Hi Team,
We have a requirement to send allocation event timestamp on bond trades in FIXML.
This is for capturing and monitoring the timestamp of when the trade was allocated during the allocation event (performed on bond trade booked against the block counterparty, after allocation nominal on block counterparty is split between multiple child trades.)
Please suggest the what field in Allocation Report can be used for this purpose.
Regards,
Rahul
Hi Rahul,
EP291 added a new component AllocTrdRegTimestamps to AllocGrp, which makes it available in the allocation messages. AllocTrdRegTimestampType(3010) has values 20/21/22 for “Allocations submitted/updated/confirmed”. EP291 added a new timestamp type 35=Affirmed. Please check whether that covers what you need.
Regards,
Hanno (for GTCPM).
Hi Hanno,
Many thanks for the suggestion. We will upgrade to the latest extension pack and check this.
Regards,
Rahul