Example of FIXML for Fixed Income - Bonds

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Imported from previous forum

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I would like to know if anyone has a sample message (FIXML) for any post-trade bonds. Also, if possible give me a understanding of what all the tags are meant in the message.

I have been trying to access the side but I was not able to get a clear understanding of all the values of the attributes. For e.g. if I have a corporate bond allocation instruction

What do the attributes Typ=“2” which means that its a “Limit” exactly mean?

Any kind of help would be beneficial.

Thank you.

Regards,
Ronak

3

[ original email was from Dean Kauffman - dean.kauffman@tradeweb.com ]
Ronak,
The fragment you included looks like it’s formatted in the compressed version of FIXML proposed to the CME in March 2004 and called “TO-FIXML” on the W3C website. True 4.4 FIXML for an Allocation would look something like this:

<?xml version="1.0" encoding="UTF-8"?> SENDER RECEIVER 2005-12-23T12:00:00 12345678 12345677 345397NK5 F 6.125 01/09/06 1000000 2005-12-21 99.375 ACCOUNT1 400000 ACCOUNT2 600000

To answer your specific questions - “Typ” in your sample applies to AllocTyp and its value of “2” means the instruciton is being submitted by the buyside firm “preliminary”, i.e. without calculations - the normal case in Fixed Income. “TransTyp” means AllocTransType and a value of “1” means it’s a correction to a previous instruction - usually identified in as above.

Hope this helps,
Dean Kauffman
Tradeweb LLC

I would like to know if anyone has a sample message (FIXML) for any post-
trade bonds. Also, if possible give me a understanding of what all the
tags are meant in the message.

I have been trying to access the side but I was not able to get a clear
understanding of all the values of the attributes. For e.g. if I have a
corporate bond allocation instruction

What do the attributes Typ=“2” which means that its a “Limit”
exactly mean?

Any kind of help would be beneficial.

Thank you.

Regards, Ronak

4

Hi Ronak,

The FIXprotocol.org Web server is identifing FIXML tags as HTML tags and as these are not valid HTML, hence only the values of the Tags are displayed with blanks for the tags itself.

To see the FIXML - click “Reply to this message” button on Dean’s message ( not this message ) and copy paste the text into notepad and remove all the text before and after the allocation FIXML message and indent the FIXL correctly.

Regards,
K. Mahesh

Ronak,
The fragment you included looks like it’s formatted in the compressed version of FIXML proposed to the CME in March 2004 and called “TO-FIXML” on the W3C website. True 4.4 FIXML for an Allocation would look something like this:

<?xml version="1.0" encoding="UTF-8"?> <FIXML DTDVersion="4.4"

FIXVersion=“4.4”>
SENDER RECEIVER
2005-12-23T12:00:00
12345678
12345677
345397NK5 F 6.125 01/09/06
1000000 2005-12-21 99.375
ACCOUNT1 400000
ACCOUNT2
600000

To answer your specific questions - “Typ” in your sample applies to
AllocTyp and its value of “2” means the instruciton is being submitted
by the buyside firm “preliminary”, i.e. without calculations - the
normal case in Fixed Income. “TransTyp” means AllocTransType and a value
of “1” means it’s a correction to a previous instruction - usually
identified in as above.

Hope this helps, Dean Kauffman Tradeweb LLC

I would like to know if anyone has a sample message (FIXML) for any
post- trade bonds. Also, if possible give me a understanding of what
all the tags are meant in the message.

I have been trying to access the side but I was not able to get a
clear understanding of all the values of the attributes. For e.g. if I
have a corporate bond allocation instruction

What do the attributes Typ=“2” which means that its a “Limit”
exactly mean?

Any kind of help would be beneficial.

Thank you.

Regards, Ronak