tag is mandatory along with other required fields, depending on the field. For example, in Figure 2.1
on page 21, the NoMiscFees (136) tag is optional. However, if you provide a value such as 136=2, the requirements for the
five tags in the repeating group fields vary.
l
O—The field is optional.
l
C—The field is conditional and depends on other tag values in the message. If a repeating group is mandatory, then all
fields within the group are also mandatory. An example is the Parties component, which is mandatory in Omgeo CTM.
Response messages from Omgeo CTM:
l
E—You can expect to receive a value in the tag from Omgeo CTM.
l
O—Omgeo CTM only returns a value in the field if you or your counterparty submitted a value or if FIX or Omgeo CTM
generate a value.
l
C—The field is conditional and depends on other tag values in the message.
l
l
Notes
XPath
For all message types, N/A indicates that any value you supply is not applicable. Either Omgeo CTM or FIX ignores your value,
does not map your value, or supplies a value internally to conform with FIX requirements.
This specification does not distinguish between fields that are mandatory or expected for FIX and Omgeo CTM. For example, if a
field is mandatory for FIX, but not mandatory for Omgeo CTM, this specification labels the field as mandatory in the message. The
same is true for fields that are mandatory for Omgeo CTM but not FIX, such as the Parties component block.
A description of the tag, allowed values, examples, valid values, and other information about the field.
When applicable, the path of Omgeo CTM XML field name that maps to the FIX field names. To avoid repeating the full XPath for
each XML field name, all XML field names use relative XPaths. For fields that do not have a corresponding XML value or Omgeo
CTM handles in OFI, the XPath states “Not mapped.” For information about the field, see the Data Dictionary at
www.omgeo.com/documentation/ctm.
Message headers and trailers
Omgeo CTM requires that you submit FIX messages with standard headers and trailers. It uses
the same standard headers and trailers on FIX messages that it sends to you. The column
header descriptions in FIX messages key above apply to the column headers for message
headers and trailers. Another Encryption column header indicates whether you can encrypt
the field on an inbound message to Omgeo CTM. It also indicates whether Omgeo CTM
encrypts the value on the message to you.
Standard header with example
Table 2.11 outlines the standard header.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
30
Table 2.11 Standard header fields
Tag Field Name
8
BeginString
Datatype
String
M-E/O
M-E
Notes
Identifies beginning of new
message and protocol
version. Always include as
the first field in a message.
Represents length in bytes.
Always include as the first
field in a message.
Identifies the FIX message
type you submit (J or AT) or
receive (AS, P, or 3). Always
resides in the third field of a
message.
Assigned value used to
identify firm sending the
message.
XPath
Not mapped.
Encryption
No
9
9BodyLength
Length
M-E
Not mapped.
No
35
MsgType
String\3c
M-E
Not mapped.
No
49
SenderCompID
String
M-E
56
TargetCompID
String
M-E
Assigned value used to
identify the receiving firm.
String
O
128 DeliverToCompID
String
O
Trading partner company
identifier used when
sending messages using a
third party.
Trading partner company
identifier used when
sending messages using a
third party.
Not mapped, but always included on the No
standard FIX header on messages from
Omgeo CTM to you.
Not mapped.
Yes
115 OnBehalfOfCompID
34
MsgSeqNum
SeqNum\10n
M-E
52
SendingTime
UTCTimestamp
M-E
Must be a positive value.
Not mapped.
SubmitHeaderFields/
SubmitHeader/
SendersMessageReference
Time/date combination
SubmitHeaderFields/
represented in Universal
SubmitHeader/
Time Coordinated (UTC) also DateTimeOfSentMessage
known as Greenwich Mean
Time (GMT), as one of the
following:
l
l
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Not mapped, but always included on the No
standard FIX header on messages from
Omgeo CTM to you.
Yes
Yes
Yes
YYYYMMDDHH:MM:SS—Whole
seconds
YYYYMMDDHH:MM:SS.sss—Whole
seconds and milliseconds
format, including colons,
a dash, and a period.
31
The following is an example standard header for a J message:
...
8=FIX.4.4
9=1531
35=J
49=INTEGRTN
56=OFI-ST
34=3
52=20121209-20:45:11.962
Standard trailer with example
Table 2.12 outlines the standard trailer for a FIX message, which must always be the last field.
Table 2.12 Standard trailer field
Tag
10
Field Name
CheckSum
Datatype
String/3n
M-E/O
M
Notes
XPath
Three-digit character of the CheckSum Not mapped.
value.
Encryption
No
The following is an example standard trailer for a J message:
...
10=1807
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
32
3. Trade messages
Introduction
This chapter explains how to use the block J message and the allocation J message. You can use
these J messages to submit new blocks or allocations to Omgeo CTM.
l
l
Allocation Instruction (J)—block on page 36
Allocation instruction (J)—allocation on page 46
Note
See Chapter 8, Exception messages on page 153 for the cancel trade component J message fields.
Interaction of block and allocation messages
The block J message is the notification of a block trade and contains data that is consistent
across the entire trade. The allocation J message allocates parts of the block to various client
accounts.
Security identification
You send security identification information on all block and allocation J messages. Three fields
provide identifying security information about your trade:
l
l
l
SecurityID (48)—The security identifier value
SecurityIDSource (22)—The source of the SecurityID (48) value
CountryOfIssue (470)—The country code associated with the SecurityIDSource (22)
Omgeo CTM requires the SecurityID (48) and SecurityIDSource (22) fields. CountryOfIssue
(470) information is conditional. Populate CountryOfIssue (470) based on SecurityIDSource (22)
values according to the guidelines in OmgeoBrokerIDSource (9061) and SecurityIDSource (22)
table on page 184.
Pairing and matching fields
Omgeo CTM uses the following fields to L1 pair and L2 match trades.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
33
Pairing fields
Omgeo CTM dictates the L1 pairing fields. All L1 components must pair before Omgeo CTM
proceeds to L2 matching. Table 3.1 lists the L1 fields and components that apply to debt and
equity trades.
Table 3.1 L1 pairing fields by trade component—block and allocation J messages
FIX Tag
6
453
53
48
54
60
79
80
FIX Field Name
AvgPx
NoPartyIDs
Quantity
SecurityID
Side
TransactTime
AllocAccount
AllocQty (tie-breaker)
XML Field Name
DealPrice (optional)
Executing Broker and InstructingParty
QuantityOfTheBlockTrade
SecurityCode
BuySellIndicator
TradeDateTime (Omgeo CTM only matches on the date portion)
AccountID
QuantityAllocated
Block
Yes
Yes
Yes
Yes
Yes
Yes
No
No
Allocation
No
No
No
No
No
No
Yes
Yes
Matching fields
L2 matching allows you to customize the matching process. You set the L2 matching criteria by
creating matching profiles which include:
l
l
l
l
Matching profile name
Selected L2 matching fields
Field matching rules
Asset class
You create a default profile for each of your asset classes and matching profiles based on your
business needs. Matching profiles apply to block and allocation fields. Use the
OmgeoL2MatchingProfileName (9041) field to indicate which matching profile to apply to a
specific trade. Field matching rules include tolerance requirements to:
l
l
l
Match values exactly
Match within a specified tolerance
Match within a range of values
If you do not supply the OmgeoL2MatchingProfileName (9041), Omgeo CTM uses the profile
based on your organization identifier, asset type, trade currency. Work with your Omgeo
representative to determine the appropriate L2 matching profiles for your organization.
Table 3.2 lists the L2 Matching fields for blocks. This table indicates if a given L2 matching field
applies to debt, equity, or both.
Table 3.2 L2 matching fields for blocks
FIX Tag
6
223
873
541
157
FIX Field Name
AvgPx
CouponRate
DatedDate
MaturityDate
NumDaysInterest
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
XML Field Name
DealPrice
CouponRate
DatedDate
MaturityDate
NumberOfDaysAccrued
Debt
Yes
Yes
Yes
Yes
Yes
Equity
Yes
No
No
No
No
34
Table 3.2 L2 matching fields for blocks (continued)
FIX Tag
381
232
FIX Field Name
GrossTradeAmt
NoStipulations
7353
9866
9042
9859
167
64
235
236
N/A
35597
OmgeoBlockChargesOrTaxesAmount
OmgeoBlockCommissionAmount
OmgeoNoTradeTransCondIndicators
OmgeoTLAccruedInterestAmount
SecurityType
SettlDate
YieldType
Yield
Populated with ALERT data based on your ALERT keys
OmgeoBrokerCapacityBlock
XML Field Name
TotalTradeAmount
StipulationsNonStandard and
StipulationsStandard
TradeChargesOrTaxes
TradeCommissions
TradeTransactionConditionIndicator
TotalAccruedInterestAmount
TypeOfFinancialInstrument
SettlementDate
Yield
Yield
PSET
PartyCapacityIndicator
Debt
Yes
Yes
Equity
Yes
No
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
No
No
Yes
No
No
Yes
Yes
Table 3.3 lists the L2 matching fields for allocations. This table indicates if a given L2 matching
field applies to debt, equity, or both.
Table 3.3 L2 matching fields for allocations
FIX Tag
742
154
80
FIX Field Name
AllocAccruedInterestAmt
AllocNetMoney
AllocQty
XML Field Name
AccruedInterestAmount
NetCashAmount
QuantityAllocated
Debt
Yes
Yes
Yes
Equity
No
Yes
Yes
737
136
9047
781
AllocSettlCurrAmt
NoMiscFees (repeating group)
OmgeoTradeDetailTradeAmount
Populated with ALERT data based on your ALERT keys (781 is
NoSettlPartyIDs)
OmgeoBrokerCapacityBlock
OmgeoBrokerCapacity
SettlementAmount
ChargesOrTaxes and Commissions
TradeAmount
PSET
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
PartyCapacityIndicator
DetailLevelPartyCapacityIndicator
Yes
Yes
Yes
Yes
35597
7362
The currency value associated with amount fields is not used as a matching field. For more
information about matching and best practices, see the Product Overview and L1 Pairing and L2
Matching: Questions and Answers.
Availability of the financial details of a trade
By default, Omgeo CTM displays all trade financial detail or money amount fields to your
counterparty. It is an Omgeo CTM best practice to display financial details to your counterparty
for UNMATCHED or MISMATCHED trades. Displaying financial details facilitates the
resolution of matching exceptions.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
35
Table 3.4 lists the trade financial fields on the J message.
Table 3.4 Financial fields on the J message
FIX Tag
FIX Field Name
742
154
737
381
137
118
7353
9866
9859
9047
AllocAccruedInterestAmt
AllocNetMoney
AllocSettlCurrAmt
GrossTradeAmt
MiscFeeAmt
NetMoney
OmgeoBlockChargesOrTaxesAmount
OmgeoBlockCommissionAmount
OmgeoTLAccruedInterestAmount
OmgeoTradeDetailTradeAmount
Block
No
No
No
Yes
No
Yes
Yes
Yes
Yes
No
J Message
Allocation
Yes
Yes
Yes
Yes
Yes
No
No
No
No
Yes
Hiding financials
By default, your block and allocation messages display the money amount fields to
broker/dealer counterparties. If you want to hide the money amounts, contact the Omgeo CCC
to change the default setup. Alternatively, you can override the default on individual messages
by setting the OmgeoShowHiddenFieldsIndicator (9040) field to N. The
OmgeoShowHiddenFieldsIndicator (9040) field applies to all trade financials on your entire
trade side. The value on each allocation J message must equal the value on the associated block J
message.
Currency
Omgeo CTM supports International Organization for Standardization (ISO) currency codes.
The currency associated with all trade financial fields, except settlement currency, must be the
same. Specifically, the AllocSettlCurrency (736) associated with AllocSettlCurrAmt (737) can
differ from the currency of the other financial fields. The currency associated with all the other
fields must be the same.
For more information, see Availability of the financial details of a trade on the previous page.
Allocation Instruction (J)—block
The block J message allows you to enter trade data that is common to an entire trade. Omgeo
CTM maps each block J message you submit to a TradeLevel XML message. Use the block J
message to enter trade data, including:
l
l
l
Identifiers for the block
Trade financials
Trade commissions, charges, and taxes
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
36
Block J message flow
Figure 3.1 shows the new block message flow between a client system and Omgeo CTM.
Investment
Manager
Omgeo
1
Block (J)
System Ack (P)
or Reject (3)
2
3
TradeLevel XML
Internal
FIX System
OFI
5
4
Valid or Invalid XML
Acknowledgment (P)
Omgeo
CTM Host
6
7
InfoResponse XML
Block Status View (AS)
Figure 3.1 New/replace block J message flow
Table 3.5 explains the steps in Figure 3.1.
Table 3.5 New/replace block J message flow steps
Step Description
1
You create a block in your internal system and send it to Omgeo CTM as a J message.
2
3
OFI responds with one valid system (P) message for each inbound J message. The P message indicates that your J message passed OFI
validation. For detailed information about initial validation, see OFI system validation on page 28. For more information about the P message,
see Chapter 4, Acknowledgment messages on page 64.
One of the following occurs:
l
If your J message passes OFI validation, OFI translates it into a TradeLevel XML message and sends that message to Omgeo CTM.
l
If your J message fails OFI validation, OFI does not translate or send the J message to Omgeo CTM.
4
Omgeo CTM validates the TradeLevel XML message:
l
If the message passes synchronous validation, Omgeo CTM generates a Valid XML message.
l
If the message fails synchronous validation, Omgeo CTM generates an Invalid XML message that includes the reason for failure.
5
OFI translates the Valid or Invalid XML message into an Allocation Instruction Ack (P message). Negative acknowledgments include the
synchronous errors from the Invalid XML message. For additional information about the P message, see Chapter 4, Acknowledgment
messages on page 64.
If the TradeLevel XML message passes synchronous validation, Omgeo CTM processes your block and assigns it an UNMATCHED status. Any
subsequent change in your block status triggers the generation of an InfoResponse XML message that includes information about your
block.
OFI translates the InfoResponse XML message into a block status update AS message (Allocation Report (AS).
6
7
Block commissions
You can send up to four commission types as repeating groups nested in
OmgeoNoBlockCommissions (9874). If you do not provide total commissions (TCOM) in one of
the groups, Omgeo CTM calculates TCOM. Omgeo CTM uses this calculated value for
matching. For allowed commission values, see OmgeoBlockCommissionType (9865) on
page 172.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
37
See Equity Trade Commissions: Best Practices for background information on supplying
commissions.
Block charges, fees, and taxes
You can send up to six OmgeoNoBlockChargesOrTaxes (7350) repeating groups to specify the
trade’s block charges, fees, and taxes. This group specifies the charge tax type (for example,
transaction or local tax) and charge amounts at the block. If you do not provide total fees
(TFEE) in one of the groups, Omgeo CTM calculates TFEE and uses this calculated value for
matching. For allowed values, see OmgeoBlockChargesOrTaxesType (7351) on page 172.
See Fees and Taxes Code of Practice for information on supplying fees, charges, and taxes.
Message fields
Table 3.6 lists the block J message fields. See Chapter 2, FIX messages on page 21 for table layout
and field information. The root XPath is the TradeLevelBody composite in the TradeLevel
message.
Table 3.6 Message fields—Allocation Instruction (J) for a new or replace block
In
d.
1
Tag
Field Name
Datatype/
Syntax
9040 OmgeoShowHiddenFieldsIndica Boolean/1!a
tor
M/O/ Notes
XPath
C
O
Indicates whether the
../ShowHiddenFieldsIndicator
broker/dealer can see hidden
amount fields. Valid values:
l
Y—Yes (show amount fields—
default)
l
N—No (hide amount fields)
1
9041 OmgeoL2MatchingProfileName String/35z
O
1
70
AllocID
String/16z
C
1
71
AllocTransType
char/1!n
M
See Availability of the financial
details of a trade on page 35.
Specifies the name of the L2
../L2MatchingProfileName
matching profile. See Pairing and
matching on page 16.
Supply a block identifier as follows: XPath as follows:
l
New block—Supply a value for l New
your identifier for your new
block—../TradeLevelReferences/MasterReferenc
block.
e
l
Replace block— Supply the
l
Replace block—Not mapped.
same value that you used for
the new block message to
reference which block you are
replacing. Also, supply the
same value in the RefAllocID
(72) tag on the J message.
Indicates the type of J message.
../FunctionOfTheMessage
l
New block—Supply
AllocTransType (71)=0. Omgeo
CTM sets the XML
FunctionOfTheMessage to
NEWM.
l
Replace block—Supply
AllocTransType (71)=1. Omgeo
CTM sets the XML
FunctionOfTheMessage to
REPC
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
38
Table 3.6 Message fields—Allocation Instruction (J) for a new or replace block (continued)
In
d.
1
Tag
Field Name
7370 OmgeoTLVersionOfTradeComp
onent
Datatype/
Syntax
int/10n
M/O/ Notes
C
C
Indicates your version number of
your block:
l
l
1
626
AllocType
int/1!n
N/A
1
72
RefAllocID
String/16z
M
1
857
AllocNoOrdersType
int/1!n
N/A
1
54
Side
char/1!n
M
1
65
SymbolSfx
String/2!a
O
1
48
SecurityID
String/30z
M
1
22
SecurityIDSource
String/3c
M
1
167
SecurityType
String/5a
M
1
541
MaturityDate
LocalMktDate/ O
8!n
New block—Do not include this
field. Omgeo CTM sets the first
value for this field, which it
returns to you on the P
message (valid XML).
Replace block—Increment the
value of the field by at least 1 for
each subsequent block J
submission. For example, if
Omgeo CTM returned:
OmgeoTLVersionOfTradeComp
onent (7370)=1 on the P
message for a valid new block
Submit:
OmgeoTLVersionOfTradeComp
onent (7370)=2 or greater for
the subsequent replace block J
message.
XPath
XPath as follows
l
l
New block—Not mapped.
Replace block—
../VersionOfTradeComponent
Do not supply a value (OmgeoNot mapped.
supplied).
Indicates your identifier for your
XPath as follows:
block.
l
New block—Not mapped.
l
New block—Optionally supply l Replace block—../TradeLevelReferences/
a value.
MasterReference
l
Replace block—Omgeo CTM
requires a value. Use the same
value that you used in AllocID
(70) for the new block message
to reference which block you
are replacing.
Do not supply a value (Omgeo CTM
ignores).
Indicates the trade side. For valid
values, see Side (54) on page 187.
For fixed income securities, valid
value is WI (when issued).
Security identifier value of
SecurityIDSource (22) type. Use
escape rules. See Security
identification on page 33.
The ISO country code associated
with the SecurityIDSource (22). See
Security identification on page 33.
For valid values, see
SecurityIDSource (22) on page 184.
Indicates type of security. For valid
values, see SecurityType (167) on
page 184.
For fixed income securities, date of
maturity.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Not mapped.
../TradeLevelInformation/BuySellIndicator
Not mapped.
../IdentificationOfASecurity/SecurityCode
../IdentificationOfASecurity/SecurityCodeType/
NumberingAgencyCode
../TradeLevelInformation/TypeOfFinancialInstrument
../TradeLevelInformation/MaturityDate
39
Table 3.6 Message fields—Allocation Instruction (J) for a new or replace block (continued)
In
d.
1
Tag
Field Name
225
IssueDate
1
228
1
470
CountryOfIssue
1
231
ContractMultiplier
1
223
CouponRate
1
207
SecurityExchange
1
106
Issuer
1
107
SecurityDesc
1
691
Pool
1
873
DatedDate
1
870
NoInstrAttrib
Datatype/
M/O/ Notes
Syntax
C
LocalMktDate/ O
For fixed income securities, the date
8!n
on which a bond or stock offering is
issued. It can be the same as the
effective date (DatedDate (873)) or
the date on which interest begins to
accrue (InterestAccrualDate (874)).
float/17d
O
For fixed income securities,
amortization factor for deriving
current face from original face for
an Asset-Backed Security (ABS) or
Mortgage-Backed Security (MBS).
Country/2!a
C
The ISO country code associated
with the SecurityIDSource (22). See
Security identification on page 33.
For valid values, see
SecurityIDSource (22) on page 184.
float/15d
O
For fixed income securities, supply
quantity in nominal amount.
Percentage/17 O
For fixed income securities, the rate
d
of interest that, when multiplied by
the principal, par value, or face
value of a bond, provides the
periodic interest payment.
Exchange/3!a O
ISO Market Identifier Code (MIC).
For the only valid value, see
SecurityExchange (207) on
page 183.
String/4*35z
O
Repeating field of up to four
instances that identify the security
issuer, such as International
Business Machines, or GNMA. Use
escape rules.
String/4*35z
O
Repeating field of up to four
instances that describe the security.
Use escape rules.
String/30z
O
For fixed income securities, identifies
MBS and ABS pools. Use escape
rules.
LocalMktDate/ O
For fixed income securities, supply a
8!n
value if the value for this field is
different from IssueDate (225).
NumInGroup O
Repeating group (870–872) of up to
two instances of any underlying
XML AlternativeMinimumTax and
FederalTax amounts associated with
the trade.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
XPath
../TradeLevelInformation/IssueDate
../TradeLevelInformation/CurrentFactor/Sign and
Amount
../IdentificationOfASecurity/SecurityCodeType/Countr
yCode
../TradeLevelInformation/LotSize
../TradeLevelInformation/CouponRate/Sign and
Amount
../TradeLevelInformation/PlaceOfTrade/PlaceNarrativ
e
../TradeLevelInformation/Issuer
../IdentificationOfASecurity/DescriptionOfTheSecurity
../TradeLevelInformation/PoolNumber
../TradeLevelInformation/DatedDate
Not mapped.
40
Table 3.6 Message fields—Allocation Instruction (J) for a new or replace block (continued)
In
d.
2
Tag
Field Name
InstrAttribType
Datatype/
Syntax
int/2!c
M/O/ Notes
XPath
C
C
Required if NoInstrAttrib (870)>0. ../TradeLevelInformation/AlternativeMinimumTaxorFe
Valid values:
deralTax
l
When InstrAttribType (871)=19
(subject to alternative minimum
tax), Omgeo CTM sets XML
AlternativeMinimumTax=AMT
X.
l
When InstrAttribType (871)=99
(text) and InstrAttribValue
(872)=FDTX, Omgeo CTM sets
XML FederalTax=FDTX.
871
2
872
InstrAttribValue
String/4!c
C
1
53
Quantity
Qty/17d
M
1
1
6
15
AvgPx
Currency
Price/17d
Currency/3!a
M
C
1
453
NoPartyIDs
NumInGroup
M
2
448
PartyID
String/34z or
4!a2!a2!c[3!c]
M
Required if NoInstrAttrib (870)>0.
Value of the tax.
Total number of shares or
confirmations allocated to all
accounts. This number is the total
quantity of shares for the block.
Deal price for the block.
ISO currency code of AvgPx (6).
Supply the currency of the local
market or exchange where the
block trade was conducted. See
Currency on page 36.
Not mapped.
../TradeLevelInformation/QuantityOfTheBlockTrade
Amount
../TradeLevelInformation/DealPrice/Amount
./TradeLevelInformation/DealPrice/CurrencyCode
and
../TradeLevelInformation/TotalTradeAmount/Currenc
yCode and
.../TradeLevelTotals/TotalNetCashAmount/CurrencyCo
de
Repeating group (448–452) of up to Not mapped.
three instances for the following
party identifiers:
l
Investment manager
l
Executing broker
l
Clearing organization
All new and replace blocks require a
minimum of investment manager
and executing broker identifiers.
Required if NoPartyIDs (453)>0.
Party identifier. See PartyIDSource
(447) on page 183 and PartyRole
(452) on page 183.To enter a
clearing organization in PartyID
(448), set the following:
l
l
../InstructingParty/PartyValue
or
../ExecutingBroker/PartyValue
or
../TradeLevelInformation/PlaceOfClearing
PartyRole (452)=21 (clearing
organization)
PartyIDSource (447)=B (BIC)
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
41
Table 3.6 Message fields—Allocation Instruction (J) for a new or replace block (continued)
In
d.
2
Tag
Field Name
447
PartyIDSource
Datatype/
Syntax
char/4c
M/O/ Notes
C
M
Required if NoPartyIDs (453)>0.
Source of the PartyID (448). It is best
practice to use a BIC. The required
length is 8 or 11 characters. Omgeo
CTM sets the underlying XML
PartyType as follows:
l
When PartyRole (452)=13,
Omgeo sets
PartyType=PartyIDSource
(447) value in the
InstructingParty composite.
l
When PartyRole (452)=1,
Omgeo sets
PartyType=PartyIDSource
(447) value in the
ExecutingBroker composite.
2
452
PartyRole
int/2n
M
1
75
TradeDate
1
60
TransactTime
LocalMktDate/ M
8!n
UTCTimestamp M
/8!n6!n
1
63
SettlType
char/1!n
1
64
SettlDate
1
381
GrossTradeAmt
LocalMktDate/ M
8!n
Amt/17d
M
1
118
NetMoney
Amt/17d
O
1
58
Text
String/10*35z
O
O
For valid values, see PartyIDSource
(447) on page 183
Required if NoPartyIDs (453)>0.
Identifies the type or role of the
specified PartyID (448). For valid
values, see PartyRole (452) on
page 183.
Supply the trade date of the
execution order.
Supply the trade date of the
execution order. Optionally, you can
submit 00:00:00 for the time portion.
For fixed income securities, indicates
a when-issued fixed income
security. Set SettlType (63)=7 (when
issue) to indicate a when-issued
fixed income security. Omgeo CTM
ignores other values in this field
because the required SettlDate (64)
field overrides them. For the only
valid value, see SettlType (63) on
page 186.
Date of trade settlement.
Gross amount of the block trade
corresponding to the same
currency as AvgPx (6). Sum of
Quantity (53) multiplied by
AllocAvgPx (153) or sum of Quantity
(53) multiplied by AllocPrice (366).
Total block amount due as the result
of the transaction in the same
currency as AvgPx (6).
Repeating field of up to ten
instances of free format text.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
XPath
../InstructingParty/PartyType
or
../ExecutingBroker/PartyType
../InstructingParty/PartyRole
or
../ExecutingBroker/PartyRole
Not mapped.
../TradeLevelInformation/TradeDateTime
../TradeLevelInformation/WhenIssue
../TradeLevelInformation/SettlementDate
../TradeLevelInformation/TotalTradeAmount/
Sign and Amount
../TradeLevelTotals/TotalNetCashAmount/
Sign and Amount
../AdditionalData/AdditionalText
42
Table 3.6 Message fields—Allocation Instruction (J) for a new or replace block (continued)
In
d.
1
Tag
Field Name
157
NumDaysInterest
Datatype/
Syntax
int/4!n
1
232
NoStipulations
NumInGroup
2
233
StipulationType
String/15c
2
234
StipulationValue
String/35z or
C
LocalMktDate/
8!n or
Boolean/1!a
Required if NoStipulations (232)>0.
Value of the stipulation, unless the
stipulation requires a state code.
Enter state codes in the
NoStipulationStateCodes (35586)
repeating group.
2
3558 NoStipulationStateCodes
6
NumInGroup
C
3
3558 StipulationStateCode
7
char/2!a
C
2
3558 StipulationFlag
8
String/1!c
C
Repeating group (35587) of up to
20 instances of state codes
associated with a stipulation on a
TBA trade.
Required if
NoStipulationStateCodes (35586)>0.
For valid values, see
StipulationStateCode (35587) on
page 187.
Indicates the type of stipulation:
l
S—Standard
l
N—Nonstandard
1
3559 OmgeoBroker
7
CapacityBlock
int/2n
O
1
235
String/7a
C
YieldType
M/O/ Notes
C
O
For fixed income securities, number
of days of interest for the
instrument. The value can be
negative.
O
Repeating group (233–234) of up to
20 instances of stipulations for a TBA
fixed income trade. Stipulations
specify the characteristics of
mortgage pools used to fulfill the
TBA security. You can include
standard and nonstandard
stipulations in the block J message.
C
Required if NoStipulations (232)>0.
For valid values, see StipulationType
(233) on page 188.
The executing broker’s role of in the
block component of the trade, such
as trading as agent. For valid
values, see
OmgeoBrokerCapacityBlock (35597)
on page 173
For fixed income securities,
populated when Yield (236) has a
value. For valid values, see
YieldType (235) on page 190
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
XPath
../TradeLevelInformation/NumberOfDaysAccrued
Not mapped.
../TradeLevelInformation/StipulationsNonStandard/
StipulationCodeNonStandard
or
../TradeLevelInformation
/StipulationsStandard
/StipulationCodeStandard
../TradeLevelInformation/
StipulationsNonStandard
/StipulationCodeValueNonStandard
or
../TradeLevelInformation/
StipulationsStandard
/StipulationValueStandard
/StipulationNumeric
or
StipulationAlphanumeric
or
StipulationDate or StipulationYOrN
Not mapped.
../TradeLevelInformation
StipulationsStandard
StipulationValueStandard
/StipulationStateCode
Not mapped.
../TradeLevelInformation
/PartyCapacityIndicator
../TradeLevelInformation
/Yield/YieldType
43
Table 3.6 Message fields—Allocation Instruction (J) for a new or replace block (continued)
In
d.
1
Tag
Field Name
236
Yield
1
9042 OmgeoNoTrade
TransCondIndicators
9043 OmgeoTrade
TransCondIndicator
2
Datatype/
M/O/ Notes
Syntax
C
Percentage/17 C
For fixed income securities,
d
populated when YieldType (235)
has a value. Yield percentage.
NumInGroup O
Repeating group (9043) of up to ten
bargain conditions at the block.
String/4!a
C
Required if
OmgeoNoTradeTransCondIndicato
rs (9042)>0. Indicates any bargain
conditions for the trade. For valid
values, see
OmgeoTradeTransCondIndicator
(9043) on page 181.
String/16z
C
The internal Omgeo CTM ID
assigned to uniquely identify your
view of a trade.
l
For a new block—Do not
include this field. Omgeo CTM
assigns an OmgeoTradeSideID
(9052) to the first trade
component you submit. It
returns the identifier in the
block status AS message.
l
For a replace block—If you do
not supply a RefAllocID (72)
earlier in the message, Omgeo
CTM uses the value you supply
in this field.
1
9052 OmgeoTradeSideID
1
9858 OmgeoTLAccrued
InterestCurrency
Currency/3!a
O
1
9859 OmgeoTLAccrued
InterestAmount
Amt/17d
O
1
9878 AllocationBlock
OriginalFace
Amt/17d
O
1
5537 CurrentFace
Amt/17d
O
1
9874 OmgeoNoBlockCommissions
NumInGroup
O
XPath
../TradeLevelInformation/
Yield/
Sign and Amount
Not mapped.
../TradeLevelInformation
/TradeTransactionCondition
Indicator
XPath as follows:
l
New block—Not mapped.
l
Replace block—
../TradeLevelReferences
/CTMTradeSideId
For fixed income securities, the
currency for total accrued interest
on the block.
For fixed income securities, the
absolute value of total accrued
interest on the block.
../TradeLevelTotals
/TotalAccruedInterestAmount
/CurrencyCode
../TradeLevelTotals/
TotalAccrued
InterestAmount/
Amount
For fixed income securities, the total ../TradeLevelTotals/
original face amount for the asset- TotalOriginalFaceAmount
backed security at the block. Value
must be greater than 0 and less
than 99999999999999.
For fixed income securities, the
../TradeLevelInformation/
absolute value of current face.
CurrentFaceValue
Repeating group (9873–9867) of up Not mapped.
to four instances that describe
commissions on the block. For more
information, see Block commissions
on page 37..
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
44
Table 3.6 Message fields—Allocation Instruction (J) for a new or replace block (continued)
In
d.
2
Tag
Field Name
2
9865 OmgeoBlock
CommissionType
String/4!c
2
9866 OmgeoBlock
CommissionAmount
Amt/17d
2
9869 OmgeoBlock
CommissionCurrency
Currency/3!a
2
9867 OmgeoCommissionReason
String/4!c
1
7350 OmgeoNoBlock
ChargesOrTaxes
NumInGroup
2
7351 OmgeoBlockCharges
OrTaxesType
char/3n
2
7352 OmgeoBlockCharges
OrTaxesCurrency
Currency/3!a
2
7353 OmgeoBlockCharges
OrTaxesAmount
Amt/17d
9873 OmgeoCommSharing
BasisIndicator
Datatype/
Syntax
String/4!c
M/O/ Notes
C
C
Required if
OmgeoNoBlockCommissions (9874)
>0. Identifies the commission
sharing basis under which the
trade was executed. Set the value to
FLAT (Flat Rate) when the
OmgeoBlockCommissionType
(9685) is TCOM (Total Commissions).
C
Required if
OmgeoNoBlockCommissions (9874)
>0. For valid values, see
OmgeoBlockCommissionType
(9865) on page 172.
C
Required if
OmgeoNoBlockCommissions (9874)
>0. Amount of block commission.
C
Required if
OmgeoNoBlockCommissions (9874)
>0. The block commission currency.
Populate this field when the
OmgeoCommSharingBasisIndicator
(9873) is PERU (Rate per Share) or
FLAT (Flat Rate). Do not populate if it
is PERC (Percent).
C
Required if
OmgeoNoBlockCommissions (9874)
>0. For valid values, see Common
reference values on page 168
O
Repeating group (7371–7353) of up
to six instances that describe the
charges and taxes on the block. For
more information, see Block
charges, fees, and taxes on page 38.
C
Required if
OmgeoNoBlockChargesOrTaxes
(7351)>0. The type of block charge
or tax. For valid values, see
OmgeoBlockCommissionType
(9865) on page 172.
C
Required if
OmgeoNoBlockChargesOrTaxes
(7351)>0. The block charge or tax
currency.
C
Required if
OmgeoNoBlockChargesOrTaxes
(7351)>0. Amount of block
charges/taxes.
XPath
../TradeCommFeesTaxes/
TradeCommissions/
CommissionSharing
BasisIndicator
../TradeLevelBody/
TradeCommFeesTaxes/
TradeCommissions/
CommissionType
../TradeCommFeesTaxes/
TradeCommissions/
Commission/Amount
../TradeCommFeesTaxes/
TradeCommissions/
Commission/
CurrencyCode
../TradeCommFeesTaxes/
TradeCommissions/
CommissionReasonCode
Not mapped.
../TradeCommFeesTaxes/
TradeChargesOrTaxes/
ChargeTaxType
../TradeCommFeesTaxes/
TradeChargesOrTaxes/
ChargeAmount/
CurrencyCode
../TradeCommFeesTaxes/
TradeChargesOrTaxes/
ChargeAmount/
Amount
Standard Trailer
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
45
Allocation instruction (J)—allocation
The allocation J message allows you to enter trade data for one or more allocations within the
same block. Omgeo CTM maps each allocation J message you submit to a TradeDetail XML
message.
Use the allocation J message to enter trade data, including:
l
l
l
l
l
l
Identifiers for the allocation
Basic information for the security
Basic data for the allocation
Allocation financials
Allocation commissions, charges, and taxes
Standing Settlement Instruction (SSI) ALERT Keys
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
46
Allocation J message flow
Figure 3.2 shows the allocation message flow.
Omgeo
Investment
Manager
1
Allocation (J)
(with 3 Allocations)
System Valid (P)
or Reject (3)
2
3
Internal
FIX System
XML Valid 1 (P)
XML Valid 2 (P)
XML Valid 3 (P)
Allocation Status 1 (AS)
Allocation Status 2 (AS)
Allocation Status 3 (AS)
OFI
5
TradeDetail 1 XML
TradeDetail 2 XML
TradeDetail 3 XML
Valid or Invalid 1 XML
Valid or Invalid 2 XML
Valid or Invalid 3 XML
4
InfoResponse 1 XML
InfoResponse 2 XML
InfoResponse 3 XML
6
Omgeo
CTM Host
7
Figure 3.2 Allocation J message flow
Table 3.7 explains the steps in Figure 3.2.
Table 3.7 Allocation J message flow steps
Step
1
2
3
4
5
6
7
Description
You create an allocation in your internal system and send it to Omgeo as a J message. In Figure 3.2, your allocation J message contains
three allocations for the same block.
OFI responds with one Valid System Ack (P) message for each inbound J message. The P message indicates that your J message passed
OFI validation. For detailed information about initial validation, see OFI system validation on page 28. For additional information about the P
message, see Acknowledgment messages on page 64.
If the entire J message passes OFI validation, OFI creates a TradeDetail XML message for each allocation instance in the NoAllocs (78)
repeating group. OFI then sends the TradeDetails to Omgeo CTM. Otherwise, OFI does not translate the allocations into a TradeDetail XML
message and Omgeo CTM performs no further processing on the J message.
Omgeo CTM validates each TradeDetail XML message.
l
If the message passes synchronous validation, Omgeo CTM generates a Valid XML message.
l
If the message fails synchronous validation, Omgeo CTM generates an Invalid XML message that includes the reasons for failure.
OFI translates the Valid or Invalid XML message into the P message. Negative acknowledgments include the synchronous errors from the
Invalid XML message. For additional information about the P message, see Acknowledgment messages on page 64.
For each TradeDetail XML message that passes synchronous validation, Omgeo CTM processes your allocation and assigns it an
UNMATCHED status. A change in your allocation status triggers the generation of an InfoResponse XML message that includes
information about your allocation.
OFI translates each InfoResponse XML message into an AS message in a block status update.
Block information on an allocation J message
Omgeo CTM requires you to provide the same block information on each allocation J message
associated with the block. Ensure that the block information you provide in the fields listed in
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
47
Table 3.8 is identical to the information you provided on your block.
Table 3.8 Block information on Allocation J message by asset class
FIX Tag
6
231
223
15
5537
873
228
381
870
225
106
FIX Field Name
AvgPx
ContractMultiplier
CouponRate
Currency
CurrentFace
DatedDate
Factor
GrossTradeAmt
NoInstrAttrib
IssueDate
Issuer
XML Field Name
DealPrice
LotSize
CouponRate
CurrencyCode
CurrentFaceValue
DatedDate
CurrentFactor
TotalTradeAmount
AlternativeMinimumTax and FederalTax
IssueDate
Issuer
Debt
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Equity
Yes
Yes
No
Yes
Yes
No
No
Yes
Yes
Yes
Yes
541
232
157
9042
691
53
207
167
64
MaturityDate
NoStipulations (repeating group)
NumDaysInterest
OmgeoNoTradeTransCondIndicators
Pool
Quantity
SecurityExchange
SecurityType
SettlDate
MaturityDate
StipulationsNonStandard and StipulationsStandard
NumberOfDaysAccured
TradeTransactionConditionIndicator
PoolNumber
QuantityOfTheBlockTrade
PlaceNarrative
TypeOfFinancialInstrument
SettlementDate
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
No
No
No
Yes
No
Yes
Yes
No
Yes
63
54
60
235
236
SettlType
Side
TransactTime
YieldType
Yield
WhenIssue
BuySellIndicator
TradeDateTime
Yield
Yield
Yes
Yes
Yes
Yes
Yes
No
Yes
Yes
No
No
Standing settlement instructions (SSIs)
Omgeo CTM allows you to submit your ALERT SSI keys for enrichment. To request that
Omgeo CTM enrich from the Omgeo ALERT SSI database for your allocation:
l
l
Set the OmgeoSettlInstrSourceIndicator (9048) field to ALRT.
Enter your ALERT keys in the following fields: OmgeoAlertCountryCode (9049),
OmgeoAlertMethodType (9050), and OmgeoAlertSecurityType (9051).
Allocation commissions
You can include up to four commissions on an allocation: total commissions (TCOM) and three
granular commissions.
Use the Commission (12) field to enter the TCOM value for the allocation.
l
l
Use the NoMiscFees (136) repeating group to enter up to three granular commissions.
If you do not provide TCOM, Omgeo CTM calculates the TCOM value. Omgeo CTM uses
the TCOM value for matching and also returns the value in the AS message (settlement
view). For valid values, see MiscFeeType (139) on page 170.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
48
See Guidelines for Submitting and Matching on Equity Trade Commissions for background
information on supplying commissions.
Allocation charges, fees, and taxes
You can send up to six NoMiscFees (136) repeating groups to specify the allocation’s charges,
fees, and taxes. This group specifies the charge tax type (for example, transaction or local tax)
and charge amounts for an allocation. If you do not provide total fees (TFEE), Omgeo CTM
calculates the TFEE value for you. Omgeo CTM uses the TFEE value for matching and also
returns the value in your AS settlement view message. For allowed values, see MiscFeeType
(139) on page 170.
See Fees and Taxes Code of Practice for background information on supplying fees, charges, and
taxes.
Message fields
Table 3.9 lists the allocation J message fields. See Chapter 2, FIX messages on page 21 for table
layout and field information. The root XPath is the TradeDetailBody composite in the
TradeDetail message.
Table 3.9 Message fields—Allocation Instruction (J) for a new or replace allocation
In Tag Field Name
Datatype/
d.
Syntax
Standard Header (MsgType=J)
1 9040 OmgeoShowHiddenFieldsIndicato Boolean/1!a
r
M/O/ Notes
C
XPath
O
../ShowHiddenFieldsIndicator
1
9041 OmgeoL2MatchingProfileName
String/35z
O
1
70
String/16z
M
AllocID
Indicates whether the broker/dealer
can see hidden amount fields. Valid
values:
l
Y—Yes (show amount fields
default)
l
N—No (hide amount fields)
See Availability of the financial details
of a trade on page 35.
Specifies the name of the L2 matching ../L2MatchingProfileName
profile. See Pairing and matching on
page 16.
Supply a block identifier value as
XPath as follows:
follows:
l
New allocations —Not mapped.
l
Replace allocations
l
New allocations—The value
—../TradeLevelReferences/
represents your identifier for your
MasterReference
block associated with one or more
new allocations in this J message.
l
Replace allocations—The value
represents your identifier for your
block associated with one or more
allocations that this message
replaces.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
49
Table 3.9 Message fields—Allocation Instruction (J) for a new or replace allocation (continued)
In
d.
1
Tag
Field Name
Datatype/
Syntax
char/1!n
M/O/ Notes
XPath
C
M
Indicates the purpose of J message.
../FunctionOfTheMessage
l
New allocations—Supply
AllocTransType (71)=0. Omgeo
CTM sets the XML
FunctionOfTheMessage to NEWM
and
OmgeoTDVersionOfTradeCompo
nent (7371) to 1.
l
Replace allocations—Supply
AllocTransType (71)=1. Omgeo
CTM sets the XML
FunctionOfTheMessage to REPC.
71
AllocTransType
1
7371 OmgeoTDVersionOfTradeCompo
nent
int/10n
C
Indicates the version of the allocation: XPath as follows:
l
New allocations—Do not include
l
New allocations —Not mapped.
this field. Omgeo CTM sets the first
value for this field, which it returns l Replace allocations —../VersionOf
TradeComponent
to you on the P message (valid
XML).
l
Replace allocations—Increment
the value of the field by at least 1
for each subsequent allocation J
submission. For example, if Omgeo
CTM returned:
OmgeoTDVersionOfTradeCompo
nent (7371)=1 on the P message
for a valid new allocation
Submit:
OmgeoTDVersionOfTradeCompo
nent (7371)=2 or greater for the
subsequent replace allocation
message.
1
626
AllocType
int/1!n
N/A
1
72
RefAllocID
String/16z
C
Do not supply a value (OmgeoNot mapped.
supplied).
Indicates your identifier for your block XPath as follows:
associated with the new or replace
l
New allocations —Not mapped.
allocation.
l
Replace allocations
—../TradeLevelReferences/
l
New allocations—Optionally
MasterReference
supply a value.
l
1
7516 OmgeoTLExpected
Boolean/1!a
M
Replace allocations—Omgeo CTM
requires the value of the identifier
that represents the block
associated with one or more
allocations you want to replace
with this message. Use the
NoAllocs (78) repeating group
later in this message to specify
each allocation to replace.
Apply the following guidelines:
../TradeLevelExpected
l
Y—Indicates that you will provide
an explicit block.
l
N—Indicates that you will not
provide an explicit block. Omgeo
CTM creates the block for you.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
50
Table 3.9 Message fields—Allocation Instruction (J) for a new or replace allocation (continued)
In
d.
1
Tag
Field Name
857
AllocNoOrdersType
1
54
Side
1
65
SymbolSfx
1
48
SecurityID
1
22
SecurityIDSource
1
167
SecurityType
1
541
MaturityDate
1
225
IssueDate
1
228
Factor
1
470
CountryOfIssue
1
231
ContractMultiplier
1
223
CouponRate
1
207
SecurityExchange
Datatype/
Syntax
int/1!n
M/O/ Notes
C
N/A Do not supply a value (Omgeo CTM
ignores).
char/1!n
M
Indicates the trade side. For valid
values, see Side (54) on page 187.
String/2!a
O
For fixed income securities, valid value
is WI (when issued).
String/30z
M
Security identifier value of
SecurityIDSource (22) type. Use escape
rules. See Security identification on
page 33.
String/3c
M
The ISO country code associated with
the SecurityIDSource (22). See Security
identification on page 33. For valid
values, see SecurityIDSource (22) on
page 184.
String/5a
M
Indicates type of security. For valid
values, see SecurityType (167) on
page 184.
LocalMktDate/8 O
For fixed income securities, date of
!n
maturity.
LocalMktDate/8 O
For fixed income securities, the date on
!n
which a bond or stock offering is
issued. It can be the same as the
effective date (DatedDate (873)) or the
date on which interest begins to
accrue (InterestAccrualDate (874)).
float/17d
O
For fixed income securities,
amortization factor for deriving
current face from original face for an
Asset-Backed Security (ABS) or
Mortgage-Backed Security (MBS).
Country/2!a
C
The ISO country code associated with
the SecurityIDSource (22). See Security
identification on page 33. For valid
values, see SecurityIDSource (22) on
page 184.
float/15d
O
For fixed income securities, supply
quantity in nominal amount.
Percentage/17d O
For fixed income securities, the rate of
interest that, when multiplied by the
principal, par value, or face value of a
bond, provides the periodic interest
payment. Always cite the CouponRate
(223) with the MaturityDate (541) in
any quotation of a bond price.
Exchange/3!a
O
ISO Market Identifier Code (MIC). For
the only valid value, see
SecurityExchange (207) on page 183.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
XPath
Not mapped.
../TradeLevelInformation/BuySellIndicator
Not mapped.
../IdentificationOfASecurity/SecurityCode
../IdentificationOfASecurity/SecurityCode
Type/NumberingAgencyCode
../TradeLevelInformation/
TypeOfFinancialInstrument
../TradeLevelInformation/
MaturityDate
../TradeLevelInformation/
IssueDate
../TradeLevelInformation/
CurrentFactor/
Sign and Amount
../IdentificationOfASecurity/
SecurityCodeType/
CountryCode
../TradeLevelInformation/
LotSize
../TradeLevelInformation/
CouponRate/
Sign and Amount
../TradeLevelInformation/
PlaceOfTrade/
PlaceNarrative
51
Table 3.9 Message fields—Allocation Instruction (J) for a new or replace allocation (continued)
In
d.
1
Tag
Field Name
106
Issuer
1
107
SecurityDesc
1
691
Pool
1
873
DatedDate
1
870
NoInstrAttrib
2
871
InstrAttribType
2
872
1
1
Datatype/
Syntax
String/4*35z
M/O/ Notes
C
O
Repeating field of up to four instances
that identify the security issuer, such
as International Business Machines, or
GNMA. Use escape rules.
String/4*35z
O
Repeating field of up to four instances
that describe the security. Use escape
rules.
String/30z
O
For fixed income securities, identifies
MBS and ABS pools. Use escape rules.
LocalMktDate/8 O
For fixed income securities, supply a
!n
value if the value for this field is
different from IssueDate (225).
NumInGroup
O
Repeating group (870–872) of up to
two instances of any underlying XML
AlternativeMinimumTax and
FederalTax amounts associated with
the trade.
int/2!c
C
Required if NoInstrAttrib (870)>0.
Valid values:
l
When InstrAttribType (871)=19
(subject to alternative minimum
tax), Omgeo CTM sets XML
AlternativeMinimumTax=AMTX.
l
When InstrAttribType (871)=99
(text) and InstrAttribValue (872)
=FDTX, Omgeo CTM sets XML
FederalTax=FDTX.
XPath
InstrAttribValue
String/4!c
C
../TradeLevelInformation/FederalTax
53
Quantity
Qty/17d
M
6
AvgPx
Price/17d
M
Required if NoInstrAttrib (870)>0.
Value of the tax.
Total number of shares or
confirmations allocated to all accounts.
This number is the total quantity of
shares for the block.
Deal price for the block.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../TradeLevelInformation/
Issuer
../IdentificationOfASecurity/
DescriptionOfTheSecurity
../TradeLevelInformation/PoolNumber
../TradeLevelInformation/DatedDate
Not mapped.
../TradeLevelInformation/AlternativeMinimumT
ax or FederalTax
../TradeLevelInformation/QuantityOfTheBlockT
rade/
Amount
../TradeLevelInformation/DealPrice/Amount
52
Table 3.9 Message fields—Allocation Instruction (J) for a new or replace allocation (continued)
In
d.
1
Tag
Field Name
15
1
453
2
448
Currency
Datatype/
Syntax
Currency/3!a
M/O/ Notes
C
C
ISO currency code of AvgPx (6). Supply
the currency of the local market or
exchange where the block trade was
conducted. See Currency on page 36.
NoPartyIDs
NumInGroup
M
PartyID
String/34z or
4!a2!a2!c[3!c]
M
Repeating group (448–452) of up to
three instances of the following party
identifiers:
l
Investment manager
l
Executing broker
l
Clearing organization
All new and replace allocations require
a minimum of investment manager
and executing broker identifiers.
Required if NoPartyIDs (453)>0. Party
identifier. See PartyIDSource (447) on
page 183 and PartyRole (452) on page
183. To enter a clearing organization in
PartyID (448), set the following:
l
l
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
PartyRole (452)=21 (clearing
organization)
XPath
CurrencyCode element in the following
composites:
./TradeLevelInformation/
DealPrice
and
TotalTradeAmount
and
../TradeDetailData/
TradeAmount
and
NetCashAmount
and
../TradeDetailData/
ExchangeRate/
FromCurrency
and
../TradeDetailData/
AdditionalFixedIncome/
AccruedInterestAmount/
CurrencyCode
Not mapped.
../InstructingParty/
PartyValue
or
../ExecutingBroker/
PartyValue
or
../TradeLevelInformation/
PlaceOfClearing
PartyIDSource (447)=B (BIC)
53
Table 3.9 Message fields—Allocation Instruction (J) for a new or replace allocation (continued)
In
d.
2
Tag
Field Name
447
PartyIDSource
Datatype/
Syntax
char/4c
M/O/ Notes
C
M
Required if NoPartyIDs (453)>0.
Source of the PartyID (448). It is best
practice to use a BIC. The required
length is 8 or 11 characters. Omgeo
CTM sets the underlying XML
PartyType as follows:
l
l
2
452
PartyRole
int/2n
M
1
75
TradeDate
LocalMktDate/8 M
!n
1
60
TransactTime
UTCTimestamp
/8!n6!n
M
1
63
SettlType
char/1!n
O
1
64
SettlDate
1
381
GrossTradeAmt
LocalMktDate/8 M
!n
Amt/17d
M
1
157
NumDaysInterest
int/4!n
O
XPath
../InstructingParty
/PartyType
or
../ExecutingBroker/
PartyType
When PartyRole (452)=13, Omgeo
sets PartyType=PartyIDSource
(447) value in the InstructingParty
composite.
When PartyRole (452)=1, Omgeo
sets PartyType=PartyIDSource
(447) value in the ExecutingBroker
composite.
For valid values, see PartyIDSource
(447) on page 183.
Required if NoPartyIDs (453)>0.
Identifies the type or role of the
specified PartyID (448). For valid
values, see PartyRole (452) on
page 183.
Supply the trade date of the execution
order.
Supply the trade date of the execution
order. Optionally, you can submit
00:00:00 for the time portion.
For fixed income securities, indicates a
when-issued fixed income security. Set
SettlType (63)=7 (when issue) to
indicate a when-issued fixed income
security. Omgeo CTM ignores other
values in this field because the
required SettlDate (64) field overrides
them. For the only valid value, see
SettlType (63) on page 186.
Date of trade settlement.
../InstructingParty/
PartyRole
or
../Executing Broker/
PartyRole
Not mapped.
../TradeLevelInformation/
TradeDateTime
../TradeLevelInformation/
WhenIssue
../TradeLevelInformation/
SettlementDate
../TradeLevelInformation/
TotalTradeAmount/
Sign and Amount
Gross amount of the block trade
corresponding to the same currency
as AvgPx (6). Sum of Quantity (53)
multiplied by AllocAvgPx (153) or sum
of Quantity (53) multiplied by
AllocPrice (366).
For fixed income securities, number of ../TradeLevelInformation/
days of interest for the instrument. The NumberOfDaysAccrued
value can be negative.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
54
Table 3.9 Message fields—Allocation Instruction (J) for a new or replace allocation (continued)
In
d.
1
Tag
Field Name
232
NoStipulations
Datatype/
Syntax
NumInGroup
M/O/ Notes
C
O
Repeating group (233–234) of up to 20
instances of stipulations for a TBA fixed
income trade. Stipulations specify the
characteristics of mortgage pools used
to fulfill the TBA security. You can
include standard and nonstandard
stipulations in the allocation J message.
C
Required if NoStipulations (232)>0. For
valid values, see StipulationType (233)
on page 188.
2
233
StipulationType
String/15c
2
234
StipulationValue
String/35z or
C
LocalMktDate/8
!n or
Boolean/1!a
Required if NoStipulations (232)>0.
Value of the stipulation, unless the
stipulation requires a state code. Enter
state codes in the
NoStipulationStateCodes (35586)
repeating group.
2
3558 NoStipulationStateCodes
6
NumInGroup
C
3
3558 StipulationStateCode
7
char/2!a
C
2
3558 StipulationFlag
8
String/1!c
C
Repeating group (35587) of up to 20
instances of state codes associated with
a stipulation on a TBA trade.
Required if NoStipulationStateCodes
(35586)>0. For valid values, see
StipulationStateCode (35587) on
page 187.
Indicates the type of stipulation:
1
3559 OmgeoBrokerCapacityBlock
7
int/2n
O
1
235
YieldType
String/7a
C
1
236
Yield
Percentage/17d C
l
S—Standard
l
N—Nonstandard
The executing broker’s role of in the
block component of the trade, such as
trading as agent. For valid values, see
OmgeoBrokerCapacityBlock (35597)
on page 173.
For fixed income securities, populated
when Yield (236) has a value. For valid
values, see YieldType (235) on
page 190.
For fixed income securities, populated
when YieldType (235) has a value. Yield
percentage.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
XPath
Not mapped.
../TradeLevelInformation/
StipulationsNonStandard/
StipulationCodeNonStandard
or
../TradeLevelInformation/
StipulationsStandard/
StipulationCodeStandard
../TradeLevelInformation/
StipulationsNonStandard/
StipulationCode
ValueNonStandard
or
../TradeLevelInformation/
StipulationsStandard/
StipulationValueStandard/
StipulationNumeric
or
StipulationAlphanumeric
or
StipulationDate
or
StipulationYOrN
Not mapped.
../TradeLevelInformation/
StipulationValueStandard/
StipulationStateCode
Not mapped.
../TradeLevelInformation/
PartyCapacityIndicator
../TradeLevelInformation/
Yield/YieldType
../TradeLevelInformation/
Yield/
Sign and Amount
55
Table 3.9 Message fields—Allocation Instruction (J) for a new or replace allocation (continued)
In
d.
1
2
1
Tag
Field Name
9042 OmgeoNoTradeTrans
CondIndicators
9043 OmgeoTradeTrans
CondIndicator
9052 OmgeoTradeSideID
Datatype/
Syntax
NumInGroup
String/4!a
String/16z
M/O/ Notes
C
O
Repeating group (9043) of up to ten
bargain conditions at the block.
C
Required if
OmgeoNoTradeTransCondIndicators
(9042)>0. Indicates any bargain
conditions for the trade. For valid
values, see
OmgeoTradeTransCondIndicator
(9043) on page 181.
C
TheOmgeo CTM identifier for your
block associated with the new or
replace allocation. New allocations—
Do not include this field (Omgeo CTM
ignores). Replace allocations—
Optionally supply a value.
XPath
../TradeLevelInformation/
CurrentFaceValue
1
5537 CurrentFace
Amt/17d
O
1
78
NoAllocs
NumInGroup
O
2
79
AllocAccount
String/35z
C
2
661
AllocAcctIDSource
String/2!c
C
2
80
AllocQty
Qty/17d
M
2
467
IndividualAllocID
String/16z
C
For fixed income securities, the
absolute value of current face for the
allocation. Value must be greater than
0 and less than 99999999999999.
Repeating group (79–786) of
allocations in this allocation J message.
When NoAllocs (78)>0, Omgeo CTM
creates a TradeDetail XML message for
each specified allocation. For example,
when NoAllocs (78)=3, Omgeo CTM
creates three TradeDetails.
Required if NoAllocs (78)>0. This field
represents the account number of the
allocation and must be the first field in
repeating group.
Identifies the source of the
AllocAccount (79) code. If you submit a
value in this field, Omgeo CTM echoes
it back to you on the P message.
Required if NoAllocs (78)>0. Quantity
allocated to the specific subaccount.
Your unique identifier provided by
you for this allocation in the NoAllocs
(78) repeating group. New
allocations—Optionally supply your
unique identifier for the allocation.
Replace allocations—Required if
NoAllocs (78)>0. Specify each allocation
identifier in this field. For a new and
replace allocation, Omgeo CTM echoes
your value in the XML valid P
response message and allocation
status AS response message.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Not mapped.
../TradeLevelInformation/
TradeTransaction
ConditionIndicator
XPath as follows:
l
l
New allocation —Not mapped.
Replace allocation
—../TradeLevelReferences
/CTMTradeSideId
Not mapped.
../IPSettlement/
AccountID
Not mapped.
../TradeDetailData/
QuantityAllocated/
Amount
../TradeDetailReferences/
ClientAllocationReference
56
Table 3.9 Message fields—Allocation Instruction (J) for a new or replace allocation (continued)
In
d.
2
Tag
Field Name
2
539
NoNestedPartyIDs
NumInGroup
3
524
NestedPartyID
String/34z or
4!a2!a2!c[3!c]
9047 OmgeoTradeDetail
TradeAmount
Datatype/
Syntax
Amt/17d
M/O/ Notes
C
C
Required if NoAllocs (78)>0. Indicates
the trade amount (allocated shares
multiplied by px) of an allocation to a
particular account.
O
Repeating group (524–538) of two
instances of party identifiers for a
broker of credit, prime broker, or other
third party.
O
Required if NoNestedPartyIDs (539)
>0. Party value within a nested
repeating group.
l
l
NestedPartyRole (538)=79 (prime
broker) indicates that it is a third
party to trade (prime broker) in
Omgeo CTM.
525
NestedPartyIDSource
char/1!c
C
Required if NoNestedPartyIDs (539)
>0. PartyIDSource (447) value within a
nested repeating group. For valid
values, see NestedPartyIDSource (525)
on page 171.
3
538
NestedPartyRole
int/2n
C
Required if NoNestedPartyIDs (539)
>0. PartyRole (452) value within a
nested repeating group
l
3
9808 OmgeoCommission
SharingType
String/4!c
C
If NestedPartyRole (538)=79
(prime broker), Omgeo CTM sets
XML PartyRole to PBRK (prime
broker).
Not mapped.
../TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
BrokerOfCredit/PartyValue
or
../ThirdPartyToTrade/
PartyValue
../TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
BrokerOfCredit/PartyType
or
../ThirdPartyToTrade
/PartyType
../TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
BrokerOfCredit/PartyRole
or
../TradeDetailData/
PartyRole
If NestedPartyRole (538)=2
(broker of credit), Omgeo CTM
sets XML PartyRole to BRCR
(broker of credit)
For valid values, see NestedPartyRole
(538) on page 171.
Provide a value in this field when
NestedPartyRole (538)=2
(BrokerOfCredit). Do not provide
when NestedPartyRole (538)=79
(prime broker). For valid values, see
OmgeoCommissionSharingType
(9808) on page 173.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../TradeDetailData/
TradeAmount/
Sign and Amount
NestedPartyRole (538)=2 (broker
of credit) indicates that it is a
broker of credit.
3
l
XPath
../TradeDetailData/
DirectCommission/
CommissionSharingTypeIndicator
57
Table 3.9 Message fields—Allocation Instruction (J) for a new or replace allocation (continued)
In
d.
3
Tag
Field Name
804
NoNestedPartySubIDs
Datatype/
Syntax
NumInGroup
M/O/ Notes
C
O
Repeating group (545–805) of up to:
l
l
4
545
NestedPartySubID
XPath
Not mapped.
One instance of nested party
identifiers when
NestedPartySubIDType (805)=17
(CSD participant/member code)
indicates ClearingSystemID.
Five instances of nested party
identifiers when
NestedPartySubIDType (805)=19
(fund/account name).
If more third parties exist on the
allocation, supply the number of
parties in this field.
Present if NoNestedPartySubIDs (804) ../TradeDetailData/
>0. PartySubID (523) value within a
DirectedCommission/
nested repeating group. Valid values: BeneficiaryOfCommissions/
ClearingSystemID
l
NestedPartySubIDType (805)=17
or
(CSD participant/member code) PartyFundName
indicates ClearingSystemID.
String/35z
l
NestedPartySubIDType (805)=19
(Fund/Account Name) indicates
PartyFundName.
4
805
NestedPartySubIDType
int/2n
C
Required if NoNestedPartySubIDs
(804)>0. Type of NestedPartySubID
(545) value. Valid values:
l
l
17 (CSD participant/member
code)
19 (fund/account name)
2
161
AllocText
String/10*35z
O
Repeating field of up to ten instances
of free format text related to
AllocAccount (79).
NetMoney (118) for this AllocAccount
(70).
2
154
AllocNetMoney
Amt/17d
O
2
737
AllocSettlCurrAmt
Amt/17d
O
The allocation settlement amount.
2
736
AllocSettlCurrency
Currency/3!a
O
The allocation settlement currency.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Not mapped.
../AdditionalData/
AdditionalText
../TradeDetailData/
NetCashAmount/
Sign and Amount
../TradeDetailData/
SettlementAmount/
Sign and Amount
../TradeDetailData/
SettlementAmount/
CurrencyCode
and
../TradeDetailData
/ExchangeRate/
ToCurrency
58
Table 3.9 Message fields—Allocation Instruction (J) for a new or replace allocation (continued)
In
d.
2
Tag
Field Name
155
SettlCurrFxRate
2
7399 OmgeoAlternateCurrency
Currency/3!a
2
742
Amt/17d
2
9974 AllocationDetailOriginalFace
Amt/17d
O
2
5538 AllocCurrentFace
Amt/17d
O
2
9044 OmgeoNoSettlTrans
CondIndicators
NumInGroup
O
3
9045 OmgeoSettlTrans
CondIndicator
char/4!a
C
2
12
Commission
Amt/17d
O
2
13
CommType
char/1!n
C
AllocAccruedInterestAmt
Datatype/
Syntax
Amt/17d
M/O/ Notes
C
O
Foreign exchange rate Omgeo CTM
uses to compute SettlCurrAmt (119)
from Currency (15) to SettlCurrency
(120).
O
Alternate currency code
corresponding to your alternate cash
account with the custodian as defined
in the ALERT SSIs.
O
For fixed income securities, amount of
accrued interest on the instrument at
the allocation level.
XPath
../TradeDetailData /
ExchangeRate /
ExchangeRateAmount
../PartySettlement/
SettlementInstructions/
AlternateCurrency
../TradeDetailData/
AdditionalFixedIncome/
AccruedInterestAmount/
Sign and Amount
For fixed income securities, the original ../TradeDetailData/
face amount for the allocation. Value
AdditionalFixedIncome/
must be greater than 0 and less than OriginalFaceAmount
99999999999999.
For fixed income securities, the current ../TradeDetailData/
face value for the allocation. Value
AdditionalFixedIncome/
must be greater than 0 and less than CurrentFaceValue
99999999999999.
Repeating group (9045) of up to ten
Not mapped.
instances of settlement transaction
condition indicators for the allocation.
Indicates any settlement conditions for ../TradeDetailData/
the allocation. For valid values, see
SettlementTransaction
OmgeoSettlTransCondIndicator (9045) ConditionIndicator
on page 176.
Represents total commissions (TCOM). ../TradeDetailData/
Submit granular commission amounts CommFeesTaxes/
in the NoMiscFees (136) NumInGroup. Commissions/Commission/
If Commission (12) is not populated
Sign and Amount
and NoMiscFees (136) are populated and
for commissions, Omgeo CTM
CommissionType
calculates a total commission (TCOM)
and
value. For more information, see
CurrencyCode
Allocation commissions on page 48.
Required if Commission (12) is
../TradeDetailData/
provided. Represents the type of
CommFeesTaxes/
commission associated with the
Commissions/
Commission (12) amount. For valid
CommissionSharingBasisIndicator
values, see CommType (13) on
page 169.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
59
Table 3.9 Message fields—Allocation Instruction (J) for a new or replace allocation (continued)
In
d.
2
Tag
Field Name
136
NoMiscFees
Datatype/
Syntax
NumInGroup
M/O/ Notes
C
O
Repeating group (137–7395) of up to
all of the following:
l
l
3
137
MiscFeeAmt
Amt/17d
C
3
138
MiscFeeCurr
Currency/3!a
C
3
139
MiscFeeType
char/3n
C
3
891
MiscFeeBasis
int/1!n
O
XPath
Not mapped.
Three commissions for the
allocation—omitting Total
Commissions (TCOM).
Six charges or taxes for the
allocation, including Total Fees
(TFEE).
For more information, see Allocation
commissions on page 48 and Allocation
charges, fees, and taxes on page 49.
Required if NoMiscFees (136)>0. Based
on the valid value types in
MiscFeeType (139) on page 170.
Omgeo CTM considers the type a
CommissionType or ChargeTaxType.
../TradeDetailData/
CommFeesTaxes/
Commissions/
Commission/
Sign and Amount
or
../TradeDetailData/
CommFeesTaxes/
ChargesOrTaxes/
ChargeAmount/
Sign and Amount
Required if NoMiscFees (136)>0.
../TradeDetailData/
Currency code associated with the
CommFeesTaxes/
MiscFeeAmt (137) value. Omgeo CTM Commissions/
does not associate currency code with Commission/
percentage-based miscellaneous fees CurrencyCode
(when MiscFeeType (891)=2
or
(percentage)).
../TradeDetailData/
CommFeesTaxes/
ChargesOrTaxes/
ChargeAmount/
CurrencyCode
Required if NoMiscFees (136)>0. The
../TradeDetailData/
type of miscellaneous fee. Based on the CommFeesTaxes/
value types in MiscFeeType (139) on
Commissions/
page 170. Omgeo CTM considers the CommissionType
type a CommissionType or
or
ChargeTaxType.
../TradeDetailData/
CommFeesTaxes/
ChargeTaxType
Specifies the commission sharing basis ../TradeDetailData/
indicator associated with the
CommFeesTaxes/
MiscFeeAmt (137) value when it
Commissions/
represents a commission. Required for CommissionSharing
commissions. For valid values, see
BasisIndicator
MiscFeeBasis (891) on page 170.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
60
Table 3.9 Message fields—Allocation Instruction (J) for a new or replace allocation (continued)
In
d.
3
Tag
Field Name
1
7362 OmgeoBrokerCapacity
int/2n
1
780
char/1!c
7395 OmgeoConfirm
CommissionReason
AllocSettlInstType
Datatype/
Syntax
String/4!c
M/O/ Notes
C
O
Any reason associated with the specific
allocation commission. For valid values,
see OmgeoConfirmCommissionReason
(7395) on page 174.
O
The executing broker’s role in the
confirmation component of the trade,
such as trading as agent. For valid
values, see OmgeoBrokerCapacity
(7362) on page 172.
O
Indicate if you include your SSIs on this
allocation as follows:
l
1
172
SettlDeliveryType
int/1!n
C
1
169
StandInstDbType
int/1!n
C
1
170
StandInstDbName
String/16z
C
1
171
StandInstDbID
String/16z
C
2
85
NoDlvyInst
NumInGroup
C
3
165
SettlInstSource
char/1!n
C
3
787
DlvyInstType
char/1!a
C
../TradeDetailData/
CommFeesTaxes/
Commissions/
CommissionReasonCode
../DetailLevelParty
CapacityIndicator
Not mapped.
1—Derive from parameters
provided
l
2—Full details provided
l
3—SSI DB IDs provided
l
4—Phone for instructions
Required if AllocSettleInstType (780)=1
or 2. First field in the
SettlementInstructionsData
component block. Type of settlement.
Valid value is 0 against payment—
Deliver (if sell) or Receive (if buy)
against payment.
Required if AllocSettleInstType (780)
=3. Identifies the standing instruction
database used.
Required if AllocSettleInstType (780)
=3. Name of the standing instruction
database represented with
StandInstDbType (169), such as the
global custodians name.
Required if AllocSettleInstType (780)
=3. Unique identifier used on the
standing instructions database for the
referenced standing instructions.
Required if AllocSettlInstType (780)=2.
Repeating group (165–786) of up to
ten sets of delivery instructions.
Required if NoDlvyInst (85)>0.
Indicates whether the delivery
instructions are for the buy-side (1) or
sell-side (2). Valid value is 2 (institution
instructions).
Required if NoDlvyInst (85)>0.
Indicates whether delivery instructions
are for securities or cash settlement.
Valid values:
l
C—Cash
l
S—Securities
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
XPath
Not mapped.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
../PartySettlement/
PartyIdentifier
Not mapped.
61
Table 3.9 Message fields—Allocation Instruction (J) for a new or replace allocation (continued)
In
d.
3
Tag
Field Name
M/O/ Notes
C
C
Indicates the source of settlement
instructions. For more information, see
Standing settlement instructions (SSIs)
on page 48 and the ALERT Common
Reference Data. For valid values, see
OmgeoSettlInstrSourceIndicator
(9048) on page 175
C
Required if
OmgeoSettlInstrSourceIndicator
(9048)=ALRT.
C
Required if
OmgeoSettlInstrSourceIndicator
(9048)=ALRT.
C
Required if
OmgeoSettlInstrSourceIndicator
(9048)=ALRT.
C
Required if SettlInstSource (165)=3
(SSI DB IDs provided). Source of the
counterparty’s settlement instructions.
For valid values, see
OmgeoCptySettlInstSourceInd (7512)
on page 174.
C
Required if
OmgeoCptySettlInstSourceInd (7512)
=ALRT and SettlInstSource (165)=3.
XPath
3
9049 OmgeoAlertCountryCode
Country/3a
3
9050 OmgeoAlertMethodType
String/12z
3
9051 OmgeoAlertSecurityType
String/3z
3
7512 OmgeoCptySettlInst
SourceInd
String/4!a
3
7513 OmgeoCptyAlertCountryCode
String/3c
3
7514 OmgeoCptyAlertMethodType
String/12z
C
../ PartySettlement/
AlertMethodType
7515 OmgeoCptyAlertSecurityType
String/3z
C
3
7565 OmgeoAlertSettlement
ModelName
String/12z
C
3
9761 OmgeoFXDealCurrencyCode
Currency/3!a
C
3
7511 OmgeoSettlInstProcNarrative
String/2100z
O
3
781
NoSettlPartyIDs
NumInGroup
O
4
782
SettlPartyID
C
4
783
SettlPartyIDSource
String/34z or
4!a2!a2!c[3!c]
char/1!c
Required if
OmgeoCptySettlInstSourceInd (7512)
=ALRT and SettlInstSource (165)=3.
Required if
OmgeoCptySettlInstSourceInd (7512)
=ALRT and SettlInstSource (165)=3.
Required if
OmgeoCptySettlInstSourceInd (7512)
=ALRT and SettlInstSource (165)=3.
Instructs the settlement instruction
recipient, such as a custodian, to
perform an FX deal.
Free format text field for additional
information about settlement
processing for the allocation.
Repeating group (782–784) of
settlement parties.
Required if NoSettlPartyIDs (781)>0.
3
Required if NoSettlPartyIDs (781)>0.
Identifies the source of SettlPartyID
(782) value. For valid values, see
SettlPartyIDSource (783) on page 185
Not mapped.
9048 OmgeoSettlInstr
SourceIndicator
Datatype/
Syntax
String/4!a
C
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../PartySettlement/
SettlementInstructions
SourceIndicator
../PartySettlement/
AlertCountryCode
../PartySettlement/
AlertMethodType
../PartySettlement/
AlertSecurityType
../PartySettlement/
SettlementInstructions
SourceIndicator
../PartySettlement/
AlertCountryCode
../PartySettlement/
AlertSecurityType
../PartySettlement/
AlertSettlementModelName
../PartySettlement/
FXDealCurrencyCode
../PartySettlement/
SettlementInstruction
ProcessingNarrative
Not mapped.
Not mapped.
62
Table 3.9 Message fields—Allocation Instruction (J) for a new or replace allocation (continued)
In
d.
4
Tag
Field Name
784
SettlPartyRole
Datatype/
Syntax
int/2n
4
801
NoSettlPartySubIDs
NumInGroup
5
785
SettlPartySubID
String/16z
5
786
SettlPartySubIDType
int/4n
M/O/ Notes
C
C
Required if NoSettlPartyIDs (781)>0.
Identifies the type of SettlPartyID
(782), such as executing broker. For
valid values, see SettlPartyRole (784)
on page 185
C
Repeating group (785–786) of
settlement party subidentifiers.
C
Required if NoSettlPartySubIDs (801)
>0.
C
Required if NoSettlPartySubIDs (801)
>0. For valid values,
SettlPartySubIDType (786) on page
186.
XPath
Not mapped.
Not mapped.
Not mapped.
Not mapped.
Standard Trailer
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
63
4. Acknowledgment messages
Introduction
This chapter describes the messages that you receive in response to messages you send to
Omgeo CTM.
OFI validation returns either a system valid P message or a Reject (3) message.
Message fields—system valid (P) for all messages on page 66
l Message fields—system Reject (3) for all messages on page 66
XML validation returns the following types of P messages:
l
l
l
New, replace, or cancel block/allocation J message
l P message flow acknowledging a new, replace, or cancel block on page 68.
l For more information, see P message flow acknowledging a new, replace, or cancel
allocation on page 71.
Reject counterparty block/confirmation AT message
l P message flow acknowledging a reject counterparty block AT message on page 74.
l For more information, see P message flow acknowledging a reject counterparty
confirmation on page 76.
Levels of message validation
Omgeo CTM routes and responds to the messages you submit based on levels of validity. Unless
you receive a Reject (3) in response to a message, Omgeo CTM reuses the Allocation Instruction
Ack (P) messages multiple times to indicate the status of your message submission.
FIX Interface Message Specification: Investment Managers (Current)
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64
Figure 4.1 shows how Omgeo CTM responds (R) to the two message types you can submit (S).
Level 1—OFI Validation
Investment
Manager
1
Internal
FIX
System
Omgeo
Allocation Instruction (J)
or
Allocation Report Ack (AT)
System Valid (P)
or
Reject (3)
OFI
Omgeo
CTM Host
2a
2b
Level 2—XML Validation
XML Invalid (P)
or
XML Valid (P)
3a
3b
Figure 4.1 Acknowledgement messages—overview flow
Table 4.1 describes the acknowledge message flow in Figure 4.1
Table 4.1 Acknowledgment message (P) and (3) flow steps
Step
Description
1
You submit one of the following messages:
l
l
2a or 2b
OFI responds as follows:
l
l
3a or 3b
J message that represents a new/replace block or allocation or cancellation of a block or allocation.
AT message to reject a counterparty block or confirmation.
2a—If your message passes OFI system validation, Omgeo CTM sends you one system valid P message for each J or AT message that
you submitted. The lines through OFI in Figure 1.1 indicate that OFI passes the validation to the Omgeo CTM host. which triggers level
2 XML validation.
2b—If your message fails OFI system validation, Omgeo CTM sends you one Reject (3) message for each J or AT message that you
submitted. The 3 message contains the SessionRejectReason (373) tag. Omgeo CTM stops all processing on the original J or AT
message that you submitted.
Assuming your J or AT submit message passed OFI validation, Omgeo CTM validates the XML structure and content in the message and
responds as follows:
l
l
3a—If your message passes XML validation, Omgeo CTM sends you an XML valid P message. You receive on XML valid P message
for each block or allocation in the submitted J or AT message. Omgeo CTM maps the XML valid P message to the XML valid message.
3b—If your message fails XML validation, Omgeo CTM sends you an XML invalid P message. You receive one XML invalid P message
for each block or allocation in the submitted J or AT message. Omgeo CTM maps the XML invalid P message to the XML Invalid
message.
Level 1—OFI validation
OFI validation acknowledgment messages allow you to track your initial message reception:
l
For messages that pass OFI validation, Omgeo CTM sends you a system valid P message,
which includes information including:
l Counterparty information
l Trade identifiers
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
65
l
For messages that fail OFI validation, Omgeo CTM sends you a Reject (3) message with
reasons for validation failure. All processing on the submitted message stops.
Message fields—system valid (P) for all messages
Table 4.2 lists the system valid P message fields that Omgeo CTM sends you when your J or AT
message passes OFI validation. The P message does not map to an Omgeo CTM message. It
echoes fields values you provide in the J and AT messages. For table layout and field
information, see Chapter 2, FIX messages on page 21.
Table 4.2 Message fields—system valid P
Ind. Tag Field Name
Datatype/Syntax E/O/C Notes
Standard Header (MsgType=P)
1
70 AllocID
String/16z
E
The unique identifier for the block that you provided on the
new J or AT message.
XPath
Echoed from either of the
following:
l
l
1
453 NoPartyIDs
2
448 PartyID
E
E
E
E
E
Present if NoPartyIDs (453)>0. Echoed from the J message.
Present if NoPartyIDs (453)>0. Echoed from the J message.
Trade date of the execution order.
Trade date and time of the execution order.
1
String/34z or
4!a2!a2!c[3!c]
447 PartyIDSource char/4c
452 PartyRole
int/2n
75 TradeDate
LocalMktDate/8!n
60 TransactTime UTCTimestamp
/8!n6!n
87 AllocStatus
int/1!n
E
1
167 SecurityType
E
Omgeo CTMsets this value to 3 (received, not yet processed). Not mapped.
The value indicates that the J or AT message passed OFI
validation.
The type of security. For allowed values, see SecurityType
Not mapped.
(167) on page 184.
String/5a
E
AT message —
..RejectComponentBody/
TradeLevelIdentifiers/
MasterReference
Repeating group (448–452) of up to three instances that
Omgeo CTM returns for all fields in the Parties (453)
component block and repeating group from the J or AT
message.
Present if NoPartyIDs (453)>0. Echoed from the J message.
2
1
1
1
NumInGroup
J message
—..TradeLevelBody/
TradeLevelReferences/
MasterReference
Not mapped.
Not mapped
Not mapped.
Not mapped.
Not mapped.
Not mapped.
Standard Trailer
Message fields—system Reject (3) for all messages
Table 4.3 lists the Reject (3) message fields that Omgeo CTM sends you when your J or AT
message fails OFI validation. Omgeo CTM does not map the field-value pairs in the Reject (3)
message. For table layout and field information, see Chapter 2, FIX messages on page 21.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
66
Table 4.3 Message fields—system Reject (3)
Ind. Tag Field Name
Datatype/Syntax E/O/C Notes
Standard Header (MsgType=3)
1
45 RefSeqNumber
1
371 RefTagID
1
372 RefMsgType
1
373 SessionRejectReason
int/2c
String/5n
String/2a
String/2n
E
O
E
O
String
O
1
58 Text
Standard Trailer
The MsgSeqNum (34) from the header of the rejected J or AT message.
The tag number of the FIX field that caused the system-level rejection.
The type of FIX message that caused the rejection, either J or AT.
The code that identifies the reason for the session-level rejection. Omgeo CTM
supports all of the codes except 12 (XML validation error). OOmgeo CTM returns
XML validation errors in the level 2 XML validation.
An explanation of the reason for the session-level rejection.
Level 2—XML validation
The Omgeo CTM host sends you XML validation acknowledgment messages that allow you to
assess any synchronous errors in your J and AT messages.
l
l
l
l
l
For each trade component message that passes XML validation, Omgeo CTM sends OFI a
Valid XML message, which includes counterparty information and trade identifiers. OFI
translates the Valid XML message into an XML valid P message.
For each trade component message that fails XML validation, Omgeo CTM sends OFI an
invalid XML message that details the synchronous errors in the J or AT message. OFI
translates the invalid XML message into an XML invalid P message. Some examples of
conditions that result in synchronous errors include the following:
Extra fields
File syntax errors
Data conflict between two
associated fields
l
l
Invalid field data
Missing mandatory fields
XML validation P messages for a J message
Valid or invalid responses indicate if Omgeo CTM accepted or rejected your J message.
l
l
When you receive an XML valid P message, your J message passed synchronous validation.
When you receive an XML invalid P message, your J message failed synchronous validation.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
67
P message flow acknowledging a new, replace, or cancel block
Figure 4.2 shows the XML valid P message flow for a new or cancel block J message.
Investment
Manager
Level 1—OFI Validation
1
Allocation Instruction (J)
New/Replace Block or Cancel Block
Internal
FIX
System
System Valid (P)
Omgeo
OFI
Omgeo
CTM Host
TradeLevel XML
or Cancel XML
3
2
Level 2— XML Validation
XML Valid (P)
or
XML Invalid (P)
4b
Valid XML
or
Invalid XML
5b
4a
5a
Figure 4.2 New, replace, or cancel block J—XML validation P message flow
The numbered steps in Table 4.4 explain the steps in Figure 4.2.
Table 4.4 XML validation P message—new, replace, or cancel block flow steps
Step
Description
1
2
3
You create a new, replace, or cancel block in your internal system and send it to Omgeo in a J message.
Your message passes OFI validation and OFI sends you a system valid P message.
OFI translates your J message into an Omgeo CTM XML message:
l
Your new or replace block J message becomes a TradeLevel XML message.
l
Your cancel block J message becomes a Cancel XML message.
OFI sends your XML messages to Omgeo CTM for processing.
Omgeo CTMvalidates the TradeLevel or Cancel XML message:
4a and
4b
5a and
5b
l
4a—If the message passes synchronous validation,Omgeo CTM generates a Valid XML message.
l
4b—OFI translates the Valid XML message into an XML valid P message, which it sends to you.
Omgeo CTM validates the TradeLevel or Cancel XML message:
l
l
5a—If the message fails synchronous validation, Omgeo CTM generates an Invalid XML message. The message includes the
reasons for failure. Omgeo CTMdoes not update the database with your new, replace, or cancel block information.
5b—OFI translates the Invalid XML message into an XML invalid P message, which it sends to you.
Table 4.5 lists the XML valid P message fields that you can expect when your block J message
passes synchronous validation. The root XPath is the ValidBody composite in the Valid
message. For table layout and field information, Chapter 2, FIX messages on page 21.
Table 4.5 Message fields—P message acknowledging a valid block J message
Ind.
Tag
Field Name
Standard Header (MsgType=P)
1
70
AllocID
Datatype/Syntax
E/O/C
Notes
String/16z
E
Your unique identifier for the block Not mapped.
that you provided on the J
message.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
XPath
68
Table 4.5 Message fields—P message acknowledging a valid block J message (continued)
Ind.
Tag
Field Name
Datatype/Syntax
E/O/C
Notes
1
453
NoPartyIDs
NumInGroup
E
2
448
PartyID
E
2
447
PartyIDSource
String/
34z
or
4!a2!a2!c[3!c]
char/4c
Repeating group (448–452) of up Not mapped.
to three instances that Omgeo CTM
returns for all fields in the Parties
(453) component block of the J
message.
Present if NoPartyIDs (453)>0.
Not mapped.
Echoed from the J message.
1
75
TradeDate
E
1
60
TransactTime
LocalMktDate/
8!n
UTCTimestamp /8!n6!n
1
87
AllocStatus
int/1!n
E
1
167
SecurityType
String/5a
O
1
9052
OmgeoTradeSideID
String/16z
E
E
E
Present if NoPartyIDs (453)>0.
Echoed from the J message.
Trade date of the execution order.
Not mapped.
Trade date and time of the
execution order.
Omgeo CTM sets this value to 0
(accepted).
The type of security. Echoed from
the J message.
An Omgeo-generated identifier for
your trade side as follows:
Not mapped.
l
l
1
9046
OmgeoTradeLevel
MasterReference
String/16z
O
XPath
Not mapped.
Not mapped.
Not mapped.
../CTMTradeSideId
New block—Omgeogenerated at issuance of XML
valid P message.
Replace or Cancel block—
Derived from the value you
submit on the J message.
A unique identifier for the block
that you provided on the J
message in the AllocID (70) tag.
../EchoMaster
Reference
Standard Trailer
Message fields—P message acknowledging an invalid block J
Table 4.6 lists the XML invalid P message fields that you can expect when your block J message
fails synchronous validation on the Omgeo CTM host. The root XPath is the InvalidBody
composite in the Invalid message
l
l
For table layout and field information, see Chapter 2, FIX messages on page 21.
For a list of potential synchronous errors, see Appendix C, Troubleshooting errors on page
208.
Table 4.6 Message fields—P message acknowledging an invalid block J message
Ind.
Tag
Field Name
Standard Header (MsgType=P)
1
70
AllocID
Datatype/ Syntax
E/O /C
Notes
XPath
String/
16z
E
A unique identifier for the block
that you provided on the J
allocation message.
Not mapped.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
69
Table 4.6 Message fields—P message acknowledging an invalid block J message (continued)
Ind.
Tag
Field Name
Datatype/ Syntax
E/O /C
Notes
1
453
NoPartyIDs
NumInGroup
O
2
448
PartyID
C
2
447
PartyIDSource
String/
34z
or
4!a2!a2!c[3!c]
char/4c
Repeating group (448–452) of up to Not mapped.
three instances that Omgeo CTM
returns for all fields in the Parties
(453) component block of the J or AT
message.
Present if NoPartyIDs (453)>0.
Not mapped.
Echoed from the J message.
2
452
PartyRole
int/2n
C
1
75
TradeDate
E
1
60
TransactTime
1
87
AllocStatus
LocalMktDate/
8!n
UTCTimestamp
/8!n6!n
int/1!n
1
88
AllocRejCode
int/1!n
E
1
167
SecurityType
String/5a
O
1
9063
OmgeoNoErrors
NumInGroup
O
2
9064
OmgeoErrorKey
String/6c
C
2
9065
OmgeoErrorXPath
String/
2100z
C
2
9066
OmgeoErrorText
String/
255z
C
C
E
E
XPath
Present if NoPartyIDs (453)>0.
Echoed from the J message.
Present if NoPartyIDs (453)>0.
Echoed from the J message.
Trade date of the execution order.
Not mapped.
Trade date and time of the
execution order.
Omgeo CTM sets the value to 1 for a
block-level rejection.
Omgeo CTM sets this value to 7
(other).
The type of security. Echoed from
the J message.
Repeating group (9064–9066) of
errors Omgeo CTM encountered
when it attempted to process the
new, replace, or cancel block J
message.
An identifier representing the error
message.
Omgeo CTM maps from the
ErrorParameterValue field of the
first ErrorParameter composite
where ErrorParameterType=XPath.
Explains the block rejection.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
../SynchError/
ErrorKey
Not mapped.
../SynchError/
ErrorParameter/
ErrorParameterValue
../SynchError/
ErrorText
Standard Trailer
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
70
P message flow acknowledging a new, replace, or cancel allocation
Figure 4.3 shows the XML valid P message flow for a new allocation J message and cancel
allocation J message, both containing multiple allocations.
Investment
Manager
Omgeo
OFI
Omgeo
CTM Host
Level 1—OFI Validation
1a
Allocation Instruction (J)
Three New/Replace Allocations
System Valid (P)
or
2a
Internal
FIX
System
1b
2c
Allocation Instruction (J)
Two Cancel Allocations
System Valid (P)
1c
TradeDetail A XML
TradeDetail B XML
TradeDetail C XML
or
Cancel A XML
Cancel B XML
2b
Level 2—XML Validation
XML Valid A (P)
XML Valid B (P)
XML Valid C (P)
or
XML Invalid A (P)
XML Invalid B (P)
1e
2e
Valid A XML
Valid B XML
Valid C XML
or
Invalid A XML
Invalid B XML
1d
2d
Figure 4.3 New, replace, or cancel allocations J—XML validation P message flow
The numbered steps in Table 4.7 explain the steps in Figure 4.3.
Table 4.7 XML validation P message—new, replace, or cancel allocations flow steps
Step
Description
1a
You create or replace three allocations associated with a single block in your internal system and send them to Omgeo CTM in a single J
message.
1b
Your J message passes OFI validation and OFI sends you a system valid P message.
1c
OFI translates your J message into three TradeDetail XML messages and sends them to the Omgeo CTM host for processing.
1d
The Omgeo CTM host validates the TradeDetail XML messages and sends three Valid XML messages to OFI.
1e
OFI translates the three Valid XML messages into three XML valid P messages, which it sends to you.
Or, when you submit a cancel allocation J message...
2a
You cancel two allocations in your internal system and send the cancellations to Omgeo CTM in one J message.
2b
Your J message passes OFI validation and OFI sends you a system valid P message.
2c
OFI translates your J message into two Cancel XML messages and sends them to the Omgeo CTM host for processing.
2d
The two Cancel XML messages fail validation at the Omgeo CTM host, which sends two Invalid XML messages to OFI.
2e
OFI translates the two Invalid XML messages into two XML invalid P messages, which it sends to you.
Message fields—P message acknowledging a valid allocation J
Table 4.8 lists the XML valid P message fields that you can expect when your allocation J
message passes synchronous validation. The root XPath is the ValidBody composite in the Valid
message.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
71
For table layout and field information, see Chapter 2, FIX messages on page 21.
Table 4.8 Message fields—P message acknowledging a valid new, replace, or cancel allocation J message
Ind. Tag Field Name
Datatype/
Syntax
E/O Notes
/C
XPath
String/16z
E
Your unique identifier for the block that you provided on the Not mapped.
J message.
Standard Header (MsgType=P)
1
70
AllocID
1
453 NoPartyIDs
NumInGroup
E
Repeating group (448–452) of up to three instances that
Omgeo CTM returns for all fields in the Parties (453)
component block of the J message.
Not mapped.
2
448 PartyID
String/34z or
4!a2!a2!c[3!c]
E
Present if NoPartyIDs (453)>0. Echoed from the J message.
Not mapped.
2
447 PartyIDSource
char/4c
E
Present if NoPartyIDs (453)>0. Echoed from the J message.
Not mapped.
2
452 PartyRole
int/2n
E
Present if NoPartyIDs (453)>0. Echoed from the J message.
Not mapped.
1
75
TradeDate
LocalMktDate/8!n E
Trade date of the execution order.
Not mapped.
1
60
TransactTime
UTCTimestamp
/8!n6!n
E
Trade date and time of the execution order.
Not mapped.
1
87
AllocStatus
int/1!n
E
Omgeo CTM sets this value to 0 (accepted).
Not mapped.
1
167 SecurityType
String/5a
O
The type of security.
Not mapped.
1
9052 OmgeoTradeSideID String/16z
E
An Omgeo-generated identifier for your trade side as follows: ../TradeLevelReferences/
l
New allocation—Omgeo-generated at issuance of XML
CTMTradeSideId
valid P message.
l
Replace or Cancel allocation—Derived from the value
you submit on the J message.
1
9046 OmgeoTradeLevel
MasterReference
String/16z
E
Your unique identifier for the block or trade side that you
provided on the J message.
../EchoMasterReference
1
78
NoAllocs
NumInGroup
O
Omgeo CTM sets this value to 1 and creates a separate P
message for each instance of the NoAllocs (78) in the new,
replace, or cancel allocation J message.
Not mapped.
2
79
AllocAccount
String/35z
E
Echoed from the J message.
Not mapped.
2
661 AllocAcctIDSource
String/2!c
O
Echoed from the J message.
Not mapped.
2
467 IndividualAllocID
String/16z
C
Echoed from the J message.
Not mapped.
Standard Trailer
Message fields—P message acknowledging an invalid allocation J
Table 4.9 lists the XML invalid P message fields that you can expect when your allocation J
message fails synchronous validation on the Omgeo CTM host. The root XPath is the
InvalidBody composite in the Invalid message.
l
l
For table layout and field information, see Chapter 2, FIX messages on page 21.
For a list of potential synchronous errors, see Appendix C, Troubleshooting errors on page
208.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
72
Table 4.9 Message fields—P message acknowledging an invalid allocation J message
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
XPath
Standard Header (MsgType=P)
1
70 AllocID
String/16z
E
1
453
NoPartyIDs
NumInGroup
E
2
448
PartyID
C
2
2
1
1
447
452
75
60
PartyIDSource
PartyRole
TradeDate
TransactTime
String/34z or
4!a2!a2!c[3!c]
char/4c
int/2n
LocalMktDate/8!n
UTCTimestamp
/8!n6!n
Your unique identifier for the block associated with one or more Not mapped.
allocations that you provided on the J message.
Repeating group (448–452) of up to three instances that
Not mapped.
Omgeo CTM returns for all fields in the Parties (453) component
block of the J message.
Present if NoPartyIDs (453)>0. Echoed from the J message.
Not mapped.
C
C
E
E
Present if NoPartyIDs (453)>0. Echoed from the J message.
Present if NoPartyIDs (453)>0. Echoed from the J message.
Trade date of the execution order.
Trade date and time of the execution order.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
1
1
1
1
87
88
167
78
AllocStatus
AllocRejCode
SecurityType
NoAllocs
int/1!n
int/1!n
String/5a
NumInGroup
E
E
O
O
Not mapped.
Not mapped.
Not mapped.
Not mapped
2
2
2
2
79
661
467
776
String/35z
String/2!c
String/16z
int/1!n
E
O
O
E
Omgeo CTM sets this value to 2 for an allocation-level rejection
Omgeo CTM sets this value to 7 (other).
The type of security. Echoed from the J message.
Omgeo CTM sets this value to 1 and creates a separate P
message for each instance of the NoAllocs (78) in the new,
replace, or cancel allocation J message.
Echoed from the J message.
Echoed from the J message.
Echoed from the J message.
Omgeo CTM sets this value to 7 (other).
NumInGroup
C
Not mapped
9068 OmgeoIndividual String/6c
ErrorKey
9069 OmgeoIndividual String/2100z
ErrorXPath
E
Present if AllocStatus (87)=2 (allocation-level rejection).
Repeating group (9068–9070) of errors Omgeo CTM
encountered when it attempted to process the new, replace, or
cancel allocation J message.
An identifier representing the error message.
1
2
2
2
AllocAccount
AllocAcctIDSource
IndividualAllocID
IndividualAlloc
RejCode
9067 OmgeoNo
IndividualErrors
9070 OmgeoIndividual String/255z
ErrorText
Standard Trailer
O
O
Omgeo CTM maps from the ErrorParameterValue field of the
first ErrorParameter composite where
ErrorParameterType=XPath.
Explains the error.
Not mapped
Not mapped
Not mapped
Not mapped
../SynchError/
ErrorKey
../SynchError/
ErrorParameter/
ErrorParameterValue
../SynchError/
ErrorText
XML validation P messages for an AT message
Valid or invalid P messages indicate whether the Omgeo CTM host accepts or rejects your AT
message to reject a counterparty trade component.
l
l
When you receive an XML valid P message, your AT message passed synchronous
validation.
When you receive an XML invalid P message, your AT message failed synchronous
validation.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
73
P message flow acknowledging a reject counterparty block AT message
Figure 4.4 shows the XML valid P message flow for a reject counterparty block AT message.
Investment
Manager
1
Internal
FIX
System
Omgeo
Level 1—OFI Validation
OFI
Allocation Report Ack (AT)
Reject Counterparty Block
System Valid (P)
3
Omgeo
CTM Host
RejectComponent XML
2
Level 2— XML Validation
4b
XML Valid (P)
or
XML Invalid (P)
5b
Valid XML
or
Invalid XML
4a
5a
Figure 4.4 Reject counterparty block AT—XML validation P message flow
The numbered steps in Table 4.10 explain the steps in Figure 4.4.
Table 4.10 XML validation P message—reject counterparty block flow steps
Step Description
1
2
3
4a
and
4b
5a
and
5b
You create a counterparty block reject in your internal system and send it to Omgeo CTM in an AT message.
Your message passes OFI validation and OFI sends you a system valid P message.
OFI translates your AT message into Omgeo CTM as a RejectComponent XML message, which OFI sends to the Omgeo CTM host for
processing.
Omgeo CTM validates the RejectComponent XML message:
l
4a—If the message passes synchronous validation, Omgeo CTM generates a Valid XML message.
l
4b—OFI translates the Valid XML message into an XML valid P message, which it sends to you.
Omgeo CTM validates the RejectComponent XML message:
l
l
5a—If the message fails synchronous validation, Omgeo CTM generates an Invalid XML message. The message includes the reasons for
failure. Omgeo CTM does not update the database with your counterparty block reject information.
5b—OFI translates the Invalid XML message into an XML invalid P message, which it sends to you.
Message fields—P message for a valid reject counterparty block AT
Table 4.11 lists the XML valid P message fields that you can expect when your block AT
message passes synchronous validation. The root XPath is the ValidBody composite in the Valid
message. For table layout and field information, see Chapter 2, FIX messages on page 21.
Table 4.11 Message fields—P message acknowledging a valid reject counterparty block AT message
Ind. Tag
Field Name
Datatype/Syntax E/O/C
Standard Header (MsgType=P)
1
70 AllocID
String/16z
E
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Notes
XPath
A unique identifier for your counterparty’s block that you
provided on the AT message.
Not mapped.
74
Table 4.11 Message fields—P message acknowledging a valid reject counterparty block AT message (ccontinued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C
Notes
XPath
2
453
NoPartyIDs
NumInGroup
Not mapped.
2
448
PartyID
E
Repeating group (448–452) of up to three instances that
Omgeo CTM returns for all fields in the Parties (453)
component block of the J message.
Present if NoPartyIDs (453)>0. Echoed from the J message.
E
E
E
E
Present if NoPartyIDs (453)>0. Echoed from the J message.
Present if NoPartyIDs (453)>0. Echoed from the J message.
Trade date of the execution order.
Trade date and time of the execution order.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
E
O
E
Omgeo CTM sets this value to 0 (accepted).
The type of security. Echoed from the J message.
An Omgeo-generated identifier for your trade side that you
provided on the AT message.
The executing broker's AllocID (70) for your MATCHED or
MISMATCHED block.
Not mapped.
Not mapped.
../CTMTradeSideId
2
2
1
1
1
1
1
String/34z or
4!a2!a2!c[3!c]
447 PartyIDSource
char/4c
452 int/2n
PartyRole
75 TradeDate
LocalMktDate/8!n
60 TransactTime
UTCTimestamp
/8!n6!n
87 AllocStatus
int/1!n
167 SecurityType
String/5a
9052 OmgeoTradeSideID String/16z
1
9046 OmgeoTradeLevel
MasterReference
Standard Trailer
String/16z
E
O
Not mapped.
../EchoMaster
Reference
Message fields—P message for an invalid reject counterparty block AT
Table 4.12 lists the XML invalid P message fields that you can expect when your reject
counterparty block AT message fails synchronous validation on the Omgeo CTM host. The root
XPath is the InvalidBody composite in the Invalid message.
l
l
For table layout and field information, see "Chapter 2, FIX messages on page 21.
For a list of applicable synchronous errors, see Appendix C, Troubleshooting errors on page
208.
Table 4.12 Message fields—P message acknowledging an invalid reject counterparty block AT message
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
XPath
Standard Header (MsgType=P)
1
70
AllocID
String/16z
O
A unique identifier for your counterparty’s block that you
provided on the AT message.
Not mapped.
2
453
NoPartyIDs
NumInGroup
E
Not mapped.
2
448
PartyID
C
2
2
1
1
447
452
75
60
PartyIDSource
PartyRole
TradeDate
TransactTime
C
C
E
E
Present if NoPartyIDs (453)>0. Echoed from the J message.
Present if NoPartyIDs (453)>0. Echoed from the J message.
Trade date of the execution order.
Trade date and time of the execution order.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
1
1
1
87
88
167
AllocStatus
AllocRejCode
SecurityType
String/34z or
4!a2!a2!c[3!c]
char/4c
int/2n
LocalMktDate/8!n
UTCTimestamp
/8!n6!n
int/1!n
int/1!n
String/5a
Repeating group (448–452) of up to three instances that
Omgeo CTM returns for all fields in the Parties (453)
component block of the J message.
Present if NoPartyIDs (453)>0. Echoed from the J message.
E
E
O
Omgeo CTM sets this value to 0 (accepted).
Omgeo CTM sets this value to 7 (other).
The type of security. Echoed from the J message.
Not mapped.
Not mapped.
Not mapped.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Not mapped.
75
Table 4.12 Message fields—P message acknowledging an invalid reject counterparty block AT message (ccontinued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
1
9063 OmgeoNoErrors
NumInGroup
O
2
9064 OmgeoErrorKey
String/6c
E
2
9065 OmgeoErrorXPath String/2100z
O
2
9066 OmgeoErrorText
O
String/255z
XPath
Present if AllocStatus (87)=1 (block-level rejection). Repeating Not mapped.
group (9064–9066) of errors Omgeo CTM encountered when it
attempted to process the reject counterparty block.
An identifier representing the error message.
../SynchError/
ErrorKey
Omgeo CTM maps from the ErrorParameterValue field of the ../SynchError/
first ErrorParameter composite where
ErrorParameter/
ErrorParameterType=XPath.
ErrorParameterValue
Explains the error.
../SynchError/
ErrorText
Standard Trailer
P message flow acknowledging a reject counterparty confirmation
Figure 4.5 shows the XML valid P message flow for valid and invalid reject counterparty
confirmation AT messages containing multiple confirmations.
Omgeo
Investment
Manager
1a
Allocation Report Ack (AT)
3 Reject Counterparty Confirmations
System Valid (P)
or
2a
Internal
FIX
System
OFI
Level 1—OFI Validation
1c
1b
Allocation Report Ack (AT)
2 Reject Counterparty Confirmations
System Valid (P)
RejectComponent A XML
RejectComponent B XML
RejectComponent C XML
Omgeo
CTM Host
or
2c
RejectComponent A XML
RejectComponent B XML
2b
Level 2—XML Validation
XML Valid A (P)
XML Valid B (P)
XML Valid C (P)
Valid A XML
Valid B XML
Valid C XML
or
1e
or
XML Invalid A (P)
XML Invalid B (P)
2e
Invalid A XML
Invalid B XML
1d
2d
Figure 4.5 Reject counterparty confirmation AT—XML validation P message flow
The numbered steps in Table 4.13 explain the steps in Figure 4.5.
Table 4.13 XML validation P message—reject counterparty confirmation flow steps
Step
Description
1a
1b
1c
You reject two counterparty confirmations in your internal system and send it to Omgeo CTM in an AT message.
Your AT message passes OFI validation and OFI sends you a system valid P message.
OFI translates your AT message into three RejectComponent XML messages and sends them to the Omgeo CTM host
for processing.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
76
Table 4.13 XML validation P message—reject counterparty confirmation flow steps (continued)
Step
Description
1d
The Omgeo CTM host validates the RejectComponent XML messages and sends three Valid XML messages to OFI.
1e
OFI translates the three Valid XML messages into three XML valid P messages, which it sends to you.
Or, when you submit a reject counterparty confirmation AT message...
2a
You reject two counterparty confirmations in your internal system and send it to Omgeo CTM in an AT message.
2b
Your AT message passes OFI validation and OFI sends you a system valid P message.
2c
OFI translates your AT message into two RejectComponent XML messages and sends them to the Omgeo CTM host
for processing.
2d
The two RejectComponent XML messages fail validation at the Omgeo CTM host, which sends two Invalid XML
messages to OFI.
2e
OFI translates the two Invalid XML messages into two XML invalid P messages, which it sends to you.
Message fields—P message for a valid reject counterparty confirm AT
Table 4.14 lists the XML valid P message fields that you can expect when your reject
counterparty confirmation AT message passes synchronous validation. The root XPath is the
ValidBody composite in the Valid message. For table layout and field information, see Chapter
2, FIX messages on page 21.
Table 4.14 Message fields—P message acknowledging a valid reject counterparty confirmation AT
Ind. Tag
Field Name
Datatype/Syntax E/O/C
Notes
XPath
Standard Header (MsgType=P)
1
70 AllocID
String/16z
O
A unique identifier for your counterparty’s confirmation
that you provided on the AT message.
Not mapped.
2
453
NoPartyIDs
E
Not mapped.
2
448
PartyID
2
2
1
1
1
1
1
1
1
String/34z or
4!a2!a2!c[3!c]
447 PartyIDSource
char/4c
452 PartyRole
int/2n
75 TradeDate
LocalMktDate/8!n
60 TransactTime
UTCTimestamp
/8!n6!n
87 AllocStatus
int/1!n
167 SecurityType
String/5a
9052 OmgeoTradeSideID String/16z
E
Omgeo CTM returns all fields in the Parties component
block from the AT message.
Present if NoPartyIDs (453)>0.
E
E
E
E
Present if NoPartyIDs (453)>0.
Present if NoPartyIDs (453)>0.
Trade date of the execution order.
Trade date and time of the execution order.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
E
O
E
Not mapped.
Not mapped.
../CTMTradeSideId
9046 OmgeoTradeLevel
MasterReference
78 NoAllocs
O
Omgeo CTM sets this value to 0 (accepted).
The type of security.
An Omgeo-generated identifier for your trade side that
you provided on the AT message.
The executing broker's AllocID (70) for your MATCHED or
MISMATCHED confirmation.
Omgeo CTM sets this value to 1 and creates a separate P
message for each instance of the NoAllocs (78) in the reject
counterparty confirm AT message.
Echoed from the J message.
Echoed from the J message.
Echoed from the J message.
2
79 AllocAccount
2
661 AllocAcctIDSource
2
467 IndividualAllocID
Standard Trailer
NumInGroup
NumInGroup
O
String/35z
String/2!c
String/16z
E
O
O
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Not mapped.
../EchoMasterReference
Not mapped.
Not mapped.
Not mapped.
Not mapped.
77
Message fields—P message for an invalid reject counterparty confirm AT
Table 4.15 lists the XML invalid P message fields that you can expect when your reject
counterparty confirmation AT message fails synchronous validation on the Omgeo CTM host.
The root XPath is the InvalidBody composite in the Invalid message.
l
l
For table layout and field information, see Chapter 2, FIX messages on page 21.
For a list of applicable synchronous errors, see Appendix C, Troubleshooting errors on page
208.
Table 4.15 Message fields—P message acknowledging an invalid reject counterparty confirmation AT
Ind. Tag
E/O/C Notes
XPath
Standard Header (MsgType=P)
1
70
AllocID
String/16z
O
Not mapped.
1
453
NoPartyIDs
NumInGroup
E
2
448
PartyID
C
2
447
PartyIDSource
String/34z or
4!a2!a2!c[3!c]
char/4c
2
452
PartyRole
int/2n
C
1
1
75
60
TradeDate
TransactTime
LocalMktDate/8!n
UTCTimestamp
/8!n6!n
E
E
A unique identifier for your counterparty’s block that you
provided on the AT message.
Repeating group (448–452) of up to three instances that
Omgeo CTM returns for all fields in the Parties (453)
component block of the AT message.
Present if NoPartyIDs (453)>0. Echoed from the AT
message.
Present if NoPartyIDs (453)>0. Echoed from the AT
message.
Present if NoPartyIDs (453)>0. Echoed from the AT
message.
Trade date of the execution order.
Trade date and time of the execution order.
1
87
AllocStatus
int/1!n
E
Not mapped.
1
1
1
88
167
78
AllocRejCode
SecurityType
NoAllocs
int/1!n
String/5a
NumInGroup
E
O
E
2
2
2
2
79
661
467
776
String/35z
String/2!c
String/16z
int/1!n
E
O
O
E
Omgeo CTM sets this value to 2 for a confirmation-level
rejection.
Omgeo CTM sets this value to 7 (other).
The type of security. Echoed from the AT message.
Omgeo CTM sets this value to 1 and creates a separate P
message for each instance of NoAllocs (78) in the AT
message.
Echoed from the AT message.
Echoed from the AT message.
Echoed from the AT message.
Omgeo CTM sets this value to 7 (other).
NumInGroup
C
Not mapped
9068 OmgeoIndividual String/6
ErrorKey
9069 OmgeoIndividual String/2100z
ErrorXPath
E
When AllocStatus (87)=2 (confirm-level rejection), Omgeo
CTM indicates the number of errors encountered when it
attempted to process the confirmation rejection.
An identifier representing the error message.
1
2
2
2
Field Name
AllocAccount
AllocAcctIDSource
IndividualAllocID
IndividualAlloc
RejCode
9067 OmgeoNo
IndividualErrors
Datatype/Syntax
9070 OmgeoIndividual String/255z
ErrorText
Standard Trailer
C
O
O
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Omgeo CTM maps from the ErrorParameterValue field of
the first ErrorParameter composite where
ErrorParameterType=XPath.
Explains the error.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
Not mapped
Not mapped
Not mapped
../SynchError/
ErrorKey
../SynchError/
ErrorParameter/
ErrorParameterValue
../SynchError/
ErrorText
78
5. Broker/dealer messages
Introduction
This chapter explains how to interpret the broker-alleged and broker confirmation trade
component status update messages. Omgeo CTM sends the trade component AS message to
you when it processes your counterparty’s trade component for the first time.
l
l
Allocation Report (AS)—alleged block below
Allocation Report (AS)—broker confirmation on page 91
Note
To learn more about settlement information in the alleged messages, see Chapter 7, Settlement view message on page
127
Allocation Report (AS)—alleged block
The broker/dealer’s alleged block AS message notifies you that your counterparty alleged a
block against you. It contains information about your counterparty’s block, including:
Identifiers for the block
Basic information about the security
l Basic information about the block
l Trade financials
l Block commission, charges, and taxes
l Broker/dealer instructions
Omgeo CTM sets the OmgeoBrokerAllegedIndicator (35592) value to B (block) to indicate that
the AS message represents the broker/dealer’s alleged block.
l
l
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
79
Alleged block message flow
Figure 5.1 shows the message flow for a broker/dealer’s block AS message.
Investment
Manager
Internal FIX
System
Omgeo
Broker/Dealer
Alleged Block
(AS)
OFI
InfoResponse XML
New Block
3
2
Omgeo
CTM
Host
TradeLevel XML
New Block
Broker/
Dealer
1
Figure 5.1 Alleged block AS message flow
Table 5.1 describes each step in Figure 5.1
Table 5.1 Alleged block AS message flow steps
Step
1
2
3
Description
Your counterparty submits a message for a new block, which Omgeo CTM assigns an UNMATCHED status. Your counterparty can submit
the block data using any Omgeo CTM interface, including XML direct interface, Message Translation Interface (MTI), FIX, or the trade
blotter.
The new block message from your counterparty triggers Omgeo CTM to create an InfoResponse XML message and send it to OFI.
OFI translates the InfoResponse XML message into the broker/dealer's alleged block Allocation Report (AS) message. It sets the
OmgeoBrokerAllegedIndicator (35592) value to B to indicate that the message represents the broker/dealer's alleged block.
Security identifiers
Omgeo CTM uses three fields to send identifying security information about the broker/dealer's
alleged block:
SecurityID (48)—The security identifier value
SecurityIDSource (22)—The source of the SecurityID (48) value
l CountryOfIssue (470)—The country code associated with the SecurityIDSource (22)
Omgeo CTM populates SecurityID (48) and SecurityIDSource (22). CountryOfIssue (470)
information is conditional based on the SecurityIDSource (22) value described in
SecurityIDSource (22) on page 184. See "Security identification on page 33.
l
l
ISIN
If your counterparty does not identify the security with an ISIN, Omgeo CTM checks the
security cross-reference database. If Omgeo CTM locates a corresponding ISIN, it populates the
NoSecurityAltID (454) repeating group, which includes:
l
l
SecurityAltID (455)
SecurityAltIDSource (456)
Additional security identifiers
Your counterparty can provide up to four security identifiers in the SecurityAltID (455) field of
the NoSecurityAltID (454) repeating group.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
80
Alleged block commissions
Omgeo CTM sends up to four OmgeoNoBlockCommissions (9874) repeating groups to describe
the commission data for the broker/dealer's alleged block. It uses one group to provide the total
commission (TCOM) value. For a list of commission type values, see
OmgeoBlockCommissionType (9865) on page 172.
Alleged block charges, fees, and taxes
Omgeo CTM sends up to six OmgeoNoBlockChargesOrTaxes (7350) repeating groups to
describe charges, fees, and taxes for the broker/dealer's alleged block. It uses one of the
instances to provide the total fees (TFEE) value. For a list of fee type values, see MiscFeeType
(139) on page 170 and OmgeoBlockChargesOrTaxesType (7351) on page 172.
Message fields
Table 5.2 lists the broker/dealer alleged block (AS) message fields that Omgeo CTM generates.
The root XPath is the InfoResponseBody composite in the InfoResponse message. For table
layout and field information, see Chapter 2, FIX messages on page 21.
Table 5.2 Message fields—allocation report (AS) for an alleged block
In Tag
d.
Field Name
Datatype/Syn E/O/ Notes
tax
C
Standard Header (MsgType=AS)
1 355 OmgeoInstructingPartyTrade String/16z
96 SideID
C
Omgeo-specific field that
../IRTradeLevel/
contains your
CounterpartyCTMTradeSideID
CTMTradeSideId for your
block when one of the follow is
true:
l
l
1
737
0
OmgeoTLVersionOfTradeCom int/10n
ponent
E
1
905
3
OmgeoSettlementViewIndicat Boolean/1!a
or
E
1
355
92
OmgeoBrokerAllegedIndicato char/1!a
r
E
XPath
Your block is MATCHED
with the executing
broker’s block.
Your block is paired or
MISMATCHED with the
executing broker's block.
The executing broker’s version
number of the executing
broker’s block.
Omgeo CTM sets to N (no),
which indicates that this
message does not represent a
settlement view.
Omgeo CTM sets to B, which
indicates that the alleged block
AS message contains the
executing broker’s block data.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../IRTradeLevel/
TLVersionOfTradeComponent
Not mapped.
Not mapped.
81
Table 5.2 Message fields—allocation report (AS) for an alleged block (continued)
In Tag
d.
Field Name
Datatype/Syn E/O/ Notes
tax
C
XPath
1
355
97
OmgeoBrokerCapacityBlock
int/2n
O
../IRTradeLevel/
TradeLevelInformation/
PartyCapacityIndicator
1
905
4
OmgeoTLMatchStatus
char/3n
E
1
905
6
OmgeoCompleteStatus
String/4!c
E
The role of the executing
broker in the trade. For valid
values, see
OmgeoBrokerCapacityBlock
(35597) on page 173.
Indicates the block Match
status. For valid values, see
OmgeoTLMatchStatus (9054)
on page 180.
Indicates the Complete status.
For valid values, see
OmgeoCompleteStatus (9056)
on page 174.
1
905
7
OmgeoMatchAgreedStatus
String/4!c
E
../IRTradeLevel/TradeLevelStatuses/MatchAgreedStatus
1
750
5
OmgeoTLWorkflowType
String/4!c
O
1
985
8
OmgeoTLAccruedInterestCurr String/
ency
3!a
O
1
985
9
OmgeoTLAccruedInterestAmo Amt/
unt
17d
O
1
987
8
AllocationBlock
OriginalFace
Amt/
17d
O
1
CurrentFace
1
54
Side
Amt/
17d
int/
1!n
char/
1!n
O
1
553
7
857
1
734
8
OmgeoSecurity
TypeGroup
String/
3!a
O
1
48
SecurityID
String/
30z
E
Indicates the Match Agreed
status of the trade. For valid
values, see
OmgeoMatchAgreedStatus
(9057) on page 174.
Omgeo-specific field that
assigned to the block. For valid
values, see
OmgeoTLWorkflowType
(7505) on page 181.
For fixed income securities, the
currency for total accrued
interest on the block.
For fixed income securities, the
absolute value of total accrued
interest on the block.
For fixed income securities, the
total original face amount for
the asset- backed security at
the block.
Absolute value of CurrentFace
(5537).
Omgeo CTM sets to 0 (not
specified).
Indicates the trade side. For
valid values, see Side (54) on
page 187.
Asset class of the security. For
valid values, see
OmgeoSecurityTypeGroup
(7348) on
page 175
OmgeoSecurityTypeGroup
(7348) on page 160.
Security identifier value of
SecurityIDSource (22) type.
Use reverse escape rules. See
Security identifiers on page 80.
AllocNoOrdersType
E
E
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../IRTradeLevel/
TradeLevelStatuses/
TLMatchStatus
../IRTradeLevel/TradeLevelStatuses/CompleteStatus
../IRTradeLevel/Workflow/WorkflowType
../IRTradeLevel/TradeLevelTotals/TotalAccruedInterestAmount/
CurrencyCode
../IRTradeLevel/TradeLevelTotals/TotalAccruedInterestAmount/
Sign and Amount
../IRTradeLevel/TradeLevelTotals/TotalOriginalFaceAmount
../IRTradeLevel/TradeLevelInformation/CurrentFaceValue
Not mapped.
../IRTradeLevel/
TradeLevelInformation/
BuySellIndicator
../IRTradeLevel/
SecurityTypeGroup
../IRTradeLevel/
IdentificationOfASecurity/
SecurityCode
82
Table 5.2 Message fields—allocation report (AS) for an alleged block (continued)
In Tag
d.
Field Name
Datatype/Syn E/O/ Notes
tax
C
XPath
1
22
SecurityIDSource
String
/3c
E
../IRTradeLevel/
IdentificationOfASecurity/
SecurityCodeType/
NumberingAgencyCode
1
167
SecurityType
String/
5a
E
1
207
SecurityExchange
Exchange/
3!a
O
1
470
CountryOfIssue
Country/
2!a
O
1
107
SecurityDesc
String/
4*35z
O
1
454
NoSecurityAltID
NumIn
Group
O
2
455
SecurityAltID
String/
30z
E
2
456
SecurityAltIDSource
String
/4a
C
1
541
MaturityDate
LocalMkt
Date/
8!n
O
1
225
IssueDate
LocalMkt
Date/8!n
O
Security identifier value of
SecurityIDSource (22) type.
Use reverse escape rules. See
"Security identifiers on
page 80. For valid values, see
SecurityIDSource (22) on
page 184.
Type of financial instrument
Omgeo CTMdesignates for the
security. For valid values, see
SecurityType (167) on
page 184.
ISO Market Identifier Code
(MIC). For the only valid value,
see SecurityExchange (207) on
page 183.
The ISO country code
associated with the
SecurityIDSource (22). For
valid values, see
SecurityIDSource (22) on
page 184.
Repeating field of up to four
instances that describe the
security. Use reverse escape
rules.
Repeating group (455–456) of
up to five instances of
additional identifiers
associated with the security
Omgeo CTM supplies when
the SecurityIDSource (22)=4
(ISIN). See Security identifiers
on page 80.
Present if NoSecurityAltID
(454)>0. The value of any
additional security ID when
the SecurityIDSource (22)=4
(ISIN).
Present if NoSecurityAltID
(454)>0. The value of any
additional security ID when
the SecurityIDSource (22)=4
(ISIN). For valid values, see the
Common Reference Data.
For fixed income securities,
date of maturity.
../IRTradeLevel/
TradeLevelInformation/
TypeOfFinancialInstrument
../IRTradeLevel/
TradeLevelInformation/
PlaceOfTrade/
PlaceNarrative
../IRTradeLevel/
IdentificationOfASecurity/
SecurityCodeType/
CountryCode
../IRTradeLevel/
IdentificationOfASecurity/
DescriptionOfTheSecurity
Not mapped.
../IRTradeLevel/
AdditionalSecurityIdentifiers/
SecurityCode
../IRTradeLevel/
AdditionalSecurity
Identifiers/
SecurityCodeType/
NumberingAgencyCode
../IRTradeLevel/
TradeLevelInformation/
MaturityDate
For fixed income securities, the ../IRTradeLevel/
date on which a bond or stock TradeLevelInformation/
offering is issued.
IssueDate
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
83
Table 5.2 Message fields—allocation report (AS) for an alleged block (continued)
In Tag
d.
Field Name
Datatype/Syn E/O/ Notes
tax
C
XPath
1
223
CouponRate
Percentage/1 O
7d
../IRTradeLevel/
TradeLevelInformation/
CouponRate/
Sign and Amount
1
106
Issuer
String/4*35z
O
1
255
CreditRating
String/31z
O
1
864
NoEvents
NumIn
Group
O
2
865
EventType
int/1!n
C
2
866
EventDate
C
2
867
EventPx
LocalMkt
Date/
8!n
Amt/17d
1
873
DatedDate
O
1
870
NoInstrAttrib
LocalMkt
Date/
8!n
NumIn
Group
C
O
For fixed income securities, the
rate of interest that, when
multiplied by the principal, par
value, or face value of a bond,
provides the periodic interest
payment.
Repeating field of up to four
instances that identify the
security issuer. Use reverse
escape rules.
Rating vendor and rating
value.
../IRTradeLevel/
TradeLevelInformation/
Issuer
../IRTradeLevel/
TradeLevelInformation/
Rating/
RatingVendor and RatingValue
Repeating group (865–867) of Not mapped.
events associated with the
trade.
The type of call, such as 1 (put). ../IRTradeLevel/
For valid values, see
TradeLevelInformation/
EventType (865) on page 169. CallType
Date of event, if applicable.
../IRTradeLevel/
TradeLevelInformation/
CallDate
Predetermined price of issue ../IRTradeLevel/
at event, if applicable.
TradeLevelInformation/
CallPrice/Amount
If this value is different from
../IRTradeLevel/
IssueDate (225), Omgeo CTM TradeLevelInformation/
sets the different value.
DatedDate
Repeating group (870–872) of Not mapped.
up to two instances of any
underlying XML
AlternativeMinimumTax and
FederalTax amounts
associated with the trade.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
84
Table 5.2 Message fields—allocation report (AS) for an alleged block (continued)
In Tag
d.
Field Name
Datatype/Syn E/O/ Notes
tax
C
XPath
2
InstrAttribType
int/2!c
../IRTradeLevel/
TradeLevelInformation/
FederalTax
and
AlternativeMinimumTax
871
C
Present if NoInstrAttrib (870)
>0. Valid values:
l
l
When InstrAttribType
(871)=19 (subject to
alternative minimum tax),
Omgeo CTM sets XML
AlternativeMinimumTax=
AMTX.
When InstrAttribType
(871)=99 (text) and
InstrAttribValue (872)
=FDTX, Omgeo CTM sets
XML FederalTax=FDTX.
2
872
InstrAttribValue
String/
4!c
C
Present if NoInstrAttrib (870)
>0. Value of the tax.
1
53
Quantity
Qty/
17d
E
Total number of shares or
confirmations allocated to all
accounts.
1
6
AvgPx
Price/
17d
E
Deal price for the block.
1
15
Currency
Currency/
3!a
E
ISO currency code of AvgPx
(6). See Currency on page 36.
1
453
NoPartyIDs
2
448
PartyID
NumIn
E
Group
String/
E
34z
or
4!a2!a2!c[3!c]
2
447
PartyIDSource
char/
4c
E
Omgeo CTM sets the value to
2.
Present if NoPartyIDs (453)>0.
The identifier associated with
either you or the executing
broker.
../IRTradeLevel/
TradeLevelInformation/
FederalTax
../IRTradeLevel/
TradeLevelInformation/
QuantityOfTheBlockTrade/
Amount
../IRTradeLevel/
TradeLevelInformation/
DealPrice/Amount
../IRTradeLevel/
TradeLevelInformation/
TotalTradeAmount/
CurrencyCode
Not mapped.
../IRTradeLevel/
InstructingParty/
PartyValue
and
../IRTradeLevel/
ExecutingBroker/
PartyValue
Present if NoPartyIDs (453)>0. ../IRTradeLevel/
For valid values, see
InstructingParty/
PartyIDSource (447) on
PartyType
page 183.
and
../IRTradeLevel/
ExecutingBroker/
PartyType
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
85
Table 5.2 Message fields—allocation report (AS) for an alleged block (continued)
In Tag
d.
Field Name
Datatype/Syn E/O/ Notes
tax
C
XPath
2
452
PartyRole
int/
2n
E
Present if NoPartyIDs (453)>0.
The role of the identified party.
For valid values, see PartyRole
(452) on page 183.
1
75
TradeDate
LocalMktDate
/8!n
E
Trade date of the execution
order.
1
60
TransactTime
UTCTime
stamp /
8!n6!n
E
Trade date and time of the
execution order.
../IRTradeLevel/
InstructingParty/
PartyRole
and
../IRTradeLevel/
ExecutingBroker/
PartyRole
../IRTradeLevel/
TradeLevelInformation/
TradeDateTime
../IRTradeLevel/
TradeLevelInformation/
TradeDateTime
1
63
SettlType
char/1!n
O
1
64
SettlDate
LocalMktDate
/8!n
E
For fixed income securities,
indicates a when-issued fixed
income security. Omgeo CTM
ignores all values other than
SettlType (63)=7 (when issue)
because the required
SettlDate (64) field overrides
them. For the only valid value,
see SettlType (63) on page 186.
The date of trade settlement.
1
381
GrossTradeAmt
Amt/17d
E
1
118
NetMoney
Amt/17d
O
1
157
NumDaysInterest
int/4!n
O
1
232
NoStipulations
NumInGroup
O
../IRTradeLevel/
TradeLevelInformation/
WhenIssue
../IRTradeLevel/
TradeLevelInformation/
SettlementDate
Gross amount of the block
trade corresponding to the
same currency as AvgPx (6).
../IRTradeLevel/
TradeLevelInformation/
TotalTradeAmount/
Sign and Amount
Expressed in same currency as ../IRTradeLevel/
AvgPx (6). Sum of
TradeLevelTotals/
AllocNetMoney. The value
TotalNetCashAmount/
expressed here is the block net Sign and
money.
Amount
For fixed income securities,
../IRTradeLevel/
number of days of interest for TradeLevelInformation/
convertible bonds. The value NumberOfDaysAccrued
can be negative.
Repeating group (233–234) of Not mapped.
up to 20 instances of
stipulations for a TBA fixed
income trade.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
86
Table 5.2 Message fields—allocation report (AS) for an alleged block (continued)
In Tag
d.
Field Name
Datatype/Syn E/O/ Notes
tax
C
2
233
StipulationType
String/15c
C
2
234
StipulationValue
String/35z or
LocalMktDate
/8!n or
Boolean/1!a
C
2
355
86
NoStipulation
StateCodes
NumInGroup
C
3
355
87
StipulationState
Code
char/2!a
C
2
355
88
StipulationFlag
char/1!a
C
2
235
YieldType
String/7a
C
2
236
Yield
Percentage/1 C
7d
XPath
Present if NoStipulations (232)
>0. For valid values, see
StipulationType (233) on
page 188.
../IRTradeLevel/
TradeLevelInformation/
StipulationsNonStandard/
StipulationCode
NonStandard
or
../IRTradeLevel/
TradeLevelInformation/
StipulationsStandard/
StipulationCodeStandard
Present if NoStipulations (232) ../IRTradeLevel/
>0. Value of the stipulation,
TradeLevelInformation/
unless the stipulation requires StipulationsNonStandard/
a state code.
StipulationCodeValue
NonStandard
or
../IRTradeLevel/
TradeLevelInformation/
StipulationsStandard/
StipulationCodeValue/
StipulationNumeric
or
StipulationAlphanumeric
or
StipulationDate
or
StipulationYOrN
Repeating group (35587) of
Not mapped.
up to 20 instances of state
codes associated with a
stipulation on a TBA trade.
Present if NoStipulations (232) ../IRTradeLevel/
>0. For valid values, see
TradeLevelInformation/
StipulationStateCode (35587) StipulationsStandard/
on page 187.
StipulationValueStandard/
StipulationStateCode
Indicates the type of
Not mapped.
stipulation. Valid values:
l
S—Standard
l
N—Nonstandard
For fixed income securities,
populated when Yield (236)
has a value. For valid values,
see YieldType (235) on
page 190.
For fixed income securities,
populated when YieldType
(235) has a value. Yield
percentage.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../IRTradeLevel/
TradeLevelInformation/
Yield/YieldType
../IRTradeLevel/
TradeLevelInformation/
Yield/Sign
and
Amount
87
Table 5.2 Message fields—allocation report (AS) for an alleged block (continued)
In Tag
d.
Field Name
Datatype/Syn E/O/ Notes
tax
C
XPath
1
904
2
OmgeoNoTradeTrans
CondIndicators
NumInGroup
O
Not mapped.
2
904
3
OmgeoTradeTrans
CondIndicator
String/4!a
C
1
987
4
OmgeoNoBlock
Commissions
NumInGroup
O
2
987
3
OmgeoCommSharing
BasisIndicator
String/4!c
C
2
986
5
OmgeoBlock
CommissionType
String/4!c
C
2
986
6
OmgeoBlock
CommissionAmount
Amt/17d
C
2
986
9
OmgeoBlock
Commission
Currency
Currency/3!a
C
2
986
7
Omgeo
Commission
Reason
String/4!c
O
Repeating group (9043) of up
to ten bargain conditions at
the block.
Present if
OmgeoNoTradeTransCondIn
dicators (9042)>0. Indicates
any bargain conditions for the
trade. For valid values, see
OmgeoTradeTransCondIndic
ator (9043) on page 181.
Repeating group (9873–9867)
of up to four instances that
describe commissions on the
block. See Alleged block
commissions on page 81.
Present if
OmgeoNoBlockCommissions
(9874)>0. Identifies the
commission sharing basis
under which the trade was
executed. For valid values, see
OmgeoCommSharingBasisInd
icator (9873) on page 174.
Present if
OmgeoNoBlockCommissions
(9874)>0. For valid values, see
OmgeoBlockCommissionType
(9865) on page 172.
Present if
OmgeoNoBlockCommissions
(9874)>0. Amount of block
commission.
Present if
OmgeoNoBlockCommissions
(9874)>0. The block
commission currency when
the
OmgeoCommSharingBasisInd
icator (9873) is PERU (Rate per
Share) or FLAT (Flat Rate).
Omgeo CTM does not
populate this field when the
value is PERC (Percent).
Present if
OmgeoNoBlockCommissions
(9874) > 0. For valid values, see
Common reference values on
page 168.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../IRTradeLevel/
TradeLevelInformation/
TradeTransaction
ConditionIndicator
Not mapped.
../IRTradeLevel/
TradeCommFeesTaxes/
TradeCommissions/
CommissionSharing
BasisIndicator
../IRTradeLevel/
TradeCommFeesTaxes/
TradeCommissions/
CommissionType
../IRTradeLevel/
TradeCommFeesTaxes/
TradeCommissions/
Commission/Sign
and Amount
../IRTradeLevel/
TradeCommFeesTaxes/
TradeCommissions/
Commission/
CurrencyCode
../IRTradeLevel/
TradeCommFeesTaxes/
TradeCommissions/
CommissionReasonCode
88
Table 5.2 Message fields—allocation report (AS) for an alleged block (continued)
In Tag
d.
Field Name
Datatype/Syn E/O/ Notes
tax
C
XPath
1
735
0
OmgeoNoBlock
ChargesOrTaxes
NumInGroup
O
Not mapped.
2
735
1
OmgeoBlockCharges
OrTaxesType
char/3n
C
2
735
2
OmgeoBlockCharges
OrTaxesCurrency
Currency/3!a
C
2
735
3
OmgeoBlockCharges
OrTaxesAmount
Amt/17d
C
1
356
02
NoBlockDlvyInst
NumInGroup
O
2
356
03
BlockSettlInstSource
char/1!n
C
2
356
04
BlockDlvyInstType
char/1!a
C
2
356
05
OmgeoBlockSettl
InstrSourceIndicator
String/4!c
C
2
356
06
OmgeoBlockAlert
CountryCode
String/3c
C
Repeating group (7371–7353)
of up to six instances that
describe the charges and
taxes on the block. See Alleged
block charges, fees, and taxes
on page 81.
Present if
OmgeoNoBlockChargesOrTax
es (7350)>0. For valid values,
see
OmgeoBlockCommissionType
(9865) on page 172.
Present if
OmgeoNoBlockChargesOrTax
es (7350)>0. The block charge
or tax currency.
../IRTradeLevel/
TradeCommFeesTaxes/
TradeChargesOrTaxes/
ChargeTaxType
../IRTradeLevel/
TradeCommFeesTaxes/
TradeChargesOrTaxes/
ChargeAmount/
CurrencyCode
Present if
../IRTradeLevel/
OmgeoNoBlockChargesOrTax TradeCommFeesTaxes/
es (7350)>0. Amount of block TradeChargesOrTaxes/
charges/taxes.
ChargeAmount/
Sign and Amount
Omgeo CTM sets to 1 if the
Not mapped.
XML TLEBSettlement
composite is present.
Present if NoBlockDlvyInst
Not mapped.
(35602)>0. Indicates whether
these delivery instructions are
for the buy-side or sell-side.
Omgeo CTM sets to 1 (broker
instructions as provided by
executing broker).
Present if NoBlockDlvyInst
Not mapped.
(35602)>0. Indicates whether
delivery instructions are for
securities or cash settlement.
Omgeo CTM sets to S
(securities).
Valid values:
../IRTradeLevel/
TLEBSettlement/
l
ALRT—ALERT
SettlementInstructions
l
MANI—Manual
SourceIndicator
Present if
../IRTradeLevel/
OmgeoSettlInstrSourceIndicat TLEBSettlement/
or (35605)=ALRT. For valid
AlertCountryCode
values, see the ALERT
Common Reference Data.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
89
Table 5.2 Message fields—allocation report (AS) for an alleged block (continued)
In Tag
d.
Field Name
Datatype/Syn E/O/ Notes
tax
C
XPath
2
356
07
OmgeoBlockAlert
MethodType
String/12z
C
../IRTradeLevel/
TLEBSettlement/
AlertMethodType
2
356
08
OmgeoBlockAlert
SecurityType
String/3z
C
2
356
09
OmgeoBlockAlert
SettlementModelName
String/12z
C
2
356
10
OmgeoBlockSettl
InstProcNarrative
String/2100z
C
Manually entered settlement
instructions.
2
356
11
NoBlockSettlPartyIDs
NumInGroup
O
3
356
12
BlockSettlPartyID
String/35z
C
Repeating group (35612–
35614) of settlement parties.
See Settlement view message
flow on page 127.
Present if
NoBlockSettlPartyIDs (35611)
>0.
3
356
13
BlockSettlPartyIDSource
char/1!a
C
3
356
14
BlockSettlPartyRole
int
C
3
356
15
NoBlockSettlParty
SubIDs
NumInGroup
O
4
356
16
BlockSettlParty
SubID
String/250z
C
4
356
17
BlockSettlParty
SubType
char
C
Present if
OmgeoSettlInstrSourceIndicat
or (35605)=ALRT. For valid
values, see the ALERT
Common Reference Data.
Present if
OmgeoSettlInstrSourceIndicat
or (35605)=ALRT. For valid
values, see the ALERT
Common Reference Data.
Present if
OmgeoSettlInstrSourceIndicat
or (35605)=ALRT for executing
broker instructions.
Present if
NoBlockSettlPartyIDs (35611)
>0.
Present if
NoBlockSettlPartyIDs (35611)
>0.
Repeating group (35616–
35617) of settlement party
subidentifiers. See Settlement
view message flow on
page 127.
Present if
NoBlockSettlPartySubIDs
(35615)>0.
Present if
NoBlockSettlPartySubIDs
(35615)>0.
../IRTradeLevel/
TLEBSettlement/
AlertSecurityType
../IRTradeLevel/
TLEBSettlement/
AlertSettlemen
tModelName
../IRTradeLevel/
TLEBSettlement/
SettlementInstruction
ProcessingNarrative
Not mapped.
Depends on settlement instruction group.
Depends on settlement instruction group.
Depends on settlement instruction group.
Not mapped.
Depends on settlement instruction group.
Depends on settlement instruction group.
Standard Trailer
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
90
Allocation Report (AS)—broker confirmation
The broker/dealer’s confirmation AS message notifies you of your counterparty’s confirmation
details. It contains information about your counterparty’s confirmation, including:
Identifiers for the confirmation
l Basic information about the security
l Basic information about the confirmation
l Trade financials
l Confirmation commission, charges, and taxes
l Broker/dealer instructions
ALERT sets the OmgeoBrokerAllegedIndicator (35592) value to C (confirmation) to indicate that
the AS message represents the broker/dealer’s confirmation.
l
Alleged confirmation message flow
Figure 5.2 shows the message flow for a broker/dealer’s confirmation AS message.
Investment
Manager
Internal FIX
System
Omgeo
Broker/Dealer
Alleged
Confirmation
(AS)
OFI
InfoResponse XML
New Confirmation
2
Omgeo
CTM
Host
TradeDetail XML
New Confirmation
Broker/
Dealer
1
3
Figure 5.2 Confirmation AS message flow
Table 5.3 describes each step in Figure 5.2.
Table 5.3 Broker/dealer’s confirmation AS message flow steps
Step Description
1
2
3
Your counterparty submits a message for a new confirmation, which Omgeo CTM assigns an UNMATCHED status. Your counterparty can
submit the confirmation data using any Omgeo CTM interface, including XML direct interface, Message Translation Interface (MTI), FIX, or the
trade blotter.
The new confirmation message from your counterparty triggers Omgeo CTM to create an InfoResponse XML message and send it to OFI.
OFI translates the InfoResponse XML message into the broker/dealer's confirmation Allocation Report (AS) message. It sets the
OmgeoBrokerAllegedIndicator (35592) value to C to indicate that the message represents the broker/dealer's alleged confirmation.
Security identifiers
Omgeo CTM uses three fields to send identifying security information about the broker/dealer's
alleged confirmation:
l
l
l
SecurityID (48)—The security identifier value
SecurityIDSource (22)—The source of the SecurityID (48) value
CountryOfIssue (470)—The country code associated with the SecurityIDSource (22)
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
91
Omgeo CTM populates SecurityID (48) and SecurityIDSource (22). CountryOfIssue (470)
information is conditional based on SecurityIDSource (22) values. CountryOfIssue (470) value
depends on the SecurityIDSource (22) value described in SecurityIDSource (22) on page 184.
See Security identification on page 33.
ISIN
If your counterparty does not identify the security with an ISIN, Omgeo CTM checks the
security cross-reference database. If Omgeo CTM locates a corresponding ISIN, it populates the
NoSecurityAltID (454) repeating group, which includes:
l
l
SecurityAltID (455)
SecurityAltIDSource (456)
Additional security identifiers
Your counterparty can provide up to four security identifiers in the SecurityAltID (455) field of
the NoSecurityAltID (454) repeating group.
Confirmation commissions
Omgeo CTM sends up to four OmgeoNoBlockCommissions (9874) repeating groups to describe
the commission data for the broker/dealer's alleged block. It uses one group to provide the total
commission (TCOM) value. For a list of commission type values, see
OmgeoBlockCommissionType (9865) on page 172.
Confirmation charges, fees, and taxes
Omgeo CTM sends up to six OmgeoNoBlockChargesOrTaxes (7350) repeating groups to
describe charges, fees, and taxes for the broker/dealer's alleged block. It uses one of the
instances to provide the total fees (TFEE) value. For a list of fee type values, see MiscFeeType
(139) on page 170 and OmgeoBlockChargesOrTaxesType (7351) on page 172.
Message fields
Table 5.4 lists the broker/dealer confirmation AS message fields that Omgeo CTM generates.
The root XPath is the InfoResponseBody composite in the InfoResponse message. For table
layout and field information, see Chapter 2, FIX messages on page 21.
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields
In Tag Field Name
d.
Datatype/Syn E/O Notes
tax
/C
Standard Header (MsgType=AS)
1 755 AllocReportID
String/16c
E
XPath
A unique ID that FIX
../IRTradeLevel/
generates for each AS
InstructingParty/
message using a combination PartyValue
of your party identifier,
system date, and system time
to create this value.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
92
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields (continued)
In Tag Field Name
d.
Datatype/Syn E/O Notes
tax
/C
XPath
1
70
AllocID
String/16z
E
../IRTradeLevel/
TradeLevelReferences
/MasterReference
1
71
AllocTransType
char/1!n
E
A unique identifier for the
block associated with the
alleged confirmation, which
the executing broker
supplied.
Omgeo CTM sets this value as
follows:
l
l
1
794 AllocReportType
int/1!n
E
1
87
int/1!n
E
1
905 OmgeoTradeSideI
2
D
String/16z
E
1
355 InstructingPartyAll String/16z
94 ocID
C
AllocStatus
Omgeo-specific field that
contains your AllocID (70)
(XML MasterReference) for
your block, when one of the
following is true:
l
1
355 OmgeoInstructing
96 PartyTradeSideID
String/16z
C
l
737 OmgeoTLVersionOf int/10n
0
TradeComponent
E
Not mapped.
Not mapped.
../IRTradeLevel/
TradeLevelReferences/
CTMTradeSideId
../IRTradeLevel/
Counterparty
MasterReference
Your block is MATCHED
with the executing
broker's block.
Your block is paired and
MISMATCHED with the
executing broker's block.
Omgeo-specific field that
../IRTradeLevel/
contains your XML
Counterparty
CTMTradeSideId for your
CTMTradeSideID
block when one of the follow is
true:
l
1
0—New block alleged by
your counterparty
2—Cancel block alleged
by your counterparty
Omgeo CTM sets to 3 (sell-side
calculated using preliminary,
which includes the
NoMiscFees (136) repeating
group and NetMoney (118)).
Omgeo CTM sets to 0
(accepted, successfully
processed).
Unique Omgeo-generated
identifier for the executing
broker’s block.
l
Not mapped.
Your block is MATCHED
with the executing
broker’s block.
Your block is paired or
MISMATCHED with the
executing broker's block.
The executing broker’s
version number of the
executing broker’s block.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../IRTradeLevel/
TLVersionOf
TradeComponent
93
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields (continued)
In Tag Field Name
d.
Datatype/Syn E/O Notes
tax
/C
XPath
1
905 OmgeoSettlement
3
ViewIndicator
Boolean/1!a
E
Not mapped.
1
355 OmgeoBroker
92 AllegedIndicator
char/1!a
E
1
355 OmgeoBroker
97 CapacityBlock
int/2n
O
1
905 OmgeoTLMatchSta char/3n
4
tus
E
1
905 OmgeoCompleteSt String/4!c
6
atus
E
1
905 OmgeoMatch
7
AgreedStatus
String/4!c
E
1
750 OmgeoTLWorkflow String/4!c
5
Type
O
1
985 OmgeoTLAccrued
8
InterestCurrency
String/3!a
O
1
985 OmgeoTLAccrued
9
InterestAmount
Amt/17d
O
1
987 AllocationBlock
8
OriginalFace
Amt/17d
O
1
553 CurrentFace
7
Amt/17d
O
1
857 AllocNoOrdersType int/1!n
E
Omgeo CTM sets to N (no),
which indicates that this
message does not represent a
settlement view.
Omgeo CTM sets to C, which
indicates that this message
contains the executing
broker’s confirmation data.
The role of the executing
broker in the trade. For valid
values, see
OmgeoBrokerCapacityBlock
(35597) on page
158
OmgeoBrokerCapacityBlock
(35597) on page 173.
Indicates the block Match
status. For valid values, see
OmgeoTLMatchStatus (9054)
on page 180.
Indicates the Complete status
of the trade. For valid values,
see OmgeoCompleteStatus
(9056) on page 174.
Indicates the Match Agreed
status of the trade. For valid
values, see
OmgeoMatchAgreedStatus
(9057) on page 1740.
Omgeo-specific field assigned
to a block. For valid values, see
OmgeoTLWorkflowType
(7505) on page 181.
For fixed income securities, the
currency for total accrued
interest on the block.
Not mapped.
../IRTradeLevel/
TradeLevelInformation/
PartyCapacityIndicator
../IRTradeLevel/
TradeLevelStatuses/
TLMatchStatus
../IRTradeLevel/
TradeLevelStatuses/
CompleteStatus
../IRTradeLevel/
TradeLevelStatuses/
MatchAgreedStatus
../IRTradeLevel/
Workflow/WorkflowType
../IRTradeLevel/
TradeLevelTotals/
TotalAccruedInterestAmount/
CurrencyCode
For fixed income securities, the ../IRTradeLevel/
absolute value of total accrued TradeLevelTotals/
interest on the block.
TotalAccruedInterestAmount/
Sign and Amount
For fixed income securities, the ../IRTradeLevel/
total original face amount for TradeLevelTotals/
the asset- backed security at TotalOriginalFaceAmount
the block.
For fixed income securities, the ../IRTradeLevel/
current face value at the
TradeLevelInformation/
block.
CurrentFaceValue
Omgeo CTM sets to 0 (not
Not mapped.
specified).
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
94
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields (continued)
In Tag Field Name
d.
Datatype/Syn E/O Notes
tax
/C
XPath
1
54
char/1!n
E
1
734 OmgeoSecurity
8
TypeGroup
String/3!a
O
../IRTradeLevel/
TradeLevelInformation/
BuySellIndicator
../IRTradeLevel/
SecurityTypeGroup
1
48
SecurityID
String/30z
E
1
22
SecurityIDSource
String/3c
E
1
167 SecurityType
String/5a
E
1
207 SecurityExchange
Exchange/3!a O
Indicates the trade side. For
valid values, see Side (54) on
page 187.
Asset class of the security. For
valid values, see
OmgeoSecurityTypeGroup
(7348) on page 175.
Security identifier value of
SecurityIDSource (22) type.
Use reverse escape rules. See
Security identifiers on
page 91.
Source of SecurityID (48). Use
reverse escape rules. See
Security identifiers on
page 91. For valid values, see
SecurityIDSource (22) on
page 184.
For valid values, see
SecurityType (167) on
page 184.
ISO Market Identifier Code
(MIC). For the only valid value,
see SecurityExchange (207) on
page 183.
1
470 CountryOfIssue
Country/2!a
O
../IRTradeLevel/
IdentificationOfASecurity/
SecurityCodeType/
CountryCode
1
107 SecurityDesc
String/4*35z
O
1
454 NoSecurityAltID
NumInGroup C
2
455 SecurityAltID
String/30z
The ISO country code
associated with the
SecurityIDSource (22). For
valid values, SecurityIDSource
(22) on page 184.
Repeating field of up to four
instances that describe the
security. Use reverse escape
rules.
Repeating group (455–456) of
up to five instances of
additional identifiers
associated with the security
Omgeo CTM supplies when
the SecurityIDSource (22)=4
(ISIN). See Security identifiers
on page 80.
Present if NoSecurityAltID
(454)>0. The value of any
additional security ID when
the SecurityIDSource (22)=4
(ISIN).
Side
C
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../IRTradeLevel/
IdentificationOfASecurity/
SecurityCode
../IRTradeLevel/
IdentificationOfASecurity/
SecurityCodeType/
NumberingAgencyCode
../IRTradeLevel/
TradeLevelInformation/
TypeOfFinancialInstrument
../IRTradeLevel/
TradeLevelInformation/
PlaceOfTrade/PlaceNarrative
../IRTradeLevel/
IdentificationOfASecurity/
DescriptionOfTheSecurity
Not mapped.
../IRTradeLevel/
AdditionalSecurityIdentifiers/
SecurityCode
95
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields (continued)
In Tag Field Name
d.
Datatype/Syn E/O Notes
tax
/C
2
456 SecurityAltIDSourc String/4a
e
C
1
541 MaturityDate
LocalMktDate O
/8!n
1
225 IssueDate
LocalMktDate O
/8!n
1
223 CouponRate
Percentage/1 O
7d
1
106 Issuer
String/4*35z
O
1
255 CreditRating
String/31z
O
1
864 NoEvents
NumInGroup O
2
865 EventType
int/1!n
2
866 EventDate
LocalMktDate C
/8!n
2
867 EventPx
Amt/17d
1
873 DatedDate
LocalMktDate O
/8!n
1
870 NoInstrAttrib
NumInGroup O
C
C
Present if NoSecurityAltID
(454)>0. The value of any
additional security ID when
the SecurityIDSource (22)=4
(ISIN). For valid values, see the
Common Reference Data.
For fixed income securities,
date of maturity.
XPath
../IRTradeLevel/
AdditionalSecurityIdentifiers/
SecurityCodeType/
NumberingAgencyCode
../IRTradeLevel/
TradeLevelInformation/
MaturityDate
The date on which a bond or ../IRTradeLevel/
stock offering is issued.
TradeLevelInformation/
IssueDate
For fixed income securities, the ../IRTradeLevel/
rate of interest that, when
TradeLevelInformation/
multiplied by the principal,
CouponRate/
par value, or face value of a
Sign and Amount
bond, provides the periodic
interest payment.
Repeating field of up to four ../IRTradeLevel/
instances that identify the
TradeLevelInformation/
security issuer. Use reverse
Issuer
escape rules.
Rating vendor and rating
../IRTradeLevel/
value.
TradeLevelInformation/
Rating/RatingVendor and
RatingValue
Repeating group (865–867) of Not mapped.
events associated with the
trade.
The type of call, such as 1
../IRTradeLevel/
(put). For valid values, see
TradeLevelInformation/
EventType (865) on page 169. CallType
Date of event, if applicable.
../IRTradeLevel/
TradeLevelInformation/
CallDate
Predetermined price of issue ../IRTradeLevel/
at event, if applicable.
TradeLevelInformation/
CallPrice/Amount
For fixed income securities, the ../IRTradeLevel/
date on which a bond or stock TradeLevelInformation/
offering is issued.
DatedDate
Repeating group (870–872) of Not mapped.
up to two instances of any
underlying XML
AlternativeMinimumTax and
FederalTax amounts
associated with the trade.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
96
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields (continued)
In Tag Field Name
d.
Datatype/Syn E/O Notes
tax
/C
XPath
2
int/2!c
../IRTradeLevel/
TradeLevelInformation/
FederalTax and
AlternativeMinimumTax
871 InstrAttribType
C
l
l
2
872 InstrAttribValue
String/4!c
C
1
53
Quantity
Qty/17d
E
1
6
AvgPx
Price/17d
E
1
15
Currency
Currency/3!a
E
1
453 NoPartyIDs
NumInGroup E
2
448 PartyID
String/34z or
4!a2!a2!c[3!c]
E
2
447 PartyIDSource
char/4c
E
2
452 PartyRole
int/2n
E
Present if NoInstrAttrib
(870)>0. Valid values:
When InstrAttribType
(871)=19 (subject to
alternative minimum tax),
Omgeo CTM sets XML
AlternativeMinimumTax=
AMTX.
When InstrAttribType
(871)=99 (text) and
InstrAttribValue (872)
=FDTX, Omgeo CTM sets
XML FederalTax=FDTX.
Present if NoInstrAttrib (870)
>0. Value of the tax.
../IRTradeLevel/
TradeLevelInformation/
FederalTax
Total number of shares or
../IRTradeLevel/
confirmations allocated to all TradeLevelInformation/
accounts. This number is the QuantityOfTheBlockTrade/
total quantity of shares for the Amount
block.
Deal price for the block.
../IRTradeLevel/
TradeLevelInformation/
DealPrice/Amount
ISO currency code of AvgPx
../IRTradeLevel/
(6). See Currency on page 36. TradeLevelInformation/
TotalTradeAmount/
CurrencyCode
Omgeo CTM sets the value to Not mapped.
2.
Present if NoPartyIDs (453)>0. ../IRTradeLevel/
The identifier associated with InstructingParty/
either you or the executing
PartyValue
broker.
and
../IRTradeLevel/
ExecutingBroker/
PartyValue
Present if NoPartyIDs (453)>0. ../IRTradeLevel/
The type of party identifier.
InstructingParty/
For valid values, see
PartyType
PartyIDSource (447) on
and
page 183.
../IRTradeLevel/
ExecutingBroker/
PartyType
Present if NoPartyIDs (453)>0. ../IRTradeLevel/
The role of the identified
InstructingParty/
party. For valid values, see
PartyRole
PartyRole (452) on page 183. and
../IRTradeLevel/
ExecutingBroker/
PartyRole
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
97
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields (continued)
In Tag Field Name
d.
Datatype/Syn E/O Notes
tax
/C
XPath
1
75
TradeDate
LocalMktDate E
/8!n
Trade date of the execution
order.
1
60
TransactTime
UTCTimestam E
p /8!n6!n
Trade date and time of the
execution order.
1
63
SettlType
char/1!n
../IRTradeLevel/
TradeLevelInformation/
TradeDateTime
../IRTradeLevel/
TradeLevelInformation/
TradeDateTime
../IRTradeLevel/
radeLevelInformation/
WhenIssue
1
64
SettlDate
LocalMktDate M
/8!n
1
381 GrossTradeAmt
Amt/17d
E
1
118 NetMoney
Amt/17d
O
1
157 NumDaysInterest
int/4!n
O
1
232 NoStipulations
NumInGroup O
2
233 StipulationType
String/15c
For fixed income securities,
indicates a when-issued fixed
income security. Omgeo CTM
ignores all values other than
SettlType (63)=7 (when issue)
because the required
SettlDate (64) field overrides
them. For the only valid value,
seeSettlType (63) on page 186.
The date of trade settlement. ../IRTradeLevel/
TradeLevelInformation/
SettlementDate
Gross amount of the block
../IRTradeLevel/
trade corresponding to the
TradeLevelInformation/
same currency as AvgPx (6). TotalTradeAmount/
Sign and Amount
Expressed in same currency
../IRTradeLevel/
as AvgPx (6). Sum of
TradeLevelTotals/
AllocNetMoney. The value
TotalNetCashAmount/
expressed here is the block
Sign and Amount
net money.
For fixed income securities,
../IRTradeLevel/
number of days of interest for TradeLevelInformation/
convertible bonds and fixed
NumberOfDaysAccrued
income. The value can be
negative.
Repeating group (233–234) of Not mapped.
up to 20 instances of
stipulations for a TBA fixed
income trade.
Present if NoStipulations (232) ../IRTradeLevel/
>0. For valid values, see
TradeLevelInformation/
StipulationType (233) on
StipulationsNonStandard/
page 188.
StipulationCodeNonStandard
or
../IRTradeLevel/
TradeLevelInformation/
StipulationsStandard/
StipulationCodeStandard
O
C
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
98
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields (continued)
In Tag Field Name
d.
Datatype/Syn E/O Notes
tax
/C
XPath
2
234 StipulationValue
String/35z or C
LocalMktDate
/8!n or
Boolean/1!a
2
355
86
355
87
../IRTradeLevel/
TradeLevelInformation/
StipulationsNonStandard
/StipulationCodeValue
NonStandard
or
../IRTradeLevel/
TradeLevelInformation/
StipulationsStandard/
StipulationCodeValue/
StipulationNumeric
or
StipulationAlphanumeric
or
StipulationDate
or
StipulationYOrN
Not mapped.
3
1
NoStipulationState NumInGroup C
Codes
StipulationStateCod char/2!a
C
e
355 StipulationFlag
88
char/1!a
C
Present if NoStipulations (232)
>0. Value of the stipulation,
unless the stipulation requires
a state code.
The number of state codes
associated with the stipulation.
For valid values, see
../IRTradeLevel/
StipulationStateCode (35587) TradeLevelInformation/
on page 187.
StipulationsStandard/
StipulationValueStandard/
StipulationStateCode
Indicates the type of
Not mapped.
stipulation. Valid values:
l
l
1
235 YieldType
String/7a
1
236 Yield
Percentage/1 C
7d
1
904 OmgeoNoTrade
NumInGroup O
2
TransCondIndicato
rs
904 OmgeoTrade
String/4!a
C
3
TransCondIndicato
r
2
1
987 OmgeoNoBlock
4
Commissions
C
NumInGroup O
S—Standard
N—Nonstandard
For fixed income securities,
populated when Yield (236)
has a value. For valid values,
seeYieldType (235) on
page 190.
For fixed income securities,
populated when YieldType
(235) has a value. Yield
percentage.
../IRTradeLevel/
TradeLevelInformation/
Yield/YieldType
../IRTradeLevel/
TradeLevelInformation/
Yield/
Sign and Amount
Repeating group (9043) of up Not mapped.
to ten bargain conditions at
the block.
Present if
../IRTradeLevel/
OmgeoNoTradeTransCondIn TradeLevelInformation/
dicators (9042)>0. Indicates
TradeTransaction
any bargain conditions for the ConditionIndicator
trade. For valid values, see
OmgeoTradeTransCondIndic
ator (9043) on page 181.
Repeating group (9873–9867) Not mapped.
of up to four instances that
describe commissions on the
block. See Alleged block
commissions on page 81.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
99
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields (continued)
In Tag Field Name
d.
Datatype/Syn E/O Notes
tax
/C
2
987 OmgeoComm
String/4!c
3
SharingBasisIndica
tor
C
2
986 OmgeoBlock
5
CommissionType
C
2
986 OmgeoBlock
Amt/17d
6
CommissionAmoun
t
C
2
986 OmgeoBlock
Currency/3!a
9
CommissionCurren
cy
C
2
986 OmgeoCommission String/4!c
7
Reason
O
1
735 OmgeoNoBlock
0
ChargesOrTaxes
2
735 OmgeoBlockCharg char/3n
1
es
OrTaxesType
E
2
735 OmgeoBlockCharg Currency/3!a
2
es
OrTaxesCurrency
E
2
735 OmgeoBlockCharg Amt/17d
3
es
OrTaxesAmount
E
String/4!c
NumInGroup O
Identifies the commission
sharing basis under which
the trade was executed. For
valid values, see
OmgeoCommSharingBasisIn
dicator (9873) on page 174.
Present if
OmgeoNoBlockCommissions
(9874)>0. For valid values, see
OmgeoBlockCommissionType
(9865) on page 172.
Present if
OmgeoNoBlockCommissions
(9874)>0. Amount of block
commission.
XPath
../IRTradeLevel/
TradeCommFeesTaxes/
TradeCommissions/
CommissionSharing
BasisIndicator
../IRTradeLevel/
TradeCommFeesTaxes/
TradeCommissions/
CommissionType
../IRTradeLevel/
TradeCommFeesTaxes/
TradeCommissions/
Commission/
Sign and Amount
../IRTradeLevel/
TradeCommFeesTaxes/
TradeCommissions/
Commission/CurrencyCode
Present if
OmgeoNoBlockCommissions
(9874)>0. The block
commission currency when
the
OmgeoCommSharingBasisIn
dicator (9873) is PERU (Rate
per Share) or FLAT (Flat Rate).
Omgeo CTM does not
populate this field when the
value is PERC (Percent).
For valid values, see Common ../IRTradeLevel/
reference values on page 168. TradeCommFeesTaxes/
TradeCommissions/
CommissionReasonCode
The number of block charges, Not mapped.
taxes, or fees provided on the
message. SeeAlleged block
charges, fees, and taxes on
page 81.
Present if
../IRTradeLevel/TradeCommFeesTaxes/TradeChargesOrTaxes/ChargeTaxTy
OmgeoNoBlockChargesOrTax pe
es (7350)>0. For valid values,
see
OmgeoBlockCommissionType
(9865) on page 172.
Present if
../IRTradeLevel/TradeCommFeesTaxes/TradeChargesOrTaxes/ChargeAmou
OmgeoNoBlockChargesOrTax nt/CurrencyCode
es (7350)>0. The block charge
or tax currency.
Present if
../IRTradeLevel/TradeCommFeesTaxes/TradeChargesOrTaxes/ChargeAmou
OmgeoNoBlockChargesOrTax nt/Sign and Amount
es (7350)>0. Amount of block
charges/taxes.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
100
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields (continued)
In Tag Field Name
d.
Datatype/Syn E/O Notes
tax
/C
XPath
1
78
NoAllocs
NumInGroup E
Not mapped.
2
79
AllocAccount
String/35z
E
2
573 MatchStatus
char/3n
E
2
80
Qty/17d
C
2
467 IndividualAllocID
Qty/17d
C
2
356
01
904
7
355
72
2
2
AllocQty
InstructingParty
String/16z
IndividualAllocID
OmgeoTradeDetail Amt/17d
TradeAmount
AllocationForceMat Boolean/1!a
ch
Indicator
O
E
O
2
750 OmgeoTDWorkflow String/4!a
6
Type
2
751 OmgeoNoTDWorkfl NumInGroup O
0
ow
Modifier
3
750 OmgeoTDWorkflow String/4!a
8
Modifier
C
2
861 ReportedPx
O
Amt/17d
O
Repeating group (79–787) of
confirmations. Omgeo CTM
sets to 1 to support one
confirmation for each AS
message.
The account number of the
confirmation.
The Match status of the
confirmation. For valid values,
see MatchStatus (573) on
page 170.
Quantity allocated to the
specific subaccount. Only
required if AllocTransType
(71)=0 (new).
A unique identifier provided
by your counterparty for its
confirmation.
Executing broker’s identifier
for its confirmation.
The amount of the
confirmation.
Indicates whether the
allocation was force-matched.
For valid values, see
AllocationForceMatchIndicato
r (35572) on page 168
Specifies the Omgeo CTM
workflow type for a
confirmation. For the only
valid value, see
OmgeoTDWorkflowType
(7506) on page 180.
Repeating group (7508) of up
to 20 instances of the workflow
modifier that Omgeo CTM
assigns to the confirmation.
Present if
OmgeoNoTDWorkflowModifi
er (7510)>0. Specifies the
Omgeo CTM workflow
modifier for the confirmation.
For valid values, see
OmgeoTDWorkflowModifier
(7508) on page 179.
Reported price (used to
differentiate from AvgPx (6)
on a confirmation of a
marked-up or marked-down
principal trade).
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../IRTradeDetail/EBSettlement/AccountID
../IRTradeDetail/TradeDetailStatuses/TDMatchStatus
../IRTradeDetail/TradeDetailData/
QuantityAllocated/Amount
../IRTradeDetail/TradeDetailReferences/ClientAllocationReference
../IRTradeDetail/CounterpartyClient
AllocationReference
../IRTradeDetail/TradeDetailData/TradeAmount/Sigh and Amount
../IRTradeDetail/radeDetailStatuses/
TDForceMatchFlag
../IRTradeDetail/
Workflow/WorkflowType
Not mapped.
../IRTradeDetail/
Workflow/
WorkflowModifier
../IRTradeDetail/
AdditionalDisclosures/
ReportedPrice/Amount
101
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields (continued)
In Tag Field Name
d.
Datatype/Syn E/O Notes
tax
/C
2
539 NoNestedPartyIDs NumInGroup O
3
524 NestedPartyID
3
525 NestedPartyIDSour char/1!c
ce
C
3
538 NestedPartyRole
C
3
980 OmgeoCommission String/4!c
8
SharingType
3
804 NoNestedPartySub NumInGroup O
IDs
545 NestedPartySubID String/35z
C
4
String/34z or
4!a2!a2!c[3!c]
int/2n
C
O
Repeating group (524–538) of
any brokers of credit and
prime broker parties on the
confirmation.
Present if NoNestedPartyIDs
(539)>0. Broker of credit and
prime broker IDs.
XPath
Not mapped.
..IRTradeDetail/
ThirdPartyToTrade
and ../IRTradeDetail/
TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
BrokerOfCredit
Present if NoNestedPartyIDs ..IRTradeDetail/
(539)>0. For valid values, see ThirdPartyToTrade/
NestedPartyIDSource (525)
PartyValue
on page 171.
and
../IRTradeDetail/
TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
BrokerOfCredit/PartyValue
Present if NoNestedPartyIDs ..IRTradeDetail/
(539)>0. For valid values, see ThirdPartyToTrade/
NestedPartyRole (538) on
PartyType
page 171.
and ../IRTradeDetail/
TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
BrokerOfCredit/PartyType
For valid values, see
../IRTradeDetail/
OmgeoCommissionSharingTy TradeDetailData/
pe (9808) on page 173.
DirectedCommission/
CommissionSharing
TypeIndicator
Repeating group (545–805) of Not mapped.
up to three nested parties.
Present if
../IRTradeDetail/
NoNestedPartySubIDs (804) TradeDetailData/
>0. PartySubID (523) value
DirectedCommission/
within a nested repeating
BeneficiaryOfCommissions/
group. Valid values:
ClearingSystemID and PartyFundName
NestedPartySubIDType (805) and
=17 (CSD participant/member ../IRTradeDetail/
code) indicates
ThirdPartyToTrade/
ClearingSystemID.
OrgName
NestedPartySubIDType (805)
=19 (Fund/Account Name)
indicates PartyFundName.
FIX Interface Message Specification: Investment Managers (Current)
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102
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields (continued)
In Tag Field Name
d.
4
Datatype/Syn E/O Notes
tax
/C
805 NestedPartySubID int/3n
Type
C
Present if
NoNestedPartySubIDs (804)
>0. Valid values:
l
l
l
2
154 AllocNetMoney
Amt/17d
E
2
737 AllocSettlCurrAmt
Amt/17d
O
2
736 AllocSettlCurrency
Currency/3!a
O
2
155 SettlCurrFxRate
Amt/17d
O
2
742 AllocAccruedIntere Amt/17d
stAmt
O
2
997 AllocationDetail
4
OriginalFace
Amt/17d
O
2
553 AllocCurrentFace
8
Amt/17d
O
2
12
Commission
Amt/17d
O
2
13
CommType
char/1!n
O
XPath
Not mapped.
5 (Full legal name of firm)
17 (CSD
participant/member code)
19 (Fund/account name)
NetMoney (118) for this
AllocAccount (70).
The confirmation settlement
amount.
The confirmation settlement
currency.
Foreign exchange rate used
to compute SettlCurrAmt (119)
from Currency (15) to
SettlCurrency (120).
Amount of accrued interest
for convertible bonds and
fixed income at the
confirmation level.
../IRTradeDetail/TradeDetailData/
NetCashAmount/Sign and Amount
../IRTradeDetail/TradeDetailData/
SettlementAmount/Sign and Amount
../IRTradeDetail/TradeDetailData/
SettlementAmount/CurrencyCode
../IRTradeDetail/TradeDetailData/
ExchangeRate/ExchangeRate
Amount
For fixed income securities, the
original face amount on a
confirmation. Value must be
greater than 0 and less than
99999999999999, with a
maximum of 2 decimals.
For fixed income securities, the
current face value for an
entire trade. Value must be
greater than 0 and less than
99999999999999.
The total commission (TCOM)
amount.
../IRTradeDetail/TradeDetailData/
AdditionalFixedIncome/OriginalFaceAmount
For valid values, see
CommType (13) on page 169.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../IRTradeDetail/TradeDetailData/
AdditionalFixedIncome/Accrued
InterestAmount/Sign and Amount
../IRTradeDetail/
TradeDetailData
/AdditionalFixedIncome/
CurrentFaceValue
../IRTradeDetail/
TradeDetailData/
CommFeesTaxes/
Commissions/
CommissionType/
Sign and Amount
../IRTradeDetail/
TradeDetailData/
CommFeesTaxes/
Commissions/
CommissionSharing
BasisIndicator
103
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields (continued)
In Tag Field Name
d.
Datatype/Syn E/O Notes
tax
/C
XPath
2
136 NoMiscFees
NumInGroup O
Not mapped.
3
137 MiscFeeAmt
Amt/17d
C
Repeating group (137–139)
that captures miscellaneous
confirmation fees, including
granular commissions and all
charges, fees, and taxes.
Omgeo CTM allows up to six
fees, including Total Fees
(TFEE) and up to three
granular commissions for a
maximum total of nine
repeating groups. See
Allocation charges, fees, and
taxes on page 49.
Present if NoMiscFees (136)
>0. Amount of the
miscellaneous fee. Based on
the type as documented in
MiscFeeType (139) on
page 170, Omgeo CTM
considers the amount a
CommissionType or
ChargeTaxType.
3
138 MiscFeeCurr
Currency/3!a
C
3
139 MiscFeeType
char/3n
C
../IRTradeDetail/
TradeDetailData/
CommFeesTaxes/
ChargesOrTaxes/
ChargeAmount/
CurrencyCode
or
../IRTradeDetail/
TradeDetailData/
CommFeesTaxes/
Commissions/
Commission/
CurrencyCode
../IRTradeDetail/
TradeDetailData/
CommFeesTaxes/
ChargesOrTaxes/
ChargeTaxType
3
891 MiscFeeBasis
int/1!n
C
Currency code associated with
the miscellaneous fee. Based
on the type as documented in
MiscFeeType (139) on
page 170, Omgeo CTM
considers the currency based
on a CommissionType or
ChargeTaxType. Omgeo CTM
does not associate currency
code with percentage-based
miscellaneous fees (when
MiscFeeType (891)=2
(percentage).
Present if NoMiscFees (136)
>0. The type of miscellaneous
fee. Omgeo CTM considers
the type a CommissionType or
ChargeTaxType. For valid
values, see MiscFeeType (139)
on page 170.
Present if NoMiscFees (136)
>0. Specifies the commission
sharing basis indicator
associated with the
commission. For valid values,
see MiscFeeBasis (891) on
page 170.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../IRTradeDetail/
TradeDetailData/
CommFeesTaxes/
ChargesOrTaxes/
ChargeAmount/
Sign and Amount
or
../IRTradeDetail/
TradeDetailData/
CommFeesTaxes/
Commissions/
Commission/
Sign and Amount
../IRTradeDetail/
TradeDetailData/
CommFeesTaxes/
Commissions/
CommissionSharing
BasisIndicator
104
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields (continued)
In Tag Field Name
d.
Datatype/Syn E/O Notes
tax
/C
3
739 OmgeoConfirm
String/4!c
5
CommissionReason
O
2
780 AllocSettlInstType
int/1!n
C
2
172 SettlDeliveryType
int/1!n
C
2
169 StandInstDbType
int/1!n
C
2
170 StandInstDbName
String/16z
C
2
171 StandInstDbID
String/16z
C
2
85
NumInGroup O
3
165 SettlInstSource
char/1!n
C
3
787 DlvyInstType
char/1!a
C
NoDlvyInst
XPath
For valid values, see
../IRTradeDetail/
OmgeoConfirmCommissionRe TradeDetailData/
ason (7395) on page 174.
CommFeesTaxes/
Commissions/
CommissionReasonCode
Indicates if settlement
../IRTradeLevel/
instructions are included in
TLEBSettlement
the settlement view. If
and
included, Omgeo CTM sets
../IRTradeDetail/
the value to 2 (full details
PartySettlement (if PartyRole (452)=EXEC
provided).
or if PartyRole (452) is not present)
Present if AllocSettlInstType
Not mapped.
(780)=1 or 2. If
AllocSettlInstType (780)=2,
Omgeo CTM sets the value to
0 (versus payment).
If AllocSettlInstType (780)=2, Not mapped.
Omgeo CTM sets the value to
2 (ALERT).
Name of the standing
Not mapped.
instruction database
represented with
StandInstDbType (169), such
as the global custodian’s
name.
Unique identifier used on the
standing instructions
database for the referenced
standing instructions.
Present if AllocSettlInstType
(780)=2; otherwise, this field is
not present. Repeating group
(165–786) of up to 10 sets of
delivery instructions. A value
of 1 indicates that the
executing broker's
instructions are present.
Present if NoDlvyInst (85)>0.
Indicates whether the
delivery instructions are for
the buy-side (1) or sell-side
(2). Valid value is 2 (institution
instructions).
Present if NoDlvyInst (85)>0.
Indicates whether delivery
instructions are for securities
or cash settlement. Omgeo
CTM sets to C (cash).
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Not mapped.
../IRTradeLevel/
TLEBSettlement
or
../IRTradeDetail/
PartySettlement (if PartyRole (452)=EXEC
or if PartyRole (452) is not present)
Not mapped.
Not mapped.
105
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields (continued)
In Tag Field Name
d.
Datatype/Syn E/O Notes
tax
/C
XPath
3
904 OmgeoSettlInstr
8
SourceIndicator
String/4!a
O
../IRTradeLevel/
TLEBSettlement/
SettlementInstructions
SourceIndicator
or
../IRTradeDetail/
PartySettlement/
SettlementInstructions
SourceIndicator (if PartyRole (452)=EXEC or if PartyRole (452) is not present)
3
904 OmgeoAlert
9
CountryCode
Country/3a
C
3
905 OmgeoAlert
0
MethodType
String/12z
C
3
905 OmgeoAlert
1
SecurityType
String/3z
C
3
736 OmgeoAlert
String/12z
5
SettlementModelN
ame
O
3
976 OmgeoFXDeal
1
CurrencyCode
O
Currency/3!a
Indicates the source of
settlement instructions. For
more information, see
Standing settlement
instructions (SSIs) on page 48
and the Omgeo CTM
Common Reference Data. For
valid values, see
OmgeoSettlInstrSourceIndica
tor (9048) on page 175.
Present if
OmgeoSettlInstrSourceIndica
tor (9048)=ALRT. For valid
values, see the ALERT
Common Reference Data.
../IRTradeLevel/
TLEBSettlement/
AlertCountryCode
or
../IRTradeDetail/
PartySettlement
/AlertCountryCode (if PartyRole (452)=EXEC
or if PartyRole (452) is not present)
Present if
../IRTradeLevel/
OmgeoSettlInstrSourceIndica TLEBSettlement/
tor (9048)=ALRT. For valid
AlertMethodType
values, see the ALERT
or
Common Reference Data.
../IRTradeDetail/
PartySettlement/
AlertMethodType (if PartyRole (452)=EXEC
or if PartyRole (452) is not present)
Present if
../IRTradeLevel/TLEBSettlement/
OmgeoSettlInstrSourceIndica AlertSecurityType
tor (9048)=ALRT. For valid
or
values, see the ALERT
../IRTradeDetail/PartySettlement/
Common Reference Data.
AlertSecurityType (if PartyRole (452)=EXEC
or if PartyRole (452) is not present)
Present if
../IRTradeLevel/
OmgeoCptySettlInstSourceIn TLEBSettlement/
d (7512)=ALRT and
AlertSettlementModelName
SettlInstSource (165)=3.
or
../IRTradeDetail/
PartySettlement/
AlertSettlementModelName (if PartyRole (452)=EXEC
or if PartyRole (452) is not present)
Instructs the settlement
../IRTradeDetail/
instruction recipient, such as a PartySettlement/
custodian, to perform an FX
FXDealCurrencyCode (if PartyRole (452)=EXEC
deal.
or if PartyRole (452) is not present)
FIX Interface Message Specification: Investment Managers (Current)
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106
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields (continued)
In Tag Field Name
d.
Datatype/Syn E/O Notes
tax
/C
3
751 OmgeoSettlInst
1
ProcNarrative
String/2100z
3
781 NoSettlPartyIDs
NumInGroup O
4
782 SettlPartyID
String/34z or
4!a2!a2!c[3!c]
4
783 SettlPartyIDSource char/1!c
C
4
784 SettlPartyRole
C
4
801 NoSettlPartySubID NumInGroup C
s
5
785 SettlPartySubID
String/34z or
4!a2!a2!c[3!c]
C
5
786 SettlPartySubIDTy
pe
int/4n
C
2
736 OmgeoBrokerCapa int/2n
2
city
O
2
904 OmgeoNoSettlTran NuminGroup
4
s
CondIndicators
O
int/2n
O
C
XPath
Free format text field for
additional information about
settlement processing for the
confirmation.
../IRTradeLevel/
TLEBSettlement/
SettlementInstruction
ProcessingNarrative
or
../IRTradeDetail/
PartySettlement/
SettlementInstruction
ProcessingNarrative (if PartyRole (452)=EXEC
or if PartyRole (452) is not present)
Repeating group (782–784) of Not mapped.
settlement parties.
Present if NoSettlPartyIDs
Not mapped.
(781)>0. Settlement party
identifiers.
Present if NoSettlPartyIDs
Not mapped.
(781)>0. Identifies the source
of SettlPartyID (782) value. For
valid values, see
SettlPartyIDSource (783) on
page 185.
Present if NoSettlPartyIDs
Not mapped.
(781)>0. Identifies the type of
SettlPartyID (782), such as
executing broker. For valid
values, see SettlPartyRole
(784) on page 185.
Repeating group (785–786) of Not mapped.
settlement party
subidentifiers.
Present if NoSettlPartySubIDs Not mapped.
(801)>0. Settlement party
subidentifier value.
Present if NoSettlPartySubIDs Not mapped.
(801)>0. For valid values, see
SettlPartySubIDType (786) on
page 186.
The executing broker’s role in ../IRTradeDetail/
the confirmation component DetailLevelParty
of the trade, such as trading CapacityIndicator
as agent. For valid values, see
OmgeoBrokerCapacity (7362)
on page 172.
Repeating group (9045) of up Not mapped.
to ten instances of settlement
transaction condition
indicators.
FIX Interface Message Specification: Investment Managers (Current)
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107
Table 5.4 Allocation report (AS)—broker/dealer’s confirmation message fields (continued)
In Tag Field Name
d.
Datatype/Syn E/O Notes
tax
/C
XPath
3
char/4!a
../IRTradeDetail/
TradeDetailData/
SettlementTransaction
ConditionIndicator
904 OmgeoSettlTrans
5
CondIndicator
C
Present if
OmgeoNoSettlTransCondIndi
cators (9044) >0. Indicates any
settlement conditions for the
confirmation. For valid values,
see
OmgeoSettlTransCondIndicat
or (9045) on page 176.
Standard Trailer
FIX Interface Message Specification: Investment Managers (Current)
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108
6. Status messages
Introduction
This chapter explains how to interpret the two status messages.
l
l
Allocation Report (AS)—block status update on page 111
Allocation Report (AS)—allocation status update on page 118
Interaction of block and allocation status messages
Omgeo CTM generates the block status and allocation status AS messages independently for
each trade component.
l
l
Block status AS messages represents information that is consistent across the entire trade.
Allocation status AS messages include information specific to a single allocation within a
trade.
Security identifiers
Omgeo CTM uses three fields to send identifying security information on the status AS
messages:
SecurityID (48)—The security identifier value
l SecurityIDSource (22)—The source of the SecurityID (48) value
l CountryOfIssue (470)—The country code associated with the SecurityIDSource (22)
Omgeo CTM always populates SecurityID (48) and SecurityIDSource (22). CountryOfIssue (470)
value depends on the SecurityIDSource (22) value described in SecurityIDSource (22) on
page 184. See also, Security identification on page 33.
l
Trade identifiers
Four fields in the AS block status and allocation status messages identify your block, and for
paired trades, your counterparty’s block. Table 6.1 lists these fields, which apply to all
allocations within your block.
Table 6.1 Trade identifiers on a block status AS message
Tag
Field
XML Field Name
Description
70
AllocID
MasterReference
The unique identifier that you provided for your block on the J
message.
FIX Interface Message Specification: Investment Managers (Current)
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109
Table 6.1 Trade identifiers on a block status AS message (continued)
Tag
XML Field Name
Description
9052 OmgeoTradeSideID
35593 ExecutingBrokerAllocID
Field
CTMTradeSideId
CounterpartyMasterReference
35595 OmgeoExecutingBrokerTradeSideID
CounterpartyCTMTradeSideID
An Omgeo-generated identifier assigned to your block.
A unique identifier that the executing broker provides for the
paired block.
An Omgeo-generated identifier assigned to the paired
broker/dealer’s block.
Status update triggers
Omgeo CTM generates status AS messages when a system or business process triggers a change
in the status of your block or allocation. This message means that the status on your AS
message differs from the previous status. You can update your internal operating system to
reflect the change and reduce confusion.
The status AS messages include the current values for fields specified in the messages. Omgeo
CTM writes the block's latest status value to the OmgeoTLMatchStatus (9054) field and the
allocation's latest status value to the MatchStatus (573) field.
Table 6.2 lists the status triggers that apply to blocks and allocations.
Table 6.2 Status update triggers and Match status values
Ref. System/Business Trigger
Match Status Value
Block Allocation
1
NMAT (UNMATCHED)
Yes
Yes
MISM (MISMATCHED)
Yes
Yes
MACH (MATCHED)
CAND (CANCELED)
Yes
Yes
Yes
Yes
PEND (PENDING)
DISQ (DISQUALIFIED)
CCRQ (COUNTERPARTY CANCEL
REQUESTED)
CANA (CANCEL AGREED)
CREJ (CANCEL REJECTED)
CREQ (CANCEL REQUESTED)
CCRJ (COUNTERPARY CANCEL
REJECTED)
Yes
One of the following:
l
Omgeo CTM processed your new trade component successfully, but has
not yet paired it.
l
2
Your previously matched trade component is no longer matched.
5
6
7
Your trade component is paired but does not match on all L2 values or
tolerances.
Your trade component matches your counterparty's component.
Omgeo CTM successfully processed the cancellation of your pre-MATCH
AGREED trade component.
Your block is not complete.
Your allocation failed certain asynchronous validations.
Your counterparty requested to cancel your MATCH AGREED trade.
8
9
10
11
Both you and your counterparty consent to cancel a MATCH AGREED trade.
You rejected your counterparty's request to cancel a MATCH AGREED trade.
You requested that your counterparty cancel a MATCH AGREED trade.
Your counterparty rejected your request to cancel a MATCH AGREED trade.
3
4
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Yes
Status update without status change
Omgeo CTM generates the status AS messages when your counterparty rejects your trade
component or the reject status on your trade component changes. You can receive an AS status
message that includes the same OmgeoTLMatchStatus (9054) or MatchStatus (573) field value as
the previous message for the trade component. For more information about counterparty
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
110
rejections, see For more information, see Allocation Report Ack (AT)—reject counterparty trade
components on page 159.
Allocation Report (AS)—block status update
Omgeo CTM sends you a block status update AS message when:
l
l
l
Your block status changes
Your counterparty rejects your block
The value of one of your block reject fields changes
The block status AS message contains information about your block including:
l
l
l
l
l
Block identifiers
Basic information about the block
Security identification information
Block reject information, when your counterparty rejects your block
Field comparisons for block matching fields
Omgeo CTM sets the OmgeoSettlementViewIndicator (9053) value to N (no) to indicate that the
AS message represents a status update. Block status update AS messages do not include the
NoAllocs (78) field.
Block status update AS message flow
Figure 6.1 shows the steps in the block status message update (AS) flow.
Investment
Manager
Internal FIX
System
Omgeo
Block Status
Update (AS)
2
OFI
InfoResponse XML
(Block)
1
Omgeo
CTM
Host
Figure 6.1 Block status update AS message flow
The numbered steps in Table 6.3 explain the steps in Figure 6.1.
Table 6.3 Block status update AS message flow steps
Step Description
1
2
An event occurs to your block that triggers Omgeo CTM to send an InfoResponse XML message to OFI. Your action, your counterparty action,
or a system response can trigger an event. See Status update triggers on the previous page.
OFI translates the InfoResponse XML message into the Allocation Report (AS block status) message. OFI sets the
OmgeoSettlementViewIndicator (9053) value to N (no) to indicate that:
l
The AS message represents the status update.
l
The message does not include the NoAllocs (78) field.
FIX Interface Message Specification: Investment Managers (Current)
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111
Block reject-specific fields
The broker can reject your UNMATCHED or MISMATCHED block and you can reject the
broker's UNMATCHED or MISMATCHED block. The block status update AS message includes
information about block rejects. These fields change when:
l
l
l
Your counterparty rejects your block.
You reject your counterparty's block.
You update your block that your counterparty rejected.
Table 6.4 lists the fields in the fields related to block rejects
Table 6.4 Block reject-specific fields
Tag
Field Name
Description
9055
OmgeoRejectComponentFlagBlock
The status of the reject:
l
l
7372
OmgeoTLISITCRejectReasonCode
35577 TLSEBIRejectReasonCode
7392
7373
OmgeoTLRejectText
OmgeoTLRejectDateTime
RJCT—Your counterparty rejected your block.
RJST—You rejected your counterparty's block.
When you replace your block, Omgeo CTM resets the value of this field.
The ISITC reject reason the broker rejected your block. For valid values, see
OmgeoTLISITCRejectReasonCode (7372) on page 180.
The SEBI reject reason the broker rejected your block (Indian markets only). For valid values, see
Common reference values on page 168.
Additional text associated with the broker's reject of your block.
The date and time associated with the broker's rejection of your block.
Block error severity
Omgeo CTM uses the OmgeoTLHighestErrorSeverity (9058) field to communicate the highest
level of severity of open asynchronous errors associated with your block. The block status
update AS message includes one of three values in this error severity field:
l
FATL (Fatal)
l
WARN (Warning)
l
INFO (Informational)
Resolve all fatal open errors for your trade to reach MATCH AGREED. For more information on
viewing and closing a trade component error, see the Trade Blotter Reference: Investment
Managers.
Block field comparisons
The block status AS message includes comparison information for block-level matching fields.
This information enables you to identify fields that caused a block matching failure. The field
comparison includes only the fields you selected for matching on your matching profile.
The OmgeoNoFieldComparisons (7380) repeating group lists your block-level matching fields in
alphabetical order. Each instance also includes your value and your counterparty's value.
FIX Interface Message Specification: Investment Managers (Current)
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112
Table 6.5 OmgeoNoFieldComparisons (7380) repeating group
Tag
Field Name
Description
7380
7520
7322
7381
7382
7383
OmgeoNoFieldComparisons
OmgeoTLMessageFieldType
OmgeoTLFieldName
OmgeoTLInstructingPartyValue
OmgeoTLExecutingBrokerValue
OmgeoTLFieldLevelMatchStatus
The number of block L2 matching fields included in the repeating group.
The type of matching field, either L1 or L2.
The name of the matching field.
Your value for the matching field.
Your counterparty's value for the matching field.
The Match status of each of the fields in a trade component:
l
MACH—Matched
l
MISM—Mismatched
7526
OmgeoTLFieldLevelMatchRule
The rule applied to the matching field:
7524
OmgeoTLFieldLevelMatchRuleDescription
l
EXCT—Exact match
l
PYOL—Percentage tolerance above/below
l
PTMX—Percentage tolerance maximum percentage value
l
MNMX—Minimum/maximum
The description of the matching rule, as indicated in the previous row.
For more information about matching profiles, see L1 Pairing and L2 Matching: Questions and
Answers.
Message fields
Table 6.6 lists the block status update AS message fields that Omgeo CTM generates. The root
XPath is the InfoResponseBody composite in the InfoResponse message. For table layout and
field information, see FIX messages on page 21.
Table 6.6 Message fields—Allocation Report (AS) for your block status update
Ind.
Tag
Field Name
Standard Header (MsgType=AS)
1
755
AllocReportID
Datatype/Syntax E/O/C
Notes
String/
16c
E
A unique ID that FIX generates
Not mapped.
for each AS message using a
combination of your party
identifier, system date, and system
time.
A unique identifier provided by
../IRTradeLevel/
you for the block.
TradeLevelReferences/
MasterReference
Omgeo CTM sets this field to 0
Not mapped.
(new).
Omgeo CTMsets this field to 3
Not mapped.
(sell-side calculated using
preliminary, which includes the
NoMiscFees (136) repeating
group and NetMoney (118)).
Omgeo CTM sets to 0 (accepted,
Not mapped.
successfully processed).
1
70
AllocID
String/
16z
E
1
71
AllocTransType
E
1
794
AllocReportType
char/
1!n
int/
1!n
1
87
AllocStatus
int/
1!n
E
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
E
XPath
113
Table 6.6 Message fields—Allocation Report (AS) for your block status update (continued)
Ind.
Tag
Field Name
Datatype/Syntax E/O/C
Notes
XPath
1
9052
OmgeoTradeSideID
String/
16z
E
An Omgeo-generated identifier
assigned to your block.
1
35593
ExecutingBrokerAllocID String/
16z
C
1
35595
OmgeoExecuting
BrokerTradeSideID
String/
16z
C
A unique identifier provided by
the executing broker for the
paired block.
An Omgeo-generated identifier
assigned to the paired
broker/dealer’s block.
1
7370
OmgeoTLVersionOf
TradeComponent
int/
10n
E
Your version number of your
block.
1
9053
OmgeoSettlement
ViewIndicator
Boolean/
1!a
E
1
9054
OmgeoTLMatchStatus
char/
3n
E
1
9055
OmgeoReject
ComponentFlagBlock
String/
4!c
O
Omgeo CTM sets this field to N
(no), which indicates that this
message does not represent a
settlement view.
Indicates the Match status of the
block. For valid values, see
OmgeoTLMatchStatus (9054) on
page 180.
The reject status associated with
the block. See "Block reject-specific
fields on page 112.
../IRTradeLevel/
TradeLevelReferences/
CTMTradeSideId
../IRTradeLevel/
Counterparty
MasterReference
../IRTradeLevel/
Counterparty
CTMTradeSideID
../IRTradeLevel/
TLVersionOfTrade
Component
Not mapped.
1
7372
OmgeoTLISITC
RejectReasonCode
String/
4!c
O
1
35577
TLSEBIReject
ReasonCode
String/
4!a
O
1
7392
OmgeoTLRejectText
String/
350z
O
1
7373
OmgeoTLReject
DateTime
UTC
Timestamp /
8!n6!n
O
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../IRTradeLevel/
TradeLevelStatuses/
TLMatchStatus
../IRTradeLevel/
TradeLevelStatuses/
RejectComponentData/
RejectComponentFlag
The ISITC reject reason code that
the executing broker gives for
rejecting your block. For valid
values, see
OmgeoTLISITCRejectReasonCode
(7372) on page 180.
../IRTradeLevel/
TradeLevelStatuses/
RejectComponentData/
ISITCReject
Component
Counterparty
ReasonCode
For trades on the Indian market, ../IRTradeLevel/
the SEBI reject reason that the
TradeLevelStatuses/
executing broker gives for
RejectComponentData/
rejecting your block. For valid
SEBIReject
values, see
Component
OmgeoTLISITCRejectReasonCode Counterparty
(7372) on page 180.
ReasonCode
Additional text about the block
../IRTradeLevel/
rejection that the executing
TradeLevelStatuses/
broker provides.
RejectComponentData/
RejectComponent
CounterpartyText
Date and time associated with the ../IRTradeLevel/
executing broker’s block reject.
TradeLevelStatuses/
RejectComponentData/
RejectComponen
Counterparty
DateTime
114
Table 6.6 Message fields—Allocation Report (AS) for your block status update (continued)
Ind.
Tag
Field Name
Datatype/Syntax E/O/C
Notes
XPath
1
9056
OmgeoComplete
Status
String/
4!c
E
../IRTradeLevel/
TradeLevelStatuses/
CompleteStatus
1
9057
OmgeoMatch
AgreedStatus
String/
4!c
E
1
7505
OmgeoTL
WorkflowType
String/
4!a
E
1
7509
OmgeoNoTL
Workflow
Modifier
NumInGroup
E
2
7507
OmgeoTL
Workflow
Modifier
String/
4!a
C
1
9058
OmgeoTLHighest
ErrorSeverity
String/
4!c
C
1
9039
NumInGroup
O
2
9038
OmgeoNoTLBusiness
ExceptionCodes
OmgeoTLBusiness
ExceptionCode
String/
4!c
C
Indicates your trade side
Complete status. For valid values,
see OmgeoCompleteStatus (9056)
on page 174.
Indicates the Match Agreed status
of the trade. For valid values, see
OmgeoMatchAgreedStatus (9057)
on page 174.
Omgeo-specific field that defines
the WorkflowType for a block. For
valid values,
seeOmgeoTLWorkflowType (7505)
on page 181.
Repeating group (7507) of up to
20 instances of the workflow
modifier that Omgeo CTM assigns
to the block.
Present if
OmgeoNoTLWorkflowModifier
(7509)>0. Defines the workflow
modifier for a block.
Indicates the severity of an error
against the block. For valid values,
see
OmgeoTLHighestErrorSeverity
(9058) on page 165. See Block
error severity on page 112.
Repeating group (9038) of
business exceptions at the block.
For valid values, see
OmgeoBlockChargesOrTaxesType
(7351) on page 172.
1
857
AllocNoOrdersType
E
1
54
Side
int/
1!n
char/
1!n
1
7348
OmgeoSecurity
TypeGroup
String/
3!a
O
1
48
SecurityID
String/30z
E
1
22
SecurityIDSource
String/3c
E
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
E
../IRTradeLevel/
TradeLevelStatuses/
MatchAgreedStatus
../IRTradeLevel/
Workflow/
WorkflowType
Not mapped.
../IRTradeLevel/
Workflow/
WorkflowModifier
../IRTradeLevel/
TradeLevelStatuses/
TLHighestErrorSeverity
Not mapped.
../IRTradeLevel/
TLBusinessExceptions/
TLBusiness
ExceptionCode
Omgeo CTM sets this field to 0 (not Not mapped.
specified).
Indicates the trade side. For valid ../IRTradeLevel/
values, see Side (54) on page 187. TradeLevelInformation/
BuySellIndicator
Asset class of the security. For valid ../IRTradeLevel/
values, see
SecurityTypeGroup
OmgeoSecurityTypeGroup (7348)
on page 175.
Security identifier value of
../IRTradeLevel/
SecurityIDSource (22) type. Use
IdentificationOfASecurity/
reverse escape rules. See Security SecurityCode
identifiers on page 109.
Identifies the class or source of the ../IRTradeLevel/
SecurityID (48) value. For valid
IdentificationOfASecurity/
values, see SecurityIDSource (22) SecurityCodeType/
on page 184.
Numbering
AgencyCode
115
Table 6.6 Message fields—Allocation Report (AS) for your block status update (continued)
Ind.
Tag
Field Name
Datatype/Syntax E/O/C
Notes
1
167
SecurityType
String/5a
E
For valid values, see SecurityType
(167) on page 184
1
207
SecurityExchange
Exchange/3!a
O
1
470
CountryOfIssue
Country/2!a
O
1
107
SecurityDesc
String/4*35z
O
1
53
Quantity
Qty/17d
E
1
6
AvgPx
Price/17d
E
1
15
Currency
Currency/3!a
E
1
453
NoPartyIDs
NumInGroup
E
2
448
PartyID
String/
34z
or
4!a2!a2!c[3!c]
E
2
447
PartyIDSource
char/
4c
E
2
452
PartyRole
int/
2n
E
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
XPath
../IRTradeLevel/
TradeLevelInformation/
TypeOfFinancial
Instrument
ISO Market Identifier Code (MIC). ../IRTradeLevel/
For the only valid value, see
TradeLevelInformation/
SecurityExchange (207) on
PlaceOfTrade/
page 183.
PlaceNarrative
The ISO country code associated ../IRTradeLevel/
with the SecurityIDSource (22) if IdentificationOfASecurity/
provided on the J block. For valid SecurityCodeType/
values, see SecurityIDSource (22) CountryCode
on page 184.
Repeating field of up to four
../IRTradeLevel/
instances that describe the
IdentificationOfASecurity/
security. Use reverse escape rules. DescriptionOfTheSecurity
Total number of shares or
../IRTradeLevel/
confirmations allocated to all
TradeLevelInformation/
accounts. This number is the total QuantityOfThe
quantity of shares for the block.
BlockTrade/
Amount
Deal price for the block.
../IRTradeLevel/
TradeLevelInformation/
DealPrice/Amount
ISO currency code of AvgPx (6).
../IRTradeLevel/
See Currency on page 36.
TradeLevelInformation/
TotalTradeAmount/
CurrencyCode
Repeating group (448–452) of up Not mapped.
to two instances of party
identifiers.
Present if NoPartyIDs (453)>0.
../IRTradeLevel/
The identifier associated with
InstructingParty/
either you or the executing
PartyValue
broker.
and
../IRTradeLevel/
ExecutingBroker/
PartyValue
Present if NoPartyIDs (453)>0.
../IRTradeLevel/
The type of party identifier. For
InstructingParty/
valid values, PartyIDSource (447) PartyType
on page 183.
and
../IRTradeLevel/
ExecutingBroker/
PartyType
Present if NoPartyIDs (453)>0.
../IRTradeLevel/
The role of the identified party.
InstructingParty/
For valid values, see PartyRole
PartyRole
(452) on page 183.
and
../IRTradeLevel/
ExecutingBroker/
PartyRole
116
Table 6.6 Message fields—Allocation Report (AS) for your block status update (continued)
Ind.
Tag
Field Name
Datatype/Syntax E/O/C
Notes
1
75
TradeDate
E
1
60
TransactTime
1
64
SettlDate
1
381
GrossTradeAmt
LocalMkt
Date/
8!n
UTC
Timestamp /
8!n6!n
LocalMkt
Date
/8!n
Amt/17d
1
7380
OmgeoNoField
Comparisons
NumIn
Group
O
2
7520
OmgeoTLMessage
FieldType
String/
2!a
C
2
7522
OmgeoTLFieldName
String/
2048z
C
2
7381
OmgeoTLInstructing
PartyValue
String
O
2
7382
OmgeoTLExecuting
BrokerValue
String
O
2
7383
OmgeoTLFieldLevel
MatchStatus
String
C
2
7526
OmgeoTL
FieldLevel
MatchRule
String
O
Trade date of the execution order. ../IRTradeLevel/
TradeLevelInformation/
TradeDateTime
Trade date and time of the
../IRTradeLevel/
execution order.
TradeLevelInformation/
TradeDateTime
The date of trade settlement.
../IRTradeLevel/
TradeLevelInformation/
SettlementDate
Gross amount of the block trade
../IRTradeLevel/
corresponding to the same
TradeLevelInformation/
currency as AvgPx (6).
TotalTradeAmount/
Amount
Repeating group (7520–7524) of Not mapped.
up to 50 field comparisons
between your trade information
and the broker/dealer’s trade
information. See Block field
comparisons on page 112.
Present if
../IRTradeLevel/
OmgeoNoFieldComparisons
IRFieldComparisons/
(7380)>0. A field in the
MessageFieldType
IRFieldComparisons composite
used to differentiate message
field. For valid values, see
OmgeoTLMessageFieldType
(7520) on page 181.
Name of field as identified in the
../IRTradeLevel/
message. Omgeo CTM uses the
IRFieldComparisons/
value entered in the request
MessageFieldName
message to search for the field in
all message XPaths for the
specified components. For the
response message, Omgeo CTM
returns an XPath representation.
In a field comparison, the value
../IRTradeLevel/
that you supplied for the field
IRFieldComparisons/
identified by MessageFieldName. InstructingPartyValue
In a field comparison group, the
../IRTradeLevel/
value that the executing broker
IRFieldComparisons/
supplied for the field identified by ExecutingBrokerValue
MessageFieldName.
The Match status of each of the
../IRTradeLevel/
fields in a trade component. For
IRFieldComparisons/
valid values, see
FieldLevelMatchStatus
OmgeoTLFieldLevelMatchStatus
(7383) on page 180.
The matching rule Omgeo CTM
../IRTradeLevel/
applies when comparing the
IRFieldComparisons/
value of your L1 or L2 fields and
FieldLevelMatchRule
your counterparty’s fields.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
E
E
E
XPath
117
Table 6.6 Message fields—Allocation Report (AS) for your block status update (continued)
Ind.
Tag
Field Name
Datatype/Syntax E/O/C
Notes
XPath
2
7524
OmgeoTL
FieldMatch
RuleDescription
String/
50z
Denotes field level matching rule
description for a block trade.
../IRTradeLevel/
IRFieldComparisons/
FieldLevelMatch
RuleDescription
O
Standard Trailer
Allocation Report (AS)—allocation status update
Omgeo CTM sends you the allocation status update AS message when:
l
l
l
Your allocation status changes
Your counterparty rejects your allocation
The value of one of your allocation reject fields changes
Each allocation status update AS message represents a single allocation.
The AS allocation status update message contains information about your allocation, including:
l
l
l
l
l
Basic information about the associated block, including identifiers
Allocation identifiers
Security identification information
Allocation reject information, when your counterparty rejects your allocation
Field comparisons for allocation matching fields
Omgeo CTM sets the OmgeoSettlementViewIndicator (9053) value to N (no) to indicate that the
AS message represents a status update. Allocation status AS messages include a NoAllocs (78)
field with a value equal to 1.
Allocation status update message flow
Figure 6.2 shows the steps in the allocation status message update flow.
Investment
Manager
Internal FIX
System
Omgeo
Allocation Status
Update (AS)
2
OFI
InfoResponse XML
(Allocation)
1
Omgeo
CTM
Host
Figure 6.2 Allocation status update AS message flow
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
118
The numbered steps in Table 6.7 explain the steps in Figure 6.2.
Table 6.7 Allocation status update AS message flow step
Step Description
1
Omgeo CTM sends an InfoResponse XML message to OFI triggered by an event on your allocation. Your action, your counterparty action, or a
system response can trigger an event. See Status update triggers on page 110 for a list of events.
OFI translates the InfoResponse XML message into the Allocation Report (AS allocation status) message. OFI sets the:
OmgeoSettlementViewIndicator (9053) value to N (no) to indicate that the AS message represents the status update. NoAllocs (78) field to 1 to
indicate that the AS message represents a single allocation.
2
Allocation reject-specific fields
The broker/dealer can reject your UNMATCHED or MISMATCHED allocation and you can
reject the broker's UNMATCHED or MISMATCHED contract. The allocation status update AS
message includes information about allocation rejections. These fields change when:
l
l
l
Your counterparty rejects your allocation.
You reject your counterparty's allocation.
You update your allocation that your counterparty rejected.
Table 6.8 lists the fields in the fields related to allocation rejects.
Table 6.8 Allocation reject-specific fields
Tag
Field
Description
9155
OmgeoRejectComponentFlagAlloc
The status of the reject:
7374
OmgeoTDISITCRejectReasonCode
35578
TDSEBIRejectReasonCode
7393
7375
OmgeoTDRejectText
OmgeoTDRejectDateTime
l
RJCT—Your counterparty rejected your allocation.
l
RJST—You rejected your counterparty's contract.
If you then update your allocation, Omgeo CTM resets the value of this field.
The ISITC reject reason the broker/dealer rejected your allocation.
For valid values, see OmgeoTDISITCRejectReasonCode (7374) on page 178.
The SEBI reject reason the broker/dealer rejected your allocation (Indian markets only).
For valid values, see Common reference values on page 168.
Additional text associated with the broker/dealer’s reject of your allocation.
The date and time associated with the broker/dealer’s rejection of your allocation.
Allocation error severity
Omgeo CTM uses the OmgeoTDHighestErrorSeverity (9037) field to communicate the highest
level of severity of open asynchronous errors associated with your allocation. The allocation
status update AS message includes one of three values in this error severity field:
l
l
l
FATL (Fatal)
WARN (Warning)
INFO (Informational)
Resolve all fatal open errors for your trade to reach MATCH AGREED. See the “Viewing and
Closing a Trade Component Error” section in Trade Blotter Reference: Investment Managers.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
119
Allocation field comparisons
The allocation status update AS message includes comparison information for allocation-level
matching fields. This information enables you to identify fields that caused an allocation
matching failure. The field-comparison includes only the fields you selected for matching on
your matching profile.
The OmgeoNoFieldComparisons (7380) repeating group lists your block-level matching fields in
alphabetical order. Each instance also includes your value and your counterparty's value. Table
6.9 lists the fields in the OmgeoNoFieldComparisons (7380) repeating group.
Table 6.9 OmgeoNoFieldComparisons (7380) repeating group
Tag
Field
Description
7390
7521
7523
OmgeoNoIndividualField Comparisons
OmgeoTDMessageFieldType
OmgeoTDFieldName
The number of allocation L2 matching fields included in the repeating group.
The type of matching field, either L1 or L2.
The name of the matching field.
7385
7386
7387
OmgeoTDInstructingPartyValue
OmgeoTDExecutingBrokerValue
OmgeoTDFieldLevelMatchStatus
Your value for the matching field.
Your counterparty’s value for the matching field.
The status of the matching field:
7527
7525
OmgeoTDFieldLevelMatchRule
l
MACH—Matched
l
MISM—Mismatched
The rule applied to the matching field:
OmgeoTDFieldLevelMatchRuleDescription
l
EXCT—Exact Match
l
PYOL—Percentage Tolerance Above/Below
l
PTMX—Percent Tolerance Maximum Percentage Value
l
MNMX—Minimum/Maximum
The description of the matching rule, as indicated in the previous row.
For more information about matching profiles, see L1 Pairing and L2 Matching: Questions and
Answers.
Allocation identifiers
Two fields in the allocation status update AS message identify your allocation and for paired
trades, your counterparty’s allocation.Table 6.10 lists these fields.
Table 6.10 Trade identifiers on an AS—allocation status update
Tag
Field
Description
467
35600
IndividualAllocID
ExecutingBrokerIndividualAllocID
A unique identifier provided by you for the allocation.
A unique identifier provided by the executing broker for the paired allocation.
For a list of block identifiers, see Trade identifiers on page 109.
Message fields
Table 6.11 lists the allocation status update AS message fields that Omgeo CTM generates.
XPath is the InfoResponseBody composite in the InfoResponse message.
For table layout and field information, see FIX messages on page 21.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
120
Table 6.11 Allocation Report (AS)—allocation status update
Ind.
Tag
Field Name
Standard Header (MsgType=AS)
1
755
AllocReportID
Datatype/Syntax E/O/C Notes
XPath
String/
16c
E
../IRTradeLevel/
InstructingParty/
PartyValue
A unique ID that FIX generates for each AS
message using a combination of your party
identifier, system date, and system time to create
this value.
A unique identifier provided by you for the
block.
1
70
AllocID
String/
16z
O
1
71
AllocTransType
E
Omgeo CTM sets this field to 0 (new).
1
794
AllocReportType
char/
1!n
int/
1!n
E
Omgeo CTM sets this field to 3 (sell-side
Not mapped.
calculated using preliminary, which includes the
NoMiscFees (136) repeating group and
NetMoney (118)).
1
87
AllocStatus
E
1
9052
OmgeoTradeSideID
int/
1!n
String/
16z
Omgeo CTM sets to 0 (accepted, successfully
processed).
An Omgeo-generated identifier assigned to
your block.
1
35593
Executing
BrokerAllocID
String/
16z
O
1
35595
OmgeoExecuting
BrokerTradeSideID
String/
16z
E
1
7370
OmgeoTLVersion
OfTradeComponent
int/
10n
E
1
9053
OmgeoSettlement
ViewIndicator
Boolean/
1!a
E
1
9054
OmgeoTLMatchStatus
char/
3n
E
1
9055
OmgeoReject
ComponentFlagBlock
String
/4!c
O
1
9056
OmgeoComplete
Status
String/
4!c
E
1
9057
OmgeoMatch
AgreedStatus
String/
4!c
E
1
7505
OmgeoTLWorkflow
Type
String/
4!a
E
E
../IRTradeLevel/
TradeLevelReferences/
MasterReference
Not mapped.
Not mapped.
../IRTradeLevel/
TradeLevelReferences/
CTMTradeSideId
A unique identifier provided by the executing
../IRTradeLevel/
broker for the paired block.
TradeLevelReferences/
CounterpartyMaster
Reference
An Omgeo-generated identifier assigned to the ../IRTradeLevel/
paired broker/dealer’s block.
TradeLevelReferences/
CounterpartyCTMTrade
SideID
Your version number of your block.
../IRTradeLevel/
TLVersionOfTrade
Component
Omgeo CTM sets to N (no), which indicates that Not mapped.
this message does not represent a settlement
view.
Indicates the Match status of the block. For valid ../IRTradeLevel/
values, see OmgeoTLMatchStatus (9054) on
TradeLevelStatuses/
page 180.
TLMatchStatus
The reject status associated with the block. See
../IRTradeLevel/
Block reject-specific fields on page 112.
TradeLevelStatuses/
RejectComponentData/
RejectComponentFlag
Indicates your trade side complete status. For
../IRTradeLevel/
valid values, see OmgeoCompleteStatus (9056) TradeLevelStatuses/
on page 174.
CompleteStatus
Indicates the Match Agreed status of the trade. ../IRTradeLevel/
For valid values, see OmgeoMatchAgreedStatus TradeLevelStatuses/
(9057) on page 174.
MatchAgreedStatus
Defines the WorkflowType for a block. For valid ../IRTradeLevel/
values, see OmgeoTLWorkflowType (7505) on
Workflow/
page 181.
WorkflowType
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
121
Table 6.11 Allocation Report (AS)—allocation status update (continued)
Ind.
Tag
Field Name
Datatype/Syntax E/O/C Notes
XPath
1
857
AllocNoOrdersType
E
Omgeo CTM sets this field to 0 (not specified).
Not mapped.
1
54
Side
int/
1!n
char/
1!n
E
Indicates the trade side. For valid values, see
Side (54) on page 187.
1
7348
48
String/
3!a
String
/30z
O
1
OmgeoSecurity
TypeGroup
SecurityID
1
22
SecurityIDSource
String/
3c
E
1
167
SecurityType
String/
5a
E
For valid values, see SecurityType (167) on
page 184.
1
207
SecurityExchange
Exchange/
3!a
O
ISO Market Identifier Code (MIC). For the only
valid value, see SecurityExchange (207) on
page 183.
1
470
CountryOfIssue
Country
/2!a
O
The ISO country code associated with the
SecurityIDSource (22). For valid values, see
SecurityIDSource (22) on page 184.
1
107
SecurityDesc
String/
4*35z
O
Repeating field of up to four instances that
describe the security. Use reverse escape rules.
1
53
Quantity
Qty/
17d
E
1
6
AvgPx
Price/
17d
E
1
15
Currency
Currency/
3!a
E
1
453
NoPartyIDs
E
2
448
PartyID
NumIn
Group
String/
34z
or
4!a2!a2!c[3!c]
E
E
../IRTradeLevel/
TradeLevelInformation/
BuySellIndicator
Asset class of the security. For valid values, see
../IRTradeLevel/
OmgeoSecurityTypeGroup (7348) on page 175. SecurityTypeGroup
Security identifier value of SecurityIDSource (22) ../IRTradeLevel/
type. Use reverse escape rules. See Security
IdentificationOfASecurity/
identifiers on page 109.
SecurityCode
Identifies the class or source of the SecurityID
../IRTradeLevel/
(48) value. For valid values, see SecurityIDSource IdentificationOfASecurity/
(22) on page 184.
SecurityCodeType/
NumberingAgencyCode
../IRTradeLevel/
TradeLevelInformation/
TypeOfFinancialInstrument
../IRTradeLevel/
TradeLevelInformation/
PlaceOfTrade/
PlaceNarrative
../IRTradeLevel
/IdentificationOfASecurity/
SecurityCodeType/
CountryCode
../IRTradeLevel/
IdentificationOfASecurity/
DescriptionOfTheSecurity
Total number of shares or confirmations
../IRTradeLevel/
allocated to all accounts. This number is the total TradeLevelInformation/
quantity of shares for the block.
QuantityOfTheBlockTrade/
Amount
Deal price for the block.
../IRTradeLevel/
TradeLevelInformation/
DealPrice/Amount
ISO currency code of AvgPx (6). See Currency on ../IRTradeLevel/
page 36.
TradeLevelInformation/
TotalTradeAmount/
CurrencyCode
Repeating group (448–452) of up to three
Not mapped
instances of the following party identifiers:
Present if NoPartyIDs (453)>0. The identifier
../IRTradeLevel/
associated with either you or the executing
InstructingParty/
broker.
PartyValue
and
../IRTradeLevel/
ExecutingBroker/
PartyValue
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
122
Table 6.11 Allocation Report (AS)—allocation status update (continued)
Ind.
Tag
Field Name
Datatype/Syntax E/O/C Notes
2
447
PartyIDSource
char/
4c
E
2
452
PartyRole
int/
2n
E
1
75
TradeDate
LocalMktDate/
8!n
E
1
60
TransactTime
E
1
64
SettlDate
1
381
GrossTradeAmt
UTC
Timestamp /
8!n6!n
Local
MktDate/
8!n
Amt/
17d
1
78
NoAllocs
NumIn
Group
E
2
79
AllocAccount
String/
35z
E
2
573
MatchStatus
char/
3n
E
2
467
IndividualAllocID
String/
16z
E
2
35600
ExecutingBroker
IndividualAllocID
String/
16z
C
2
7371
OmgeoTDVersionOf
TradeComponent
int/
10n
E
2
9047
OmgeoTradeDetail
TradeAmount
Amt/
17d
E
2
539
NoNestedPartyIDs
NumIn
Group
O
E
E
XPath
Present if NoPartyIDs (453)>0. The type of party ../IRTradeLevel/
identifier. For valid values, see PartyIDSource
InstructingParty/
(447) on page 183.
PartyType
and
../IRTradeLevel/
ExecutingBroker/
PartyType
Present if NoPartyIDs (453)>0. The role of the
../IRTradeLevel/
identified party. For valid values, see PartyRole InstructingParty/
(452) on page 183.
PartyRole
and
../IRTradeLevel/
ExecutingBroker/
PartyRole
Trade date of the execution order.
../IRTradeLevel/
TradeLevelInformation/
TradeDateTime
Trade date and time of the execution order.
../IRTradeLevel/
TradeLevelInformation/
TradeDateTime
The date of trade settlement.
../IRTradeLevel/
TradeLevelInformation/
SettlementDate
Gross amount of the block trade corresponding
to the same currency as AvgPx (6).
../IRTradeLevel/
TradeLevelInformation/
TotalTradeAmount/
Amount
Repeating group (79–787) of allocations. Omgeo Not mapped.
CTM sets to 1 to support one allocation for each
AS message.
The account number of the allocation.
../IRTradeDetail/
IPSettlementResponse/
AccountID
The Match status of the allocation. For valid
../IRTradeDetail/
values, see MatchStatus (573) on page 170.
TradeDetailStatuses/
TDMatchStatus
The unique identifier for an allocation provided ../IRTradeDetail/
by you on the J allocation message.
TradeDetailReferences/
ClientAllocationReference
A unique identifier provided by the executing
../IRTradeDetail/
broker for the paired allocation.
CounterpartyClient
AllocationReference
Your version number of your allocation.
../IRTradeDetail/
TDVersionOfTrade
Component
The amount of the allocation.
../IRTradeDetail/
TradeDetailData/
TradeAmount/
Sign and Amount
Repeating group (524–538) of up to two brokers Not mapped.
of credit and prime brokers on the allocation.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
123
Table 6.11 Allocation Report (AS)—allocation status update (continued)
Ind.
Tag
Field Name
Datatype/Syntax E/O/C Notes
XPath
3
524
NestedPartyID
String/
34z or 4!a2!a2!c
[3!c]
C
Present if NoNestedPartyIDs (539)>0. Broker of
credit and prime broker IDs.
3
525
NestedPartyIDSource
char/
1!c
C
Present if NoNestedPartyIDs (539)>0. For valid
values, see NestedPartyIDSource (525) on
page 171.
3
538
NestedPartyRole
int/2n
C
Present if NoNestedPartyIDs (539)>0. For valid
values, see NestedPartyRole (538) on page 171.
3
9808
OmgeoCommission
SharingType
String/
4!c
O
For valid values, see
OmgeoCommissionSharingType (9808) on
page 173.
3
804
545
NumIn
Group
String/
5z
O
4
NoNestedParty
SubIDs
NestedParty
SubID
Repeating group (545–805) of up to three
nested parties.
Present if NoNestedPartySubIDs (804)>0.
Identifier of the nested party.
../IRTradeDetail/
ThirdPartyToTrade/
PartyValue
or
../IRTradeDetail/
TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
BrokerOfCredit/
PartyValue
../IRTradeDetail/
ThirdPartyToTrade/
PartyType
or
../IRTradeDetail/
TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
BrokerOfCredit/
PartyType
../IRTradeDetail/
ThirdPartyToTrade/
PartyRole
or
../IRTradeDetail/
TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
BrokerOfCredit/
PartyRole
../IRTradeDetail/
TradeDetailData/
DirectedCommission/
CommissionSharing
TypeIndicator
Not mapped.
C
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../IRTradeDetail/
TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
ClearingSystemID
and
../IRTradeDetail/
TradeDetailData/
DirectedCommission/
BeneficiaryOfCommissions/
PartyFundName
and
../IRTradeDetail/
ThirdPartyToTrade/
OrgName
124
Table 6.11 Allocation Report (AS)—allocation status update (continued)
Ind.
Tag
Field Name
Datatype/Syntax E/O/C Notes
XPath
4
805
NestedParty
SubIDType
int/
3n
Not mapped.
C
2
7506
OmgeoTDWorkflowType String/
4!a
O
2
7510
7508
NumIn
Group
String/
4!a
O
3
OmgeoNoTD
WorkflowModifier
OmgeoTD
WorkflowModifier
2
9155
OmgeoReject
ComponentFlagAlloc
String/
4!c
O
2
7374
OmgeoTDISITC
RejectReasonCode
String/
4!c
O
2
35578
TDSEBIReject
ReasonCode
String/
4!a
2
7393
OmgeoTDRejectText
2
7375
2
Present if NoNestedPartySubIDs (804)>0. Valid
values:
l
5 (Full legal name of firm)
l
17 (CSD participant/member code)
l
19 (Fund/account name)
Specifies the Omgeo CTM workflow type for an
allocation. For the only valid value, see
OmgeoTDWorkflowType (7506) on page 180.
Repeating group (7508) of up to 20 instances of
the workflow modifier for the allocation.
Present if OmgeoNoTDWorkflowModifier (7510)
>0. Specifies the Omgeo CTM workflow modifier
for the allocation. For valid values, see
OmgeoTDWorkflowModifier (7508) on page 179.
The reject status associated with the allocation.
See Reject counterparty confirmation AT
message flow on page 162. For valid values, see
OmgeoRejectComponentFlagAlloc (9155) on
page 175.
The ISITC reject reason code that the executing
broker gives for rejecting your allocation. For
valid values, see
OmgeoTDISITCRejectReasonCode (7374) on
page 178.
../IRTradeDetail/
Workflow/
WorkflowType
Not mapped.
O
For trades on the Indian market, the SEBI reject
reason code that the executing broker gives for
rejecting your allocation. For valid values, see
Common reference values on page 168.
String/
350z
O
Additional text about allocation reject that the
broker/dealer enters.
OmgeoTDReject
DateTime
UTCTimestamp /
8!n6!n
O
Date and time associated with the
broker/dealer’s allocation reject.
9037
OmgeoTD
HighestErrorSeverity
String/
4!c
O
2
9035
NumIn
Group
O
3
9036
OmgeoNo
TDBusiness
ExceptionCodes
OmgeoTDBusiness
ExceptionCode
Indicates the severity of an error against the
allocation. For valid values, see
OmgeoTDHighestErrorSeverity (9037) on
page 178. See Allocation error severity on
page 119.
Repeating group (9036) of exception codes on
the allocation.
../IRTradeDetail/
TradeDetailStatuses/
RejectComponentData/
SEBIRejectComponent
CounterpartyReasonCode
../IRTradeDetail/
TradeDetailStatuses/
RejectComponentData/
RejectComponent
CounterpartyText
../IRTradeDetail/
TradeDetailStatuses/
RejectComponentData/
RejectComponent
CounterpartyDateTime
../IRTradeDetail/
TradeDetailStatuses/
TradeDetailHighest
ErrorSeverity
String
/4!c
O
C
Present if OmgeoTDBusinessExceptionCode
(9036)>0. For valid values, see
OmgeoTDBusinessExceptionCode (9036) on
page 177.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../IRTradeDetail/
Workflow/
WorkflowModifier
../IRTradeDetail/
TradeDetailStatuses/
RejectComponentData/
RejectComponentFlag
../IRTradeDetail/
TradeDetailStatuses/
RejectComponentData/
ISITCRejectComponent
CounterpartyReasonCode
Not mapped.
../IRTradeDetail/
TDBusinessExceptions/
TDBusinessExceptionCode
125
Table 6.11 Allocation Report (AS)—allocation status update (continued)
Ind.
Tag
Field Name
Datatype/Syntax E/O/C Notes
XPath
2
7390
OmgeoNoIndividual
FieldComparison
NumIn
Group
O
Not mapped.
3
7521
OmgeoTDMessage
FieldType
String/
2!a
C
3
7523
OmgeoTDField
Name
String/
2048z
C
3
7385
OmgeoTDInstructing
PartyValue
String/
255z
O
3
7386
OmgeoTD
Executing
BrokerValue
String/
255z
O
3
7387
OmgeoTDField
LevelMatchStatus
String/
4!c
C
3
7527
OmgeoTDField
LevelMatchRule
String/
35z
O
3
7525
OmgeoTDFieldMatch
RuleDescription
String/
50z
O
Repeating group (7521–7525) of up to 50
instances of allocation-level field comparison
information. The group echoes your values and
your counterparty’s values. See Allocation field
comparisons on page 120.
Present if OmgeoNoIndividualFieldComparison
(7390)>0. Indicates whether the allocation field is
an L1 pairing or L2 matching type. For valid
values, see Common reference values on
page 168.
Present if OmgeoNoIndividualFieldComparison
(7390)>0. Name of the allocation field being
compared between your value and your
counterparty’s value.
Your value for the allocation field.
../IRTradeDetail/
IRFieldComparisons
../IRTradeDetail/
IRFieldComparisons/
MessageFieldName
../IRTradeDetail/
IRFieldComparisons/
InstructingPartyValue
Your counterparty’s value for the allocation
../IRTradeDetail/
comparison field.
IRFieldComparisons/
ExecutingBrokerValue
Present if OmgeoNoIndividualFieldComparison ../IRTradeDetail/
(7390)>0. Match status for the specified For valid IRFieldComparisons/
values, see OmgeoTDFieldLevelMatchStatus
FieldLevelMatchStatus
(7387) on page 177.
Name of the allocation field matching rule.
../IRTradeDetail/
IRFieldComparisons/
FieldLevelMatchRule
Description of the allocation field matching rule. ../IRTradeDetail/
IRFieldComparisons/
FieldLevelMatch
RuleDescription
Standard Trailer
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
126
7. Settlement view message
Introduction
This chapter explains how to use the settlement view Allocation Report (AS) message. Omgeo
sends the message to you when a trade becomes MATCH AGREED.
Allocation Report (AS)—settlement view
Omgeo CTM sends you a settlement view AS message when your trade reaches MATCH
AGREED status. The settlement view AS message contains information about your block and
allocations, including:
Identifiers for the block, confirmation, and security
Common view block information and confirmation information
l Common view trade financials including commissions, charges, and taxes
l Standing Settlement Instruction (SSI) data for you and your counterparty
Omgeo CTM sets the OmgeoSettlementViewIndicator (9053) value to Y (yes) to indicate that the
AS message represents the settlement view.
l
l
Settlement view message flow
Figure 7.1 shows the steps in the settlement view AS message flow.
Omgeo
Investment
Manager
Internal FIX
System
Settlement
View (AS)
2
OFI
InfoSettlementResponse
XML (Block)
1
Omgeo
CTM
Host
Figure 7.1 Settlement view AS message flow
The numbered steps in Table 7.1 explain the steps in Figure 7.1
Table 7.1 Settlement view AS message flow steps
Step Description
1
2
Your trade reaches MATCH AGREED status, which triggers Omgeo CTM to send an InfoSettlementResponse XML message to OFI. Your action,
your counterparty’s action, or a system response can change the MATCH AGREED status. For more information about the MATCH AGREED
status, see Match Agreed status values on page 18.
OFI translates the InfoSettlementResponse XML message into the settlement view AS message. It sets the OmgeoSettlementViewIndicator
(9053) value to Y (yes) to indicate that the AS message represents the settlement view.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
127
Common view
The common view reflects the final, matched values of a MATCH AGREED trade. To arrive at
these final matched values, Omgeo CTM follows the common view rules described in this
section. These rules apply for both non-matching values and values that match within the
tolerances you specified in your matching profile.
For the fields described in Table 7.2 and Table 7.3, Omgeo CTM always uses the broker/dealer's
amount, even if the value is null or zero.
Table 7.2 lists the common view fields for a block.
Table 7.2 Block common view fields
FIX Tag
FIX Field
XML Field
Debt
Equity
6
118
AvgPx
NetMoney
DealPrice
TotalNetCashAmount
Yes
Yes
Yes
Yes
228
381
7353
9866
9859
Factor
GrossTradeAmt
OmgeoBlockChargesOrTaxesAmount
OmgeoBlockCommissionAmount
OmgeoTLAccruedInterestAmount
CurrentFactor
TotalTradeAmount
TradeChargesOrTaxes
TradeCommissions
TotalAccruedInterestAmount
Yes
Yes
Yes
Yes
Yes
No
Yes
Yes
Yes
No
Table 7.3 lists the common view fields for an allocation.
Table 7.3 Allocation common view fields
FIX Tag
FIX Field
XML Field
Debt
Equity
742
154
737
136
9047
AllocAccruedInterestAmt
AllocNetMoney
AllocSettlCurrAmt
NoMiscFees (repeating group)
OmgeoTradeDetailTradeAmount
AccuredInterestAmount
NetCashAmount
Settlement Amount
ChargesOrTaxes and Commissions
TradeAmount
Yes
Yes
Yes
Yes
Yes
No
Yes
Yes
Yes
Yes
For all other fields in the trade, Omgeo CTM applies the following logic to determine the value:
l
l
l
When only you or the broker/dealer provides a value, Omgeo CTM populates the field with
that value, except for SecurityID fields. Omgeo CTM only uses your values for those fields.
When both you and the broker/dealer provide a value, the broker/dealer's value populates
the field.
When both you and the broker/dealer do not provide a value, Omgeo CTM does not
populate the field.
Settlement instruction groups
Omgeo CTM uses 14 settlement instruction values to populate the NoSettlPartyIDs (781)
repeating group in your AS block settlement view message. Omgeo CTM sources these
NoSettlPartyIDs (781) fields from the fields in the XML InfoSettlementResponse message.
Table 7.4 shows the FIX settlement instruction fields
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
128
Table 7.4 Settlement instruction fields
Tag
Field Name
781
782
783
784
801
785
786
NoSettlPartyIDs
SettlPartyID
SettlPartyIDSource
SettlPartyRole
NoSettlPartySubIDs
SettlPartySubID
SettlPartySubIDType
Omgeo CTM sources the SettlPartyID (782) and SettlPartySubID (785) fields in Table 7.5 below
from the SettlementInstructions composite in the XML InfoSettlementResponse message.
The following rules apply to all FIX settlement instruction groups:
l
l
If NoSettlPartySubIDs (801) data exists for a Settlement Instructions group and no
SettlPartyID (782) value exists, Omgeo CTM:
l Sets the SettlPartyID (782) value to the XML field name
l Sets the SettlPartyIDSource (783) to Z
For example, Omgeo CTM sets the SettlPartyID (782) value to ID1 when ID1 is not
populated and ParticipantName1 or ParticipantName2 is populated.
When a SettlPartySubID (785) field contains data from more than one XML field, Omgeo
CTM concatenates the fields and separates them with a space.
Table 7.5 Settlement instruction groups
# Settlement
Instruction
Group
1
PSET
SettlPartyID
(782)
PSET
2
ID1
ID1 or “ID1”
NoSettlPartyIDs (781)
SettlPartyIDSource
(783)
Either of the following:
l
B (BIC)
l
E (ISO country code)
Either of the following:
l
l
SettlPartyRole
(784)
10 (settlement location)
30 (agent)
H (CSD participant/member code)
Z (Omgeo CTM XML field name)
3
ID2
ID2
D (Proprietary/custom code)
4
ID3
ID3
D (Proprietary/custom code)
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
NoSettlPartySubIDs (801)
SettlPartySubID
SettlPartySubIDType
(785)
(786)
ParticipantName1,
ParticipantName2
5 (full legal name of
firm)
48 (Omgeo ALERT ID2
field)
49 (Omgeo ALERT ID3
field)
129
Table 7.5 Settlement instruction groups (continued)
# Settlement
Instruction
Group
5
SettlPartyID
(782)
CustodianBIC CustodianBIC or
“CustodianBIC”
NoSettlPartyIDs (781)
SettlPartyIDSource
(783)
Either of the following:
l
l
6
SubAgentBIC SubAgentBIC or
“SubAgentBIC”
l
7
CorrespBIC
CorrespBIC or
“CorrespBIC”
l
RegName1
RegName1 or
“RegName1”
l
29 (intermediary)
B (BIC)
Z (Omgeo CTM XML field name)
Either of the following:
l
30 (agent)
B (BIC)
Z (Omgeo CTM XML field name)
Either of the following:
l
8
B (BIC)
Z (Omgeo CTM XML field name)
Either of the following:
l
SettlPartyRole
(784)
28 (custodian)
B (BIC)
Z (Omgeo CTM XML field name)
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
32 (beneficiary)
NoSettlPartySubIDs (801)
SettlPartySubID
SettlPartySubIDType
(785)
(786)
AccountRef1,
19 (fund/account
AccountRef2
name)
SecurityAccount
10 (securities account
number)
CashAccountNo
15 (cash account
number)
AlternateCashAccountNo
15 (cash account
number)
CustodianName1,
5 (full legal name of
CustodianName2
firm)
CustodianAddress1,
6 (postal address)
CustodianAddress2,
CustodianCity,
CustodianLocality,
CustodianCountry,
CustodianPostCode
SubAccountRef1,
19 (fund/account
SubAccountRef2
name)
SubAccountNo
10 (securities account
number)
SubAgentName1,
5 (full legal name of
SubAgentName2
firm)
SubAgentAddress1,
6 (postal address)
SubAgentAddress2,
SubAgentCity,
SubAgentLocality,
SubAgentCountry,
SubAgentPostCode
CorrespName1,
5 (full legal name of
CorrespName2
firm)
CorrespAddress1,
6 (postal address)
CorrespAddress2,
CorrespCity,
CorrespLocality,
CorrespCountry,
CorrespPostCode
CorrespCashAccountNo
15 (cash account
number)
CorrespSecAccountNo
10 (securities account
number)
RegAddress1,
6 (postal address)
RegAddress2,
RegCity,
RegLocality,
RegCountry,
RegPostCode
130
Table 7.5 Settlement instruction groups (continued)
# Settlement
Instruction
Group
9
SettlPartyID
(782)
InstitutionBIC InstitutionBIC or
“InstitutionBIC”
NoSettlPartyIDs (781)
SettlPartyIDSource
(783)
Either of the following:
l
l
B (BIC)
Z (Omgeo CTM XML field name)
SettlPartyRole
(784)
Either of the following:
l
13 (order
origination firm)
l
1 (executing
firm/broker)
10 IP1BIC/IP1ID IP1BIC or “IP1BIC” One of the following:
33 (interested party)
l
B (BIC) when IP1BIC is populated
l
H (CSD participant/ member code)
when IP1BIC is not populated and
IP1ID is populated
l
Z (Omgeo CTM XML field name)
NoSettlPartySubIDs (801)
SettlPartySubID
SettlPartySubIDType
(785)
(786)
InstitutionContact
9 (contact name)
InstitutionPhone
7 (phone number)
When IP1BIC and IP1ID are
populated, Omgeo CTM maps
IP1ID.
IP1AccountNo
17 (CSD
participant/member
code)
10 (securities account
number)
5 (full legal name of
firm)
IP1Name
IP1Contact
IP1Phone
IP1SpecialInstr1,
IP1SpecialInstr2
11 IP2BIC/IP2ID IP2BIC or “IP2BIC” One of the following:
33 (interested party)
l
B (BIC) when IP2BIC is populated
l
H (CSD participant/ member code)
when IP2BIC is not populated and
IP2ID is populated
l
Z (Omgeo CTM XML field name)
When IP2BIC and IP2ID are
populated, Omgeo CTM maps
IP2ID.
IP2AccountNo
IP2Name
IP2Contact
IP2Phone
IP2SpecialInstr1,
IP2SpecialInstr2
12 IP3BIC/IP3ID IP3BIC or “IP3BIC” One of the following:
33 (interested party)
l
B (BIC) when IP3BIC is populated
l
D (Proprietary Custom Code)
when IP3BIC is not populated and
IP3ID is populated
l
Z (Omgeo CTM XML field name)
When IP3BIC and IP3ID are
populated, Omgeo CTM maps
IP3ID.
IP3AccountNo
IP3Name
IP3Contact
IP3Phone
IP3SpecialInstr1,
IP3SpecialInstr3
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
9 (contact name)
7 (phone number)
4001 (Special
Instructions (custom
value))
17 (CSD
participant/member
code)
10 (securities account
number)
5 (full legal name of
firm)
9 (contact name)
7 (phone number)
4001 (Special
Instructions (custom
value))
17 (CSD
participant/member
code)
10 (securities account
number)
5 (full legal name of
firm)
9 (contact name)
7 (phone number)
4001 (Special
Instructions (custom
value))
131
Table 7.5 Settlement instruction groups (continued)
# Settlement
Instruction
Group
SettlPartyID
(782)
13 Settlement
“SettlementCon
ContactDetails tactDetails”
14 Currency
Details
“CurrencyDetails”
NoSettlPartyIDs (781)
SettlPartyIDSource
(783)
Z Omgeo CTM XML field name)
Z Omgeo CTM XML field name)
SettlPartyRole
(784)
50 (settlement contact
details)
51 (currency details)
NoSettlPartySubIDs (801)
SettlPartySubID
SettlPartySubIDType
(785)
(786)
SettlementContact
9 (contact name)
SettlementPhone
7 (phone number)
SettlementFax
21 (fax number)
SettlementTelex
20 (telex)
SpecialInstr1,
4001 (special
SpecialInstr2
instructions (custom
value))
PaymentCurrency
4002 (payment
currency (custom
value))
AlternateCurrency
4003 (alternate
currency (custom
value))
Settlement instruction examples
Most XML SettlementInstructions composite fields are optional. Data can be present in the
following FIX groups:
l
l
l
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
When the XML SettlementInstructions composite includes ID1=1278747,
ParticipantName1=Cooper, and ParticipantName2=Sawyer, Omgeo CTM generates the
NoSettlPartyIDs (781) repeating group in 7
Table 7.6 NoSettlPartyIDs and NoSettlPartySubIDs
FIX Field Name (Tag)
XML Value
NoSettlPartyIDs (781)
SettlPartyID (782)
SettlPartyIDSource (783)
SettlPartyRole (784)
NoSettlPartySubIDs (801)
SettlPartySubID (785)
SettlPartySubIDType (786)
1
1278747
H
30
1
Cooper Sawyer
5
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
132
Example 2: NoSettlPartySubIDs (801) data only
When the XML SettlementInstructions composite include ParticipantName1=Cooper and
ParticipantName2=Sawyer but not ID1, Omgeo CTM generates the NoSettlPartyIDs (781)
repeating group in Table 7.7.
Table 7.7 NoSettlPartySubIDs (801) only
FIX Field Name (Tag)
XML Value
NoSettlPartyIDs (781)
SettlPartyID (782)
SettlPartyIDSource (783)
SettlPartyRole (784)
NoSettlPartySubIDs (801)
SettlPartySubID (785)
SettlPartySubIDType (786)
1
ID1
Z
30
1
Cooper Sawyer
5
The NoSettlPartySubIDs (801) information is identical to Example 1. However, Omgeo CTM
created a SettlPartyID (782) anchor tag (equal to “ID1”). Doing so ensures that you receive the
participant information and SettlPartyIDSource (783)=Z instead of H.
Example 3: NoSettlPartyIDs (781) data only
When the XML SettlementInstructions composite includes ID1=1278747, but not
ParticipantName1 or ParticipantName2, OASYS generates the NoSettlPartyIDs (781) repeating
group in Table 7.8.
Table 7.8 NoSettlPartyIDs (781) only
FIX Field Name (Tag)
XML Value
NoSettlPartyIDs (781)
SettlPartyID (782)
SettlPartyIDSource (783)
SettlPartyRole (784)
1
1278747
H
30
The NoSettlPartyIDs (781) information is similar to Example 1. However, Omgeo CTM did not
create the NoSettlPartySubIDs (801) repeating group because no information existed.
Valid values
Omgeo CTM supports a subset of values for the following FIX settlement instruction tags:
l
l
l
SettlPartyIDSource (783) For valid values, see SettlPartyIDSource (783) on page 185.
SettlPartyRole (784) For valid values, see SettlPartyRole (784) on page 185.
SettlPartySubIDType (786) For valid values, see For more information, see
SettlPartySubIDType (786) on page 186..
Message fields
Table 7.9 lists the settlement view AS message fields generated by Omgeo CTM. The root XPath
is the InfoSettlementResponseBody composite in the InfoSettlementResponse message. For
table layout and field information, see FIX messages on page 21.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
133
Table 7.9 Message fields—Allocation Report (AS) trade settlement view
Ind. Tag
Field Name
Standard Header (MsgType=AS)
1
755 AllocReportID
Datatype/Syntax E/O/C Notes
String/
16c
E
1
70
AllocID
String/16z
E
1
71
char/1!n
E
1
794
AllocTrans
Type
AllocReportType
int/1!n
E
1
1
87
9052
AllocStatus
OmgeoTradeSideID
int/1!n
String/16z
E
E
1
9053
OmgeoSettlementView
Indicator
35597 OmgeoBrokerCapacity
Block
Boolean/1!a
E
1
9057
String/4!c
E
1
Boolean/1!a
C
1
35571 BlockForceMatch
Indicator
7505 OmgeoTLWorkflowType
String/4!a
E
1
7509
NumInGroup
O
2
7507
OmgeoNoTLWorkflow
Modifier
OmgeoTLWorkflow
Modifier
String/4!a
E
1
9858
OmgeoTLAccrued
InterestCurrency
Currency/3!a
O
1
9859
OmgeoTLAccrued
InterestAmount
Amt/17d
O
1
9878
AllocationBlock
OriginalFace
Amt/17d
O
1
OmgeoMatchAgreed
Status
int/2n
XPath
A unique ID that FIX generates for each AS message
Not mapped.
using a combination of your party identifier, system date,
and system time to create this value.
A unique identifier provided by you for the block.
../TradeLevelIdentifiers/
MasterReference
Omgeo CTM sets this value to 0 (new).
Not mapped.
Omgeo CTM sets this field to 3 (sell-side calculated using
preliminary, which includes the NoMiscFees (136)
repeating group and NetMoney (118)).
Omgeo CTM sets to 0 (accepted, successfully processed).
An Omgeo CTM sets to Y (yes), which indicates that this
message represents a settlement view.
Omgeo CTM sets to Y (yes), which indicates that this
message represents a settlement view.
The role of the executing broker in the trade. For valid
values, see OmgeoBrokerCapacityBlock (35597) on
page 173.
Indicates the Match Agreed status of the trade. For valid
values, see For more information, see
OmgeoMatchAgreedStatus (9057) on page 174.
Indicates whether the block was force-matched. For valid
values, see Common reference values on page 168.
Defines the WorkflowType for a block. For valid values,
see OmgeoTLWorkflowType (7505) on page 181
Repeating group (7507) of up to 20 instances of the
workflow modifier that Omgeo CTM assigns to the block.
Present if OmgeoNoTLWorkflowModifier (7509)>0.
Defines the workflow modifier for a block.
Not mapped.
Not mapped.
../ISRTradeLevel/
ISRTLInstructingParty/
TradeLevelReferences/
CTMTradeSideId
Not mapped.
../ISRTradeLevel/
ISRTLExecutingBroker/
PartyCapacityIndicator
../ISRTradeLevel/
MatchAgreedStatus
../ISRTradeLevel/
TLForceMatchFlag
../ISRTradeLevel/
ISRTLCommonValues/
Workflow/WorkflowType
Not mapped.
../ISRTradeLevel/
ISRTLCommonValues/
Workflow/
WorkflowModifier
For fixed income securities, the currency for total accrued ../ISRTradeLevel/
interest on the block.
ISRTLCommonValues/
TradeLevelTotals/
TotalAccruedInterest
Amount/
CurrencyCode
For fixed income securities, the absolute value of total
../ISRTradeLevel/
accrued interest on the block.
ISRTLCommonValues/
TradeLevelTotals/
TotalAccruedInterestAmount/
Sign and Amount
For fixed income securities, the total original face amount ..ISRTradeLevel/
for the asset- backed security at the block.
ISRTLCommonValues/
TradeLevelTotals/
TotalOriginalFace
Amount
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
134
Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
1
5537
CurrentFace
Amt/17d
O
1
9062
OmgeoBrokerSecurityID
String/30z
O
1
9061
OmgeoBrokerIDSource
String/2c
O
1
9060
OmgeoBroker
CountryOfIssue
Country/2!a
O
1
1
857
54
AllocNoOrdersType
Side
int/1!n
char/1!n
E
E
1
48
SecurityID
String/30z
E
1
22
SecurityIDSource
String/3c
E
Identifies the class or source of the SecurityID (48) value.
For valid values, see SecurityIDSource (22) on page 184.
1
454
NoSecurityAltID
NumInGroup
O
2
455
SecurityAltID
String/30z
E
Additional identifiers associated with the security.
Security identifiers on page 80
Present if NoSecurityAltID (454)>0. The value of any
additional security ID when the source is ISIN.
2
456
SecurityAltIDSource
String/4a
C
XPath
For fixed income securities, the absolute value of current
face.
../ISRTradeLevel/
ISRTLCommonValues/
CurrentFaceValue
The security ID entered by the executing broker.
../ISRTradeLevel/
ISRTLExecutingBroker/
IdentificationOfASecurity/
SecurityCode
The security ID source entered by the executing broker. ../ISRTradeLevel/
For valid values, see OmgeoBrokerIDSource (9061) on
ISRTLExecutingBroker/
page 173.
IdentificationOfASecurity/
SecurityCodeType/
NumberingAgencyCode
The country of issue entered by the executing broker.
../ISRTradeLevel/
ISRTLExecutingBroker/
IdentificationOfASecurity/
SecurityCodeType/
CountryCode
Omgeo CTM sets to 0 (not specified).
Not mapped.
Indicates the trade side. For valid values, see Side (54) on ../ISRTradeLevel/
page 187.
ISRTLCommonValues/
BuySellIndicator
Security identifier value of SecurityIDSource (22) type.
../ISRTradeLevel/
Use reverse escape rules. See Security identifiers on
ISRTLInstructingParty/
page 80.
IdentificationOfASecurity/
SecurityCode
../ISRTradeLevel/
ISRTLInstructingParty/
IdentificationOfASecurity/
SecurityCodeType/
NumberingAgencyCode
Not mapped.
../ISRTradeLevel/
ISRTLInstructingParty/
AdditionalSecurityIdentifiers/
SecurityCode
or
../ISRTradeLevel/
ISRTLExecutingBroker/
AdditionalSecurityIdentifiers/
SecurityCode
Present if NoSecurityAltID (454)>0. The value of any
../ISRTradeLevel/
additional security ID when the SecurityIDSource (22)=4 ISRTLInstructingParty/
(ISIN). For valid values, see the Common Reference Data. AdditionalSecurityIdentifiers/
SecurityCodeType/
NumberingAgencyCode
or
../ISRTradeLevel/
ISRTLExecutingBroker/
AdditionalSecurityIdentifiers/
SecurityCodeType/
NumberingAgencyCode
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
135
Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
XPath
1
167
SecurityType
String/5a
1
541
MaturityDate
LocalMktDate/8!n O
For fixed income securities, maturity date of instrument.
1
225
IssueDate
LocalMktDate/8!n O
For fixed income securities, the date on which a bond or
stock offering is issued.
1
470
CountryOfIssue
Country/2!a
O
The ISO country code associated with the
SecurityIDSource (22). For valid values, see
SecurityIDSource (22) on page 184.
../ISRTradeLevel/
ISRTLCommonValues/
TypeOfFinancialInstrument
../ISRTradeLevel/
ISRTLCommonValues/
MaturityDate
../ISRTradeLevel/
ISRTLCommonValues/
IssueDate
../ISRTradeLevel/
ISRTLInstructingParty/
IdentificationOfASecurity/
SecurityCodeType/
CountryCode
1
231
ContractMultiplier
float/15d
O
Quantity in nominal amount.
1
223
CouponRate
Amt/17d
O
1
207
SecurityExchange
Exchange/3!a
O
1
106
Issuer
String/4*35z
O
1
107
SecurityDesc
String/4*35z
O
1
255
CreditRating
String/31z
O
1
864
NoEvents
NumInGroup
O
2
865
EventType
int/1!n
C
2
866
EventDate
LocalMktDate/8!n C
2
867
EventPx
Amt/17d
1
873
DatedDate
LocalMktDate 8!n O
E
C
Indicates type of financial instrument. For valid values,
see SecurityType (167) on page 184.
../ISRTradeLevel/
ISRTLCommonValues/
LotSize
The rate of interest that, when multiplied by the
../ISRTradeLevel/
principal, par value, or face value of a bond, provides the ISRTLCommonValues/
periodic interest payment. The coupon is always cited,
CouponRate/
along with maturity, in any quotation of a bond's price.
Sign and Amount
ISO Market Identifier Code (MIC). For the only valid
../ISRTradeLevel/
value, see SecurityExchange (207) on page 183.
ISRTLCommonValues/
PlaceOfTrade/
PlaceNarrative
Repeating field of up to four instances that identify the
security issuer. Use reverse escape rules.
../ISRTradeLevel/
ISRTLCommonValues/
Issuer
Repeating field of up to four instances that describe the ../ISRTradeLevel/
security. Use reverse escape rules.
ISRTLInstructingParty/
IdentificationOfASecurity/
DescriptionOfTheSecurity
Rating vendor and rating value.
../ISRTradeLevel/
ISRTLCommonValues/
Rating/RatingVendor
and RatingValue
Repeating group (865–867) of events associated with the Not mapped.
trade.
The type of call, such as 1 (put). For valid values, see
../ISRTradeLevel/
EventType (865) on page 169.
ISRTLCommonValues/
CallType
Date of event, if applicable.
../ISRTradeLevel/
ISRTLCommonValues/
CallDate
Predetermined price of issue at event, if applicable.
../ISRTradeLevel/
ISRTLCommonValues/
CallPrice/Amount
If this value is different from IssueDate (225), Omgeo
../ISRTradeLevel/
CTM sets the different value.
ISRTLCommonValues/
DatedDate
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
136
Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
1
870
NoInstrAttrib
NumInGroup
O
2
871
InstrAttribType
int/2!c
C
XPath
Repeating group (871–872) of up to two instances of any Not mapped.
underlying XML AlternativeMinimumTax and
FederalTax amounts associated with the trade.
Present if NoInstrAttrib (870)>0. Valid values:
../ISRTradeLevel/
ISRTLCommonValues/
l
When InstrAttribType (871)=19 (subject to
AlternativeMinimumTax
alternative minimum tax), Omgeo CTM sets XML
AlternativeMinimumTax=AMTX.
l
When InstrAttribType (871)=99 (text) and
InstrAttribValue (872)=FDTX, Omgeo CTMsets XML
FederalTax=FDTX.
2
872
InstrAttribValue
String/4!c
C
Present if NoInstrAttrib (870)>0. Value of the tax.
../ISRTradeLevel/
ISRTLCommonValues/
FederalTax
1
53
Quantity
Qty/17d
E
Total number of shares or confirmations allocated to all
accounts. This number is the total quantity of shares for
the block.
1
6
AvgPx
Price/17d
E
Deal price for the block.
1
15
Currency
Currency/3!a
E
ISO currency code of AvgPx (6). See Currency on
page 36.
1
453
NoPartyIDs
NumInGroup
E
2
448
PartyID
String/34z or
4!a2!a2!c[3!c]
E
The number of repeating instances of events associated
with number of parties. Omgeo CTM sets the value to 2.
Present if NoPartyIDs (453)>0. The identifier associated
with either you or the executing broker.
../ISRTradeLevel/
ISRTLCommonValues/
QuantityOfTheBlockTrade/
Amount
../ISRTradeLevel/
ISRTLCommonValues/
TotalTradeAmount/
Amount
../ISRTradeLevel/
ISRTLCommonValues/
TotalTradeAmount/
CurrencyCode
Not mapped.
2
447
PartyIDSource
String/4c
E
Present if NoPartyIDs (453)>0. The type of party
identifier. For valid values, PartyIDSource (447) on
page 183.
2
452
PartyRole
int/2n
E
Present if NoPartyIDs (453)>0. The role of the identified
party. For valid values, see PartyRole (452) on page 183.
2
802
NoPartySubIDs
NumInGroup
O
Repeating group of party subidentifiers.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../InstructingParty/
PartyValue
and
../ExecutingBroker/
PartyValue
or
../ISRTradeLevel/
ISRTLCommonValues/
PlaceOfClearing
../InstructingParty/
PartyType
and
../ExecutingBroker/
PartyType
../InstructingParty/
PartyRole
and
../Executing Broker/
PartyRole
Not mapped.
137
Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
XPath
3
523
PartySubID
String/2*35z
E
Present if NoPartySubIDs (802)>0.
3
803
PartySubIDType
int/3n
E
1
35551 NoAdditionalParty
Identifiers
35552 AltPartyRole
NumInGroup
O
int/2n
C
Present if NoPartySubIDs (802)>0. Omgeo CTM sets to 5
(full legal name of firm).
The number of repeating instances of additional parties
to the trade.
Present if NoAdditionalPartyIdentifiers (35551)>0. The
role of the additional party identifier. Omgeo CTM sets
the value:
../InstructingParty/
OrgName
and
../ExecutingBroker/
OrgName
Not mapped.
2
l
l
2
35553 NoAltPartyIDs
NumInGroup
O
3
35554 AltPartyID
String/34z
C
3
35555 AltPartyIDSource
char/1!c
C
1
75
TradeDate
LocalMktDate/8!n E
1
60
TransactTime
UTCTimestamp
/8!n6!n
E
1
63
SettlType
char/1!n
O
1
64
SettlDate
LocalMktDate/8!n M
1
381
GrossTradeAmt
Amt/17d
E
1
118
NetMoney
Amt/17d
O
1
157
NumDaysInterest
int/4!n
O
1
232
NoStipulations
NumInGroup
O
Not mapped.
../AdditionalParty
Identifiers/
PartyRole
If PartyRole (452)=EXEC, then AltPartyRole (35552)
=1
If PartyRole (452)=INST, then AltPartyRole (35552)
=13.
The number of repeating instances of alternate party
identifiers for the trade.
Present if NoAdditionalPartyIdentifiers (35551)>0. The
value of the AltPartyID.
Present if NoAdditionalPartyIdentifiers (35551)>0. The
source of the AltPartyID. For valid values, see
PPartyIDSource (447) on page 183.
Trade date of the execution order.
Not mapped.
../AdditionalPartyIdentifiers/
PartyValue
../AdditionalPartyIdentifiers/
PartyType
../ISRTradeLevel/
ISRTLCommonValues/
TradeDateTime
Trade date and time of the execution order.
../ISRTradeLevel/
ISRTLCommonValues/
TradeDateTime
For fixed income securities when provided on the J block ../ISRTradeLevel/
message, Omgeo CTM sets this field to 7 (when and if
ISRTLCommonValues/
issued). Mapped from SymbolSfx (65)=WI.
WhenIssue
The date of trade settlement.
../ISRTradeLevel/
ISRTLCommonValues/
SettlementDate
Gross amount of the block trade corresponding to the
../ISRTradeLevel/
same currency as AvgPx (6).
ISRTLCommonValues/
TotalTradeAmount/
Sign and Amount
Total block amount due as the result of the transaction in ../ISRTradeLevel/
the same currency as AvgPx (6). Sum of AllocNetMoney ISRTLCommonValues/
(154).
TradeLevelTotals/
TotalNetCashAmount/
Sign and Amount
For fixed income securities, number of days of interest for ../ISRTradeLevel/
convertible bonds. The value can be negative.
ISRTLCommonValues/
NumberOfDaysAccrued
Repeating group (233–234) of up to 20 instances of
../ISRTradeLevel/
stipulations for a TBA fixed income trade.
StipulationsStandard or
StipulationsNonStandard
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
138
Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
2
233
StipulationType
String/15c
2
234
StipulationValue
String/35z or
C
LocalMktDate/8!n
or Boolean/1!a
2
35586 NoStipulationStateCodes
NumInGroup
C
3
35587 StipulationStateCode
char/2!a
C
2
35588 StipulationFlag
char/1!a
C
1
235
YieldType
String/7a
C
1
236
Yield
Percentage/17d
C
1
9042
NumInGroup
O
2
9043
OmgeoNoTradeTrans
CondIndicators
OmgeoTradeTrans
CondIndicator
String/4!a
C
C
XPath
Present if NoStipulations (232)>0. For valid values, For
../ISRTradeLevel/
more information, see StipulationType (233) on page 188. StipulationsStandard/
StipulationCodeStandard
or
../ISRTradeLevel/
StipulationsNonStandard/
StipulationCodeNonStandard
Present if NoStipulations (232)>0. Value of the stipulation, ../ISRTradeLevel/
unless the stipulation requires a state code.
StipulationsStandard/
StipulationValueStandard/
StipulationNumeric
or
StipulationAlphaNumeric or
StipulationDate
or
StipulationYOrN
or
../ISRTradeLevel/
StipulationsNonStandard/
StipulationValue
NonStandard
Repeating group (233–234) of up to 20 instances of
../ISRTradeLevel/
stipulations for a TBA fixed income trade.
StipulationsStandard/
StipulationValueStandard/
StipulationStateCode
Present if NoStipulationStateCodes (35586)>0. State code ../ISRTradeLevel/
that applies to the stipulation. For valid values, see
StipulationsStandard/
StipulationStateCode (35587) on page 187.
StipulationValueStandard/
StipulationStateCode
Indicates the type of stipulation:
../ISRTradeLevel/
StipulationsStandard/
l
S—Standard
StipulationCodeStandard
l
N—Nonstandard
or
../ISRTradeLevel/
StipulationsNonStandard/
StipulationCode
NonStandard
For fixed income securities, populated when Yield (236)
../ISRTradeLevel/
has a value. For valid values, see YieldType (235) on
ISRTLCommonValues/
page 190.
Yield/
YieldType
For fixed income securities, yield percentage that Omgeo ../ISRTradeLevel/
CTM sets when YieldType (235) has a value.
ISRTLCommonValues/
Yield/
Sign and Amount
Repeating group (9043) of up to ten bargain conditions Not mapped.
at the block.
Present if OmgeoNoTradeTransCondIndicators (9042)
../ISRTradeLevel/
>0. Indicates any bargain conditions for the trade. For
ISRTLCommonValues/
valid values, see OmgeoTradeTransCondIndicator (9043) TradeTransaction
on page 181.
ConditionIndicator
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
139
Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
1
9490
OmgeoNoTLL2Fields
SameValueEval
NumInGroup
O
2
9491
OmgeoTLL2FieldName
String/128z
C
2
9492
OmgeoTLL2FieldValue
Boolean/1!a
C
1
9874
OmgeoNoBlockCommissions NumInGroup
O
2
9873
OmgeoComm
SharingBasisIndicator
String/4!c
C
2
9865
OmgeoBlockCommission
Type
String/4!c
C
2
9866
OmgeoBlockCommission
Amount
Amt/17d
C
2
9869
OmgeoBlockCommission
Currency
Currency/3!a
E
2
9867
OmgeoCommissionReason
String/4!c
O
1
7350
OmgeoNoBlockCharges
OrTaxes
NumInGroup
O
XPath
Repeating group (491–9492) of up to 40 field evaluations Not mapped.
Omgeo CTM does to indicate whether you and your
counterparty provided the same L2 field values at the
block. If the values differ, the instructing party typically
updates its systems to reflect the executing broker’s
value for the field.
Specifies the field name subject to the evaluation.
../ISRTradeLevel/
TLL2FieldsSame
ValueEvaluation/
L2FieldName
Indicates whether you and your counterparty’s L2 field ../ISRTradeLevel/
values are the same. Valid values:
TLL2FieldsSame
ValueEvaluation/
l
Y—Values are the same
SameValue
l
N—Values are different
Repeating group (9873–9867) of up to four sets of block
commission groups. See Alleged block commissions on
page 81.
Present if OmgeoNoBlockCommissions (9874)>0.
Identifies the commission sharing basis under which the
trade was executed. For valid values, see
OmgeoCommSharingBasisIndicator (9873) on page 174
Not mapped.
../ISRTradeLevel/
ISRTLCommonValues/
TradeCommFeesTaxes/
TradeCommissions/
CommissionSharingBasisIndicator
For valid values, see OmgeoBlockCommissionType (9865) ../ISRTradeLevel/
on page 172.
ISRTLCommonValues/
TradeCommFee.sTaxes/
TradeCommissions/
CommissionType
Amount of block commission.
../ISRTradeLevel/
ISRTLCommonValues/
TradeCommFeesTaxes/
TradeCommissions/
Commission/
Sign and Amount
The block commission currency when the
../ISRTradeLevel/
OmgeoCommSharingBasisIndicator (9873) is PERU (Rate ISRTLCommonValues/
per Share) or FLAT (Flat Rate). Omgeo CTM does not
TradeCommFeesTaxes/
populate this field when the value is PERC (Percent).
TradeCommissions/
Commission/
CurrencyCode
For valid values, seeCommon reference values on
../ISRTradeLevel/
page 168.
ISRTLCommonValues/
TradeCommFeesTaxes/
TradeCommissions/
Commission/
CommissionReasonCode
Repeating group (7371–7353) of up to six instances of
Not mapped.
block charges or taxes or fees. See Alleged block charges,
fees, and taxes on page 81.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
140
Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
2
7351
OmgeoBlockChargesOr
TaxesType
char/3n
E
XPath
2
7352
OmgeoBlockChargesOr
TaxesCurrency
Currency/3!a
E
2
7353
OmgeoBlockChargesOr
TaxesAmount
Amt/17d
E
1
78
NoAllocs
NumInGroup
E
2
79
AllocAccount
String/35z
E
2
80
AllocQty
Qty/17d
E
2
467
IndividualAllocID
String/16z
E
The unique identifier for an allocation provided by you
on the J allocation message.
2
9047
OmgeoTradeDetail
TradeAmount
Amt/17d
E
The amount of the allocation.
2
35572 AllocationForceMatch
Indicator
Boolean/1!a
E
2
7506
OmgeoTDWorkflowType
String/4!a
E
2
7510
NumInGroup
O
3
7508
OmgeoNoTDWorkflow
Modifier
OmgeoTDWorkflow
Modifier
String/4!a
E
2
861
ReportedPx
Amt/17d
O
Indicates whether the allocation was force-matched. For
valid values, see AllocationForceMatchIndicator (35572)
on page 168.
Specifies the Omgeo CTM workflow type for an allocation. ../ISRTradeDetail/
For the only valid value, see OmgeoTDWorkflowType
ISRTDCommonValues/
(7506) on page 180.
Workflow/
WorkflowType
The number of repeating instances of
Not mapped.
OmgeoTDWorkflowModifier (7508).
Present if OmgeoNoTDWorkflowModifier (7510)>0.
../ISRTradeDetail/
Specifies the Omgeo CTM workflow modifier for the
ISRTDCom
confirmation. For valid values, see
WorkflowModifier
OmgeoTDWorkflowModifier (7508) on page 179.
Reported price (used to differentiate from AvgPx (6) on a ../ISRTradeDetail/
confirmation of a marked-up or marked-down principal ISRTDExecutingBroker/
trade).
AdditionalDisclosures/
ReportedPrice/Amount
Present if OmgeoNoBlockChargesOrTaxes (7350)>0. For
valid values, see OmgeoBlockChargesOrTaxesType
(7351) on page 172.
../ISRTradeLevel/
ISRTLCommonValues/
TradeCommFeesTaxes/
TradeChargesOrTaxes/
ChargeTaxType
Present if OmgeoNoBlockChargesOrTaxes (7350)>0. The ../ISRTradeLevel/
block charge or tax currency.
ISRTLCommonValues/
TradeCommFeesTaxes/
TradeChargesOrTaxes/
ChargeAmount/
CurrencyCode
Present if OmgeoNoBlockChargesOrTaxes (7350)>0. The ../ISRTradeLevel/
amount of block charges/taxes.
ISRTLCommonValues/
TradeCommFeesTaxes/
TradeChargesOrTaxes/
ChargeAmount/
Sign and Amount
Repeating group (79–787) of allocations associated with a Not mapped.
block. All remaining fields in this message pertain to the
allocation in the group.
Present if NoAllocs (78)>0. The account number of the
../ISRTradeDetail/
allocation.
ISRTDCommonValues/
AccountID
Quantity allocated to the specific subaccount.
../ISRTradeDetail/
ISRTDCommonValues/
QuantityAllocated/Amount
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../ISRTradeDetail/
ISRTDInstructingParty/
TradeDetailReferences/
ClientAllocationReference
../ISRTradeDetail/
ISRTDCommonValues/
TradeAmount/
Sign and Amount
../ISRTradeDetail/
TDForceMatchFlag
141
Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
2
539
NoNestedPartyIDs
NumInGroup
O
3
524
NestedPartyID
String/34z or
4!a2!a2!c[3!c]
C
3
525
NestedPartyIDSource
char/
1!c
C
3
538
NestedPartyRole
int/2n
C
3
9808
OmgeoCommission
SharingType
char/4!c
O
3
804
NoNestedPartySubIDs
NumInGroup
O
XPath
Repeating group (524–538) of up to two brokers of credit Not mapped.
and prime broker parties.
Present if NoNestedPartyIDs (539)>0. Broker of credit
../ISRTradeDetail/
and prime broker IDs.
ThirdPartyToTrade/
PartyValue
or
../ISRTradeDetail/
ISRTDCommonValues/
DirectedCommission/
BeneficiaryofCommissions/
BrokerOfCredit/
PartyValue
Present if NoNestedPartyIDs (539)>0. For valid values,
../ISRTradeDetail/
see NestedPartyIDSource (525) on page 171.
ThirdPartyToTrade/
PartyType
or
../ISRTradeDetail/
ISRTDCommonValues/
DirectedCommission/
BeneficiaryofCommissions/
BrokerOfCredit/
PartyType
Present if NoNestedPartyIDs (539)>0. For valid values,
../ISRTradeDetail/
see NestedPartyRole (538) on page 171.
ThirdPartyToTrade/
PartyRole
or
../ISRTradeDetail/
ISRTDCommonValues/
DirectedCommission/
BeneficiaryofCommissions/
BrokerOfCredit/
PartyRole
For valid values, seeOmgeoCommissionSharingType
../ISRTradeDetail/
(9808) on page 173.
ISRTDCommonValues/
DirectedCommission/
CommissionSharing
TypeIndicator
Repeating group (545–805) of up to three nested party Not mapped.
subidentifiers: ClearingSystemID,
BeneficiaryofCommissions, and ThirdPartyToTrade
information.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
142
Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
XPath
4
NestedPartySubID
String/35z
../ISRTradeDetail/
ISRTDCommonValues/
DirectedCommission/
BeneficiaryofCommissions/
ClearingSystemID
or
../ISRTradeDetail/
ISRTDCommonValues/
DirectedCommission/
BeneficiaryofCommissions/
PartyFundName
or
../ISRTradeDetail/
ThirdPartyToTrade/
OrgName
545
C
Present if NoNestedPartySubIDs (804)>0. PartySubID
(523) value within a nested repeating group. Valid
values:
l
l
4
805
NestedPartySubIDType
int/3n
C
NestedPartySubIDType (805)=17 (CSD
participant/member code) indicates
ClearingSystemID.
NestedPartySubIDType (805)=19 (Fund/Account
Name) indicates PartyFundName.
Present if NoNestedPartySubIDs (804)>0. One of the
following:
l
5—full legal name of firm
l
17—CSD participant/member cod
l
19—Fund/account name
2
35556 NoAdditionalTPIdentifiers
NumInGroup
O
Repeating group (35557–35559) of up to five additional
third parties on the trade.
Third party role. For valid values, see AltThirdPartyRole
(35557) on page 169.
3
35557 AltThirdPartyRole
int/4a
C
3
35558 NoAltThirdPartyIDs
NumInGroup
O
4
35559 AltThirdPartyID
String/34z
C
4
35560 AltThirdPartyIDSource
char/1!c
C
For valid values, see AltThirdPartyIDSource (35560) on
page 169.
2
154
AllocNetMoney
Amt/17d
C
NetMoney (118) for this AllocAccount (70).
2
737
AllocSettlCurrAmt
Amt/17d
O
The allocation settlement amount.
2
736
AllocSettlCurrency
Currency/3!a
O
The allocation settlement currency.
2
155
SettlCurrFxRate
Amt/17d
O
Foreign exchange rate used to compute SettlCurrAmt
(119) from Currency (15) to SettlCurrency (120).
Repeating group (3559–35560) of alternative third
parties on the trade.
Identifier of the alternative third party.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Not mapped.
Not mapped.
../ISRTradeDetail/
AdditionalThird
PartyIdentifiers/
PartyRole
Not mapped.
../ISRTradeDetail/
AdditionalThirdPartyIdentifiers/
PartyValue
../ISRTradeDetail/
AdditionalThirdParty
Identifiers/
PartyType
../ISRTradeDetail/
ISRTDCommonValues/
NetCashAmount/
Sign and Amount
../ISRTradeDetail/
ISRTDCommonValues/
SettlementAmount/
Sign and Amount
../ISRTradeDetail/
ISRTDCommonValues/
SettlementAmount/
CurrencyCode
../ISRTradeDetail/
ISRTDCommonValues/
ExchangeRate/
ExchangeRateAmount
143
Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
2
742
AllocAccruedInterestAmt
Amt/17d
O
2
9974
AllocationDetail
OriginalFace
Amt/17d
O
2
5538
AllocCurrentFace
Amt/17d
O
2
12
Commission
Amt/17d
O
2
13
CommType
char/1!n
O
2
136
NoMiscFees
NumInGroup
O
3
137
MiscFeeAmt
Amt/17d
C
XPath
Amount of accrued interest for convertible bonds and
fixed income at the allocation level.
../ISRTradeDetail/
ISRTDCommonValues/
AdditionalFixedIncome/
AccruedInterestAmount/
Sign and Amount
For fixed income securities, the original face amount on
../ISRTradeDetail/
an allocation. Value must be greater than 0 and less than ISRTDCommonValues/
99999999999999, with a maximum of 2 decimals.
AdditionalFixedIncome/
OriginalFaceAmount
For fixed income securities, the current face value for an ../ISRTradeDetail/
entire trade. Value must be greater than 0 and less than ISRTDCommonValues/
99999999999999.
AdditionalFixedIncome/
CurrentFaceValue
The total commission (TCOM) amount for the allocation. ../ISRTradeDetail/
ISRTDCommonValues/
CommFeesTaxes/
Commissions/
Commission/
Sign and Amount
Identifies the commission sharing basis under which the ../ISRTradeDetail/
trade was executed. When commissions are specified as ISRTDCommonValues/
percentages, Omgeo CTM multiplies the value entered
CommFeesTaxes/
by 0.01. For example, if a 5 is entered, the value used is
Commissions/
5%. For valid values, see CommType (13) on page 169.
Commission
SharingBasisIndicator
Repeating group (137–139) that captures miscellaneous Not mapped.
allocation fees, including granular commissions and all
charges, fees, and taxes. Omgeo CTM allows up to six
fees, including Total Fees (TFEE) and up to three
granular commissions for a maximum total of nine
repeating groups. See Allocation charges, fees, and taxes
on page 49.
Present if NoMiscFees (136)>0. Amount of the
../ISRTradeDetail/
miscellaneous fee. Based on the type as documented in 0ISRTDCommonValues/
MiscFeeType (139) on page 170. Omgeo CTM considers CommFeesTaxes/
the amount a CommissionType or ChargeTaxType.
ChargesOrTaxes/
ChargeAmount/
Sign and Amount
or
../ISRTradeDetail/
ISRTDCommonValues/
CommFeesTaxes/
Commissions/
Commission/
Sign and Amount
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
144
Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
3
138
MiscFeeCurr
Currency/3!a
C
3
139
MiscFeeType
char/3n
C
3
891
MiscFeeBasis
int/1!n
C
3
7395
OmgeoConfirm
CommissionReason
String/4!c
O
2
9084
NumInGroup
O
3
9293
OmgeoNoThird
PartyDetails
OmgeoThirdParty
DetailStatus
char/4!c
C
3
9294
OmgeoThirdParty
DetailStatusTime
UTC Timestamp
/8!n6!n
C
3
9295
OmgeoThirdParty
SummaryStatus
char/
4!c
C
3
9296
OmgeoTP
HighestErrorSeverity
char/
4!c
C
3
9297
NumInGroup
O
4
9228
OmgeoNoTP
DetailErrors
OmgeoTPDetailErrorID
char
/16z
C
XPath
Currency code associated with the miscellaneous fee.
Based on the type as documented in MiscFeeType (139)
on page 170, Omgeo CTM considers the currency based
on a CommissionType or ChargeTaxType. Omgeo CTM
does not associate currency code with percentage-based
miscellaneous fees (when MiscFeeType (891)=2
(percentage).
../ISRTradeDetail/
ISRTDCommonValues/
CommFeesTaxes/
ChargesOrTaxes/
ChargeAmount/
CurrencyCode
or
../ISRTradeDetail/
ISRTDCommonValues/
CommFeesTaxes/
Commissions/
Commission/
CurrencyCode
Present if NoMiscFees (136)>0. The type of miscellaneous ../ISRTradeDetail/
fee. Omgeo CTM considers the type a CommissionType
ISRTDCommonValues/
or ChargeTaxType. For valid values, see MiscFeeType
CommFeesTaxes/
(139) on page 170.
ChargesOrTaxes/
ChargeTaxType
Present if NoMiscFees (136)>0. Specifies the commission ../ISRTradeDetail/
sharing basis indicator associated with the commission.
ISRTDCommonValues/
For valid values, seeMiscFeeBasis (891) on page 170.
CommFeesTaxes/
Commissions/
CommissionSharing
BasisIndicator
For valid values, see OmgeoConfirmCommissionReason ../ISRTradeDetail/
(7395) on page 174.
ISRTDCommonValues/
CommFeesTaxes/
Commissions/
CommissionReasonCode
Repeating group (9293–9295) of third party details.
Not mapped.
Status that assigns Omgeo CTM to the third party detail.
For valid values, see the ThirdPartyDetailStatus table in
the Common Reference Data.
Time when Omgeo CTM last updated the third party
detail status.
../ISRTradeDetail/
ThirdPartyDetail/
ThirdPartyDetailStatus
../ISRTradeDetail/
ThirdPartyDetail/
ThirdPartyDetailStatusTime
Status that Omgeo CTM assigns Omgeo CTM to the third ../ISRTradeDetail/
party summary status. For valid values, see the
ThirdPartyDetail/
ThirdPartySummaryStatus table in the Common
ThirdPartySummaryStatus
Reference Data.
The highest OmgeoTPDetailErrorSeverity in the
../ISRTradeDetail/
OmgeoNoTPDetailErrors repeating group.
ThirdPartyDetail/
ThirdPartyHighest
ErrorSeverity
Repeating group (9228–9230) of third party detail
Not mapped.
errors.
Identifier that Omgeo CTM assigns to a third party detail ../ISRTradeDetail/
error.
ThirdPartyDetail/
ThirdPartyError/
ErrorId
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
145
Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
4
9229
OmgeoTPDetail
ErrorSeverity
String/
4!c
C
4
9230
OmgeoTPDetail
ErrorText
String/
255z
C
3
9350
OmgeoTPSource
SettlingAgentFrmMsg
char/
1!c
C
3
9351
OmgeoSWIFTBuyer
Seller
char/
140z
C
3
9352
OmgeoThirdParty
CreatedAt
String/
4!c
C
3
9353
OmgeoSWIFT
DifferenceFlag
Boolean/
1!a
C
3
9489
NumInGroup
O
9535
OmgeoNoSWIFT
Differences
OmgeoSwiftFieldName
4
char/
100z
C
4
9559
OmgeoSwiftTagQualifier
int/
8!x
C
4
9746
OmgeoSwiftOldValue
String/
350x
C
4
9747
OmgeoSwiftNewValue
String/
350x
C
2
9845
OmgeoNoThird
PartyData
NumInGroup
O
XPath
For valid values, see OmgeoTPDetailErrorSeverity (9229) ../ISRTradeDetail/
on page 181.
ThirdPartyDetail/
ThirdPartyError/
ErrorSeverity
Text that Omgeo CTM includes to explain the third party ../ISRTradeDetail/
detail error.
ThirdPartyDetail/
ThirdPartyError/
ErrorText
Indicates whether to send a third party detail to the IP3, ../ISRTradeDetail/
custodian, or subagent listed on a message.
ThirdPartyDetail/
ThirdPartySourceSettling
AgentFromMessage
The contents of the 95 BUYR/SELL field in the SWIFT
../ISRTradeDetail/
MT541/543 message (without the SWIFT syntax).
ThirdPartyDetail/
Typically contains a BIC identifier. For DTC or FEDWIRE
SWIFTBuyerSeller
trades, it contains the ID3 field. It can also contain the
organization’s name and address.
Indicates the Match Agreed status at the time of the
../ISRTradeDetail/
creation of third party detail.
ThirdPartyDetail/
ThirdPartyCreatedAt
Indicates whether to list any SWIFTDifferences content in ../ISRTradeDetail/
the OmgeoNoSWIFTDifferences (9489) repeating group. ThirdPartyDetail/
Valid values:
SWIFTDifferenceFlag
l
Y—Displays content
l
N—Does not display content
Repeating group (9535–9747) of up to 100 instances of
SWIFT differences since the previous SWIFT release.
A general description of the SWIFT field that is different.
Not mapped.
../ISRTradeDetail/
ThirdPartyDetail/
SWIFTDifferences/
Difference/
OmgeoSwiftFieldName
Identifies the SWIFT field by its tag and qualifier.
../ISRTradeDetail/
ThirdPartyDetail/
SWIFTDifferences/
Difference/
SwiftTagQualifier
Identifies the original value in the notification for the
../ISRTradeDetail/
OmgeoSwiftFieldName.
ThirdPartyDetail/
SWIFTDifferences/
Difference/
SWIFTOldValue
Identifies the most recent value in the notification for the ../ISRTradeDetail/
OmgeoSwiftFieldName (9535).
ThirdPartyDetail/
SWIFTDifferences/
Difference/
SWIFTNewValue
Repeating group (9837–9809) of up to 100 instances that Not mapped.
describe third party detail information.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
146
Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
XPath
3
9837
OmgeoThirdPartyRole
int/2n
C
Present if OmgeoNoThirdPartyData (9845)>0. For valid
values, seePartyRole (452) on page 183.
3
9838
OmgeoThirdPartyType
char/1!c
C
Present if OmgeoNoThirdPartyData (9845)>0. For valid
values, see PartyIDSource (447) on page 168.
3
9839
OmgeoThirdPartyValue
String/34z or
4!a2!a2!c[3!c]
C
Present if OmgeoNoThirdPartyData (9845)>0. Identifier
of the third party to the trade.
3
9840
OmgeoThirdPartyName
String/35z
C
Name of the third party to the trade.
3
9841
OmgeoThirdPartyStatus
char/4!c
C
3
9842
OmgeoThirdParty
StatusTime
UTCTimestamp
/8!n6!n
C
Present if OmgeoNoThirdPartyData (9845)>0. For valid
values, see the ThirdPartyStatus table in the Common
Reference Data.
Present if OmgeoNoThirdPartyData (9845)>0. The time
when Omgeo CTM last updated the third party status.
3
9843
OmgeoTPAssignedID
String/16z
C
Identifier that a third party assigned to a trade for a
notification.
3
9809
OmgeoTPAssignedTime
C
Date and time when a third party generated a message
for a notification.
3
35563 NoTPReason
UTCTime
stamp /
8!n6!n
NumInGroup
O
4
9844
OmgeoTPReason
String/35z
C
3
9195
OmgeoTPNotificationType
char/4!c
C
3
9197
String
C
4
9235
OmgeoTPMessage
Delivery
OmgeoDeliveryChannel
char/100z
C
Repeating group (9844) of up to 20 instances of reasons
for errors associated with a specific
OmgeoThirdPartyStatus supplied by a third party or
Omgeo CTM.
Error information associated with a specific
OmgeoThirdPartyStatus supplied by a third party or
Omgeo CTM.
Designation for a type of third party recipient such as
DEPO (depository). For valid values, see the
TPNotificationType table in the Omgeo CTM Common
Reference Data.
Specifies the third party message including channel and
delivery.
For valid values, see the DeliveryChannel table in the
Common Reference Data.
../ISRTradeDetail/
ThirdPartyData/
ThirdParty/PartyRole
../ISRTradeDetail/
ThirdPartyData/
ThirdParty/PartyType
../ISRTradeDetail/
ThirdPartyData/
ThirdParty/PartyValue
../ISRTradeDetail/
ThirdPartyData/
ThirdParty/OrgName
../ISRTradeDetail/
ThirdPartyData/
ThirdPartyStatusTime
../ISRTradeDetail/
ThirdPartyData/
ThirdPartyStatusTime
../ISRTradeDetail/
ThirdPartyData/
TPAssignedID
../ISRTradeDetail/
ThirdPartyData/
TPAssignedTime
Not mapped.
4
9236
OmgeoMessageFormat
char/100z
C
For valid values, see the MessageFormat table in the
Common Reference Data.
4
9237
OmgeoHeaderFooter
Format
char/100z
C
The parameter for the third party destination profile for
this notification.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
../ISRTradeDetail/
ThirdPartyData/
TPReason
../ISRTradeDetail/
ThirdPartyData/
TPNotificationType
Not mapped.
../ISRTradeDetail/
ThirdPartyData/
TPMessageDelivery/
DeliveryChannel
../ISRTradeDetail/
ThirdPartyData/
TPMessageDelivery/
MessageFormat
../ISRTradeDetail/
ThirdPartyData/
TPMessageDelivery/
HeaderFooterFormat
147
Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
XPath
2
780
AllocSettlInstType
int/1!n
C
Indicates if settlement instructions are included in the
settlement view. If included, Omgeo CTM sets the value
to 2 (full details provided).
2
9493
OmgeoNoTDL2
FieldsSameValueEval
NumInGroup
O
../ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement
or
../ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement
or
../ISRTradeLevel/
TLEBSettlement
Not mapped.
3
9494
OmgeoTDL2FieldName
String/128z
C
3
9495
OmgeoTDL2FieldValue
Boolean/1!a
C
Repeating group (9494–9495) of up to 40 field
evaluations Omgeo CTM does to indicate whether you
and your counterparty provided the same L2 field values
on the allocation/confirmation. If the values differ, you
can update your system to reflect the executing broker’s
value for the field.
Specifies the field name subject to the evaluation.
../ISRTradeDetail/
TDL2FieldsSame
ValueEvaluation/
L2FieldName
Indicates whether you and your counterparty’s L2 field ../ISRTradeDetail/
values are the same. Valid values:
TDL2FieldsAnd
SameValueEvaluation/
l
Y—Values are the same
SameValue
l
N—Values are different
2
172
SettlDeliveryType
int/1!n
C
2
169
StandInstDbType
int/1!n
C
2
170
StandInstDbName
String/16z
C
2
171
StandInstDbID
String/16z
C
2
85
NoDlvyInst
NumInGroup
O
Present if AllocSettlInstType (780)=1 or 2. If
AllocSettlInstType (780)=2, Omgeo CTM sets the value to
0 (versus payment).
If AllocSettlInstType (780)=2, Omgeo CTM sets the value
to 2 (ALERT).
Name of the standing instruction database represented
with StandInstDbType (169), such as the global
custodian’s name.
Unique identifier used on the standing instructions
database for the referenced standing instructions.
Present if AllocSettlInstType (780) is populated.
Repeating group of up to three sets of delivery
instructions:
l
l
1—Indicates that either your instructions or the
executing broker's instructions are present.
2—Indicates that both your instructions and
executing broker's instructions are present.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Not mapped.
Not mapped.
Not mapped.
Not mapped.
../ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement
or
../ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement
or
../ISRTradeLevel/
TLEBSettlement
148
Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
XPath
3
165
SettlInstSource
char/1!n
E
Present if NoDlvyInst (85)>0. Indicates whether the
delivery instructions are for the buy-side or sell-side.
Valid value is 2 (your instructions).
3
3
787
9048
DlvyInstType
OmgeoSettlInstr
SourceIndicator
char/1!a
String/4!a
E
E
Omgeo CTM passes the value from the J message.
Indicates the source of settlement instructions. For valid
values, see OmgeoSettlInstrSourceIndicator (9048) on
page 175
3
9049
OmgeoAlertCountryCode
String/3a
C
Present if OmgeoSettlInstrSourceIndicator (9048)=ALRT.
For valid values, see the ALERT Common Reference Data.
3
9050
OmgeoAlertMethodType
String/12z
C
Present if OmgeoSettlInstrSourceIndicator (9048)=ALRT.
For valid values, see the ALERT Common Reference Data.
3
9051
OmgeoAlertSecurityType
String/3z
C
Present if OmgeoSettlInstrSourceIndicator (9048)=ALRT.
For valid values, see the ALERT Common Reference Data.
../ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement/
PartyIdentifier
or
../ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement/
PartyIdentifier
Not mapped.
../ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement/
SettlementInstructions
SourceIndicator
or
../ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement/
SettlementInstructions
SourceIndicator
../ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement/
AlertCountryCode
or
../ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement/
AlertCountryCode
../ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement/
AlertMethodType
or
../ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement/
AlertMethodType
../ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement/
AlertSecurityType
or
../ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement/
AlertSecurityType
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
149
Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
3
7365
OmgeoAlert
SettlementModelName
String/12z
O
3
9761
OmgeoFXDealCurrency
Code
Currency/3!a
O
3
7511
OmgeoSettlInstProc
Narrative
String/2100z
O
3
4
781
782
NoSettlPartyIDs
SettlPartyID
O
C
4
783
SettlPartyIDSource
NumInGroup
String/34z or
4!a2!a2!c[3!c]
char/1!c
4
784
SettlPartyRole
int/2n
C
4
801
NoSettlPartySubIDs
NumInGroup
O
5
785
SettlPartySubID
C
5
786
SettlPartySubIDType
String/34z or
4!a2!a2!c[3!c]
int/4n
C
C
XPath
Present if OmgeoSettlInstrSourceIndicator (9048)=ALRT. ../ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement/
AlertSettlementModelName
or
../ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement/
AlertSettlementModelName
Allows you to instruct the recipient of a settlement
../ISRTradeDetail/
instruction to perform an FX deal.
ISRTDInstructingParty/
PartySettlement/
FXDealCurrencyCode
or
../ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement/
FXDealCurrencyCode
Free format text field for additional information about
../ISRTradeLevel/
settlement processing for the allocation.
TLEBSettlement/
SettlementInstruction
ProcessingNarrative
or
../ISRTradeDetail/
ISRTDInstructingParty/
PartySettlement/
SettlementInstruction
ProcessingNarrative
or
../ISRTradeDetail/
ISRTDExecutingBroker/
PartySettlement/
SettlementInstruction
ProcessingNarrative
Repeating group (782–784) of settlement parties.
Not mapped.
Present if NoSettlPartyIDs (781)>0. Settlement party
See Settlement instruction groups
identifier value.
on page 128.
Present if NoSettlPartyIDs (781)>0. The type of identifier Not mapped.
used in SettlPartyID (782). For valid values,
seeSettlPartyIDSource (783) on page 185.
Present if NoSettlPartyIDs (781)>0. The role of the
Not mapped.
settlement party, such as custodian or agent). For valid
values, see SettlPartyRole (784) on page 185.
Present if NoSettlPartyIDs (781)>0. Repeating group
Not mapped.
(785–786) of subidentifiers for the settlement party.
Present if NoSettlPartySubIDs (801)>0. Settlement party See Settlement instruction groups
sub identifier value.
on page 128.
Present if NoSettlPartySubIDs (801)>0. The type of
Not mapped.
identifier used in SettlPartySubID (785). For valid values,
see SettlPartySubIDType (786) on page 186.
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Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
2
7354
OmgeoMarkup
Markdown
Amt/17d
O
2
7362
OmgeoBrokerCapacity
int/2n
O
2
7355
OmgeoBrokerRestrictions
int
O
2
7356
OmgeoNoReg
Membership
NumInGroup
O
3
7357
OmgeoBrokerReg
Membership
int/
1!n
C
2
7358
OmgeoNoDisclosures
3
7359
OmgeoDisclosureType
3
7360
OmgeoDisclosure
Indicator
NumIn
Group
int/1!n
O
Boolean/1!a
C
C
XPath
Specifies the difference, if any, between the price to your ../ISRTradeDetail/
side and the broker/dealer’s purchase or sale price.
ISRTDExecutingBroker/
AdditionalDisclosures/
MarkUpMarkDown/
Sign and Amount
The executing broker’s role in the confirmation
../ISRTradeDetail/
component of the trade, such as trading as agent. For
ISRTDExecutingBroker/
valid values, see OmgeoBrokerCapacity (7362) on
DetailLevelParty
page 172.
CapacityIndicator
If the executing broker is a market maker, Omgeo CTM
../ISRTradeDetail/
sets this field to 5 (acting as market maker or specialist in ISRTDExecutingBroker/
the security).
AdditionalDisclosures/
MarketMaker
Repeating group (7357) of up to two instances of
Not mapped.
OmgeoBrokerRegMembership (7357).
Omgeo CTM sets this field as follows:
l
1—Specifies a SIPC member
l
2—Specifies a FINRA member
Repeating group (7359–7361) of up to five instances of
OmgeoBrokerRegMembership (7357).
Valid values are:
../ISRTradeDetail/
ISRTDExecutingBroker/
AdditionalDisclosures/
SIPCMember or
FINRAMember
Not mapped.
../ISRTradeDetail/
ISRTDExecutingBroker/
l
1—Other Remuneration
AdditionalDisclosures/
l
2—Odd Lot
OtherRemunerationDisclosure or
OddLotDisclosure
l
3—Order Flow
or
l
4—Redemption
OrderFlowDisclosure
l
5—Asset-backed
or
RedemptionDisclosure
or
AssetBackedSecurities
Disclosure
Omgeo CTM maps the broker/dealer’s value for this field ../ISRTradeDetail/
as follows:
ISRTDExecutingBroker/
AdditionalDisclosures/
l
Y—Yes
OtherRemuneration
l
N—No
or
AssetBacked
or
OddLotDifferential
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Table 7.9 Message fields—Allocation Report (AS) trade settlement view (continued)
Ind. Tag
Field Name
Datatype/Syntax E/O/C Notes
3
7361
OmgeoDisclosure
Statement
String/500z
C
2
9044
NumInGroup
O
3
9045
OmgeoNoSettlTrans
CondIndicators
OmgeoSettlTrans
CondIndicator
char/4!a
C
XPath
Echoes the SEC disclosure/disclaimer statement based on ../ISRTradeDetail/
the value in OmgeoDisclosureType (7359).
ISRTDExecutingBroker/
AdditionalDisclosures/
OtherRemuneration
Disclosure
or
OddLotDisclosure
or
OrderFlowDisclosure
or
RedemptionDisclosure
or
AssetBackedSecurities
Disclosure
Repeating group (9045) of up to ten instances of
Not mapped.
settlement transaction condition indicators.
Present if OmgeoNoSettlTransCondIndicator>0. For valid ../ISRTradeDetail/
values, see OmgeoSettlTransCondIndicator (9045) on
ISRTDCommonValues/
page 176.
SettlementTransaction
ConditionIndicator
Standard Trailer
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8. Exception messages
Introduction
This chapter explains how to use the following exception processing messages:
l
l
Allocation Instruction (J)—cancel trade components below
Allocation Report Ack (AT)—reject counterparty trade components on page 159
Allocation Instruction (J)—cancel trade components
Omgeo CTM maps each cancel J message that you submit to a Cancel XML message. Use the
cancel J message to:
l
l
l
l
l
Cancel your block for a trade side that is pre-MAGR (NOT MATCH AGREED).
Cancel one or more allocations within your block for a trade side that is pre-MAGR (NOT
MATCH AGREED).
Request a bilateral cancel for a trade side that is MATCH AGREED. Your counterparty must
agree to your cancellation request for the trade side to reach CANCEL MATCH AGREED.
Approve a bilateral cancel request from your counterparty for a trade side that is MATCH
AGREED.
Reverse the prior rejection of counterparty's cancel request of a MATCH AGREED trade side.
Note
You can view a trade cancellation for 90 days in the trade blotter.
Trade component identification
The cancel J message uses the following trade component identifiers:
l
l
RefAllocID (72) to identify a block
IndividualAllocID (467) to identify an allocation
Canceling blocks and allocations
To cancel a block and all of its associated allocations:
l
l
l
Specify the RefAllocID (72) of the block you want to cancel
Enter a cancellation reason in the Text (58) field (optional)
Exclude NoAllocs (78) information
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To cancel one or more allocations:
l
l
l
l
Specify the RefAllocID (72) of the associated block
Enter a cancellation reason in the Text (58) field (optional)
Include NoAllocs (78) information for each allocation you want to cancel within the
associated block
Specify the IndividualAllocID (467) of each allocation you want to cancel
Cancellation request
You can cancel your block or allocation without the agreement of your counterparty
(unilateral) when a trade is NOT MATCH AGREED. When the trade side is MATCH AGREED,
you cannot unilaterally cancel individual components. Instead, submit a block cancel J message
to request that your counterparty accept the cancellation of the entire trade.
Block and associated allocation cancellations result in status changes to your trade components.
Omgeo CTM sends you a status update AS message whenever the status of your block or
allocation changes. See Status messages on page 109.
Pre-MATCH AGREED cancellation
When a trade status is NOT MATCH AGREED, the cancel J message automatically cancels the
block or allocation referenced in the trade identifier field or fields. A block cancel automatically
cancels all allocations within the block.
The status of the components on both sides of the trade varies when the cancellation occurs on
a NOT MATCH AGREED component:
l
l
l
If your canceled component is UNMATCHED, Omgeo CTM changes your component status
to CANCELED.
If your canceled component is MISMATCHED or MATCHED, Omgeo CTM changes your
component status to CANCELED and your counterparty's component to UNMATCHED.
The UNMATCHED component goes through the matching process again.
MATCH AGREED cancellation request
When a trade status is MATCH AGREED, your cancel J message is a bilateral request to cancel
the entire trade. Omgeo CTM changes the following:
l
l
Your component to CANCEL REQUESTED status
Your counterparty's component to COUNTERPARTY CANCEL REQUESTED status
No further action occurs until your counterparty accepts or rejects the cancel as follows:
l
l
If your counterparty accepts the cancel, both MATCH AGREED trade sides become CANCEL
MATCH AGREED and the Match status of the components becomes CANCEL AGREED.
If your counterparty rejects the cancel, both trade sides stay MATCH AGREED. The
counterparty's components become CANCEL REJECTED and your components become
COUNTERPARTY CANCEL REJECTED.
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MATCH AGREED response to cancellation request
When your counterparty initiates a bilateral request to cancel an entire MATCH AGREED trade,
Omgeo CTM changes the following:
l
l
Your component to COUNTERPARTY CANCEL REQUESTED status
Your counterparty's component to CANCEL REQUESTED status
No further action on trade components occurs until you accept or reject the cancellation
request. If you accept the cancellation request, using either the cancel J message or trade
blotter, Omgeo CTM:
l
l
Changes both trade side components CANCEL AGREED
Changes both trade sides from MATCH AGREED to CANCEL MATCH AGREED
If you reject the cancellation request, using the cancel J message or trade blotter:
l
l
Both trade sides remain MATCH AGREED
Your components change to COUNTERPARTY CANCEL REJECTED. Your counterparty's
components change to CANCEL REJECTED.
Cancellation override
You can override your own rejection of a trade side cancellation using the cancel J message,
which results in the following:
l
l
Both trade side's Match Agreed status change to CANCEL MATCH AGREED
Both trade side's components change to CANCEL AGREED
Block cancel J message flow
Figure 8.1 shows the steps in the block cancel J message flow for a NOT MATCH AGREED trade
with multiple allocations.
Figure 8.1 Block cancel J message flow
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155
The numbered steps in Table 8.1 explain the steps in Figure 8.1.
Table 8.1 Block cancel J message flow steps
Step Description
1a
1b
1c
2a
and
2b
You create a block cancel in your internal system and send it to Omgeo as a J message. Omgeo CTM does not require that you specify each
allocation you want to cancel in a block. When you cancel a block, Omgeo CTM cancels all associated allocations in the block unless you specify
one or more allocations.
OFI responds with one system valid P message for each inbound J message. The P message indicates if your J message passed OFI
validation. Otherwise, OFI sends you a Reject (3) message and does not translate the cancel block J message into a Cancel XML message and
performs no further J message processing. For detailed information about initial validation, see OFI system validation on page 28. For more
information about the P message, see Acknowledgment messages on page 64.
OFI translates the J message into a Cancel XML message and sends the Cancel to Omgeo CTM.
Omgeo CTM validates the Cancel XML message:
l
2a—If the message passes synchronous validation, Omgeo CTM generates a Valid XML message.
l
2b—OFI translates the Valid XML message into an XML valid P message, which it sends to you.
Or...
3a
and
3b
Omgeo CTM validates the Cancel XML message:
l
l
2c
and
2d
3a—If the message fails synchronous validation, Omgeo CTM generates an Invalid XML message. The message includes the reason for
failure and Omgeo CTM does not process the Cancel any further.
3b—OFI translates the Invalid XML message into an XML invalid P message, which it sends to you.
Since the block status changed with the Cancel message:
l
2c—Omgeo CTM generates an InfoResponse XML message.
l
2d—OFI translates the InfoResponse XML message into a block AS message, which it sends to you.
Allocation J cancel message flow
Figure 8.2 shows the steps in the allocation cancel J message flow for a NOT MATCH AGREED
trade with three allocations.
Figure 8.2 Allocation cancel J message flow
The numbered steps in Table 8.2 explain the steps in Figure 8.2.
FIX Interface Message Specification: Investment Managers (Current)
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Table 8.2 Allocation cancel J message flow steps
Step
Description
1a
1b
1c
2a
and2b
You cancel three allocations in your internal system and send it to Omgeo as a J message.
Your message passes OFI validation and OFI sends you a system valid P message.
OFI translates the J message into three Cancel XML messages, which OFI sends to the Omgeo CTM host for processing.
Omgeo CTM validates the Cancel XML messages:
l
2a—If the messages pass synchronous validation, Omgeo CTM generates three Valid XML messages.
l
2b—OFI translates the Valid XML messages into three XML valid P messages, which it sends to you.
Or...
3a
Omgeo CTM validates the Cancel XML messages:
and3b l 3a—If the messages fail synchronous validation, Omgeo CTM generates three Invalid XML messages. The messages include the
reason for failure and Omgeo CTM does not process the Cancel any further.
l
3b—OFI translates the Invalid XML messages into three XML invalid P messages, which it sends to you.
2c
Since the allocation status changed with the Cancel message,:
and2d l 2c—Omgeo CTM generates three InfoResponse XML messages
l
2d—OFI translates into the InfoResponse XML messages into three allocation status AS messages, which it sends to you.
Table 8.3 lists the cancel J message fields for blocks and allocations required by Omgeo CTM.
The root XPath is the CancelBody composite in the Cancel message. For table layout and field
information, see FIX messages on page 21.
Table 8.3 Allocation Instruction (J)—cancel trade components
Ind. Tag
Field Name
Datatype/Syntax
M/O/C
Notes
XPath
Standard Header (MsgType=J)
1
72
RefAllocID
String/16z
M
For the trade component you intend to ../TradeLevelIdentifiers/
cancel as follows:
MasterReference
l
Cancel block—Your identifier for
your block that you intend to cancel
using this J message. If you do not
include the NoAllocs (78) repeating
group later in this message, Omgeo
CTM cancels all allocations in the
block you reference here.
l
Cancel allocation—Your identifier
for your block that is associated with
one or more allocations that you
intend to cancel using this J
message.
1
1
1
70
71
626
AllocID
AllocTransType
AllocType
String/16z
char/1!n
int/1!n
N/A
M
N/A
1
1
857
53
AllocNoOrdersType
Quantity
int/1!n
Qty/17d
N/A
M
1
54
Side
char/1!n
M
Do not include this field.
Submit a value of 2 (cancel).
Do not supply a value (Omgeosupplied).
Do not supply a value (Omgeo ignores).
Total number of shares or confirmations
allocated to all accounts. This number is
the total quantity of shares for the block.
Indicates the trade side. For valid values,
see Side (54) on page 187.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Not mapped.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
157
Table 8.3 Allocation Instruction (J)—cancel trade components (continued)
Ind. Tag
Field Name
Datatype/Syntax
M/O/C
Notes
XPath
1
75
TradeDate
LocalMktDate/8!n
M
Not mapped.
1
453
NoPartyIDs
NumInGroup
M
Supply the trade date of the execution
order.
Repeating group (448–452) of two
instances of the following party
identifiers:
l
Investment manager
l
Executing broker
2
448
PartyID
String/34z or
4!a2!a2!c[3!c]
M
2
447
PartyIDSource
char/4c
M
2
452
PartyRole
int/2n
M
1
58
Text
String/10*35z
O
1
9052
OmgeoTradeSideID
String/16z
O
1
78
NoAllocs
NumInGroup
O
2
79
AllocAccount
String/35z
C
2
661
AllocAccountIDSource
String/2!c
O
2
80
AllocQty
Qty/17d
O
2
467
IndividualAllocID
String/16z
C
Not mapped.
All cancel J messages require a
minimum of investment manager and
executing broker identifiers.
Required if NoPartyIDs (453)>0.
Identifier for the instructing party or
executing broker.
../InstructingParty/
PartyValue
or
../ExecutingBroker/
PartyValue
Required if NoPartyIDs (453)>0. Source ../InstructingParty/
of the identifier for you or the executing PartyType
broker. For valid values, see
or
PartyIDSource (447) on page 183.
../ExecutingBroker/
PartyType
Required if NoPartyIDs (453)>0.
../InstructingParty/
Identifies the type or role of the
PartyRole
specified PartyID (448). For valid values, or
see PartyRole (452) on page 183.
../Executing Broker/
PartyRole
Repeating field of up to ten instances
that describe the reason for the cancel J
message.
An Omgeo-generated identifier for
your block or allocation, depending on
which trade component you first
submitted to Omgeo CTM.
Repeating group (79–467) of allocations
you want to cancel in this J message.
Required if NoAllocs (78)>1. The account
number of the allocation you want to
cancel.
The source of the AllocAccount (79)
entry. If you submit a value in this field,
Omgeo CTM echoes it back to you on
the P message.
Quantity allocated to the specific
subaccount.
Your identifier for your allocation you
are canceling. If you are canceling a
block, omit this field.
../CancelText
../TradeLevelIdentifiers/
CTMTradeSideId
Not mapped.
Not mapped.
Not mapped.
Not mapped.
../TradeDetailIdentifiers/
ClientAllocationReference
Standard Trailer
FIX Interface Message Specification: Investment Managers (Current)
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158
Allocation Report Ack (AT)—reject counterparty trade
components
About the counterparty reject trade component AT message
The RejectComponent message rejects your counterparty's UNMATCHED or MISMATCHED
block or confirmation.
Use the reject counterparty trade component AT message to:
l
l
Reject your counterparty's UNMATCHED or MISMATCHED block
Reject one or more of your counterparty's UNMATCHED or MISMATCHED confirmations
on your counterparty's trade side
If the block or confirmation has any other Match status, Omgeo CTM generates an
asynchronous error when you submit the AT message
Trade component identification
The reject counterparty trade component AT message uses the following trade component
identifiers:
l
l
AllocID (70) to identify your counterparty’s block
IndividualAllocID (467) to identify your counterparty’s confirmation
Reject-specific fields
Table 8.4 lists the block and confirmation reject fields that you specify on the reject
counterparty trade component AT message along with the XML field name.
Table 8.4 Block and confirmation reject message fields
FIX Block Reject
FIX Confirmation Reject Fields
XML Field Name
OmgeoTLRejectText (7392)
OmgeoTLISITCRejectReasonCode (7372)
OmgeoTLSEBIRejectReasonCode (35577)
OmgeoTLRejectDateTime (7373)
OmgeoTDRejectText (7393)
OmgeoTDISITCRejectReasonCode (7377)
OmgeoTDSEBIRejectReasonCode (35578)
OmgeoTDRejectDateTime (7375)
RejectComponentCounterpartyText
ISITCRejectComponentCounterpartyReasonCode
SEBIRejectComponentCounterpartyReasonCode
RejectComponentCounterpartyDateTime
Rejecting blocks and confirmations
To reject your counterparty’s block:
l
l
l
l
Specify the counterparty’s AllocID (70) of the block you want to reject.
Specify the MatchStatus (573) of the block you want to reject, either 1 for UNMATCHED or
100 for MISMATCHED.
Enter a reject reason in one or both of the following:
l OmgeoTLISITCRejectReasonCode (7372)
l OmgeoTLSEBIRejectReasonCode (35577)
Exclude NoAllocs (78) information.
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159
To reject your counterparty’s confirmation:
l
l
l
l
l
Specify the counterparty’s AllocID (70) of the associated block.
Include NoAllocs (78) information for each allocation you want to reject within the associated
block.
Specify the IndividualAllocID (467) of each confirmation you want to reject.
Specify the RejAllocMatchStatus (35591) of the confirmation you want to reject, either 1 for
UNMATCHED or 100 for MISMATCHED.
Enter a reject reason in one or both of the following:
l OmgeoTDISITCRejectReasonCode (7374)
l OmgeoTDSEBIRejectReasonCode (35578)
Rejects and trade component updates
When Omgeo CTM processes your reject counterparty trade component AT message, it
updates trade components on both trade sides based on a number of factors.
Mismatched trade component updates
When you reject a MISMATCHED trade component, it means that your trade component L1
paired with your counterparty's trade component. Your reject counterparty trade component
AT message impacts both sides of the trade component:
l
l
Omgeo CTM updates your counterparty's block or confirmation reject fields to indicate that
you rejected the trade component. It sets your counterparty's RejectComponentFlag to RJCT
(Rejected).
Omgeo CTM updates your bloc or allocation reject status fields,
OmgeoRejectComponentFlagBlock (9055) or OmgeoRejectComponentFlagAlloc (9155), to
RJST (Reject Sent). This triggers Omgeo CTM to send you a block status update or allocation
status update AS message.
Trade parties remain the same
When Omgeo CTM updates a rejected trade component with the same counterparties and any
of the following events result:
l
l
l
Match status is unchanged
Match status changes from UNMATCHED to MISMATCHED
Match status changes from MISMATCHED to UNMATCHED
Omgeo CTM clears the block or confirmation RejectComponentFlag and sends you a status
update AS message. This AS message has a new value in the OmgeoRejectComponentFlagBlock
(9055) or OmgeoRejectComponentFlagAlloc (9155) field.
Omgeo CTM maintains the block or confirmation reject field values (see 8 on page 153). These
values indicate that the block or allocation/confirmation was rejected previously.
Trade parties change
If the trade parties change for a rejected trade component, Omgeo CTM clears all reject
information on the rejected trade component and on the counterparty's corresponding paired
FIX Interface Message Specification: Investment Managers (Current)
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160
trade component. Omgeo CTM sends you a block status update or allocation status update AS
message with the updated reject field values.
Match status change
If the Match status changes for a rejected trade component, Omgeo CTM clears all reject
information on the rejected trade component and on the counterparty's corresponding paired
trade component. Omgeo CTM sends you a block status update or allocation status update AS
message with the new Match status value along with the updated reject field values.
Reject counterparty block AT message flow
Figure 8.3 shows the steps in the reject counterparty block AT message flow for a NOT MATCH
AGREED trade with two allocations.
Figure 8.3 Reject counterparty block AT message flow
The numbered steps in Table 8.5 explain the steps in Figure 8.3.
Table 8.5 Reject counterparty block AT message flow steps
Step Description
1a
1b
1c
2a
and
2b
You create a counterparty block reject in your internal system and send it to Omgeo as an AT message.
Your message passes OFI validation and OFI sends you a system valid P message.
OFI translates the AT message into a RejectComponent XML message, which OFI sends to the Omgeo CTM host for processing.
Omgeo CTM validates the RejectComponent XML message:
l
2a—If the message passes synchronous validation, Omgeo CTM generates a Valid XML message.
l
24b—OFI translates the Valid XML message into an XML valid P message, which it sends to you.
Or...
3a
and
3b
Omgeo CTM validates the RejectComponent XML message:
l
3a—If the message fails synchronous validation, Omgeo CTM generates an Invalid XML message. The message includes the reason for
failure and Omgeo CTM does not process the RejectComponent any further.
l
3b—OFI translates the Invalid XML message into an XML invalid P message, which it sends to you.
2c
and
2d
Since the block status changed with the RejectComponent XML message:
l
2c—Omgeo CTM generates an InfoResponse XML message.
l
2d—OFI translates the InfoResponse XML message into a block status AS message, which it sends to you.
FIX Interface Message Specification: Investment Managers (Current)
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Reject counterparty confirmation AT message flow
Figure 8.4 shows the steps in the reject counterparty confirmation AT message flow for a NOT
MATCH AGREED trade with two allocations.
Figure 8.4 Reject counterparty confirmation AT message flow
The numbered steps in Table 8.6 explain the steps in Figure 8.4.
Table 8.6 Message flow steps
Step Description
1a
1b
1c
2a
and
2b
You reject three counterparty confirmations in your internal system and send it to Omgeo in an AT message.
Your message passes OFI validation and OFI sends you a system valid P message.
OFI translates the J message into three RejectComponent XML messages, which OFI sends to the Omgeo CTM host for processing.
Omgeo CTM validates the RejectComponent XML messages:
l
2a—If the messages pass synchronous validation, Omgeo CTM generates three Valid XML messages.
l
2b—OFI translates the Valid XML messages into three XML valid P messages, which it sends to you.
Or...
3a
and
3b
Omgeo CTM validates the RejectComponent XML messages:
l
3a—If the messages fail synchronous validation, Omgeo CTM generates three Invalid XML messages. The messages include the
reasons for failure and Omgeo CTM does not process the RejectComponent any further.
l
3b—OFI translates the Invalid XML messages into three XML invalid P messages, which it sends to you.
2c
and
2d
Since the allocation status changed with the RejectComponent message:
l
2c—Omgeo CTM generates three InfoResponse XML messages.
l
2d—OFI translates the InfoResponse XML messages into three allocation status AS messages, which it sends to you.
Message fields
Table 8.7 lists the reject counterparty trade component J message fields required by Omgeo
CTM. The root XPath is the RejectComponentBody composite in the RejectComponent
message. See FIX messages on page 21 for table layout and field information, including the table
keys and datatype/syntax definitions.
FIX Interface Message Specification: Investment Managers (Current)
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162
Table 8.7 Allocation Report Ack (AT)—reject counterparty trade components
In
d.
Datatype/Syntax M/O/ Notes
C
XPath
Standard Header (MsgType=J)
1
755 AllocReportID
String/16c
M
Not mapped.
1
String/16z
M
1
Tag
70
Field Name
AllocID
9052 OmgeoTradeSideID
String/16z
C
A unique ID that FIX generates
for each AT message using a
combination of your party
identifier, system date, and
system time to create this value.
Derive the value from a previous
AS message for the trade.
The executing broker’s AllocID
(70) as follows:
l
Reject block—AllocID (70) is
the executing broker’s block
identifier.
l
Reject confirmations—
AllocID (70) is the executing
broker’s block identifier for
the block associated with the
confirmations.
Omgeo CTM sets the IDOwner
XML field to EXEC.
Only supply the executing
broker’s OmgeoTradeSideID
(9052) when both of the
following are true:
l
l
1
2
453
448
NoPartyIDs
PartyID
NumInGroup
String/34z or
4!a2!a2!c[3!c]
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
M
M
../TradeLevelIdentifiers/
MasterReference
and ../IDOwner
../TradeLevelIdentifiers/
CTMTradeSideId
You identify your
counterparty in this message
using PartyIDSource (447)
=U (unknown).
You identify your
counterparty in this message
using PartyID (448)=BRMG
(Omgeo CTM broker
matching group).
If you do not supply these fieldvalue pairs, then do not include
this field in the AT message.
Repeating group (448–452) of
two instances of the following
party identifiers:
l
Investment manager
l
Executing broker
Not mapped.
All reject AT messages require a
minimum of investment
manager and executing broker
identifiers.
Required if NoPartyIDs (453)>0. ../InstructingParty/PartyValue
Identifier for the instructing
or
party or executing broker.
../ExecutingBroker/PartyValue
163
Table 8.7 Allocation Report Ack (AT)—reject counterparty trade components (continued)
In
d.
Tag
Field Name
Datatype/Syntax M/O/ Notes
C
2
447
PartyIDSource
char/4c
2
452
PartyRole
int/2n
M
M
Required if NoPartyIDs (453)>0. ../InstructingParty/PartyType
Source of the PartyID (448).
or
Omgeo sets the underlying XML ../ExecutingBroker/PartyType
PartyType as follows:
l
When PartyRole (452)=13,
Omgeo sets
PartyType=PartyIDSource
(447) value in the
InstructingParty composite.
l
When PartyRole (452)=1,
Omgeo sets
PartyType=PartyIDSource
(447) value in the
ExecutingBroker composite.
It is best practice to use a BIC.
The required length is 8 or 11
characters. For valid values, see
For more information, see
PartyIDSource (447) on page
183..
Required if NoPartyIDs (453)>0. ../InstructingParty/PartyRole
Identifies the type or role of the or
specified PartyID (448). Omgeo ../Executing Broker/PartyRole
sets the underlying XML
PartyRole as follows:
l
l
1
793
SecondaryAllocID
String/16z
O
1
75
TradeDate
M
1
60
TransactTime
LocalMktDate/8!
n
UTCTimestamp
/8!n6!n
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
M
XPath
When PartyRole (452)=13,
Omgeo sets PartyRole=INST
InstructingParty composite.
When PartyRole (452)=1,
Omgeo sets PartyRole=EXEC
in the XML ExecutingBroker
composite.
For valid values, see PartyRole
(452) on page 183.
Secondary allocation identifier. Not mapped.
Unlike the AllocID (70), you can
share the SecondaryAllocID (793)
identifier across multiple AT
messages. Doing so enables you
to pass an identifier for an
original allocation message on
multiple messages. For example,
from one party to a second to a
third, across cancel and replace
messages.
Supply the trade date of the
Not mapped.
execution order.
Supply the trade date of the
Not mapped.
execution order. Optionally, you
can submit 00:00:00 for the time
portion.
164
Table 8.7 Allocation Report Ack (AT)—reject counterparty trade components (continued)
In
d.
Tag
Field Name
Datatype/Syntax M/O/ Notes
C
1
87
AllocStatus
int/2n
M
Used to determine if the reject AT Not mapped.
message rejects your
counterparty’s block or one or
more of its confirmations. Valid
values:
l
l
1
88
AllocRejCode
int/2n
C
l
7372 OmgeoTLISITCRejectReasonCod String/4!c
e
O
1
3557 TLSEBIRejectReasonCode
7
String/4!a
O
1
794
AllocReportType
int/1!n
O
1
808
AllocIntermedReqType
int
O
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
1—Block level reject
2—Account level
(confirmation) reject
If you are rejecting your
counterparty’s entire trade
(block and confirmations) supply
AllocStatus (87)=1. Do not specify
each confirmation in the NoAllocs
(78) repeating group later in this
message.
Required if one of the following is Not mapped.
true:
l
1
XPath
AllocStatus (87)=1 (block
reject).
AllocStatus (87)=2 (account
level reject) if the individual
account and reject reason
are not provided in later in
this message.
Reason for the trade component
rejection.
For a block reject only, supply the
ISITC reject reason code for
rejecting the counterparty’s
block. For valid values, see
OmgeoTLISITCRejectReasonCod
e (7372) on page 180.
For a block reject only in the
Indian market, supply the SEBI
reject reason code for rejecting
the counterparty’s block. For
valid values, see
TLSEBIRejectReasonCode
(35577) on page 190.
Omgeo CTM sets this field to 3
(sell-side calculated using
preliminary, which includes the
NoMiscFees (136) repeating
group and NetMoney (118)).
Response to allocation for
communication to a counterparty
through an intermediary, such
as a clearing house.
../ISITCRejectComponentReasonCod
e
../SEBIRejectComponentReasonCod
e
Not mapped.
Not mapped.
165
Table 8.7 Allocation Report Ack (AT)—reject counterparty trade components (continued)
In
d.
Tag
Field Name
Datatype/Syntax M/O/ Notes
C
1
573
MatchStatus
char/3n
C
1
460
Product
int/2n
O
1
78
NoAllocs
NumInGroup
O
2
79
AllocAccount
String/35z
C
2
661
AllocAcctIDSource
String/2!c
O
2
366
AllocPrice
Price
O
2
467
IndividualAllocID
String/16z
O
XPath
Trade status as follows:
../RejectComponentMatchStatus
l
For a block reject, this field is
required.
l
For one or more confirm
rejects, ensure that the
value you supply in this field
applies to the block
associated with the
confirmations. For valid
values, see MatchStatus
(573) on page 170.
Indicates the type of product the Not mapped.
security is associated with.
1
167 SecurityType
String/5a
O
For valid values, see
Not mapped.
SecurityType (167) on page 184.
1
58
Text
String/10*35z
O
For a reject counterparty block
../RejectComponentText
AT message, repeating field of
up to ten instances of free format
text. Use this field to supply
reasons for the reject
counterparty block when
AllocStatus (87)=1 (block level
reject).
Only supply the remaining fields in this AT message to reject one or more counterparty confirmations when AllocStatus (87)=2
(account level reject). For a reject counterparty block AT message, omit the remaining fields.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Repeating group (79–35591) of
counterparty confirmations you
are rejecting in this AT message.
Required if NoAllocs (78)>0. Your
counterparty’s account number
on the confirmation you are
rejecting.
The source of the AllocAccount
(79) entry. If you submit a value
in this field, Omgeo CTM echoes
it back to you on the P message.
Executed price for an
AllocAccount (79) entry when
delineating executed price
versus average price allocations
(for example in the Japanese
market).
Supply your counterparty’s
confirmation identifier. Omgeo
CTM sets the IDOwner field to
EXEC to reflect that the trade
identifiers in the message are the
executing broker’s.
Not mapped.
Not mapped.
Not mapped.
Not mapped.
../TradeDetailIdentifiers/
ClientAllocationReference
and ../IDOwner
166
Table 8.7 Allocation Report Ack (AT)—reject counterparty trade components (continued)
In
d.
Tag
Field Name
Datatype/Syntax M/O/ Notes
C
XPath
2
776
IndividualAllocRejCode
String/2n
O
Not mapped.
2
7374 OmgeoTDISITCRejectReasonCod String/4!c
e
O
2
3557 TDSEBIRejectReasonCode
8
String/4!a
O
2
161
String/10*35z
O
2
3559 RejAllocMatchStatus
1
char/3n
M
AllocText
Required if NoAllocs (78)>0.
Supply your reason rejecting an
individual AllocAccount (79)
detail.
ISITC reject reason code for
rejecting the counterparty’s
confirmation. For valid values,
see
OmgeoTDISITCRejectReasonCod
e (7374) on page 178.
For a confirmation reject only in
the Indian market, supply the
SEBI reject reason code for
rejecting the counterparty’s
block. For valid values, see
TDSEBIRejectReasonCode
(35578) on page 189
Repeating field of up to ten
instances of free format text that
supplies the reasons for the
reject counterparty confirmation
AT message.
The current Match status of your
counterparty’s confirmation. For
valid values, see MatchStatus
(573) on page 170.
../ISITCRejectComponentReasonCod
e
../SEBIRejectComponentReasonCod
e
../RejectComponentText
../RejectComponentMatchStatus
Standard Trailer
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
167
A. Common reference values
Introduction
This appendix contains tables of FIX tags that list the allowed values you can submit and expect
to receive. Tables that include Omgeo CTM direct XML interface values are for informational
purposes.
AllocationForceMatchIndicator (35572)
Table A.1 lists the allowed values for the FIX AllocationForceMatchIndicator (35572) tag, which
maps to the TDForceMatchFlag XML element.
Table A.1 AllocationForceMatchIndicator (35572)
FIX Value
Description
Y
N
Allocation was force-matched
Allocation was not force-matched
AllocTransType (71)
Table A.2 lists the allowed values for the FIX AllocTransType (71) tag, which maps to the
FunctionOfTheMessage XML element.
Table A.2 AllocTransType (71)
FIX Value
0
1
2
Description
Message represents a new trade component
Message represents a replacement of a trade component
Message represents cancellation of a trade component
XML Value
NEWM
REPC
CANC
AltPartyIDSource (35555)
See PartyIDSource (447) on page 183.
AltPartyRole (35552)
See PartyRole (452) on page 183.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
168
AltThirdPartyIDSource (35560)
See PartyIDSource (447) on page 183.
AltThirdPartyRole (35557)
See PartyRole (452) on page 183.
BlockForceMatchIndicator (35571)
Table A.3 lists the allowed values for the FIX BlockForceMatchIndicator (35571) tag, which maps
to the TLForceMatchFlag XML element.
Table A.3 BlockForceMatchIndicator
(35571)
FIX Value
Y
N
Description
Block was force-matched
Block was not force-matched
CommType (13)
Table A.4 the values for the FIX CommType (13) tag, which maps to the
CommissionSharingBasisIndicator XML element.
Table A.4 CommType (13)
FIX Value
1
2
3
Description
Rate per unit
Percent
Flat
XML Value
PERU
PERC
FLAT
EventType (865)
Table A.5 lists the allowed values for the FIX EventType (865) tag, which maps to the CallType
XML element.
Table A.5 EventType (865)
FIX Value
1
2
Description
Put
Mandatory
XML Value
PUT
FULL, MANDATORY, or PARTIAL
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
169
MatchStatus (573)
Table A.6 lists the allowed values for the following FIX tags, which map to the TDMatchStatus
and RejectComponentMatchStatus XML elements:
l
l
RejAllocMatchStatus (35591) maps to RejectComponentMatchStatus.
MatchStatus (573) maps to TDMatchStatus
Table A.6 MatchStatus (573) and RejAllocMatchStatus (35591)
FIX Value
0
1
100
102
103
Description
Matched (not allowed in AT messages)
Unmatched
Mismatched (custom value)
Canceled
Cancel Requested
104
105
106
107
108
Cancel Rejected
Counterparty Cancel Requested
Counterparty Cancel Rejected
Cancel Agreed
Disqualified component
MatchStatus(573)
X
X
X
X
X
RejAllocMatchStatus (35591)
X
X
X
X
X
X
X
XML Value
MACH
NMAT
MISM
CAND
CREQ
CREJ
CCRQ
CCRJ
CANA
DISQ
MiscFeeBasis (891)
Table A.7 lists the values for the following FIX tags that map to the
CommissionSharingBasisIndicator XML element.
l
l
CommType (13)
MiscFeeBasis (891)
Table A.7 CommType (13) and MiscFeeBasis (891)
FIX Value
0
1
2
3
Description
Flat
Rate per unit
Percent
Flat
CommType (13)
X
X
X
MiscFeeBasis (891)
X
X
X
XML Value
FLAT
PERU
PERC
FLAT
MiscFeeType (139)
Table A.8 lists the values for the following FIX tags, which map to the CommissionType and
ChargeTaxType XML elements:
l
l
MiscFeeType (139) maps to CommissionType.
OmgeoBlockChargesOrTaxesType (7351) maps to ChargeTaxType
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
170
Note
Use only the following four charge and tax types supported by Omgeo OASYSSM:
l 2 (Charges/fees—CHAR)
l 7 (Other amount—OTHR)
l 102 (Local tax—LOCL)
l 10 (Transaction (per transaction)—TRAX)
Omgeo reserves all other tax types listed in Table A.8 for future use; do not use them. Omgeo CTM automatically creates
and returns TFEE on all AS messages in addition to all of the underlying detail types.
Table A.8 MiscFeeType (139) and OmgeoBlockChargesOrTaxesType (7351)
FIX Value
1
2
3
Description
Shipping amount or regulatory
Charges/fees
Local broker’s commission
XML Element
MiscFeeType(139)
ChargeTaxType
X
ChargeTaxType
X
CommissionType
X
4
5
6
7
10
100
101
102
103
Stock exchange taxes or fees
Stamp duty
Payment levy
Other amount
Transaction (per transaction)
Total Fees
Total fees/commissions/charges
Local tax
Executing broker’s amount
ChargeTaxType
ChargeTaxType
ChargeTaxType
ChargeTaxType
ChargeTaxType
ChargeTaxType
ChargeTaxType
ChargeTaxType
CommissionType
X
X
X
X
X
X
X
X
X
104
105
130
131
132
133
134
135
136
137
138
Special concessions amount
Clearing broker’s commission
Country/national federal tax
Local tax (DE Specific 1)
Local tax (DE Specific 2)
Local tax (DE Specific 3)
Local tax (DE Specific 4)
Postage amount
Regulatory amount
Transfer tax
Value added tax
CommissionType
CommissionType
ChargeTaxType
ChargeTaxType
ChargeTaxType
ChargeTaxType
ChargeTaxType
ChargeTaxType
ChargeTaxType
ChargeTaxType
ChargeTaxType
X
X
X
X
X
X
X
X
X
X
X
OmgeoBlockChargesOrTaxesType (7351) XML Value
X
SHIP
X
CHAR
LOCO
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
STEX
STAM
LEVY
OTHR
TRAX
TFEE
TCHA
LOCL
EXEC
SPCN
CLBC
COUN
LADT
LIDT
LOTE
LYDT
POST
REGF
TRAN
VATA
NestedPartyIDSource (525)
See PartyIDSource (447) on page 183.
NestedPartyRole (538)
See PartyRole (452) on page 183.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
171
OmgeoBlockChargesOrTaxesType (7351)
See MiscFeeType (139) on page 170.
OmgeoBlockCommissionType (9865)
Table A.9 lists the values for the FIX OmgeoBlockCommissionType (9865) tag, which maps to
the CommissionType XML element.
Note
Use only EXEC as commission type. Omgeo reserves all other commission types listed in Table A.9 for future use; do not
use them. Omgeo CTM automatically creates and returns TCOM on all AS messages in addition to EXEC.
Table A.9 OmgeoBlockCommissionType (9865)
FIX Value
CLBC
EXEC
LOCO
SPCN
TCOM
Description
Clearing broker’s commission
Executing broker’s amount
Local broker’s commission
Special concessions amount
Total commissions amount
OmgeoBrokerCapacity (7362)
Table A.10 lists the values for the following FIX tags, which map to the corresponding XML
elements:
l
l
OmgeoBrokerCapacity (7362) maps to DetailLevelPartyCapacityIndicator.
OmgeoBrokerCapacityBlock (35597) maps to PartyCapacityIndicator
Table A.10 OmgeoBrokerCapacity (7362) and OmgeoBrokerCapacityBlock (35597)
FIX Value
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Description
Trading as agent
Acting as agent for customer and other person
Crossing as agent
Crossing as principal
Crestco (UK)
Settling as a custodian
The London Clearing House Ltd (UK)
Acting as agent for person other than customer
Acting as agent for some executions and principal
Trading as a principal
Settling as an agent
SIS - Sega/Intersettle (Switzerland)
Settling as a principal
Principal, agent and agent for others
Trading as a riskless principal
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
XML Value
AGEN
BAGN
CAGN
CPRN
CRST
CUST
LCHL
OAGN
PRAG
PRIN
SAGE
SCOM
SPRI
PROA
RLPN
172
OmgeoBrokerCapacityBlock (35597)
See OmgeoBrokerCapacity (7362) on page 172.
OmgeoBrokerIDSource (9061)
See SecurityIDSource (22) on page 184.
OmgeoCommissionReason (9867)
Table A.11 lists the values for the following FIX tags that map to the CommissionReasonCode
XML element.
l
l
OmgeoCommissionReason (9867)
OmgeoConfirmCommissionReason (7395
Table A.11 OmgeoCommissionReason (9867) and OmgeoConfirmCommissionReason (7395)
FIX Value
ANAL
CSHA
CUST
DIRE
EXEC
Description
Analysis
Commission Sharing Arrangement
Custody
Directed Commission Recapture, Directed Brokerage, Plan Sponsor Arrangement, Rebate Commission)
Execution
FUSA
INBR
NONE
OTCT
PRIC
RESE
RSRC
SODO
UNDE
Fund Sales
Introduced Brokerage
None
OTC Trading
Pricing Services
Reserved
Research
Soft Dollar or Independent Research
Underwriting
OmgeoCommissionSharingType (9808)
Table A.12 lists the values for the FIX OmgeoCommissionSharingType (9808) tag, which maps
to the CommissionSharingTypeIndicator XML element.
Table A.12 OmgeoCommissionSharingType (9808)
FIX Value
CLDI
SOFT
STEP
STPI
Description
Client-directed
Soft
Step-out trade
Step-in trade
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
173
OmgeoCommSharingBasisIndicator (9873)
Table A.13 lists the values for the FIX OmgeoCommSharingBasisIndicator (9873) tag, which
maps to the CommissionSharingBasisIndicator XML element.
Table A.13 OmgeoCommSharingBasisIndicator (9873)
FIX Value
FLAT
PERU
PERC
Description
Flat rate (absolute)
Rate per share/unit
Percent
OmgeoCompleteStatus (9056)
Table A.14 lists the values for the FIX OmgeoCompleteStatus (9056) tag, which maps to the
CompleteStatus XML element
Table A.14 OmgeoCompleteStatus (9056)
FIX Value
COMP
INCP
Description
Complete
Not Complete
OmgeoConfirmCommissionReason (7395)
See OmgeoCommissionReason (9867) and OmgeoConfirmCommissionReason (7395) on page
173.
OmgeoCptySettlInstSourceInd (7512)
See OmgeoSettlInstrSourceIndicator (9048) on the next page.
OmgeoMatchAgreedStatus (9057)
Table A.15 lists the values for the FIX OmgeoMatchAgreedStatus (9057) tag, which maps to the
MatchAgreedStatus XML element.
Table A.15 OmgeoMatchAgreedStatus (9057)
FIX Value
NMAG
MAGR
CMAG
Description
Not Match Agreed
Match Agreed
Cancel Match Agreed
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
174
OmgeoRejectComponentFlagAlloc (9155)
Table A.16 lists the values for the following FIX tags that map to the RejectComponentFlag XML
element.
l
l
OmgeoRejectComponentFlagAlloc (9155)
OmgeoRejectComponentFlagBlock (9055)
Table A.16 OmgeoRejectComponentFlagAlloc (9155) and OmgeoRejectComponentFlagBlock (9055)
FIX Value
NONE
RJCT
RJST
Description
None
Rejected
Reject Sent
OmgeoRejectComponentFlagBlock (9055)
See OmgeoRejectComponentFlagAlloc (9155) above.
OmgeoSecurityTypeGroup (7348)
Table A.17 lists the values for the FIX OmgeoSecurityTypeGroup (7348) tag, which maps to the
SecurityTypeGroup XML element.
Table A.17 OmgeoSecurityTypeGroup (7348)
FIX Value
DBT
EQT
Description
Debt or other fixed income instrument
Equity instrument
OmgeoSettlInstrSourceIndicator (9048)
Table A.18 lists the values for the FIX tags that map to the
SettlementInstructionsSourceIndicator XML element.
l
l
OmgeoCptySettlInstSourceInd (7512)
OmgeoSettlInstrSourceIndicator (9048)
Table A.18 OmgeoCptySettlInstSourceInd and OmgeoSettlInstrSourceIndicator
(9048)
FIX Value
ALRT
MANI
Description
Standing Settlement Instructions (SSIs) are sourced from ALERT.
Settlement instructions are manually provided on the trade.
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
175
OmgeoSettlTransCondIndicator (9045)
Table A.19 lists the values for the FIX OmgeoSettlTransCondIndicator (9045) tag, which maps to
the SettlementTransactionConditionIndicator XML element.
Table A.19 OmgeoSettlTransCondIndicator (9045)
FIX Value
GBDX
GBEX
GBFX
GBGX
GBHX
GBIX
GBLX
GBMX
Description
No SDRT liability, appropriation on death
No SDRT liability, confirmation of traditional option
No SDRT liability, hedge against traditional option
No SDRT liability, transfer on marriage
No SDRT liability, transfer on divorce
No SDRT liability, transfer on liquidation
No SDRT liability, gift to living recipient
No SDRT liability, death (varying disposition)
GBNX
GBOX
GBPX
GBRX
GBSX
GBTX
GBUX
GBVX
GBWX
No SDRT liability, result of automatic transformation
No SDRT liability, transfer to/from nominee, with no change of beneficial owner
0.5% ad valorem SDRT
1.5% ad valorem SDRT
No SDRT liability, transfer to exempt charity
No SDRT liability, SDRT paid inside CREST on another CREST transaction
No SDRT liability, stamp duty paid outside CREST
No SDRT liability, NCBO-NCLO
No SDRT liability, issuing house exemption on new issue
GBXX
GROS
HASD
IE1X
IE8X
IEYX
IEZX
NBEN
NCCP
NETS
NLEG
NNET
NPAR
NREG
NRST
NRTG
NSET
PART
PHYS
RSTR
SHOR
SPDL
No SDRT liability, synthetic SLR
Gross settlement system
Half payment
Irish 1% ad valorem
Irish exempt, new issue
Irish exempt, NCBO
Irish exempt, other reason than NCBO
Do Not Change
Settlement instruction is not CCP eligible
Net settlement system
Letter of guarantee is not accepted
Not eligible for netting
Partial settlement not allowed
Hold in street name
Ownership or transfer not subject to restrictions
Settle through the non-RTGS system
Settle through the default settlement system or method
Partial settlement
Physical settlement
Ownership or transfer subject to restrictions
Short sale indicator
Special delivery
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
176
Table A.19 OmgeoSettlTransCondIndicator (9045) (continued)
FIX Value
SPST
TRIP
UNEX
USTN
YBEN
YCCP
YLEG
YNET
YREG
YRTG
YSET
ZENG
Description
Split settlement
Tri-party collateral segregation
Unexposed
Uncertified securities tax not applicable
Change
Settlement instruction is CCP eligible
Letter of guarantee is accepted
Eligible for netting
Register securities
Settle through the RTGS system
Settle through the alternate settlement system or method
Zengin (JP)
OmgeoTDBusinessExceptionCode (9036)
Table A.20 lists the values for the following FIX tags that map to the corresponding XML
elements:
l
l
OmgeoTDBusinessExceptionCode (9036) maps to TDBusinessExceptionCode
OmgeoTLBusinessExceptionCode (9038) maps to TLBusinessExceptionCode.
Table A.20 OmgeoTDBusinessExceptionCode (9036) and OmgeoTLBusinessExceptionCode (9038)
FIX Value
Description
CCRJ
CCRQ
CRJX
CRQX
INCX
MMEX
NMAX
PNDX
UCLX
UCPX
Counterparty Cancel Rejected time exceeded
Counterparty Cancel Requested time exceeded
Cancel Rejected time exceeded
Cancel Requested time exceeded
Incomplete time exceeded
Mismatch time exceeded
Not Match Agreed time exceeded
Pending time exceeded
Unmatched awaiting client time exceeded
Unmatched awaiting counterparty time exceeded
OmgeoTDBusiness
ExceptionCode (9036)
X
X
X
X
X
X
X
OmgeoTLBusiness
ExceptionCode (9038)
X
X
X
X
X
X
X
X
X
X
OmgeoTDFieldLevelMatchStatus (7387)
Table A.21 lists the values for the following FIX tags that map to the FieldLevelMatchStatus
XML element:
l
l
OmgeoTDFieldLevelMatchStatus (7387)
OmgeoTLFieldLevelMatchStatus (7383)
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
177
Table A.21 OmgeoTDFieldLevelMatchStatus (7387) and OmgeoTLFieldLevelMatchStatus (7383)
FIX Value
MACH
MISM
Description
Matched
Mismatched
OmgeoTDHighestErrorSeverity (9037)
Table A.22 lists the values for the following FIX tags that map to the ErrorSeverity XML
element.
l
l
l
OmgeoTDHighestErrorSeverity (9037)
OmgeoTLHighestErrorSeverity (9058)
OmgeoTPDetailErrorSeverity (9229)
Table A.22 OmgeoTDHighestErrorSeverity, OmgeoTLHighestErrorSeverity, and OmgeoTPDetailErrorSeverity
FIX Value
INFO
WARN
FATL
Description
Informational
Warning
Fatal
OmgeoTDISITCRejectReasonCode (7374)
Table A.23 lists the values for the following FIX tags that map to the
ISITCRejectComponentReasonCode XML element:
l
l
OmgeoTDISITCRejectReasonCode (7374)
OmgeoTLISITCRejectReasonCode (7372)
Table A.23 OmgeoTDISITCRejectReasonCode (7374) and OmgeoTLISITCRejectReasonCode (7372)
FIX Value
NONE
0001
0002
0003
0004
0005
0006
0007
0008
0010
0011
0015
0016
0018
0019
Description
None
Trade not recognized
Incorrect bought or sold indicator
Incorrect security
Incorrect price
Incorrect price currency
Incorrect commission
Incorrect accrued interest
Incorrect trade date
Incorrect dealing capacity
Incorrect settlement date
Incorrect quantity
Incorrect settlement instructions
Incorrect charges or taxes
Incorrect settlement currency
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
178
Table A.23 OmgeoTDISITCRejectReasonCode (7374) and OmgeoTLISITCRejectReasonCode (7372)
(continued)
FIX Value
0021
0022
0025
0026
0027
0028
0029
0030
0031
0099
Description
Incorrect net cash amount
Duplicate trade
Incorrect account
Incorrect Omgeo CTM BIC
Incorrect or missing PSET
Should be CFD/equity swap/give-up
Manual or alternate confirmation required
Alternate security identifier required
Omgeo CTM security cross-reference failed, resend
Reject reason does not exist, see comment
OmgeoTDMessageFieldType (7521)
Table A.24 lists the values for the following FIX tags that map to the MessageFieldType XML
element.
l
l
OmgeoTDMessageFieldType (7521)
OmgeoTLMessageFieldType (7520)
Table A.24 OmgeoTDMessageFieldType (7521) and OmgeoTLMessageFieldType (7520)
FIX Value
Description
L1
L2
L1 message field type
L2 message field type
OmgeoTDWorkflowModifier (7508)
Table A.25 lists the values for the following FIX tags that map to the WorkflowModifier XML
element.
l
l
OmgeoTDWorkflowModifier (7508)
OmgeoTLWorkflowModifier (7507)
Table A.25 OmgeoTDWorkflowModifier (7508) and OmgeoTLWorkflowModifier
(7507)
FIX Value
BLKS
CTM2
PACC
PACT
Description
Block settlement
Omgeo CTM to Omgeo CTM
Prorate and auto-create confirmations
Prorate with truncation
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
179
OmgeoTDWorkflowType (7506)
Table A.26 lists the values for the following FIX tags that map to the WorkflowModifier XML
element.
l
l
OmgeoTDWorkflowType (7506)
OmgeoTLWorkflowType (7505)
Table A.26 OmgeoTDWorkflowType (7506) and OmgeoTLWorkflowType (7505)
FIX Value
BACW
Description
Block, allocation, confirmation
OmgeoTLBusinessExceptionCode (9038)
See OmgeoTDBusinessExceptionCode (9036) on page 177
OmgeoTLFieldLevelMatchStatus (7383)
See OmgeoTDFieldLevelMatchStatus (7387) on page 177.
OmgeoTLHighestErrorSeverity (9058)
See OmgeoTDHighestErrorSeverity (9037) on page 178.
OmgeoTLISITCRejectReasonCode (7372)
See OmgeoTDISITCRejectReasonCode (7374) on page 178.
OmgeoTLMatchStatus (9054)
Table A.27 lists the values for the FIX OmgeoTLMatchStatus (9054) tag, which maps to the
TLMatchStatus XML element
Table A.27 OmgeoTLMatchStatus (9054)
FIX Value
0
1
100
101
102
103
104
Description
Matched
Unmatched
Mismatched
Pending
Canceled
Cancel Requested
Cancel Rejected
XML Value
MACH
NMAT
MISM
PEND
CAND
CREQ
CREJ
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
180
Table A.27 OmgeoTLMatchStatus (9054) (continued)
FIX Value
105
106
107
Description
Counterparty Cancel Requested
Counterparty Cancel Rejected
Cancel Agreed
XML Value
CCRQ
CCRJ
CANA
OmgeoTLMessageFieldType (7520)
See Common reference values on page 168
OmgeoTLWorkflowModifier (7507)
See OmgeoTDWorkflowModifier (7508) on page 179.
OmgeoTLWorkflowType (7505)
See OmgeoTDWorkflowType (7506) on the previous page.
OmgeoTPDetailErrorSeverity (9229)
See OmgeoTDHighestErrorSeverity (9037) on page 178.
OmgeoTradeTransCondIndicator (9043)
Table A.28 lists the values for the FIX OmgeoTradeTransCondIndicator (9043) tag, which maps
to the TradeTransactionConditionIndicator XML element.
Table A.28 OmgeoTradeTransCondIndicator (9043)
FIX Value
Description
FIX Value
Description
APAY
BCFD
BCPD
BKFM
BLKO
BLOT
BNAM
BRFM
BTEX
BTMI
BUTC
Delivery Against Payment
Form of Delivery
Place of Delivery
Held in Book-Entry Form
Block Order
Board Lots
Bad Names
Held in Bearer Form
Best Execution Price
Bought Minus Indicator
Buy Short or Buy to Cover
BUYF
BUYI
CARG
CASH
CBNS
CCPN
CDIV
CLEN
CLHS
CONT
COOR
Buy Free
Buy In
Capital Reorganization
Cash
Trade Executed Cum Bonus
Trade Executed Cum Coupon
Trade Executed Cum Dividend
Clean
Clearing House
Contingent
County of Origin
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
181
Table A.28 OmgeoTradeTransCondIndicator (9043) (continued)
FIX Value
Description
FIX Value
Description
CREO
OPAY
Overseas Payment
CREP
CRST
CRTS
DDEL
DIOR
DIRT
DORD
DORD
DTRC
DUEB
Trade Executed Cum Capital
Reorganization
Trade Executed Cum Capital Repayment
Cross Trade Allowed
Trade Executed Cum Rights
Delayed Delivery
Directed Order
Dirty
Direct Order
Direct Order
Direct Trace
Due Bill
OPTC
OPTO
PAPP
PAYG
PPLC
RBFM
RDST
RDST
REDN
REEM
Option Closed
Option Open
Part Apportionment
Payment Guaranteed
Private Placement
Held in Registered Form
Rolling/Demat Settlement
Rolling/Demat Settlement
For Redemption
Report for European Equity Market
EBAR
ESUB
ETTR
FCPA
FDSS
FFRE
FPRC
FRAC
GTDL
GTVO
Early Bargain
Registration of a Subscriber
Registration of a Transfer
Free Clean Payment
Fixed Delivery and Settlement Services
For Foreign Registration
Buy in Flat Price
Fractional Parts Allowed
Guaranteed Delivery
German Tax Voucher
RFRE
ROPT
RPAY
RSTR
RTGS
SADE
SETI
SOUT
SPCU
SPEX
Receive Free of Payment
Result of Option
Receive Versus Payment
Restricted
Real Time Gross Settlement
South African Delivery
Sold Exempt Indicator
Sell Out
Trade Executed Special Cum Dividend
Trade Executed Special Ex Dividend
HAND
HICU
IFRM
IRSE
ISMA
ISSS
LDEL
LPAY
LTTR
NBUY
NCRS
NCST
NMRK
NPAY
NSTP
NTIM
NULL
ODEL
ONOR
Hand Delivery
Held in Custody
Intra-Firm
Irish Stock Exchange
ISMA Rules
Institutional Settlement Services
London Delivery
London Payment
Deliver in Letter of Transfer
No Buying In
No Cross Trade Allowed
Not for Central Settlement
No Marking
Delivery Free of Payment
No Stamp
New Time
NULL
Overseas Delivery
One Name of Original
SPRC
SPSI
SSET
SSTI
TFOR
TREX
WEEK
XBNS
XCPN
XDIV
XENT
XPRI
XQBB
XREO
XREP
XRTS
XTKO
XXXX
Special Price
Sold Plus Indicator
Special Settlement
Sold Short Indicator
Transmission Forms
Trade Executed
Weekly Settlement
Trade Executed Ex Bonus
Trade Executed Ex Coupon
Trade Executed Ex Dividend
Ex Entitlement
Ex Priority
Ex Equal Access Buy Back
Trade Executed Ex Capital Reorganization
Trade Executed Ex Capital Repayment
Trade Executed Ex Rights
Ex Takeover Offer
Special Conditions
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
182
PartyIDSource (447)
Table A.29 lists the values for the following FIX tags that map to the XML element.
l
l
l
l
AltPartyIDSource (35555)
AltThirdPartyIDSource (35560)
NestedPartyIDSource (525)
PartyIDSource (447)
Table A.29 AltPartyIDSource, AltThirdPartyIDSource, NestedPartyIDSource, and PartyIDSource
FIX Value
Description
B
BRMG
D
BIC
Broker matching group
identifier
OASYS acronym
E
T
U
EuroCCP identifier
Thomson Reuters identifier
Unknown
AltPartyIDSource AltThirdPartyIDSource NestedPartyIDSource PartyIDSource
(35555)
(35560)
(525)
(447)
X
X
X
X
X
X
X
X
X
X
X
X
PartyRole (452)
Table A.30 lists the values for the following FIX tags that map to the PartyRole XML element:
l
l
l
l
AltPartyRole (35552)
AltThirdPartyRole (35557)
NestedPartyRole (538)
PartyRole (452)
Table A.30 AltPartyRole, AltThirdPartyRole, NestedPartyRole, and PartyRole
FIX Value
Description
1
2
4
13
21
79
Executing broker
Broker of credit
Clearing broker
Instructing party
Clearing organization
Prime broker
AltPartyRole
(35552)
X
AltThirdPartyRole
(35557)
PartyRole
(452)
X
NestedPartyRole
(538)
X
X
X
X
X
X
X
XML Value
EXEC
BRCR
CLBR
INST
Not mapped.
PBRK
SecurityExchange (207)
Table A.31 lists the value for the FIX SecurityExchange (207) tag, which maps to the
PlaceNarrative XML element.
Table A.31 SecurityExchange (207)
FIX Value
MIC
Description
The message represents an exchange.
XML Value
EXCH
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
183
SecurityIDSource (22)
Table A.32 lists the values for the following FIX tags that map to the NumberingAgencyCode
XML element:
l
l
OmgeoBrokerIDSource (9061)
SecurityIDSource (22)
Table A.32 also indicates the requirements for CountryOfIssue (470) in relation to how you set
the SecurityIDSource (22) on your J messages.
Table A.32 OmgeoBrokerIDSource (9061) and SecurityIDSource (22)
FIX Value
Description
XML Value
1
2
CUSIP Number (USA and CA)
SEDOL Number (UK)
CUSI
SEDO
Set CountryOfIssue (470) to:
FIX Value
Description
No value—omit on the J messages
No value—omit on the J messages
3
4
5
7
A
B
C
D
E
QUIK Number (JP)
ISIN (International Security Numbering System)
Reuters Number (RIC)
ISO country code set in CountryOfIssue (470)
Other or Bloomberg Symbol
Wertpapier Kennummer (DE)
Dutch Number (Netherlands)
Valoren Number (CH)
Sicovam Number (FR)
QUIC
ISIN
RICN
LOCA
OTHR
WKNN
LOCA
VALO
SICO
No value—omit on the J messages
No value—omit on the J messages
No value—omit on the J messages
Any ISO country code
No value—omit on the J messages
No value—omit on the J messages
NL
Netherlands
No value—omit on the J messages
No value—omit on the J messages
F
G
Belgian Number (BE)
Common Code (Euroclear and Cedel)
SVMN
COMM
No value—omit on the J messages
No value—omit on the J messages
SecurityType (167)
Table A.33 lists the allowed values for the FIX SecurityType (167) tag, which to the
TypeOfFinancialInstrument XML element.
Note
Assign the asset class in your J message using the FIX OmgeoSecurityTypeGroup (7348) tag, which maps to the
SecurityTypeGroup XML element (page 175).
Table A.33 SecurityType (167)
FIX Value
ABS
AGDT
BA
BKLN
CB
CD
CS
Description
Asset Backed Security
Agency Debt
Bankers Acceptance
Bank Loan
Convertible Bond (Equity)
Certificate of Deposit
Common Stock/Ordinary Share
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Asset Class
DBT (debt/fixed income)
DBT (debt/fixed income)
DBT (debt/fixed income)
DBT (debt/fixed income)
EQT (equity)
DBT (debt/fixed income)
EQT (equity)
XML Value
ABSS
AGDT
BANK
BKLN
CONV
CDEP
COMM
184
Table A.33 SecurityType (167) (continued)
FIX Value
COND
CONV
CORP
CP
DEPR
EUSOV
ILBD
LIMP
MBS
MTN
MUNI
PS
Description
Convertible Bond (Debt)
Convertible bond (equity)
Corporate Debt
Commercial Paper
Depository Receipt
Sovereign Debt
Inflation-Linked Bonds
Limited Partnership
Mortgage Backed Security
Medium Term Note
Municipal Debt
Preferred Stock/Preferred Share
Asset Class
DBT (debt/fixed income)
EQT (equity)
DBT (debt/fixed income)
DBT (debt/fixed income)
EQT (equity)
DBT (debt/fixed income)
DBT (debt/fixed income)
EQT (equity)
DBT (debt/fixed income)
DBT (debt/fixed income)
DBT (debt/fixed income)
EQT (equity)
XML Value
COND
CONV
CORP
CPAP
DEPR
SVDT
ILBD
LIMP
MBSS
MTNT
MUNI
PREF
REPO
RGHT
SWAP
TBA
TBILL
TBOND
TECP
TD
TNOTE
WARR
Repurchase
Right
Swaps (Equity/Total Return)
To Be Announced Mortgage-Backed Security
Treasury Bill
Treasury Bond
Tax Exempt Commercial Paper
Time Deposits
Treasury Note
Warrant
DBT (debt/fixed income)
EQT (equity)
EQT (equity)
DBT (debt/fixed income)
DBT (debt/fixed income)
DBT (debt/fixed income)
DBT (debt/fixed income)
DBT (debt/fixed income)
DBT (debt/fixed income)
EQT (equity)
REPO
RGHT
SWAP
TBAN
TBIL
TBON
TECP
TIME
TNOT
WARR
SettlPartyIDSource (783)
Table A.34 lists the values for the FIX SettlPartyIDSource (783) tag.
Table A.34 SettlPartyIDSource (783)
FIX Value
B
D
E
H
Z
Description
Bank Identification Code (BIC)
Proprietary/custom code
ISO country code
CSD participant/member code
Omgeo CTM XML Field Name
SettlPartyRole (784)
Table A.35 lists the supported values for the FIX SettlPartyRole (784) tag.
Table A.35 SettlPartyRole (784)
FIX Value
1
Description
Executing Firm/Broker
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
185
Table A.35 SettlPartyRole (784) (continued)
FIX Value
10
13
28
29
30
32
33
48
49
50
101
102
Description
Settlement Location
Order Origination Firm
Custodian
Intermediary
Agent
Beneficiary
Interested Party
Omgeo ALERT ID2 field
Omgeo ALERT ID3 field
Omgeo ALERT Settlement Contact Details
ID4
ID5
103
104
105
106
LEI
Receiver Agent BIC
Account LEI
Large Trader ID
SettlPartySubIDType (786)
Table A.36 lists the supported values for the FIX SettlPartySubIDType (786) tag.
Table A.36 SettlPartySubIDType (786)
FIX Value
5
6
7
9
10
15
17
19
20
21
4001
Description
Full legal name of firm
Postal Address
Phone Number
Contact Name
Securities Account Number
Cash Account Number
CSD participant/member code
Fund/Account Name
Telex
Fax Number
Special Instructions or custom value
SettlType (63)
Table A.37 lists the values for the FIX SettlType (63) tag, which maps to the WhenIssue XML
element.
Table A.37 SettlType (63)
FIX Value Description
7
When, and if, issued.
XML Value
WISS
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
186
Side (54)
Table A.38 lists the values for the FIX Side (54) tag, which maps to the BuySellIndicator XML
element
Table A.38 Side (54)
FIX Value
1
2
Description
Buy
Sell
XML Value
BUY1
SELL
StipulationStateCode (35587)
Table A.39 lists the values for the FIX StipulationStateCode (35587) tag, which maps to the
StipulationStateCode XML element.
Table A.39 StipulationStateCode (35587)
FIX Value
AL
AS
AR
CO
DE
FL
Description
Alabama (state)
American Samoa (outlying area)
Arkansas (state)
Colorado (state)
Delaware (state)
Florida (state)
FIX Value
AK
AZ
CA
CT
DC
GA
Description
Alaska (state)
Arizona (state)
California (state)
Connecticut (state)
District of Columbia (district)
Georgia (state)
GU
IA
IL
KS
LA
MD
MI
MO
Guam (outlying area)
Iowa (state)
Illinois (state)
Kansas (state)
Louisiana (state)
Maryland (state)
Michigan (state)
Missouri (state)
HI
ID
IN
KY
MA
ME
MN
MP
MS
MS
NC
NE
NJ
NV
OH
OR
PR
SC
TN
UM
Mississippi (state)
Mississippi (state)
North Carolina (state)
Nebraska (state)
New Jersey (state)
Nevada (state)
Ohio (state)
Oregon (state)
Puerto Rico (outlying area)
South Carolina (state)
Tennessee (state)
United States Minor Outlying Islands (outlying
area)
MT
MT
ND
NH
NM
NY
OK
PA
RI
SD
TX
UT
Hawaii (state)
Idaho (state)
Indiana (state)
Kentucky (state)
Massachusetts (state)
Maine (state)
Minnesota (state)
Northern Mariana Islands (outlying
area)
Montana (state)
Montana (state)
North Dakota (state)
New Hampshire (state)
New Mexico (state)
New York (state)
Oklahoma (state)
Pennsylvania (state)
Rhode Island (state)
South Dakota (state)
Texas (state)
Utah (state)
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
187
Table A.39 StipulationStateCode (35587) (continued)
FIX Value
VA
VT
WI
WY
Description
Virginia (state)
Vermont (state)
Wisconsin (state)
Wyoming (state)
FIX Value
VI
WA
WV
Description
Virgin Islands, US (outlying area)
Washington (state)
West Virginia (state)
StipulationType (233)
Table A.40 lists the allowed values for the FIX StipulationType (233) tag, which maps to the
StipulationCodeStandard XML element
Table A.40 StipulationType (233)
FIX Value
Type/Syntax
Description
XML Value
ARMRESET
ARMCAP
ARMCOUPON
AVGLOANSIZE
CPR
INDEX
INTONLY1020
INTRATECAP
INTRATECAPMAX
Alphanumeric
Numeric
Numeric
Numeric
Numeric
Numeric
Y or N
Numeric
Numeric
ARM reset
Adjustable rate mortgage cap
ARM coupon
Average loan size
Constant prepayment rate
Index
Interest only 10/20
Interest rate cap
Interest rate cap maximum
ARMRESET
ARMCAP
ARMCOUPON
AVGLOANSIZE
CONSPREPAYRATE
INDEX
INTONLY1020
INTRATECAP
INTRATECAPMAX
INTRATECAPMIN
ISSUE
ISSUEMAX
ISSUEMIN
MAT
MATMAX
MATMIN
MONTHTOROLL
NEWISSUE
PAYPERCCAP
PAYPERCCAPMAX
PAYPERCCAPMIN
PERIODICCAPMAX
PERIODICCAPMIN
PIECES
POOLSFACE
POOLSFACEMAX
POOLSFACEMIN
PPL
PP
PPT
PREPAYPERC
Numeric
Date
Date
Date
Date
Date
Date
Numeric
Y or N
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Interest rate cap minimum
Issue date
Maximum issue date
Minimum issue date
Maturity date
Maximum maturity date
Minimum maturity date
Number of months to roll trade
New issue (date of issue occurs during month of purchase)
Payment percentage cap
Payment percentage cap maximum
Payment percentage cap minimum
Periodic cap maximum
Periodic cap minimum
Number of pieces
Pools face amount
Pools face amount maximum
Pools face amount minimum
Number of pools per lot
Number of pools per million
Number of pools per trade
Prepay percentage
INTRATECAPMIN
ISSUE
ISSUEMAX
ISSUEMIN
MATURITY
MATURITYMAX
MATURITYMIN
MONTHTOROLL
NEWISSUE
PAYPERCCAP
PAYPERCCAPMAX
PAYPERCCAPMIN
PERIODICCAPMAX
PERIODICCAPMIN
PIECES
POOLSFACE
POOLSFACEMAX
POOLSFACEMIN
POOLSPERLOT
POOLSPERMILL
POOLSPERTRADE
PREPAYPERC
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
188
Table A.40 StipulationType (233) (continued)
FIX Value
RESETPERIODMAX
RESETPERIODMIN
SERIESNUMBER
SPERCORIGFACE
STATEEXCLUSIVE
STATEINCLUSIVE
VARIANCE
VARIANCEDWNSIDE
VARIANCEUPSIDE
WAC
WACMAX
WACMIN
Type/Syntax
Numeric
Numeric
Alphanumeric
Numeric
State code
State code
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Description
Maximum reset period, in months
Minimum reset period, in months
Series number
Specified original face
Exclusive state of pools issuance
Inclusive state of pools issuance
Variance
Variance downside
Variance upside
Message represents the weighted average coupon percentage
Maximum weighted average coupon percentage
Minimum weighted average coupon percentage
XML Value
RESETPERIODMAX
RESETPERIODMIN
SERIESNUMBER
SPECORIGFACE
STATEEXCLUSIVE
STATEINCLUSIVE
VARIANCE
VARIANCEDWNSIDE
VARIANCEUPSIDE
WAVGCOUPON
WAVGCOUPONMAX
WAVGCOUPONMIN
WALA
WALAMAX
WALAMIN
WAM
WAMMAX
WAMMIN
WHOLE
YIELDMAINT
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Y or N
Y or N
Weighted average loan age, in months
Maximum weighted average loan age, in months
Minimum weighted average loan age, in months
Weighted average maturity, in months
Maximum weighted average maturity, in months
Minimum weighted average maturity, in months
Whole pool
Yield maintenance
WAVGLOAN
WAVGLOANMAX
WAVGLOANMIN
WAVGMATURITY
WAVGMATURITYMAX
WAVGMATURITYMIN
WHOLE
YIELDMAINT
TDSEBIRejectReasonCode (35578)
Table A.41 lists the values for the following FIX tags that map to the
SEBIRejectComponentReasonCode XML element (Indian markets only):
l
l
TDSEBIRejectReasonCode (35578)
TLSEBIRejectReasonCode (35577)
Table A.41 TDSEBIRejectReasonCode (35578) and TLSEBIRejectReasonCode (35577)
FIX Value
NONE
CADE
CLAT
CMIS
CPCA
DDAT
DDEA
DELN
DEPT
DMKT
DMON
DQUA
Description
None
Disagreement Repurchase Call Delay
Counterparty too late for Matching
Matching Instruction Not Found
Counterparty Canceled Instruction
Disagreement settlement date
Disagreement deal price
Disagreement direction of trade
Disagreement place of settlement
Disagreement in market type
Disagreement settlement amount
Disagreement quantity
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
189
Table A.41 TDSEBIRejectReasonCode (35578) and TLSEBIRejectReasonCode (35577)
(continued)
FIX Value
DSEC
DTRA
DTRD
FORF
FRAP
ICAG
ICUS
IEXE
IIND
LATE
NARR
Description
Disagreement security
Not recognized
Disagreement trade date
Disagreement forfeit repurchase amount
Disagreement payment code
Incorrect agent
Disagreement receiving delivering custodian
Incorrect buyer or seller
Disagreement common reference
Your instruction is too late for matching
Narrative
NCRR
NMAS
PHYS
PLCE
PODU
REGD
REPA
REPO
REPP
RERT
Disagreement currency settlement amount
No matching started
Disagreement physical settlement
Disagreement place of trade
Possible duplicate instruction
Disagreement registration details
Disagreement repurchase amount
Disagreement repurchase rate
Disagreement repurchase premium amount
Disagreement repurchase rate type
RSPR
RTGS
SAFE
SETR
SLMT
TERM
VASU
Disagreement repurchase spread rate
Disagreement RTGS system
Disagreement safekeeping account
Disagreement settlement transaction
Security under RBI limits
Disagreement closing date/time
Disagreement variable rate support
TLSEBIRejectReasonCode (35577)
See TDSEBIRejectReasonCode (35578) on the previous page.
YieldType (235)
Table A.42 lists the values for the FIX YieldType (235) tag, which maps to the YieldType XML
element.
Table A.42 YieldType (235)
FIX Value
CALL
Description
On call (yield to next call)
XML Value
CALL
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
190
Table A.42 YieldType (235) (continued)
FIX Value
CURRENT
MATR
Description
Current (current yield)
Mature (yield to maturity)
XML Value
CURR
MATR
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
191
B. FIX message examples
Introduction
This appendix contains FIX message examples, including messages you send to and receive
from Omgeo CTM over OFI.
New block
The following messages represent:
l
l
Your inbound new block J message to Omgeo CTM.
The following three response messages, which send to you:
l System valid P message
l XML valid P message
l Block status AS message
Inbound to Omgeo CTM—new block J message
Table B.1 Inbound—new block J message
Tag-Value Pair
8=FIX.4.4
9=251
35=J
49=Smoke-Test
56=FCI-ST
34=485
52=20121129-19:10:57.904
70=AlcID27
71=0
626=5
857=1
54=1
48=SE0002834507
22=2
167=CS
Description
Standard Header
Your block ID
Function of the message is New
AllocType—Omgeo supplies
AllocNoOrdersType—Omgeo ignores
Buy
Security ID
SEDOL
Cash
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
192
Table B.1 Inbound—new block J message (continued)
Tag-Value Pair
Description
53=10
6=1.01
15=INR
453=2
448=LOLABIC4
447=B
452=13
448=BRKGRP
447=U
452=1
75=20121129
60=20121129-19:10:27
Quantity
Deal price for the block
Indian Rupee currency
Repeating group of two parties on the trade
Repeating group #1 PartyID
#1 your PartyIDSource is a BIC
#1 your PartyRole is instructing party
Repeating group #2 PartyID
#2 executing broker PartyIDSource is unknown
#2 executing broker PartyRole is executing broker
TradeDate
TransactTime
64=20121202
381=10.1
10=053
SettlDate
Gross trade amount
Standard Trailer
Outbound to you—system valid P message
Table B.2 Outbound—system valid P message
Tag-Value Pair
Description
8=FIX.4.4
9=168
35=P
34=811
49=FCI-ST
56=Smoke-Test
52=20121129-19:10:57
70=AlcID27
453=2
448=LOLABIC4
447=B
452=13
448=BRKGRP
447=U
452=1
75=20121129
60=20121129-19:10:27
87=3
167=CS
10=215
Standard Header
Your Block ID echoed
Repeating group of two parties on the trade
Repeating group #1 PartyID
#1 your PartyIDSource is a BIC
#1 your PartyRole is instructing party
Repeating group #2 PartyID
#2 executing broker PartyIDSource is unknown
#2 executing broker PartyRole is executing broker
TradeDate
TransactTime
AllocStatus=3 (received)
Cash
Standard Trailer
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
193
Outbound to you—XML valid P message
Table B.3 Outbound—XML valid P message
Tag-Value Pair
Description
8=FIX.4.4
9=195
35=P
34=812
49=FCI-ST
56=Smoke-Test
52=20121129-19:11:00
70=AlcID27
453=2
448=LOLABIC4
Your block ID echoed
Repeating group of two parties on the trade
Repeating group #1 PartyID
447=B
452=13
448=BRKGRP
447=U
452=1
75=20121129
60=20121129-19:10:27
87=0
167=CS
9052=33284454
#1 your PartyIDSource is a BIC
#1 your PartyRole is instructing party
Repeating group #2 PartyID
#2 executing broker PartyIDSource is unknown
#2 executing broker PartyRole is executing broker
TradeDate
TransactTime
AllocStatus=0 (accepted/successfully processed)
Cash
Omgeo-supplied TradeSideId
9046=AlcID27
10=144
Your block ID echoed
Standard Trailer
Standard Header
Outbound to you—block status AS message
Table B.4 Outbound—block status update AS message
Tag-Value Pair
8=FIX.4.4
9=359
35=AS
34=813
49=FCI-ST
56=Smoke-Test
52=20121129-19:11:01
755=LOLABIC4135421
70=AlcID27
71=0
794=3
87=0
9052=33284454
7370=1
Description
Standard Header
FIX-generated ID for every AS message
Your ID echoed
Function of the message is New
Sell-side
AllocStatus=0 (accepted/successfully processed)
Omgeo-supplied TradeSideId
Omgeo-supplied version of the block
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
194
Table B.4 Outbound—block status update AS message (continued)
Tag-Value Pair
Description
9053=N
9054=NMAT
9056=INCP
9057=NMAG
7505=BACW
857=0
54=1
7348=EQT
48=SE0002834507
22=2
167=CS
53=10
Not a settlement view of the trade
Match status of block is UNMATCHED
Complete status of investment manager trade side is NOT COMPLETE
Match Agreed status of trade side is NOT MATCH AGREED
Block Allocation Confirmation Workflow type
AllocNoOrdersType—Omgeo ignores
Buy trade side
Equity security type group
Security ID of block instrument
SEDOL source of security ID
Cash type of financial instrument
Quantity of block
6=1.01
15=INR
453=2
448=LOLABIC4
447=B
452=13
448=BRKGRP
447=BRMG
447=BRMG
75=20121129
Deal price for the block
Indian Rupee currency of price
Repeating group of two parties on the trade
Repeating group #1 PartyID
#1 your PartyIDSource is a BIC
#1 your PartyRole is instructing party
Repeating group #2 PartyID
#2 executing broker PartyIDSource is unknown
#2 executing broker PartyIDSource is unknown
TradeDate
60=20121129-19:10:27
64=20121202
381=10.1
10=047
TransactTime
SettlDate
Gross trade amount
Standard Trailer
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
195
New allocation
The following messages represent:
l
l
Your inbound new allocation J message to Omgeo CTM.
The following three response messages, which send to you:
l System valid P message
l XML valid P message
l Allocation status AS message
Inbound to Omgeo CTM—new allocation J message
Table B.5 Inbound—new allocation J message
Tag-Value Pair
Description
8=FIX.4.4
9=298
35=J
49=Smoke-Test
Standard Header
56=FCI-ST
34=489
52=20121129-9:12:34.514
70=AlcID27
Your identifier for your block associated with the allocations in this J message
71=0
Function of the message is New
626=5
857=1
54=1
48=SE0002834507
22=2
167=CS
53=10
6=1.01
15=INR
453=2
448=LOLABIC4
447=B
452=13
448=BRKGRP
447=U
452=1
75=20121129
60=20121129-19:10:27
64=20121202
381=1.01
78=1
79=A
AllocType—Omgeosupplies
AllocNoOrdersType—Omgeo ignores
Buy
48=SE0002834507
SEDOL
Cash
Quantity
Deal price for the block
Indian Rupee currency
Repeating group of two parties on the trade
Repeating group #1 PartyID
#1 your PartyIDSource is a BIC
#1 your PartyRole is instructing party
Repeating group #2 PartyID
#2 executing broker PartyIDSource is unknown
#2 executing broker PartyRole is executing broker
TradeDate
TransactTime
SettlDate
Gross trade amount
NoAllocs repeating group—one new allocation in this J message. The remaining fields pertain to allocations in this group.
Allocation account number
FIX Interface Message Specification: Investment Managers (Current)
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196
Table B.5 Inbound—new allocation J message (continued)
Tag-Value Pair
Description
80=5
467=MinEQTY1
9047=1.01
154=1.01
10=199
AllocQty
Your allocation ID for the new allocation
OmgeoTradeDetailTradeAmount (allocated shares * deal px)
AllocNetMoney
Standard Trailer
Outbound to you—system valid P message
Table B.6 Outbound—system valid P message
Tag-Value Pair
Description
8=FIX.4.4
9=168
35=P
34=821
49=FCI-ST
56=Smoke-Test
52=20121129-19:12:40
70=AlcID27
453=2
448=LOLABIC4
447=B
Your block ID associated with the new allocation echoed from AllocID (70) in the allocation J message
Repeating group of two parties on the trade
Repeating group #1 PartyID
#1 your PartyIDSource is a BIC
452=13
448=BRKGRP
447=U
452=1
75=20121129
60=20121129-19:10:27
87=3
167=CS
10=210
#1 your PartyRole is instructing party
Repeating group #2 PartyID
#2 executing broker PartyIDSource is unknown
#2 executing broker PartyRole is executing broker
TradeDate
TransactTime
AllocStatus=3 >> received
Cash
Standard Trailer
Standard Header
Outbound to you—XML valid P message
Table B.7 Outbound—XML valid P message
Tag-Value Pair
Description
8=FIX.4.4
9=218
35=P
34=822
49=FCI-ST
56=Smoke-Test
52=20121129-19:12:44
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Standard Header
197
Table B.7 Outbound—XML valid P message (continued)
Tag-Value Pair
Description
70=AlcID27
453=2
448=LOLABIC4
447=B
452=13
448=BRKGRP
447=U
452=1
75=20121129
60=20121129-19:10:27
87=0
167=CS
Your block ID associated with the new allocation echoed from AllocID (70) in the allocation J message
Repeating group of two parties on the trade
Repeating group #1 PartyID
#1 your PartyIDSource is a BIC
#1 your PartyRole is instructing party
Repeating group #2 PartyID
#2 executing broker PartyIDSource is unknown
#2 executing broker PartyRole is executing broker
TradeDate
TransactTime
AllocStatus=0 (accepted/successfully processed)
Cash
9052=33284454
9046=AlcID27
78=1
79=B
467=MinEQTY1
10=220
Omgeo-supplied ID that maps to CTMTradeSideId for your trade side.
Your block ID echoed
NoAllocs
AllocAccount
Your allocation ID for the new allocation echoed from the J message
Standard Trailer
Outbound to you—allocation status AS message
Table B.8 Outbound—allocation status update AS message
Tag-Value Pair
8=FIX.4.4
9=952
35=AS
34=823
49=FCI-ST
56=Smoke-Test
52=201211299:12:45
755=LOLABIC
70=AlcID27
71=0
794=3
87=0
9052=33284454
35593=OTLMR155
35595=33284449
7370=1
9053=N
9054=MACH
9056=COMP
Description
Standard Header
FIX-generated ID for every AS message not mapped to Omgeo CTM
Your block ID associated with the new allocation echoed from AllocID (70) in the allocation J message
Function of the message is New
Sell-side
AllocStatus=0 (accepted/successfully processed)
Omgeo-assigned ID that maps to CTMTradeSideId for your trade side
Broker's allocation ID for your block (only present when your block is MATCHED or paired/MISMATCHED)
Broker's ID for your block (only present when your block is MATCHED or paired/MISMATCHED
OmgeoTLVersionOfTradeComponent
Not a settlement view of the trade
OmgeoTLMatchStatus maps to TLMatchStatus > block is MATCHED
OmgeoCompleteStatus maps to IR CompleteStatus
FIX Interface Message Specification: Investment Managers (Current)
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198
Table B.8 Outbound—allocation status update AS message (continued)
Tag-Value Pair
Description
9057=NMAG
7505=BACW
857=0
54=1
7348=EQT
48=SE0002834507
22=2
167=CS
53=10
6=1.01
15=INR
453=2
OmgeoMatchAgreedStatus maps to IR MatchAgreedStatus
Block Allocation Confirmation Workflow type
AllocNoOrdersType-Omgeo ignores
Buy trade side
Equity security type group
Security ID of block instrument
SEDOL source of security ID
Cash type of financial instrument
Quantity of block
Deal price for the block
Indian Rupee currency of price
Repeating group of two parties on the trade
448=LOLABIC4
447=B
452=13
448=BRKGRP
447=BRMG
452=1
75=20121129
60=2012112919:10:27
64=20121202
Repeating group #1 PartyID
#1 your PartyIDSource is a BIC
#1 your PartyRole is instructing party
Repeating group #2 PartyID
#2 executing broker PartyIDSource is broker matching group
#2 executing broker PartyRole is executing broker
TradeDate
TransactTime
381=1.01
78=1
79=B
573=100
467=MinEQTY1
35600=MinEQTY2
Gross trade amount
Repeating group of one group of allocations for this J message—remainder of fields pertains to this allocation
AllocAccount
Allocation Match status is MISMATCHED
Your allocation ID for the new allocation echoed from the same field on the block J message
The executing broker’s allocation ID for the new allocation (only returned when your allocation is MATCHED or paired and
MISMATCHED with broker's confirmation
OmgeoTDVersionOfTradeComponent
OmgeoTradeDetailTradeAmount
OmgeoTDWorkflowType
OmgeoNoTDWorkflowModifier (1)
OmgeoTDWorkflowModifier (CTM to CTM Trade Sides)
Standard Trailer
7371=1
9047=1.01
7506=BACW
7510=1
7508=CTM2
10=178
SettlDate
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
199
Reject counterparty confirmation
The following messages represent:
l
l
Your inbound reject counterparty confirmation AT message to Omgeo CTM.
The following three response messages, which send to you:
l System valid P message
l XML valid P message
l Allocation status AS message
Inbound to Omgeo CTM—reject counterparty confirmation AT message
Table B.9 Inbound—reject counterparty confirmation AT message
Tag-Value Pair
Description
8=FIX.4.4
9=285
35=AT
34=493
52=20121129-19:13:59.077
755=LOLABIC
70=OTLMR155
9052=33284449
453=2
FIX-generated ID for every AS message
The executing broker’s block identifier for the block associated with the confirmations.
The executing broker’s trade side identifier (Omgeo-supplied).
Repeating group of two parties on the trade
448=LOLABIC4
447=B
452=13
448=BRKGRP
447=U
452=1
75=20121129
60=20121129-19:10:27
87=2
573=100
167=CS
78=1
79=ABC123
7374=0004
161=TDISITC Reject TD in MISM
35591=100
10=115
Repeating group #1 PartyID
#1 your PartyIDSource is a BIC
#1 your PartyRole is instructing party
Repeating group #2 PartyID
#2 executing broker PartyIDSource is unknown
#2 executing broker PartyRole is executing broker
TradeDate
TransactTime
Account level (confirmation) reject
Block Match status is NOT MATCHED (100 is an Omgeo proprietary value)
Type of financial instrument is Common Stock/Ordinary Share
Repeating group of one counterparty confirmation this message rejects)
#1 reject confirmation account number belonging to the counterparty
#1 reject confirmation ISITC reject reason code
#1 reject confirmation repeating field of one reason for the reject
Current Match status of MISMATCHED for your counterparty’s confirmation
Standard Trailer
Standard Header
FIX Interface Message Specification: Investment Managers (Current)
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200
Outbound to you—system valid P message
Table B.10 Inbound—reject counterparty confirmation AT message
Tag-Value Pair
Description
8=FIX.4.4
9=169
35=P
34=826
49=FCI-ST
56=Smoke-Test
52=20121129-19:13:58
70=OTLMR155
453=2
448=LOLABIC4
The executing broker’s block identifier for the block associated with the confirmations.
Repeating group of two parties on the trade
Repeating group #1 PartyID
447=B
452=13
448=BRKGRP
447=U
452=1
75=20121129
60=20121129-19:10:27
87=3
167=CS
10=005
#1 your PartyIDSource is a BIC
#1 your PartyRole is instructing party
Repeating group #2 PartyID
#2 executing broker PartyIDSource is unknown
#2 executing broker PartyRole is executing broker
TradeDate
TransactTime
AllocStatus=3 (received)
Type of financial instrument is Common Stock/Ordinary Share
Standard Trailer
Standard Header
Outbound to you—xml valid P message
Table B.11 Outbound—XML valid P message
Tag-Value Pair
8=FIX.4.4
Outbound—XML valid P message
35=P
34=827
49=FCI-ST
56=Smoke-Test
52=20121129-19:14:01
70=OTLMR155
453=2
448=LOLABIC4
447=B
452=13
448=BRKGRP
447=U
452=1
75=20121129
Description
Standard Header
The executing broker’s block identifier for the block associated with the confirmations.
Repeating group of two parties on the trade
Repeating group #1 PartyID
#1 your PartyIDSource is a BIC
#1 your PartyRole is instructing party
Repeating group #2 PartyID
#2 executing broker PartyIDSource is unknown
#2 executing broker PartyRole is executing broker
TradeDate
FIX Interface Message Specification: Investment Managers (Current)
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201
Table B.11 Outbound—XML valid P message (continued)
Tag-Value Pair
Description
60=20121129-19:10:27
87=0
167=CS
9052=33284449
9046=OTLMR155
78=1
79=B
467=MinEQTY1
10=029
TransactTime
AllocStatus=0 (accepted/successfully processed)
Type of financial instrument is Common Stock/Ordinary Share
Your trade side ID (issued when Omgeo issues a Valid XML message)
Omgeo-supplied master reference ID
Repeating Group of 1 -- NoAllocs=1 (for confirm rejects only)
AllocAccount
Omgeo-supplied IndividualAllocID, which maps to the ClientAllocationReference (IDOwner=EXEC)
Standard Trailer
Outbound to you—allocation status AS message
Table B.12 Outbound—XML valid P message
Tag-Value Pair
Description
8=FIX.4.4
9=962
35=AS
34=828
49=FCI-ST
56=Smoke-Test
52=20121129-19:14:04
755=LOLABIC
70=AlcID27
71=0
794=3
87=0
9052=33284454
35593=OTLMR155
35595=33284449
7370=1
9053=N
9054=MACH
9056=COMP
9057=NMAG
7505=BACW
857=0
54=1
7348=EQT
48=SE0002834507
22=2
167=CS
53=10
Standard Header
FIX-generated ID for every AS message
Your block ID associated with one or more allocations in the message
Function of the message is New
Sell-side
AllocStatus=0 (accepted/successfully processed)
Omgeo-assigned ID for your trade side.
Broker's allocation ID for your block (only present when your block is MACH or paired/MISM)
Broker's trade side ID for your block (only present when your block is MACH or paired/MISM)
OmgeoTLVersionOfTradeComponent
Not a settlement view of the trade
Match status is MATCHED
Complete Status is COMPLETE
Match Agreed status NOT MATCH AGREED
Omgeo-supplied Block Allocation Confirmation Workflow type
AllocNoOrdersType—Omgeo sets to 0 (not specified)
Buy trade side
Equity security type group
Security ID of block instrument
SEDOL source of security ID
Cash type of financial instrument
Quantity of block
FIX Interface Message Specification: Investment Managers (Current)
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202
Table B.12 Outbound—XML valid P message (continued)
Tag-Value Pair
Description
6=1.01
15=INR
453=2
448=LOLABIC4
447=B
452=13
448=BRKGRP
447=U
452=1
75=20121129
60=20121129-19:10:27
64=20121202
Deal price for the block
Indian Rupee currency of price
Repeating group of two parties on the trade
Repeating group #1 PartyID
#1 your PartyIDSource is a BIC
#1 your PartyRole is instructing party
Repeating group #2 PartyID
#2 executing broker PartyIDSource is unknown
#2 executing broker PartyRole is executing broker
TradeDate
TransactTime
SettlDate
381=1.01
78=1
79=ABC123
573=100
467=MinEQTY1
35600=MinEQTY2
7371=1
9047=1.01
7506=BACW
7510=1
Gross trade amount at the block
Repeating group of one group of allocations for this J message - remainder of fields pertain to this alloc
#1 allocation account number
#1 allocation MatchStatus is MISMATCHED
#1 allocation IndividualAllocID
#1 allocation ExecutingBrokerIndividualAllocID
#1 allocation OmgeoTDVersionOfTradeComponent
#1 allocation OmgeoTradeDetailTradeAmount
#1 allocation workflow type (Omgeo-supplied)
#1 allocation repeating group of one workflow modifier (Omgeo-supplied)
7508=CTM2
9155=RJST
10=178
#1 allocation’s #1 workflow modifier (CTM to CTM trade sides)
#1 allocation OmgeoRejectComponentFlagAlloc
Standard Trailer
Settlement view (AS)
Table B.13 Outbound—XML valid P message
Tag-Value Pair
8=FIX.4.4
9=2912
35=AS
34=256
49=FCI-ST
56=Smoke-Test
52=2013010920:54:18
755=LOLABIC41357764858750
70=AlcID60
71=0
794=3
Description
Standard Header
FIX-generated ID for every AS message
Your block ID
FunctionOfTheMessage is New
Sell-side—Omgeo supplied
FIX Interface Message Specification: Investment Managers (Current)
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203
Table B.13 Outbound—XML valid P message (continued)
Tag-Value Pair
Description
87=0
9052=2709
9053=Y
9057=MAGR
35571=N
7505=BACW
9062=855244109
9061=1
857=0
54=1
48=855244109
22=1
AllocStatus=0 (accepted/successfully processed)
Omgeo-supplied trade side ID
Settlement view of the trade
Match status of block is MATCH AGREED
BlockForceMatchIndicator shows that the block was not force-matched
Block workflow type (Omgeo-supplied)
Security ID entered by the executing broker
Security ID source entered by the executing broker
AllocNoOrdersType—Omgeo ignores
Buy trade side
The security ID entered by you.
CUSIP source of security ID
454=1
455=US8552441094
456=4
167=CB
207=XHKG
107=StarbucksCorp
53=80000
6=22.317
15=HKD
453=3
Additional identifiers associated with the security
The additional security ID entered by you.
ISIN source of security ID
Type of financial instrument is convertible bond (equity)
ISO Market Identifier Code (MIC)
Security description
Total quantity of shares for the block
Deal price for the block
Currency of the deal price
Repeating group of three parties to the trade
448=LOLABIC4
447=B
452=13
802=1
523=LOLA FIXIMORG
803=5
448=OMGFIXBKR55
447=B
452=1
802=1
523=FIXBKRTESTING44
803=5
448=OMGFIXBKR99
447=B
452=21
75=20130109
60=20130109-01:01:01
64=20130112
381=1785360
118=90000
9042=2
Repeating group #1 PartyID
Your PartyIDSource is a BIC
Your PartyRole is instructing party.
Repeating group of one PartySubIDs for your trade side
Your PartySubID
Omgeo sets to 5 (full legal name of firm)
Repeating group #2 PartyID
Executing broker #2 PartyIDSource is a BIC
Executing broker #2 PartyRole is executing broker
Repeating group of one PartySubIDs for #2 executing broker
Executing broker #2 PartySubID
Omgeo sets to 5 (full legal name of firm)
Repeating group #3 PartyID
Executing broker #3 PartyIDSource is a BIC
Executing broker #3 PartyRole is clearing broker
TradeDate
TransactTime
SettlDate
Gross trade amount
Total block amount due
Repeating group of two trade transaction conditions
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
204
Table B.13 Outbound—XML valid P message (continued)
Tag-Value Pair
Description
9043=CASH
9043=BUTC
9490=4
9491=DealPrice
9492=Y
9491=TotalTradeAmount
9492=Y
9491=SettlementDate
9492=Y
9491=PlaceOfTrade
9492=Y
#1 trade transaction condition is Cash
#2 trade transaction condition is Buy Short or Buy to Cover
Repeating group of 4block L2 fields with the same value that your counterparty submits. Fields are
XML, not FIX tag names.
#1 field is DealPrice
#1 field value is the same as your counterparty value.
#2 field is TotalTradeAmount
#2 field value is the same as your counterparty value.
#3 field is SettlementDate
#3 field value is the same as your counterparty value.
#4 field is PlaceOfTrade
#4 field value is the same as your counterparty value.
9874=3
9873=FLAT
9865=EXEC
9866=624.4
9869=HKD
9867=RESE
9873=PERU
9865=EXEC
9866=18.14
9869=HKD
Repeating group of three block commissions
#1 commission sharing basis indicator is flat (absolute)
#1 commission type is the executing broker’s amount
#1 block commission amount
#1 block commission currency is the Hong Kong Dollar
#1 block commission reason is reserved
#2 commission sharing basis indicator is per unit/share
#2 commission representing the clearing broker’s commission. The value is EXEC.
#2 block commission amount
#2 block commission currency is the Hong Kong Dollar
9873=FLAT
9865=TCOM
9866=1451824.4
9869=HKD
7350=3
7351=6
7352=HKD
7353=50.05
7351=5
7352=HKD
7353=50
7351=100
7352=HKD
7353=100.05
78=2
79=AllocAcc24
80=40000
467=IA4001
9047=1785360
35572=N
7506=BACW
#3 commission sharing basis indicator is flat (absolute)
#3 commission type is the total commission amount
#3 block commission total amount
#1 block commission currency is the Hong Kong Dollar
Repeating group of three block charges/taxes
#1 block charge/tax represents a payment levy
#1 block charge/tax currency is the Hong Kong Dollar
#1 block charge amount
#2 block charge/tax represents a stamp duty
#2 block charge/tax currency is the Hong Kong Dollar
#2 block charge amount
#3 block charge/tax represents the total fee
#3 block charge/tax currency is the Hong Kong Dollar
#3 block charge total amount
Repeating group of two allocations in this message
#1 allocation account number
#1 allocation quantity
#1 allocation ID set by you
#1 allocation OmgeoTradeDetailTradeAmount (allocated shares * deal px)
#1 allocation force match indicator that shows the allocation was not force-matched
#1 allocation workflow type (Omgeo-supplied)
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
205
Table B.13 Outbound—XML valid P message (continued)
Tag-Value Pair
Description
7510=1
7508=CTM2
861=2100
539=2
524=PBECCP2LXXX
525=B
538=79
804=1
545=CTM Prime Broker-BrokerBatch
805=5
524=OMGFIXBKR99
525=B
#1 allocation repeating group of one workflow modifier (Omgeo-supplied)
#1 allocation workflow type indicates counterparty uses Omgeo CTM (Omgeo-supplied)
#1 allocation reported price
#1 allocation repeating group two nested party IDs
#1 allocation’s #1 NestedPartyID
#1 allocation’s #1 NestedPartyIDSource is a BIC
#1 allocation’s #1 NestedPartyRole is prime broker
#1 allocation’s #1 nested party’s repeating group of one nested party sub IDs
#1 allocation’s #1 nested party’s #1 NestedPartySubID
#1 allocation’s #1 nested party’s #1 nested party sub ID’s party type, which is of full legal name of firm
#1 allocation’s #2 NestedPartyID
#1 allocation’s #2 NestedPartyIDSource is a BIC
538=2
9808=CLDI
804=1
545=ThirtyFiveCharacterClearingSystemID
805=17
154=90000
737=7000
736=HKD
155=6000
12=33876949.82
#1 allocation’s #2 NestedPartyRole is broker of credit
#1 allocation’s #2 nested party’s commission sharing type is Client-directed
#1 allocation’s #2 nested party’s repeating group of one nested party sub IDs
#1 allocation’s #2 nested party’s #1 NestedPartySubID
#1 allocation’s #2 nested party’s #1 nested party sub IDs party type of CSD participant/member code
#1 allocation net money
#1 allocation AllocSettlCurrAmt
#1 allocation currency is the Hong Kong Dollar
#1 allocation SettlCurrFxRate
#1 allocation commission amount
13=3
136=2
137=21.32
138=HKD
139=105
891=0
7395=NONE
137=33.33
138=HKD
139=103
891=1
7395=FUSA
9493=2
#1 allocation commission sharing basis indicator is flat (absolute)
#1 allocation repeating group of two miscellaneous fees or charges/tax types
#1 allocation’s #1 fee amount
#1 allocation’s #1 fee currency is the Hong Kong Dollar
#1 allocation’s #1 fee is for the clearing broker
#1 allocation’s #1 fee rate is per unit
#1 allocation’s #1 fee reason is none
#1 allocation’s #2 fee amount
#1 allocation’s #2 fee currency is the Hong Kong Dollar
#1 allocation’s #2 fee is for the clearing broker
#1 allocation’s #2 fee rate is per unit
#1 allocation’s #2 fee reason is none
#1 allocation’s repeating group of 2 allocation L2 fields with the same value that your counterparty
submits. Fields are XML, not FIX tag names.
#1 allocation’s #1 field is TradeAmount
#1 allocation’s #1 field value is the same as your counterparty value.
#1 allocation’s #2 field is QuantityAllocated
#1 allocation’s #2 field value is the same as your counterparty value.
#1 allocation’s repeating group of one settlement transaction conditions
#1 allocation’s #1 trade transaction condition is Net Settlement System
#2 allocation account number
9494=TradeAmount
9495=Y
9494=QuantityAllocated
9495=Y
9044=1
9045=NETS
79=AllocAcc25
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Table B.13 Outbound—XML valid P message (continued)
Tag-Value Pair
Description
80=40000
467=IA4002
9047=1785360
35572=N
7506=BACW
7510=1
7508=CTM2
154=90000
12=13333422.22
13=3
136=1
137=222.22
#2 allocation quantity
#2 allocation ID set by you
#2 allocation OmgeoTradeDetailTradeAmount (allocated shares * deal px)
#2 allocation force match indicator that shows the allocation was not force-matched
#2 allocation workflow type (Omgeo-supplied)
#2 allocation repeating group of one workflow modifier (Omgeo-supplied)
#2 allocation workflow type indicates that your counterparty uses Omgeo CTM (Omgeo-supplied)
#2 allocation net money
#2 allocation commission amount
#2 allocation commission sharing basis indicator is flat (absolute)
#2 allocation repeating group of two miscellaneous fees or charges/tax types
#2 allocation’s #1 fee amount
138=HKD
139=105
891=0
7395=NONE
9493=5
9494=TradeAmount
9495=Y
9494=QuantityAllocated
9495=Y
#2 allocation’s #1 fee currency is the Hong Kong Dollar
#2 allocation’s #1 fee is for the clearing broker
#2 allocation’s #1 fee rate is per unit
#2 allocation’s #1 fee reason is none
#2 allocation’s repeating group of 5 allocation L2 fields with the same value that your counterparty
submits. Fields are XML, not FIX tag names.
#2 allocation’s #1 field is TradeAmount
#2 allocation’s #1 field value is the same as your counterparty value
#2 allocation’s #2 field is QuantityAllocated
#2 allocation’s #2 field value is the same as your counterparty value.
9494=ChargesOrTaxes
9495=N
9494=Commissions
9495=N
9494=SettlementAmount
9495=Y
10=000
#2 allocation’s #3 field is ChargesOrTaxes
#2 allocation’s #3 field value is not the same as your counterparty value.
#2 allocation’s #4 field is Commissions
#2 allocation’s #4 field value is not the same as your counterparty value.
#2 allocation’s #5 field is SettlementAmount
#2 allocation’s #5 field value is the same as your counterparty value.
Standard Trailer
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C. Troubleshooting errors
Introduction
This appendix explains the types of errors you can receive. See the Error Code Data Reference at
www.omgeo.com/documentation/ctm for a complete list of Omgeo CTM synchronous and
asynchronous errors.
Synchronous errors
This appendix categorizes synchronous errors as follows:
l
l
Syntax errors in Syntax errors below
Invalid data errors, described in Invalid data errors on the next page
Syntax errors
Syntax errors are not field-specific. For example, if you submit a letter in a numeric field,
Omgeo CTM generates a syntax error. This manual lists syntax errors in Table C.1, instead of
repeating this information for each applicable field in every import transaction.
Table C.1 Syntax errors
Error Code
S12005
S12006
S12007
S12008
S12009
S12010
S12011
S12018
S14064
Description
The value is not an allowed value.
The value is not a valid date format.
The value must be numeric.
The value must be uppercase letters.
The value must be uppercase alphanumeric.
The value must be an integer.
The value must contain only characters from the set specified by the syntax.
The field is not the required field length.
Precision is checked against ISO standard for the Currency Code.
FIX Interface Message Specification: Investment Managers (Current)
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Invalid data errors
Table C.2 lists synchronous errors that occur when you submit the following messages with
invalid data:
New blocks and allocations using the J message
l Cancel blocks and allocations using the J message
l Reject counterparty blocks and allocations using the AT message
For each error, Table C.2 indicates the error text, explains each parameter, and offers a possible
cause
l
Table C.2 Invalid data errors in blocks, allocations, cancels, and rejects
Error XML Error Text
Code
S13002 Conflicting MasterReference %1 and
CTMTradeSideId %2.
%1=Value in MasterReference
%2=Value in CTMTradeSideId
S14004 FunctionOfTheMessage is equal to REPC.
S14012
S14013
S14014
S14016
S14018
S14019
S14020
S14024
Possible Cause
Cancel J: If both RefAllocID (72) and OmgeoTradeSideID (9052) are provided,
they should reference the same trade side.
Reject AT: If both Alloc ID (70) and OmgeoTradeSideID (9052) are provided,
they should reference the same trade side.
Block J and Allocation J: The OmgeoTLVersionOfTradeComponent (7370)
or OmgeoTDVersionOfTradeComponent (7371) must be greater than 1.
SettlementDate must be later than or equal to
Block J and Allocation J: SettlDate (64) must be greater than or equal to the
TradeDateTime.
TransactTime (60). To account for different time zones, Omgeo CTM validates
that the TransactTime (60) is less than or equal to the current date plus 1.
The same currency code must be used on all amount fields. Block J: OmgeoTLAccruedInterestCurrency (9858),
OmgeoBlockCommissionCurrency (9869), and
OmgeoBlockChargesOrTaxesCurrency (7352) must be equal to Currency (15).
Allocation J: MiscFeeCurr (138) AllocAccruedInterestAmt (742) must be equal
to Currency (15).
TradeDateTime must be less than or equal to the current Block J and Allocation J: The value provided in TransactTime (60) must be
date and time.
less than or equal to the current date and time.
To account for different time zones, Omgeo CTM validates that the
TransactTime is less than or equal to the current date plus 1.
PartyValue %1 is invalid for PartyType %2 and PartyRole
Allocation J: Nested Party ID (524) must be a valid broker/dealer.
%3.
All messages: PartyID (448) must be a valid Instructing party if PartyRole
%1=Value in PartyValue
(452) is 13. (448) must be a valid Executing Broker if PartyRole (452) is 1.
%2=Value in PartyType
%3=Value in PartyRole
CommissionType TCOM cannot occur more than once.
Block J: OmgeoBlockCommissionType (9865) cannot contain TCOM more
than once.
Duplicate total charge/tax is not allowed.
Block J: TFEE and TCHA must only occur once in
OmgeoBlockChargesOrTaxesType (7351)
Allocation J: TFEE and TCHA must only occur once in MiscFeeType (139).
The NumberingAgencyCode %1 and the CountryCode %2 Block J and Allocation J: The values provided for SecurityIDSource (22) and
combination is invalid for SecurityCodeType.
CountryOfIssue (470) are an invalid combination.
%1=Value in NumberingAgencyCode
%2=Value in CountryCode
One of CTMTradeDetailID or ClientAllocationReference is Allocation J: If message is for replacement, must supply IndividualAllocID
mandatory.
(467)
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Table C.2 Invalid data errors in blocks, allocations, cancels, and rejects (continued)
Error XML Error Text
Code
S14032 MasterReference or CTMTradeSideId is mandatory in %1.
%1=XPath
S14044 The TradeDetail identified by %1 %2 is not valid for the
identified trade side by %3 %4.
%1=ClientAllocationReference if present, else
CTMTradeDetailID.
%2=Value
%3=MasterReference if present, else CTMTradeSideId.
%4=Value
S14046 The VersionOfTradeComponent %1 has previously been
supplied for this trade component.
%1=Value in VersionOfTradeComponent
S14052 Submission of %1 is invalid for message when %2 is %3.
%1=XPath
%2=XPath
%3=Value
S14056 Submission of %1 is mandatory for message when %2 is
%3. %1=XPath %2=XPath %3=Value
S14058 Multiple occurrences of the same value %1 were received
in %2.
%1=Value
%2=XPath
S14061 Submission of %1 is mandatory for an InstructingParty.
%1=XPath
S14069 Submission of %1 %2 is invalid when %3 is %4.
%1=XPath
%2=Value
%3=XPath
%4=Value
S14072 %1 is mandatory for Third Party Notification subscribers.
%1=XPath
S14074 MatchingProfileName %1 supplied on the initial
component for the trade side must be supplied on each
message for the trade side.
%1=Value in MatchingProfileName supplied in previous
message.
S14075 No L2MatchingProfileName was supplied on the initial
message for the trade side, therefore no
L2MatchingProfileName can be supplied on subsequent
messages.
S14077 Submission of both values BLPA and BLCH for field %1 is
invalid.
%1=TradeDetailBody/TradeDetailDataSettlement/
TransactionConditionIndicator
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Possible Cause
Block J and Allocation J: If message is for replacement, either RefAllocID (72)
or OmgeoTradeSideID (9052) must be supplied.
Cancel J: Must supply either RefAllocID (72) or OmgeoTradeSideID (9052)
Reject AT: Must supply either AllocID (70) or OmgeoTradeSideID (9052)
All messages: If OmgeoTradeSideID (9052) or IndividualAllocID (467) are
provided, the TradeDetail must exist and be associated with the identified
trade side.
Block J and Allocation J: If the message is for a replace,
OmgeoTLVersionOfTradeComponent (7370) must be incremental to prior
messages.
Block J: If OmgeoCommSharingBasis
Indicator (9873) is PERC, OmgeoBlockCommission
Currency (9869) should not be provided.
Block J: OmgeoBlockCommission
Currency (9869) is mandatory when OmgeoCommSharing
BasisIndicator (9873)=PERU or FLAT.
Block J and Allocation J: The same StipulationValue (234), StipulationType
(233) StipulationState (35587) cannot be provided in multiple instances of the
record.
Allocation J: AllocAccount (79) must be provided.
Block J: If the OmgeoBlock
CommissionType (9685) is TCOM, OmgeoCommSharing
BasisIndicator (9873) must be FLAT.
Allocation J: If the Commission (12) is TCOM, the CommType (13) must be
FLAT.
Allocation J: OmgeoSettlInstrSourceIndicator (9048) is mandatory for Omgeo
CTM Third Party Notification.
Block J and Allocation J: The supplied OmgeoL2MatchingProfileName
(9041) on the initial component for the trade side must be supplied on any
following message for the trade side.
Block J and Allocation J: The OmgeoL2MatchingProfileName (9041) was not
supplied on the initial message for the trade side. It is not allowed on
subsequent messages.
Allocation J: Submission of both BLPA and BLCH is invalid for
OmgeoSettlTransCondIndicator (9045)
210
Table C.2 Invalid data errors in blocks, allocations, cancels, and rejects (continued)
Error XML Error Text
Code
S14082 CurrencyCode %1 for TotalTradeAmount supplied is not
equal to %2 that exists for the trade side.
%1=Value in CurrencyCode
%2=Value supplied in CurrencyCode on previous message
for trade side
S14085 Active L2MatchingProfileName %1 is not found for
associated FactorProfileName %2 of trade side.
%1=Value for L2MatchingProfileName
%2=Value for Factor Profile selected for trade side.
S14097 %1 %2 must be BIC when subscribed to Settlement
Notification.
%1=XPath
%2=Value of PartyTypeAllocation
Possible Cause
S14138 If a broker matching group and the broker’s trade
identifiers are supplied, a CTMTradeSideId must be
supplied to ensure that a unique component is identified.
S14220 %1 can only be provided for a SecurityTypeGroup %2
trade.
%1=XPath of either the StipulationsStandard composite or
the StipulationsNonStandard composite
%2=Value of SecurityTypeGroup
S22001 There is no OASYS acronym for the %1 organization and
one is required for this workflow. Contact your Omgeo
CTM administrator.
%1=XPath of InstructingParty/PartyValue or
ExecutingBroker/PartyValue
S22002 There is no corresponding currency code in OASYS for the
currency code %1 received in %2.
%1=Value
%2=XPath
S22003 There is no corresponding code in OASYS for the %1 of %2.
%1=XPath
%2=Value
Reject AT (Block and Allocation): If a broker matching group and the
executing broker's trade identifiers are supplied, supply
OmgeoTradedSideID (9052) to ensure identification of a unique component.
Block J and Allocation J: Stipulations cannot be provided for Security Type
EQT trade.
S22004 Omgeo CTM field %1 contains a value %2 that exceeds the
character limit of %3 when the counterparty is an OASYS
InstructingParty.
%1=Value in SecurityCode
%2=Value found in field name %1
%3=Character limit of OASYS field that %1 maps to in
OASYS
S40012 Omgeo CTM is unable to process due to U.S. Sanctions. Do
not attempt to reenter this trade. Security %1 %2.
%1=CodeType
%2=Code
FIX Interface Message Specification: Investment Managers (Current)
May 08, 2015
Block J: The value provided in Currency (15) must be the same as the value
already provided on an earlier transaction for the same trade side.
Block J and Allocation J: OmgeoL2MatchingProfileName (9041) value must
be found for the organization and related to the Factor Profile associated with
the trade side.
Block J and Allocation J: The value provided in PartyIDSource (447) must
be a BIC when subscribed to Settlement Notification.
Block J, Alloc J and Cancel J: There is no corresponding OASYS acronym for
the value provided in PartyID (448).
Block J and Allocation J: There is no corresponding code in OASYS for the
value provided in Currency (15).
Allocation J: There is no corresponding code in OASYS for the value
provided in MiscFeeCurr (138).
Block J: The value in at least one of the OmgeoTradeTransCondIndicator
(9043) in the record does not have a corresponding value in OASYS. See the
TradeTransactionConditionIndicator table in the Common Reference Data for
information.
Allocation J: There is no corresponding code in OASYS for MiscFeeType
(139).
Block J and Allocation J: The SecurityCode provided in SecuirtyID (48)
record exceeds the character limit for this field in OASYS.
Block J and Allocation J: The security provided for SecurityID (48) causes
the trade to violate U.S. Sanctions.
211
Table C.2 Invalid data errors in blocks, allocations, cancels, and rejects (continued)
Error XML Error Text
Code
S14020 The NumberingAgencyCode %1 and the CountryCode %2
combination is invalid for SecurityCodeType.
%1=Value in NumberingAgencyCode
%2=Value in CountryCode
S61005 TypeOfFinancialInstrument %1 is not valid for
SecurityTypeGroup %2.
%1=Value of TypeOfFinancialInstrument
%2=Value of SecurityTypeGroup
S70008 The identified trade side by %1 %2 does not exist. The
message cannot be processed.
%1=MasterReference if present, else CTMTradeSideId
%2=Value
Possible Cause
Block J and Allocation J: The values provided in CountryOfIssue (470) and
Currency (15) must be valid.
Block J and Allocation J: The value provided for SecurityType (167) is not
part of a valid SecurityTypeGroup.
Block J, Allocation J, and Cancel J: The trade side identified by RefAllocID
(72) or OmgeoTradeSideID (9052) does not exist.
Reject AT: If you identify your counterparty using PartyIDSource (447)=U
and provide a broker matching group identifier in PartyID (448), Omgeo CTM
requires the OmgeoTradeSideID (9052).
Asynchronous errors
Asynchronous errors can occur when Omgeo CTM validates the content of an import
transaction against your counterparty’s trade side data. An asynchronous error typically
indicates an illegal action, ambiguous content, or a matching rules violation. Asynchronous
errors can also occur during Omgeo ALERT enrichment. Table C.3 lists the error severities.
Table C.3 Asynchronous error severities
Severity Definition
INFO
Informational—Your message is applied, but there can be field values that are incorrect or are not logical based on the workflow.
WARN Warning—Your message might not be applied. If it is applied, there can be an issue later in the workflow that prevents the trade from
reaching MAGR.
FATL
Fatal—Your trade cannot reach MAGR.
OFI does not return asynchronous errors to you. Asynchronous errors occur later in the cycle,
when Omgeo CTM attempts to process a trade. You can view and act on asynchronous errors
using the Omgeo CTM trade blotter. Omgeo CTM requires you to close asynchronous errors
with a severity of FATL before a trade can reach MAGR.
When you evaluate an asynchronous error, the trade blotter indicates the Omgeo CTM message
in which the asynchronous error occurred. Table C.4 describes the trade blotter labels for trade
components.
Table C.4 FIX message names and trade blotter equivalents
FIX Message Name
Trade Blotter Term
Your block
Your allocation J message
Block, TradeLevel
Allocation, TradeDetail
The XML field names in an asynchronous error correspond to the fields in your block and
allocation J messages. When viewing asynchronous errors in the trade blotter, see the value in
FIX Interface Message Specification: Investment Managers (Current)
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212
the XPath column of the message tables in this manual to map between FIX and XML field
names.
FIX Interface Message Specification: Investment Managers (Current)
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213
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Fax: 65.6805.8049
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Japan
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Fax: 813.3519.1620
askomgeoasia@omgeo.com
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Omgeo has approved this document for public distribution. The examples, pictures, and data are for illustrative
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