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Database Schema

Execution Report (MsgType = ''8") 


Allocation Report (MsgType = ''J")

ICE-to-Database mapping

Execution Report (MsgType = ''8")

Table: ICEPOFReports

Usage: Table holds the summary of reported orders.

Fields

Name

FIX tag

Req’d

Description

ExecID

17 (ExecID)

Y

Key field. Unique execution ID for this Execution Report.

NOTE: The ExecID is only unique per side per market per trading session.

Symbol

55 (Symbol)

Y

Key field. Market ID.

Side

54 (Side)

Y

Key field. Side of order.

Supported value(s):

1 = Buy

2 = Sell

SourceFeed

-

Y

Key field. Always set to ‘ICE POF’.

ExecType150 (ExecType)Y

Key fieldIndicates the reason for the Execution Report.

Supported value(s):

0 = New

1 = Partial Fill

2 = Fill

4 = Canceled

5 = Replace

8 = Rejected

D = Restated

G = Trade Correct (Adapted from FIX 4.3)

H = Trade Cancel (Adapted from FIX 4.3)

TransactTime60 (TransactTime)Y

Key field.

Time the transaction represented by this Execution Report occurred. The precision is controlled by the TimeStampPreference (Tag 9007) on theLogonRequest Message.
Time/date combination represented in UTC (Universal Time Coordinated, also known as “GMT”) in either YYYYMMDD-HH:MM:SS(whole seconds) or YYYYMMDD-HH:MM:SS.sss* format, colons, dash, and period required.

Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss* = fractions of seconds. The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed), it may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, 12 digits to convey picoseconds.

If TransactTime(60) tag isn't specified in the Execution Report, then the current time is inserted

TransactTimeWasNULL-N

N - the TransactTime field value was specified in the Execution Report

Y - the TransactTime field value wasn't specified in the Execution Report (it has been generated by JS)


PossDupFlag43(PossDupFlag)NIndicates possible retransmission of message with this sequence number
PossResend97(PossResend)NIndicates that message may contain information that has been sent under another sequence number.

SendingTime

52 (SendingTime)

Y

Date and time whenreportwas received.

OrderID

37 (OrderID)

Y

Unique identifier for Order as assigned by sell-side (broker, exchange, ECN).

NOTE: The OrderID is only unique per side per market per trading session.

ClOrdID

11 (ClOrdID)

C

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.)

OrigClOrdID

41 (OrigClOrdID)

C

ClOrdID (11) of the previous order as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.

ClientID

109 (ClientID)

N

Company ID or Child Company ID if Multi-Company Trading.

TargetCompId

56 (TargetCompId)

Y

Identify receiving firm.

ExecInst

18 (ExecInst)

N

Please note that the data type is Char, not MultipleValueString.

Supported value(s):

G = All or None (AON)

OnBehalfOfCompId

115 (OnBehalfOfCompId)

N

Identifies firm originating message if the message was delivered by a third party.

Optional for all orders for regulatory purposes. Alphanumeric characters only with “|” delimiter.

OnBehalfOfSubId

116 (OnBehalfOfSubId)

N

Identifies specific message originator.

Required for all orders for regulatory purposes. Alphanumeric characters only with “|” delimiter.

OnBehalfOfLocationId

144 (OnBehalfOfLocationId)

N

Identifies specific message originator's location.

Required for all orders for regulatory purposes. Alphanumeric characters only with “|” delimiter.

HistoryRequestId

9415 (RequestId)

C

Provide on Execution Reports that are in response to a History Request.

OriginatorUserID

9139 (OriginatorUserID)

N

Trader ID that is registered in the ICE system and logged into the Trading System.

ExecTransType

20 (ExecTransType)

Y

Identifies transaction type.

Supported value(s):

0 = New

1 = Cancel

2 = Correct

ExecRefID

19 (ExecRefID)

N

Reference identifier.

OrdStatus

39 (OrdStatus)

Y

Indicates overall status of order.

Supported value(s):

0 = New

1 = Partial Fill

2 = Fill

4 = Canceled

5 = Replace

8 = Rejected

OrderState

9175 (OrderState)

N

Exchange defined order state. Please note that OrdStatus (Tag 39) should be used for the status of the order.

Supported value(s):

0 = Active

1 = Inactive

2 = Withdrawn,

3 = Pending

4 = Consummated

5 = Pre-Open

6 = Elected

OrdRejReason

103 (OrdRejReason)

C

Code to identify reason for order rejection.

Supported value(s):

1 = Unknown symbol

2 = Exchange closed (or Market Closed)

3 = Order exceeds limit

5 = Unknown Order

6 = Duplicate Order (e.g. duplicate ClOrdID)

9 = User Defined (more info in Text field)

11 = Unsupported order characteristic

OrderQty

38 (OrderQty)

N

Quantity ordered.

SecurityType

167 (SecurityType)

N

Indicates type of security.

PutOrCall

201 (PutOrCall)

C

Required if SecurityType (Tag 167) = ‘OPT’.

StrikePrice

202 (StrikePrice)

C

Strike Price for an Option.

Required if SecurityType (Tag 167) = ‘OPT’.

MaxShow

210 (MaxShow)

N

Maximum visible quantity of an order to market participants.

OrdType

40 (OrdType)

N

Order type.

Supported value(s):

1 = Market

2 = Limit

3 = Stop (with Protection)

4 = Stop Limit

Price

44 (Price)

C

Price.

ExecRestatementReason

378 (ExecRestatementReason)

C

The reason for restatement.

Required if ExecType (Tag 150) = ‘D’.

Supported value(s):

3 = Repricing of order

CustOrderHandlingInst

1031 (CustOrderHandlingInst)

N

Adapted from FIX 5.0. Please note the data type of String and not MultipleStringValue.

Supported value(s):

A = Phone simple

B = Phone complex

C = Vendor-provided Platform billed by Executing Broker (earlier FCM-provided screen)

D = Other, including Other-provided Screen (earlier Other-provided screen)

E = Client-provided platform controlled by FCM

F = Client-provided platform direct to exchange

G = Sponsored Access via Exchange API or FIX provided by Executing Broker (earlier FCM API or FIX)

H = Premium Algorithmic Trading Provider billed by Executing Broker (earlier Algo Engine)

J = Price at Execution (price added at Initial order entry, trading, middle office or time of give-up)

K = Zero Commission

W = Desk - Electronic

X = Desk - Pit

Y = Electronic (Preferred default value as per FIA usage guidelines. Not set as a default if not sent, earlier Client - Electronic)

Z = Client - Pit

LiquidityIndicator

9120 (LiquidityIndicator)

C

Required if ExecType (Tag 150) = ‘1’ or ‘2’.

Supported value(s):

A = Added Liquidity

R = Remove Liquidity

MemoField

9121 (MemoField)

N

-

TransactDetails

9123 (TransactDetails)

N

Contains reference information when provided.

For Basis Trades the format is: <SecurityID>|<SecurityIDSource>|<Price>|<Reference>

NumberOfCycles

9022 (NumofCycles)

N

-

SequenceWithinMillis

9028 (SequenceWithinMillis)

N

Sequence of the message within the millisecond. SequenceWithinMillis / 1000 = # of microseconds. Please note that the last 3 digits are sequence numbers within the microsecond (not nanoseconds).

ClientAppType

9413 (ClientAppType)

N

Used to indicate the source application on the request. Can be used to differentiate WebICE deals from FIXOS deals.

Supported value(s):

0 = WebICE

1 = FIX OS

2 = FIXml

3 = ICEBlock

4 = Other

5 = FPML

6 = UPS

7 = Mobile

8 = FIX POF

9 = YJ ISV

11 = IOA

CustClearingVenue

9209 (CustClearingVenue)

N

Supported value(s):

ICE

BIL

ICEEFRP

OTHER

TrdType

828 (TrdType)

N

Adapted from FIX.4.4. Please note type of String and not Int.

Supported value(s):

0 = Regular Trade

2 = ICE EFRP

3 = ICEBLK

4 = Basis Trade

5 = Guaranteed Cross

6 = Volatility Contingent Trade

7 = Stock Contingent Trade

9 = CCX EFP Trade

A = Other Clearing Venue

D = N2EX

E = EFP Trade/Against Actual

G = EEX

F = EFS/EFP Contra Trade

I = EFM Trade

J = EFR Trade

K = Block Trade

O = NG EFP/EFS Trade

Q = EOO Trade

S = EFS Trade

T = Contra Trade

U = CPBLK

V = Bilateral Off-Exchange Trade

Y = Cross Contra Trade

AA = Asset Allocation

TimeInForce

59 (TimeInForce)

N

Specifies how long the order remains in effect. Absence of this field is interpreted as Day.

Supported value(s):

0 = Day

1 = Good Till Cancel (GTC)

3 = Immediate or Cancel (IOC) Fill & Kill

4 = Fill or Kill (FOK)

6 = Good Till Date (GTD)

10 = Good After Logout (GAL) - WebICE Only

PositionEffect

77 (PositionEffect)

N

Supported value(s):

O = Open

C = Close

LeavesQty

151 (LeavesQty)

Y

The quantity remaining open for further execution.

CumQty

14 (CumQty)

Y

Total quantity filled.

AvgPx

6 (AvgPx)

Y

Calculated average price of all fills for order.

LastQty

32 (LastQty)

C

Quantity executedoffill. Required if ExecType (Tag 150) = ‘1’ or ‘2’.

LastPx

31 (LastPx)

C

Trade price of fill. Required if ExecType (Tag 150) = ‘1’ or ‘2’.

LastParPx

669 (LastParPx)

C

CDS and IRS Futures Price: The CDS or IRS Futures price of this fill.





MultiLegReportingType

442 (MultiLegReportingType)

C

Present only on leg executions of a strategy.

Supported value(s):

2 = Individual leg of a multi-leg security

SecondaryExecID

527 (SecondaryExecID)

C

Adapted from FIX.4.4. Present on leg fillsofa strategy and contains the ExecID (Tag 17) of the strategy fill.

CrossId

548 (CrossId)

C

Adapted from FIX.4.4. Present on execution reports for New Order - Cross.

CrossType

549 (CrossType)

C

Adapted from FIX.4.4. Type of cross.

Supported value(s):

1 = Cross AON (Used for Off Order Book Trades and Guaranteed Cross)

2 = Cross IOC

ClearingFirm

439 (ClearingFirm)

N

ClearingFirmID of the Clearing Firm.

ClearingAccount

440 (ClearingAccount)

N

ClearingAccount information forwarded to clearing house/firm.

StartDate

916 (StartDate)

N

Adapted from FIX.4.4. Available for Custom, Platts, and ENDEX Spot markets.

EndDate

917 (EndDate)

N

Adapted from FIX.4.4. Available for Custom, Platts, and ENDEX Spot markets.

AccountCode

9195 (AccountCode)

N

Please see https://community.theice.com/docs/DOC-21606 for the complete definition of ICE FIX API custom fields.

CustomerAccountRefId

9207 (CustomerAccountRefId)

N

-

CrossExecutionType

9405 (CrossExecutionType)

N

Indicates the type of deal derived from a new order cross.

Supported value(s):

0 = Basic Crossing Order

DeliveryStartDate

9520 (DeliveryStartDate)

N

Endex Spot markets-date and time in which delivery begins.

DeliveryEndDate

9521 (DeliveryEndDate)

N

EndexSpot markets-date and time in which delivery ends.

LocationCode

9522 (LocationCode)

N

Endex Spot specific: Only populated for OCM Locational markets.

MeterNumber

9523 (MeterNumber)

N

Endex Spot specific: Only populated for OCM Locational markets.

LeadTime

9524 (LeadTime)

N

EndexSpot specific: Only populated for OCM Locational markets.Numberof hours offset from delivery. Must be ≥ 1 and ≤ 24.

ReasonCode

9525 (ReasonCode)

N

EndexSpot specific: Only populated for authorized companies for OCM markets.

DayRate

9526 (DayRate)

N

Only populated for OCM Locational Day and Physical markets.

Text

58 (Text)

N

-

PriceType

423 (PriceType)

N

Code to represent the price type.

StopPx

99 (StopPx)

N

Price.

ExpireDate

432 (ExpireDate)

N

Date of order expiration.

ExpireTime

126 (ExpireTime)

N

Date and time of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT"). Please note that the format is “YYYYMMDD-HH:MM.SS”.

LinkExecID

9527 (LinkExecID)

C

Present on leg fillsofa composite strategy and contains the ExecID (Tag 17) of the intermediate strategy fill.

BrokerCompID

9065 (BrokerCompID)

N

The company ID of the broker company.

BrokerCompName

9066 (BrokerCompName)

N

The company name of the broker company.

BrokerUserID

9067 (BrokerUserID)

N

The user/trader ID of the broker company.

DeleteReason

285 (DeleteReason)

N

Reason or source of cancel.

Supported value(s):

0 = Canceled by User

7 = Canceled by System

11 = Canceled at Market Close

QuoteRespID

693 (QuoteRespID)

N

Adapted from FIX.4.4. Will contain one or more quote IDs delimited by a pipe, “|” for quotes associated with the trade.

WaiverIndicator

8013 (WaiverIndicator)

N

MiFID waiver indicator on off-exchange deals in MiFID-regulated markets and products.

Supported value(s):

LRGS = Large In Scale (LIS): Off-exchange trade (except EFP) ≥ LIS

SIZE = Above specified size: Off-exchange trade (except EFP) < LIS

ILQD = Illiquid instrument

ImpliedIndicator

9003 (ImpliedIndicator)

N

Indicates whether or not an order is implied.

Supported value(s):

Y = Yes

N = No

CTICode

9208 (CTICode)

N

Required if trading ICE Futures US or ICE Futures Canada with an ITM.

Supported value(s):

1 = Broker/trader trading for own account.

2 = Broker/trader trading for house or prop account.

3 = Broker/trader trading for the account of another broker/trader.

4 = Broker/trader trading for

DirectElectronicAccess

9700 (DirectElectronicAccess)

C

Only required for MiFID II related markets when MIFIDID (Tag 9707) is not provided.

Supported value(s):

0 = False

1 = True

TradingCapacity

9701 (TradingCapacity)

C

Only required for MiFID II related markets when MIFIDID (Tag 9707) is not provided.

Supported value(s):

0 = DEAL (own account)

1 = MTCH (matched principal)

2 = AOTC (any other capacity)

LiquidityProvision

9702 (LiquidityProvision)

C

Only required for MiFID II related markets when MIFIDID (Tag 9707) is not provided.

Supported value(s):

0 = False

1 = True

CommodityDerivIndicator

9703 (CommodityDerivIndicator)

N

Optional for MiFID II related markets when MIFIDID (Tag 9707) is not provided.

Supported value(s):

0 = False (Default if not sent)

1 = True

InvestmentDecision

9704 (InvestmentDecision)

C

Must be > 0. Maximum value of 9,223,372,036,854,775,807. Only required for MiFID II related markets when MIFIDID (Tag 9707) is not provided and TradingCapacity (Tag 9701) = ‘0’.

ExecutionDecision

9705 (ExecutionDecision)

C

Must be > 0. Maximum value of 9,223,372,036,854,775,807. Only required for MiFID II related markets when MIFIDID (Tag 9707) is not provided.

ClientIDCode

9706 (ClientIDCode)

C

Must be > 0. Maximum value of 9,223,372,036,854,775,807. Only required for MiFID II related markets when MIFIDID (Tag 9707) is not provided and TradingCapacity (Tag 9701) = ‘1’ or ‘2’.

MiFIDID

9707 (MiFIDID)

C

Must be > 0. Maximum value of 9,223,372,036,854,775,807. Only required for MiFID II related markets when Tags 9700-9706 are not provided. Please note that this field (in lieu of 9700-9706) will be the only MiFID-related field processed if sent.

MemberName

5364 (MemberName)

C

Company name or child company name. Corresponds to PartyRole (Tag 452) = ‘13’ in FIX TC.

CounterpartyTraderID

6822 (CounterpartyTraderID)

C

Counterparty company ID for bilateral trades. Corresponds to PartyRole (Tag 452) = ‘50’ in FIX TC.

CounterpartyCompID

6347 (CounterpartyCompID)

C

Counterparty trader ID for bilateral trades. Corresponds to PartyRole (Tag 452) = ‘37’ in FIX TC.

ContraFirm

9068 (ContraFirm)

C

Company name of the counterparty for bilateral trades. Corresponds to PartyRole (Tag 452) = ‘17’ in FIX TC.

ComplianceID

376 (ComplianceID)

N

Unique Swap Identifier (USI) or Unique Trade Identifier (UTI). This field will be sent for EFS trades linked to Platts deal. This will also contain the UTI for REMIT markets.

NumOfCombiDefinitions

9500 (NumOfCombiDefinitions)

N

Total number of element in the CombiDefinitions group.

TermsQualityComments

9510 (TermsQualityComments)

N

Terms of Platts deal.

NoLegExecutions

9029

(NoLegExecutions)

NThe number of leg execution reports per deal per side for strategies.

Table: ICEPOFReportsCombiDefinitions

Usage: Table holds contents of CombiDefinitions repeating groups.



Fields

Name

FIX tag

Req’d

Description

ExecID

17 (ExecID)

Y

Key field. Unique execution ID for this Execution Report.

NOTE: The ExecID is only unique per side per market per trading session.

Symbol

55 (Symbol)

Y

Key field. Market ID.

Side

54 (Side)

Y

Key field.  Side of order.

Supported value(s):

1 = Buy

2 = Sell

SourceFeed

-

Y

Key field. Always set to ‘ICE POF’.

ExecType150 (ExecType)Y

Key fieldIndicates the reason for the Execution Report.

Supported value(s):

0 = New

1 = Partial Fill

2 = Fill

4 = Canceled

5 = Replace

8 = Rejected

D = Restated

G = Trade Correct (Adapted from FIX 4.3)

H = Trade Cancel (Adapted from FIX 4.3)

TransactTime60 (TransactTime)Y

Key field.

Time the transaction represented by this Execution Report occurred. The precision is controlled by the TimeStampPreference (Tag 9007) on theLogonRequest Message.
Time/date combination represented in UTC (Universal Time Coordinated, also known as “GMT”) in either YYYYMMDD-HH:MM:SS(whole seconds) or YYYYMMDD-HH:MM:SS.sss* format, colons, dash, and period required.

Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss* = fractions of seconds. The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed), it may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, 12 digits to convey picoseconds.

If TransactTime(60) tag isn't specified in the Execution Report, then the current time is inserted

CombiDefinitionsEntry

-

Y

Key field. Numeric identifier of the CombiDefinitions group entry.

CombiPercentage

9501 (CombiPercentage)

N

Repeating group used to convey Platts specific combi fields.

CombiPriceBasis

9502 (CombiPriceBasis)

N

Returns the pricing basis for Platts combi deals.

CombiPriceBasisPeriod

9503 (CombiPriceBasisPeriod)

N

Returns the Platts basis period ex: Full month, quarter, 5 days, etc.

CombiPriceBasisSubLevel

9504 (CombiPriceBasisSubLevel)

N

Returns the selected sub level.

CombiLegPrice

9505 (CombiLegPrice)

N

Returns the price of the combi leg.

Table: Sent_Messages_ICE_POF

Usage: Table is used to exclude potential duplicates and build triggers for further database messages processing.      

Fields

Name

FIX tag

Req’d

Description

ExecID

17 (ExecID)

Y

Key field. Unique execution ID for this Execution Report.

NOTE: The ExecID is only unique per side per market per trading session.

Symbol

55 (Symbol)

Y

Key field. Market ID.

Side

54 (Side)

Y

Key field. Side of order.

Supported value(s):

1 = Buy

2 = Sell

SourceFeed

-

Y

Key field. Always set to ‘ICE POF’.

ExecType150 (ExecType)Y

Key fieldIndicates the reason for the Execution Report.

Supported value(s):

0 = New

1 = Partial Fill

2 = Fill

4 = Canceled

5 = Replace

8 = Rejected

D = Restated

G = Trade Correct (Adapted from FIX 4.3)

H = Trade Cancel (Adapted from FIX 4.3)

TransactTime60 (TransactTime)Y

Key field.

Time the transaction represented by this Execution Report occurred. The precision is controlled by the TimeStampPreference (Tag 9007) on theLogonRequest Message.
Time/date combination represented in UTC (Universal Time Coordinated, also known as “GMT”) in either YYYYMMDD-HH:MM:SS(whole seconds) or YYYYMMDD-HH:MM:SS.sss* format, colons, dash, and period required.

Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss* = fractions of seconds. The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed), it may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, 12 digits to convey picoseconds.

If TransactTime(60) tag isn't specified in the Execution Report, then the current time is inserted

Allocation Report (MsgType = ''J")

Table: ICEPOFAllocation

Usage: Table holds the summary of  allocation message.

Fields

Name

FIX tag

Req’d

Description

AllocID

70 (AllocID)

Y

Key field. Unique identifier for Allocation message.

TransactTime60 (TransactTime)Y

Key field.

Time the transaction represented by this Allocation Report occurred. The precision is controlled by the TimeStampPreference (Tag 9007) on theLogonRequest Message.
Time/date combination represented in UTC (Universal Time Coordinated, also known as “GMT”) in either YYYYMMDD-HH:MM:SS(whole seconds) or YYYYMMDD-HH:MM:SS.sss* format, colons, dash, and period required.

Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss* = fractions of seconds. The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed), it may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, 12 digits to convey picoseconds.

If TransactTime(60) tag isn't specified in the Allocation Report, then the current time is inserted

TransactTimeWasNULL-N

N - the TransactTime field value was specified in the Allocation Report

Y - the TransactTime field value wasn't specified in the Allocation Report (it has been generated by JS)

PossDupFlag43(PossDupFlag)NIndicates possible retransmission of message with this sequence number
PossResend97(PossResend)NIndicates that message may contain information that has been sent under another sequence number.

SendingTime

52 (SendingTime)

Y

Date and time when the report was received.

AllocTransType71 (AllocTransType)Y

Identifies allocation transaction type Supported value(s):

  • 0 = New
  • 1 = Replace
  • 2 = Cancel (Bust)
  • 6 = Reversal (Custom value)
ClearingBusinessDate715 (ClearingBusinessDate)YFormat YYYYMMDD.
AllocReportType794 (AllocReportType)Y

Describes the specific type or purpose of an Allocation Report message Supported value(s):

  • 2 = Preliminary Request to Intermediary
  • 8 = Request to Intermediary
  • 9 = Accept
  • 10 = Reject
  • 12 = Complete
  • 14 = Reverse Pending
AllocStatus87 (AllocStatus)Y

Not native to message. Supported values:

  • “0 = Accepted
  • “3 = Received
  • “5 = Rejected in error (by clearing house)
NoOrders73 (NoOrders)YTotal number of element in the NoOrders group. Always ‘1’
ClOrdID11 (ClOrdID)CRequired if NoOrders (Tag 73) > ‘0’. ClOrdID (Tag 11) from Trading System
NoExecs124 (NoExecs)YTotal number of element in the NoExecs group.
TrdType828 (TrdType)N
Symbol55 (Symbol)Y
SecurityType167 (SecurityType)N
MaturityMonthYear200 (MaturityMonthYear)N
PutOrCall201 (PutOrCall)N
StrikePrice202 (StrikePrice)N
SecurityExchange207 (SecurityExchange)N
Shares53 (Shares)YTotal number of shares allocated to all accounts
AvgPx6 (AvgPx)YCalculated average price of all fills on this order.
TradeDate75 (TradeDate)YIndicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).
TradeInputSource578 (TradeInputSource)Y
Text58 (Text)NOnly visible on the allocation report for a Give Up allocation
LiquidityIndicator9120 (LiquidityIndicator)Y

Supported value(s): 

  • A = Added Liquidity 
  • R = Remove Liquidity
NoAllocs78 (NoAllocs)YTotal number of element in the NoAllocs group. Always ‘1’

Table: ICEPOFAllocationExecs

Usage: Table holds contents of NoExecs repeating groups.

Fields

Name

FIX tag

Req’d

Description

AllocID

70 (AllocID)Y

Key field. Unique identifier for Allocation message.

TransactTime60 (TransactTime)Y

Key field.

Time the transaction represented by this Allocation Report occurred. The precision is controlled by the TimeStampPreference (Tag 9007) on theLogonRequest Message.

Time/date combination represented in UTC (Universal Time Coordinated, also known as “GMT”) in either YYYYMMDD-HH:MM:SS(whole seconds) or YYYYMMDD-HH:MM:SS.sss* format, colons, dash, and period required.

Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss* = fractions of seconds. The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed), it may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, 12 digits to convey picoseconds.

If TransactTime(60) tag isn't specified in the Allocation Report, then the current time is inserted

ExecEntry
YKey field.  Numeric identifier of the NoExecs group entry.
LastShares32 (LastShares)YRequired if NoExecs (Tag 124) > ‘0’. Number of shares in individual execution
ExecID17 (ExecID)N
LastPx31 (LastPx)N
TradeID1003 (TradeID)Y
ClientAppType9413 (ClientAppType)N

Table: ICEPOFAllocationAllocs

Usage: Table holds contents of NoAllocs repeating groups.

Fields

Name

FIX tag

Req’d

Description

AllocID

70 (AllocID)Y

Key field. Unique identifier for Allocation message.

TransactTime60 (TransactTime)Y

Key field.

Time the transaction represented by this Allocation Report occurred. The precision is controlled by the TimeStampPreference (Tag 9007) on theLogonRequest Message.

Time/date combination represented in UTC (Universal Time Coordinated, also known as “GMT”) in either YYYYMMDD-HH:MM:SS(whole seconds) or YYYYMMDD-HH:MM:SS.sss* format, colons, dash, and period required.

Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss* = fractions of seconds. The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed), it may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, 12 digits to convey picoseconds.

If TransactTime(60) tag isn't specified in the Allocation Report, then the current time is inserted

AllocEntry
YKey field.  Numeric identifier of the AllocExecs group entry.
AllocShares80 (AllocShares)YRequired if NoAllocs (Tag 78) > ‘0’. Must be first field in repeating group. Number of shares to be allocated to specific sub-account.
AllocAccount79 (AllocAccount)N
AllocPrice366 (AllocPrice)N
SecondaryIndividualAllocID989 (SecondaryIndividualAllocID)N
IndividualAllocType992 (IndividualAllocType)Y

 Identifies whether the current allocation report is for Give Up or the Take Up. Supported value(s):

  • 2 = Give Up Allocation 
  • 3 = Take Up Allocation
AllocCustomerCapacity993 (AllocCustomerCapacity)N
AllocPositionEffect1047 (AllocPositionEffect)N
AllocText161 (AllocText)NReserved for future use. Only visible in the allocation report for the Give Ups. 
SettlementAccountCode9194 (SettlementAccountCode)N

Account code used for settlement on the Clearing side.

EU Valid values:

  • 1 = Customer (Margining Account of S)
  • 2 = House (Margining Account of H)
  • 3 = Client Segregated – F  
  • 4 = FCM Customer Seg Futures
  • 5 = FCM Customer Seg Swaps
  • 6 = Client Segregated – T
  • 7 = Individual Client Segregated (ISOC) – I
  • 8 = Individual Client Segregated (ISOC) – J
  • 10 = Client Segregated – O
  • 11 = Client Segregated – P
  • 12 = Client Segregated – X
  • 13 = Client Segregated – Y
  • 15 = Client Segregated – E
  • 16 = Client Segregated – K
  • 17 = Client Segregated – R
  • 18 = Individual Client Segregated Gross (ISOC) – A
  • 19 = Individual Client Segregated Gross (ISOC) – B

SG Valid values:

  • 1 = Customer (Margining Account of S)
  • 2 = House (Margining Account of H)
  • 6 = Client Segregated – T

US & CA Valid Values:

  • 1 = Customer (Margining Account of C)
  • 2 = House (Margining Account of H)

NL Valid values:

  • 1 = Customer (Margining Account of S)
  • 2 = House (Margining Account of H)
  • 3 = Client Segregated – F
  • 7 = Individual Client Segregated (ISOC) – I
  • 12 = Client Segregated – X
  • 18 = Individual Client Segregated Gross (ISOC) – A
AllocAcceptanceTime9060 (AllocAcceptanceTime)YAllocation acceptance time.
NoAllocInfo9140 (NoAllocInfo)YTotal number of element in the NoAllocInfo group. Always ‘2’

Table: ICEPOFAllocationAllocsInfo

Usage: Table holds contents of NoAllocInfo repeating groups.

Fields

Name

FIX tag

Req’d

Description

AllocID

70 (AllocID)Y

Key field. Unique identifier for Allocation message.

TransactTime60 (TransactTime)Y

Key field.

Time the transaction represented by this Allocation Report occurred. The precision is controlled by the TimeStampPreference (Tag 9007) on theLogonRequest Message.

Time/date combination represented in UTC (Universal Time Coordinated, also known as “GMT”) in either YYYYMMDD-HH:MM:SS(whole seconds) or YYYYMMDD-HH:MM:SS.sss* format, colons, dash, and period required.

Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss* = fractions of seconds. The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed), it may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, 12 digits to convey picoseconds.

If TransactTime(60) tag isn't specified in the Allocation Report, then the current time is inserted

AllocEntry
YKey field.  Numeric identifier of the AllocExecs group entry.
AllocInfoEntry
YKey field.  Numeric identifier of the NoAllocInfo group entry.
AllocSideInfo9141 (AllocSideInfo)Y

Supported value(s):

  • 1 = Give Up
  • 2 = Take Up
ClientID109 (ClientID)YICE Company ID
BrokerCompID9065 (BrokerCompID)NICE Broker Company ID for the Give Up.
OriginatorUserID9139 (OriginatorUserID)NTraderID for Allocation
AccountCode9195 (AccountCode)N
TMMnemonic9103 (TMMnemonic)YTrading member mnemonic.
RIMnemonic9603 (RIMnemonic)NExists only when AllocSideInfo (Tag 9141) = ‘1’. Trader mnemonic for Give Up.
CMMnemonic9604 (CMMnemonic)NClearer mnemonic.
ClrHouseCode9609 (ClrHouseCode)NClearing house code.
CustomerAccountRefID9207 (CustomerAccountRefID)NContains customer account reference ID.

Table: Sent_Allocation_ICE_POF

Usage: Table is used to exclude potential duplicates and build triggers for further database messages processing.    

Fields

Name

FIX tag

Req’d

Description

AllocID

70 (AllocID)

Y

Key field. Unique identifier for Allocation message.

TransactTime

60 (TransactTime)

Y

Key field.

Time the transaction represented by this Allocation Report occurred. The precision is controlled by the TimeStampPreference (Tag 9007) on theLogonRequest Message.
Time/date combination represented in UTC (Universal Time Coordinated, also known as “GMT”) in either YYYYMMDD-HH:MM:SS(whole seconds) or YYYYMMDD-HH:MM:SS.sss* format, colons, dash, and period required.

Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss* = fractions of seconds. The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed), it may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, 12 digits to convey picoseconds.

If TransactTime(60) tag isn't specified in the Allocation Report, then the current time is inserted

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