FIXML Average Price Specification v1 5 1

ICE Clear
FIXML Average Price Specification

Revision 1.5.1
July 2015
This material may not be reproduced or redistributed in whole or in part without the express,
prior written consent of Intercontinental Exchange, Inc.
Copyright Intercontinental Exchange, Inc. 2015. All Rights Reserved.
www.theice.com
Revision History
Version
1.0
1.1
Issue Date
10 Feb 2011
10 May 2011
Changes
Baseline specification
Changed specification to reflect that Position Account is now
part of the Average price group key.
1.2
3 June 2011
Changed specification to reflect that Account Identifier is

now part of the average price group key.
1.2.1
14 July 2011
Minor formatting updates.
1.3
10 April 2012
Combined EU and US specification.
1.3.1
September 2012
1.4
1 August 2012
1.4.1
September 2012
1.4.2
November 2012
Added additional period code @MMY format in support of

combos in the underlying instrument block - YYYYMMXX
Added IFED product/party exchange for EU Only
Made @CustCpcty(CTI) applicable for IFED exchange
Added 1 as a valid value for @CustCpcty(CTI) for IFED

exchange
Added IFCA product/party exchange for CA Only
Added ICCA clearinghouse for CA Only
Added Canada Examples
1.4.3
March 2013
Added NDEX product/party exchange for EU Only

Made Party Role 12, 44, 55 applicable to US Only
1.4.4
September 2013
Added T as a new enumeration for @Party Role 38, @ID

(Position Account)
Added 6 as a new enumeration for AllocInstrctn/Pty/Sub
@ID (Settlement Account)
1.4.5
December 2013
Added IFLL, IFLO, IFLX, IFEN, and IFUT for EU

Only to the following tags:
@Instrmt/Exch (Product Exchange)
@Pty R=22 (Exchange)
Removed IOTC for EU Only to the following tags:
Added new security type (@Instrmt/SecTyp) OPT

Added M as a new enumeration for @Party Role 38, @ID
(Position Account) for EU Only
Added Closeout Indicator tag (@RptSide/PosEfct) for close
ICE Clear FIXML Average Price Specification v1.5.1 July 2015
Page 2 of 85
www.theice.com
out instructions on trades

1.4.6
1.4.7
February 2014
March 2014
Removed M as an enumeration for @Party Role 38,

@ID (Position Account) for EU Only
Added G and L as enumerations for @Party Role 38,

@ID (Position Account) for EU Only. This is not new, just
updating document to accurately reflect systems.
Added I, J and M as a new enumerations for @Party

Role 38, @ID (Position Account) for EU Only
Added 7 and 8 as a new enumerations for
AllocInstrctn/Pty/Sub @ID (Settlement Account)
1.4.8
May 2014
Updated the description for IFLO, and IFLX for EU

Only to the following tags:
@Undly/Exch (Product Exchange)
Added CS, CASH, and IDX as new enumerations for

the @SecTyp tag in the UndInstrmtGrp block
Removed OOF as an enumeration for the @SecTyp

tag in the UndInstrmtGrp block
Updated the description for I and J Position Account

(@Party Role 38, @ID) for EU Only
Updated the description for 7 and 8 Settlement

Account (AllocInstrctn/Pty/Sub @ID)
1.4.9
May 2014
Added OOC as a new enumeration for the @SecTyp

tag in the Instrument block
1.4.10
August 2014
Added ICSG to the following tag:
1.4.11
October 2014
@Pty R=21 (Clearing house)
Added IFSG to the following tags for ICSG only:
@Undly/Exch (Product Exchange)
Added the following tag for all clearinghouses:
Added @Pty R=83 (Clearing Account) to indicate the

customer clearing account on the transaction for
outbound message only.
@Pty R=83 (Clearing Account) will not be

available for ICE Clear Singapore (ICSG)
Made @Pty R=24 (Customer Account) required for Position
Page 3 of 85
www.theice.com
Accounts I or J
Updated eligible Position Accounts (@Party Role 38, @ID)
for ICSG
1.4.12
January 2015
1.5.0
April 2015
Updated eligible Settlement Accounts (RptSide/Pty/Sub

@ID) for ICSG
Updated Customer Position Account (@Party Role 38,

@ID) enumeration from C to S for ICSG
Added the following tag for all clearinghouses:
1.5.1
July 2015
Added @AsOfInd to indicate that the transaction has a

trade date prior to the current business date
Documented CMB as a valid value for @Undly/SecTyp
and added sample message (AllocInstrctnAlert Message
Confirming Group Creation for Option on Combo)
Page 4 of 85
www.theice.com
Table of Contents
1.
Introduction ......................................................................................................................................... 8
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
1.10
1.11
2.
Relevant Message Formats .............................................................................................................. 12

2.1
2.2
3.
Create, add a trade and modify a working group ............................................................................... 25

Create, add a trade and then remove a trade .................................................................................... 27
Create, add a trade and submit/complete a working group ................................................................ 28
Create, add a trade, override price and submit/complete a working group ........................................ 29
Create, add a trade, submit/complete a working group and re-open a group .................................... 30
Flow Descriptions and Examples for ICEU & ICSG ....................................................................... 31

4.1
4.2
4.3
4.3.1
4.3.2
4.4
4.4.1
4.4.2
4.5
4.5.1
4.5.2
4.6
4.6.1
4.6.2
4.7
4.7.1
4.7.2
5.
Allocation Instruction Message ........................................................................................................... 12

Allocation Instruction Alert Message .................................................................................................. 18
Flow Diagrams................................................................................................................................... 25
3.1
3.2
3.3
3.4
3.5
4.
Message Differences between version 1.4.3 and 1.4.4........................................................................ 9

Message Differences between version 1.4.7 and 1.4.8...................................................................... 10
Message Differences between version 1.4.9 and 1.4.10.................................................................... 10
Message Differences between version 1.4.10 and 1.4.11.................................................................. 11
Message Differences between version 1.4.11 and 1.4.12.................................................................. 11
Message Differences between version 1.4.12 and 1.5.0.................................................................... 11
Trade Capture Report to Mark Trade for Average Pricing with Group ID - sent by Firm.................... 31
Trade Capture Report Confirming Trade Marked for Average Pricing - sent by ICE ......................... 32
Message Flow for Adding Trades to an Average Price Group ........................................................... 33
AllocInstrctnAlert Message Confirming Group Creation sent by ICE
AllocInstrctnAlert Sent Message Confirming Group Update sent by ICE
33
34
Message Flow Modifying an Average Price Group ............................................................................ 36

AllocInstrctn Replace Message to Modify Group sent by Firm
AllocInstrctnAlert Replace Message Confirming Group Update sent by ICE.
36
37
Message Flow to Submit an Average Price Group ............................................................................. 38

AllocInstrctn Message to Submit Group - sent by Firm
AllocInstrctnAlert Message Confirming Group Submission - sent by ICE
38
39
Message Flow to Submit an Average Price Group with Price Override ............................................. 40
AllocInstrctn Message to Submit Group with Price Override - sent by Firm
AllocInstrctnAlert Message Confirming Group Submission with Price Override - sent by ICE
40
41
Message Flow to Re-Open an Average Price Group ......................................................................... 42

AllocInstrctn Message to Re-Open a Group - sent by Firm
AllocInstrctnAlert Message Confirming Re-Open of the Group - sent by ICE
42
43
Flow Descriptions and Examples for ICUS .................................................................................... 44

5.1
Page 5 of 85
www.theice.com
5.2
5.3
5.3.1
5.3.2
5.3.3
5.4
5.4.1
5.4.2
5.5
5.5.1
5.5.2
5.6
5.6.1
5.6.2
5.7
5.7.1
5.7.2
6.

AllocInstrctnAlert Message Confirming Group Creation for Option on Combo sent by ICE
46
47
48

AllocInstrctnAlert Replace Message Confirming Group Update sent by ICE
50
51

52
53
54
55

56
57
Flow Descriptions and Examples for ICCA .................................................................................... 59

6.1
6.2
6.3
6.3.1
6.3.2
6.4
6.4.1
6.4.2
6.5
6.5.1
6.5.2
6.6
6.6.1
6.6.2
6.7
6.7.1
6.7.2
7.
61
62

64
65

66
67
68
69

70
71
Flow Descriptions and Examples for ICSG .................................................................................... 73

7.1
7.2
7.3
7.3.1
7.3.2
7.4
7.4.1
7.4.2
7.5
7.5.1
7.5.2
7.6
75
76

78
79
Message Flow to Submit an Average Price Group............................................................................. 80

80
81
Page 6 of 85
www.theice.com
7.6.1
7.6.2
7.7
7.7.1
7.7.2

82
83

84
85
Page 7 of 85
www.theice.com
1. Introduction
ICE Clear Front End consists of PTMS which is the source of managing executed trades and
transfer transactions. The functions that can be performed are modify, split, assign average
price group codes, manage average price working groups and specify a trade or split
component for give-up with or without destination information (i.e. take-up firm information).
Once a trade is marked for give-up within PTMS or a series of trades are averaged, they are
submitted to the give-up system (ACT) which allows the user to manage the assignment or giveup of these transactions. Whether averaged or same price groups, the messaging and
processes to allocate, claim, sub-claim, etc within ACT are identical.
Trades that are marked for give-up will automatically be grouped with other trades for the same
original order ID, product, expiry, account reference, date, side and price. This happens
automatically in ACT. So if a 100 lot order is placed on the trading engine and is filled in 5
trades at the same price (and the order or individual trades have been marked for give-up),
PTMS captures each of the trades, clears them and submits to ACT. The ACT system will
group the fills back into a 100 lot group that can then be allocated in the ratios desired by the
customer.
Unlike the automatic grouping of same price give-ups, the PTMS system provides the capability
for a user to create groups from various trades of different prices. The average price function
allows the user to group trades at different prices for the same product, expiry, position account,
date and side across orders. The user instructs the grouping by assigning an average price
group ID to a trade using the Trade Capture Report message. This message is defined in the
Trade Capture Report specification, but examples of the message to assign an average price
group ID are contained in this document as well. This ID can be up to 6 alpha numeric
characters in length. The same group ID can be assigned to different combinations of expiry,
product, position account and sides, but will produce a group for every combination. Generally,
members may do this as a way of identifying a customer to every set of groups they create for
the customer.
Please note that the user will not be allowed to add or remove a trade or change position
account or AP Group ID on an underlying trade that is included in a group that has been
completed and submitted to the give-up system. Trade adds, deletes or changes will be
allowed to these attributes for underlying trades that are included in an un-submitted (in
progress) group. If a change is made to one of these fields on the trade, it will cause the trade
to be removed from one group and placed in (or create) another group where all the key
attributes match the newly changed values.
If there is a need to change a trade or remove or add a trade to a submitted group, one must
reverse all claimed give-ups for the group in question and delete all unclaimed allocations for
the group before re-opening the group within the averaging system. Once a group is re-opened,
the user may change underlying trades or remove and/or add trades to the group for reaveraging.
This document describes the messaging required to manage average price working groups.
This includes updating mutable fields on the group such as customer account, CTI or user
Page 8 of 85
www.theice.com
memo, overriding the calculated average price, completion and submission of an average price
group and re-opening the group if needed once submitted to the give-up system.
Once an average price group is submitted to the give-up system, the messaging is unchanged
for managing give-ups and claims.
1.1
Message Differences between version 1.4.3 and 1.4.4

1) New enumerations:
a. @Party Role 38, @ID=T Segregated - T
b. AllocInstrctn/Pty/Sub @ID=6 Client Segregated - T
1.2

a. @Instrmt/SecTyp Security Type
b. @Party Role 38, @ID=M Market Maker Position Account
2) Added and removed enumerations from the following tags:
a. @Party Role 22 Exchange
b. @Instrmt/Exch Product Exchange
c. @Undly/Exch Product Exchange
3) New Tags
a. @PosEfct Position Effect
1.3

1) New enumerations(these are not new, just updating document to accurately reflect
systems):
a. @Party Role 38, @ID=G Gas Associate Position Account
b. @Party Role 38, @ID=L Local Position Account
2) Added and removed enumerations from the following tags:
a. @Party Role 38, @ID=M Market Maker Position Account
1.4
Page 9 of 85
www.theice.com
a. @Party Role 38, @ID=I Individual Client Segregated (ISOC) I
b. @Party Role 38, @ID=J Individual Client Segregated (ISOC) - J
c. @Party Role 38, @ID=M Market Maker Position Account
d. AllocInstrctn/Pty/Sub @ID=7 Individual Client Segregated (ISOC) - I
e. AllocInstrctn/Pty/Sub @ID=8 Individual Client Segregated (ISOC) J
1.5

a. @ Undly/SecTyp Security Type CS, CASH, IDX
2) Removed enumerations:
a. @ Undly/SecTyp Security Type OOF
3) Updated Descriptions:
a. Updated IFLO to ICE Futures Europe Equities Derivatives Division - for LIFFE
O Exchange for the following tags:
i. @Instrmt/Exch
ii. @Undly/Exch
iii. @Pty R=22
b. Updated IFLX to ICE Futures Europe Agricultural Division
Exchange
- for LIFFE X
i. @Instrmt/Exch
ii. @Undly/Exch
iii. @Pty R=22
c. Updated description for position accounts (@Party Role 38, @ID) I and J to
the following: Forward looking position accounts. These position accounts will be
available during ISOC testing which will be communicated in due course.
d. Updated description for settlement accounts (AllocInstrctn/Pty/Sub @ID) 7 and
8 to the following: Forward looking settlement accounts. These settlement
accounts will be available during ISOC testing which will be communicated in due
course.
1.6

a. @ Instrmt/SecTyp Security Type OOC
1.7

a. @Instrmt/Exch Product Exchange IFSG
b. @Undly/Exch Product Exchange IFSG
Page 10 of 85
www.theice.com
c. @Pty R=22 Exchange IFSG

d. @Pty R=21 Clearing house ICSG
1.8

1) Updated enumerations for ICSG:
a.
b.
c.
d.
e.
f.
g.
h.
@Pty R=38 @ID=H House

@Pty R=38 @ID=C Customer
@Pty R=38 @ID=U Unassigned
@Pty R=38 @ID=D Defaulted
@Pty R=38 @ID=T Segregated
RptSide/Pty/Sub @ID=1 customer (Margining Account of S)
RptSide/Pty/Sub @ID=2 house (Margining Account of H)
RptSide/Pty/Sub @ID=6 Client Segregated T
1) New Tags
a. @Party Role 83 - to indicate the customer clearing account on the transactions
for outbound messages only*
2) Other
a. @Party Role 24 is required Position Accounts I or J
* Not available for ICE Clear Singapore
1.9

1) Updated enumerations for ICSG:
a. Updated Customer Position Account @Pty R=38 @ID enumeration from C to
S
1.10 Message Differences between version 1.4.12 and 1.5.0

1) New Tag
a. @AsOfInd - to indicate the transaction has a trade date prior to the current
business date.
1.11 Message Differences between version 1.5.0 and 1.5.1

1) Updated enumerations:
a. @ Undly/SecTyp Security Type CMB
Page 11 of 85
www.theice.com
2. Relevant Message Formats

The following message formats for managing, updating and submitting average price groups are
in the allocation specification but are replicated here for easy reference.
2.1
Allocation Instruction Message
The Allocation Instruction message will be used by the firm to send instructions to modify,
submit and reopen average price groups. Once a group is complete (Typ=13), the group
cannot be modified. If a complete group must be modified, it must first be re-opened (Typ=15)
and placed back in a working status.
This table has been revised from the table contained in the Allocation specification to
include only the attributes applicable for managing average price groups.
FIXML Tag Names
Required?
US/CA
EU/SG
FIXML Field Name

Comments
AllocInstrctn
@BizDt
Yes
Yes
ClearingBusinessDate
@ID
Yes
Yes
Clearing business date

AllocID
This is the message sequence number supplied by
the firm.
AllocTransType
@TransTyp
Yes
Yes
@CxlRplcRsn
No
No
@Typ
Yes
Yes
1 Replace
2 Indicates that the actual average price has been
overridden by the firm.
AllocType
No
1 Group is complete and ready for submission

12 Group is incomplete and in a working status
15 Group is re-opened and in a working status
Text
@Txt
No
@AvgPxGrpID
No
No
A 20 character free form user text that can be

attached to the group when submitting the completed
group to the give-up system.
AveragePriceGroupID
@GrpID
Yes
Yes
Average Price Group ID supplied by the firm.

GroupID
@Qty
Yes
Yes
ICE assigned unique Group ID.

Quantity
Yes
Represents the current quantity of the average price

group. Quantity cannot be changed via this
instruction
Side
@Side
Yes
The side of the average price group.

1 Buy
2 Sell
Page 12 of 85
www.theice.com
FIXML Tag Names
Required?
US/CA
EU/SG
Yes
Yes
FIXML Field Name

Comments
TrdType
@SesSub
No
No
0 = Regular Trade will always be 0 for average

price groups
TradingSessionSubID
@AvgPx
Yes
Yes
X Ex-Pit Off-exchange
AvgPx
@TrdTyp
@AvgPxInd
No
No
The actual calculated average price or the overridden

price. This is the price at which the offsets and
onsets will be cleared.
AvgPxIndicator
@CustCpcty
No
No
2 average price indicator

CustOrderCapacity
@TrdDt
Yes
Yes
Customer Type Indicator (CTI)

US & CA Values: 1, 2, 4
EU Values: 1, 2, 4 for IFED(N/A for all other
Exchanges)
If not supplied at time of submission, will be defaulted
to CTI of first trade in the group.
SG Values: N/A
TradeDate
@RndPx
No
No
The trade date of the group.

RndPx
No
Rounded price. If the price is overridden, this tag will

not be present.
TransactTime
No
Transaction date and time in UTC format generated

by ICE.
(ex. 2009-09-20T10:32:45-04:00)
Position Effect
@TxnTm
@PosEfct
No
No
Open/Close Indicator. ICE considers all AP Groups

as Open positions.
AllocInstrctn/Hdr
@SID
@TID
@Snt
Yes
Yes
Yes
Yes
O - Indicates the resulting position after the trade

should be an opening position.
StandardHeader
SenderCompID
Yes
Identifies the message sender. For Allocation

Instructions will be the firm sending the message.
TargetCompID
Yes
Identifies the party to whom the message is sent. For

Allocation Instruction messages is always ICE.
SendingTime
Date and time the message is sent in UTC format.
(ex. 2009-09-20T10:32:45-04:00)
Page 13 of 85
www.theice.com
FIXML Tag Names

AllocInstrctn/Instrmt
@Exch
Required?
US/CA
EU/SG
No
No
FIXML Field Name

Comments
Instrmt
SecurityExchange
US value:
IFUS ICE Futures US
CA value:
IFCA ICE Futures CA
EU Values:
IFEU ICE Futures EU
IFED ICE Futures Energy Division
NDEX - ICE Endex
IFEN ICE Futures Europe Oil and Refined
Products Division
IFUT ICE Futures Europe European Utilities
Division
IFLL ICE Futures Europe Financials Division - for
LIFFE L Exchange
IFLO ICE Futures Europe Equities Derivatives Division for LIFFE O Exchange
IFLX - ICE Futures Europe Agricultural Division - for
LIFFE X Exchange
@SecTyp
Yes
Yes
SG value:
IFSG ICE Futures SG
SecurityType
@ID
Yes
Yes
FUT for futures

OOF for option on futures
OPT for option on non-futures
OOC for options on combo
SecurityID
@MMY
Yes
Yes
Commodity symbol
MaturityMonthYear
Contract month for instrument. Can also be a
maturity date for date-specific instruments such as
flex options.
@PutCall
@StrkPx
AllocInstrctn/Pty
@R=22 ID
NA Futures
Yes Options
NA Futures
Yes Options
NA Futures
Yes Options
NA Futures
Yes Options
No
No
Formats YYYYMM, YYYYMMDD

PutOrCall
0 = Put
1 = Call
StrikePrice
Parties
PartyID
PartyRole
@R = 22 Exchange or Market
@ID = XXXX
US value:
IFUS ICE Futures US
CA value:
Page 14 of 85
www.theice.com
FIXML Tag Names
Required?
US/CA
EU/SG
FIXML Field Name

Comments
IFCA ICE Futures CA
EU Values:
IFEU ICE Futures EU
NDEX - ICE Endex
Products Division
Division
LIFFE L Exchange
LIFFE X Exchange
@R=21 ID
Yes
Yes
SG value:
IFSG ICE Futures SG
PartyID
PartyRole
@R = 21 Clearing house
@ID = XXXX
@R=1 ID
@R=4 ID
@R=12 ID
Yes
No
US - No
CA - NA
Yes
No
NA
EU Value: ICEU
US Value: ICUS
CA Value: ICCA
SG Value: ICSG
PartyID
PartyRole
@R = 1 Originating Trading Member Mnemonic
@ID = Trading Member Mnemonic
For US & CA will be set to the Sub-Firm Mnemonic or
Clearing Member Mnemonic
PartyID
PartyRole
@R = 4 Originating Clearer Mnemonic
@ID = Clearing Member Mnemonic
PartyID
PartyRole
@R = 12 Trader Mnemonic
@ID = Trader Mnemonic
@R=24 ID
No
No*
PartyID
PartyRole
@R = 24 Customer Account
@ID = Customer Account
@R=44 ID
US - No
CA - NA
NA
*Note: Required for Position Accounts I & J.

PartyID
PartyRole
@R = 44 Operator ID
Page 15 of 85
www.theice.com
FIXML Tag Names
@R=55 ID
@R=38 ID
Required?
US/CA
EU/SG
US - No
CA - NA
Yes
NA
Yes
FIXML Field Name

Comments
@ID = Operator ID
PartyID
PartyRole
@R = 55 Session ID
@ID = Session ID
PartyID
PartyRole
@R = 38 Position Account
@ID = Position Account
EU Valid values:
H House
N Non Segregated
D Defaulted
S Segregated,
U Unassigned
F - FCM customer Seg Foreign Futures and Options
W - FCM Customer Seg Futures
Z - FCM Customer Seg Swaps
T Segregated - T
G Gas Associate
L Local
M Market Maker
I Individual Client Segregated (ISOC) I
J Individual Client Segregated (ISOC) J
SG Valid values:
S Customer
H House
D Defaulted
U Unassigned
T Segregated - T
/Pty/Sub
@ID
No
No
US & CA Valid Values:

C Customer
H House
Sub
Settlement Account
EU Valid values:
1 customer (Margining Account of S)
2 house (Margining Account of H)
3 - FCM customer Seg Foreign Futures and Options
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
SG Valid values:
Page 16 of 85
www.theice.com
FIXML Tag Names
@Typ
AllocInstrctn/Amt
Required?
US/CA
EU/SG
No
No
FIXML Field Name

Comments
1 customer (Margining Account of C)
26 Account type
Amt
@Typ
No
No
This block will be absent if the price is overridden

by the firm.
PosAmtType
@Amt
No
No
Residual amount CRES

PosAmt
No
Amount of cash residual expressed as per contract

amount
PositionCurrency
@Ccy
No
Currency symbol
Page 17 of 85
www.theice.com
2.2
Allocation Instruction Alert Message
The Allocation Instruction Alerts messages will be sent to the member by ICE after average
price group creation. The group creation message will contain a unique group ID (@GrpID) that
can be used to reference the group for further updates via the API. ICE will confirm all average
price group updates whether initiated on the GUI or via the API.
Note: The system will set the groups customer account to the customer account of the first trade
placed in the group. Adding or removing trades from the average price group will NOT alter the
customer account on the group. Modifying the customer account on the underlying trades the group will
NOT alter the customer account on the group. If the customer account reference on an average price
group must be modified, then this can be done on PTMS GUI or via the API utilizing an AllocInstrctn
specifying a new customer account.
FIXML Tag Names
Required?
US/CA
EU/SG
@BizDt
Yes
Yes
FIXML Field Name

Comments
Used by the clearing system to inform the give up
member of changes to or creation of the average
price group.
ClearingBusinessDate
@ID
Yes
Yes
Clearing business date

AllocID
No
This is a unique message sequence number

generated by ICE. This ID is unique by trading
member, exchange and business date.
AsOfIndicator
AllocInstrctnAlert
@AsOfInd
No
Indicates that the transaction has a trade date prior to

the current business date
@TransTyp
Yes
Yes
1 As of transaction
AllocTransType
@CxlRplcRsn
No
No
@Typ
Yes
Yes
0 New Group creation

1 Replace For all subsequent group updates
2 Indicates that the actual average price has been
overridden by the firm.
AllocType
Yes
12 Group is incomplete and in a working status

13 Group is complete
15 Group is re-opened and in a working status
AllocStatus
No
0 Accepted
5 Rejected in error (by clearing house)
RejectText
No
A text error message will be included if Stat=5

(rejected in error).
Text
@Stat
@RejTxt
@Txt
Yes
No
No
A 20 character free form user text that can be

attached to the group when submitting the completed
Page 18 of 85
www.theice.com
FIXML Tag Names
@TrdrTxt
Required?
US/CA
EU/SG
No
No
FIXML Field Name

Comments
group to the give-up system.
Trader Text
@AvgPxGrpID
Yes
Yes
Will contain the 20 character trader text from the

underlying trades of the group if the text is the same
for all underlying trades.
AveragePriceGroupID
@GrpID
Yes
Yes
Average Price Group ID supplied by the firm.

GroupID
@Qty
Yes
Yes
ICE assigned unique Group ID.

Quantity
Yes
The quantity that was added or removed from the

group. A negative quantity represents a removal of a
trade.
GroupQuantity
Yes
This is the current total group quantity including the

effects of the update that caused this alert to be
generated. For the initial creation of a group, the Qty,
GrpQty and RemQty will be equal.
RemainingQuantity
Yes
This is the quantity that is remaining to be allocated,

including the effects of the update that caused this
alert to be generated. For the initial creation of a
group, the Qty, GrpQty and RemQty will be equal.
While the group is in a working state, the RemQty will
always be equal to the GrpQty.
Side
@GrpQty
@RemQty
@Side
Yes
Yes
Yes
@TrdTyp
Yes
Yes
The side of the average price group.

1 Buy
2 Sell
TrdType
@SesSub
Yes
Yes
0 = Regular Trade
TradingSessionSubID
@AvgPx
Yes
Yes
X Ex-Pit Off-exchange
AvgPx
@AvgPxInd
Yes
Yes
The actual average price or the overridden price.

This is the price at which the offsets and onsets will
be cleared.
AvgPxIndicator
@CustCpcty
No
No
2 average price indicator

CustOrderCapacity
US & CA Values: 1, 2, 4
EU Values: 1, 2, 4 for IFED(N/A for all other
Exchanges)
Will echo input
Page 19 of 85
www.theice.com
FIXML Tag Names
@TrdDt
Yes
Yes
FIXML Field Name

Comments
SG Values: N/A
TradeDate
@RndPx
No
No
The trade date of the group.

RndPx
Yes
Rounded price. If the price is overridden, this tag will

not be present.
TransactTime
@TxnTm
Required?
US/CA
EU/SG
Yes
@InptSrc
Yes
Yes
Transaction date and time in UTC format generated

by ICE.
(ex. 2009-09-20T10:32:45-04:00)
TradeInputSource
@PosEfct
Yes
Yes
Source of the original add.

Position Effect
Open/Close Indicator. ICE considers all AP Groups
as Open positions.
AllocInstrctnAlert/Hdr
@SID
@TID
@Snt
AllocInstrctnAlert/AllExc
@TrdID
@LastQty
AllocInstrctnAlert/Instrmt
@Exch
Yes
Yes
Yes
No
No
Yes
Yes
O - Indicates the resulting position after the trade

should be an opening position.
StandardHeader
SenderCompID
Yes
Identifies the message sender. For Allocation

Instruction Alerts will always be ICE.
TargetCompID
Yes
Identifies the party to whom the message is sent. For

Allocation Instruction Alerts will be to a target firm.
SendingTime
No
Date and time the message is sent in UTC format.

(ex. 2009-09-20T10:32:45-04:00)
AllExc
TradeID
No
Trade ID of the trade added to or removed from the

group.
LastQty
Yes
Quantity of the trade that caused this group update or

creation.
Instrmt
SecurityExchange
US value:
IFUS ICE Futures US
CA value:
IFCA ICE Futures CA
EU Values:
IFEU ICE Futures EU
Page 20 of 85
www.theice.com
FIXML Tag Names
Required?
US/CA
EU/SG
FIXML Field Name

Comments
NDEX - ICE Endex
Products Division
Division
LIFFE L Exchange
LIFFE X Exchange
@SecTyp
Yes
Yes
SG value:
IFSG ICE Futures SG
SecurityType
@ID
Yes
Yes
FUT for futures

OOF for option on futures
OPT for option on non-futures
OOC for options on combo
SecurityID
@MMY
Yes
Yes
Commodity symbol
MaturityMonthYear
Contract month for instrument. Can also be a
maturity date for date-specific instruments such as
flex options.
@PutCall
@StrkPx
NA Futures
Yes Options
NA Futures
Yes Options
NA Futures
Yes Options
NA Futures
Yes Options
Formats YYYYMM, YYYYMMDD

PutOrCall
0 = Put
1 = Call
StrikePrice
AllocInstrctnAlert/Undly
UndInstrmtGrp
@Exch
Details regarding any underlying instruments as with

options.
SecurityExchange
NA Futures
Yes Options
NA Futures
Yes Options
US value:
IFUS ICE Futures US
CA value:
IFCA ICE Futures CA
EU Values:
IFEU ICE Futures EU
NDEX - ICE Endex
Products Division
Division
Page 21 of 85
www.theice.com
FIXML Tag Names
Required?
US/CA
EU/SG
FIXML Field Name

Comments
LIFFE L Exchange
LIFFE X Exchange
@SecTyp
NA Futures
Yes Options
NA Futures
Yes Options
SG value:
IFSG ICE Futures SG
SecurityType
FUT for futures
CMB - Combo
CS Common Stock
CASH Cash
IDX - Index
@ID
NA Futures
Yes Options
NA Futures
Yes Options
@MMY
NA Futures
Yes Options
NA Futures
Yes Options
SecurityID
Commodity symbol for the underlying instrument
MaturityMonthYear
Contract month for underlying instrument. Can also
be a date if underlying is a date-specific instrument.
AllocInstrctnAlert/Pty
@R=22 ID
Yes
Yes
Formats YYYYMM, YYYYMMDD, YYYYMMXX for

combos where XX represents the underlying
commodity.
Parties
PartyID
PartyRole
@R = 22 Exchange or Market
@ID = XXXX
US value:
IFUS ICE Futures US
CA value:
IFCA ICE Futures CA
EU Values:
IFEU ICE Futures EU
NDEX - ICE Endex
Products Division
Division
LIFFE L Exchange
LIFFE X Exchange
@R=21 ID
Yes
Yes
SG value:
IFSG ICE Futures SG
PartyID
PartyRole
Page 22 of 85
www.theice.com
FIXML Tag Names
Required?
US/CA
EU/SG
FIXML Field Name

Comments
@R = 21 Clearing house
@ID = XXXX
@R=1 ID
Yes
Yes
EU Value: ICEU
US Value: ICUS
CA Value: ICCA
SG Value: ICSG
PartyID
PartyRole
@R = 1 Originating Trading Member Mnemonic
@ID = Trading Member Mnemonic
For US & CA will be set to the Sub-Firm Mnemonic or
Clearing Member Mnemonic
@R=4 ID
@R=12 ID
@R=24 ID
Yes
US Yes
CA - NA
Yes
Yes
NA
No*
PartyID
PartyRole
@R = 4 Originating Clearer Mnemonic
@ID = Clearing Member Mnemonic
PartyID
PartyRole
@R = 12 Trader Mnemonic
@ID = Trader Mnemonic
PartyID
PartyRole
@R = 24 Customer Account
@ID = Customer Account
@R=44 ID
@R=55 ID
@R=83 ID
US Yes
CA - NA
US No
CA - NA
NA
NA
NA
No*
*Note: Required for Position Accounts I & J.

PartyID
PartyRole
@R = 44 Operator ID
@ID = Operator ID
PartyID
PartyRole
@R = 55 Session ID
@ID = Session ID
PartyID
PartyRole
@R = 83 Customer Clearing Account
@ID = Clearing Account
@R=38 ID
Yes
Yes
*Note1: Required for Position Accounts I & J.

*Note2: Not available for ICE Clear Singapore
PartyID
PartyRole
@R = 38 Position Account
@ID = Position Account
Page 23 of 85
www.theice.com
FIXML Tag Names
Required?
US/CA
EU/SG
FIXML Field Name

Comments
EU Valid values:
H House
N Non Segregated
D Defaulted
S Segregated,
U Unassigned
F - FCM customer Seg Foreign Futures and Options
W - FCM Customer Seg Futures
Z - FCM Customer Seg Swaps
T Segregated - T
G Gas Associate
L Local
M Market Maker
I Individual Client Segregated (ISOC) I
J Individual Client Segregated (ISOC) J
SG Valid values:
S Customer
H House
D Defaulted
U Unassigned
T Segregated - T
/Pty/Sub
@ID
Yes
Yes

C Customer
H House
Sub
Settlement Account
EU Valid values:
3 - FCM customer Seg Foreign Futures and Options
4 - FCM Customer Seg Futures
5 - FCM Customer Seg Swaps
7 Individual Client Segregated (ISOC) I
8 Individual Client Segregated (ISOC) J
SG Valid values:
@Typ
Yes
Yes

1 customer (Margining Account of C)
26 Account type
AllocInstrctnAlert/Amt
Amt
@Typ
This block will be absent if the price is overridden

by the firm.
PosAmtType
No
No
Residual amount CRES
Page 24 of 85
www.theice.com
FIXML Tag Names

@Amt
@Ccy
Required?
US/CA
EU/SG
No
No
No
No
FIXML Field Name

Comments
PosAmt
Amount of cash residual expressed as per contract
amount
PositionCurrency
Currency symbol
3. Flow Diagrams
The following diagrams illustrate message flows for managing average price working groups.
3.1
Create, add a trade and modify a working group
This flow shows:

1) A trade marked with an average price group ID that creates the average price group and
acknowledged by an Allocation Instruction Alert message with TransTyp=0 (new).
2) A second trade added to the group and acknowledged by an Allocation Instruction Alert
message with TransTyp=1 (replace).
3) Then the firm submits an Allocation Instruction message to update the group with
account identifier and/or CTI (IFUS/IFED) and receives an Allocation Instruction Alert
message confirming the update.
Page 25 of 85
www.theice.com
Page 26 of 85
www.theice.com
3.2
Create, add a trade and then remove a trade
This flow shows:

3) The second trade removed from the group and acknowledged by an Allocation
Instruction Alert message with TransTyp=1 (replace).
4) The system will acknowledge removal of the trade from the average price group by
generating a Trade Capture Report reflecting the trade is no longer marked for average
pricing and an Allocation Instruction Alert message confirming the group update.
5) NOTE: The Trade Capture Report will NOT contain the AvgPxInd or the AvgPxGrpID.
The Allocation Instruction Alert will reflect a negative quantity equal to the quantity of the
trade being removed (@Qty=-XXX). The Allocation Instruction Alert will also reflect
reduction of the group quantity (@GrpQty) and the trade ID of the trade removed from
the group in the All Exc block (@TrdID=XXXXXXX).
Remove Trade from Average Price Group via FIXML
Firm A
PTMS
Trade Capture Report (TrdCaptRpt TransTyp=2", TrdID=123", AvgPxInd=1", AvgPxGrpID=YYY)
Firm A submits TCR to mark trade 123 for average pricing with Group ID
ACT
Update Trade
Create AP Group

Trade Update Confirm to Firm A
AllocInstrctnAlert (TransTyp=0", Typ=12", GrpID=XXX, AvgPxGrpID=YYY, Qty=100", GrpQty=100")

PTMS alerts Firm A that the AP Group has been created

Firm A submits TCR to mark trade 456 for average pricing with Group ID
Update Trade
Update AP Group

AllocInstrctnAlert (TransTyp=1", Typ=12", GrpID=XXX, AvgPxGrpID=YYY, Qty=50", GrpQty=150")

PTMS alerts Firm A that the AP Group has been updated
Trade Capture Report (TrdCaptRpt TransTyp=2", TrdID=456", AvgPxInd=0")

Firm A submits TCR to remove trade 456 from AP Group
Update Trade
Update AP Group
Trade Capture Report (TrdCaptRpt TransTyp=2", TrdID=456")

AllocInstrctnAlert ( TransTyp=1", Typ=12", GrpID=XXX, AvgPxGrpID=YYY, Qty=-50", GrpQty=100")

PTMS alerts Firm A that the AP Give-up Group has been successfully updated
Page 27 of 85
www.theice.com
3.3
Create, add a trade and submit/complete a working group
This flow shows:

3) Then the firm sends an Allocation Instruction message to complete/submit the group to
the give-up system. The system returns an Allocation Instruction Alert message
confirming the group is complete and ready to allocate.
Page 28 of 85
www.theice.com
3.4
Create, add a trade, override price and submit/complete a working group
This flow shows:

3) Then the firm sends an Allocation Instruction message to override the calculated
average price (CxlRplcRsn is required to instruct the override) and complete/submit the
group to the give-up system. The system returns an Allocation Instruction Alert
message confirming the group is complete and ready to allocate. The confirmation will
also confirm the price override.
Page 29 of 85
www.theice.com
3.5
Create, add a trade, submit/complete a working group and re-open a group
This flow shows:

3) Then the firm sends an Allocation Instruction message to complete/submit the group to
the give-up system. The system returns an Allocation Instruction Alert message
confirming the group is complete and ready to allocate.
4) The firm then sends an Allocation Instruction message to re-open the group. This is
followed by a confirmation Allocation Instruction Alert message the group is now reopened and is now in a working group status.
5) Please note that a group cannot be re-opened until all allocations have been
reversed and deleted.
Page 30 of 85
www.theice.com
4. Flow Descriptions and Examples for ICEU & ICSG

Note: For ICE Clear Singapore, replace Member Exchange, Product Exchange and Clearing House to the
relevant Singapore details i.e. Exchange IFSG, Clearing House ICSG.
The following describes the process and messaging needed to create and manage average price groups.
4.1
Trade Capture Report to Mark Trade for Average Pricing with Group ID - sent by Firm
<FIXML>
<TrdCaptRpt
LastPx="65.60"
LastQty=350
AvgPxInd=1
AvgPxGrpID=AP101
RptID="123456"
RptTyp="0"
TransTyp=2
TrdID=1234460
TrdDt="2009-10-10
BizDt="2009-10-10"
TxnTm=2009-10-10T10:35:00-04:00>
<Instrmt
SecTyp=FUT
Exch="IFEU"
ID="B"
MMY="200912"/>
<RptSide
Side=1>
<Pty ID=IFEU R=22/>
<Pty ID=ICEU R=21/>
<Pty ID=TRD R=12/>
<Pty ID=GUF R=1/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38/>
</RptSide>
</TrdCaptRpt>
</FIXML>
Trade Price
Trade Quantity
Average Price Indicator
Average Price Group ID
Firm assigned message sequence number
Submit
Replace
Clearing ID reference to trade
Clearing Date
Trade Date
Trade Execution Time
Instrument Information
Security Type (Futures)
Product Exchange Identifier
Commodity Symbol
Contract Period
Report Side
Buy/Sell Flag
Trading Member Exchange
Clearing House
Trader
Trading Member
Customer Account
Position Account
Page 31 of 85
www.theice.com
4.2
Trade Capture Report Confirming Trade Marked for Average Pricing - sent by ICE
The following message represents the confirmation the user would receive for each trade that is modified
with the AvgPxGrpID.
<FIXML>
<TrdCaptRpt
TrdRptStat="0"
CopyMsgInd="Y"
LastPx="65.60"
LastQty=350
AvgPxInd=1
AvgPxGrpID=AP101
RptID="234670"
RptTyp="0"
TransTyp=2
TrdID=1234460
BizDt="2009-10-10
TrdDt="2009-10-10"
VenuTyp="E"
ExecID="663456"
MtchStat=0"
TrdTyp=0"
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFEU"
ID="B"
MMY="200912"/>
<RptSide
ClOrdID=12345678910
ClOrdID2=84651
OrdID=12345678910
AgrsrInd=Y
InptSrc=ICE
InptDev=API
PosEfct=O
Side=1>
<Pty ID=IFEU R=22/>
<Pty ID=ICEU R=21/>
<Pty ID=TRD R=12/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=OPID R=44/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Sub ID=2 Typ=26/></Pty>
</RptSide>
</TrdCaptRpt>
</FIXML>
Accepted with no errors

Drop copy of trade
Trade Price
Trade Quantity
Message sequence number assigned by ICE
Submit
Replace
Clearing Date
Trade Date
Electronic transaction
ICE Deal ID
Match Status (Matched)
Trade Type (Regular Trade)
Header Information
Sending entity
Target entity
Time message is sent
Commodity Symbol
Contract Period
Report Side
Original Order ID
Unique Half Trade ID
Filled Order ID
Maker(N) Taker(Y) Indicator
Input Source
Input Device
Open/Close Flag (Open)
Buy/Sell Flag
Clearing House
Trader
Trading Member
Clearing Member
Trader Operator ID
Customer Account
Position Account
Settlement Code
Page 32 of 85
www.theice.com
4.3
Message Flow for Adding Trades to an Average Price Group
The following set of messages will illustrate the messages received by the firm when a trade is first placed
in a group and then a second trade is added to the group. Each modification of a trade to add an average
price group code(@AvgPxGrpID) will result in a Trade Capture Report replace message (shown above)
and then cause an Allocation Instruction Alert message to be sent, informing the user of the average price
group status.
NOTE: The system will default the average price groups customer account and CTI (if applicable)
to the customer account and CTI of the first trade in the average price group. Adding or removing
trades from the average price group after group creation will NOT alter the customer account or
CTI on the AP group. Also, modifying the customer account and/or CTI on the underlying trades in
an average price group will NOT alter the customer account or CTI on the AP group. If the
customer account and/or CTI on an average price group must be modified, this can be done on
PTMS GUI or via the API utilizing an AllocInstrctn specifying a new customer account reference.
4.3.1
AllocInstrctnAlert message sent when the first trade is assigned the Average Price Group ID. The Trade
ID of the trade creating the group will be referenced in the AllExc block.
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.60"
RndPx="65.60"
Qty=350
GrpQty=350
RemQty=350
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566359"
Typ="12"
TransTyp=0
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<AllExc
LastQty=350
TrdID=1234460/>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFEU"

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Allocation Type (Incomplete)
New
Clearing Assigned Group ID
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange (Always X)
Trade Type (Always 0)
Group Creation Time
All Exec Block
Trade Quantity
Trade ID of trade that created the group
Header Information
Sending entity
Target entity
Page 33 of 85
www.theice.com
ID="B"
MMY="200912"/>
<Pty ID=IFEU R=22/>
<Pty ID=ICEU R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=0.00
Ccy=USD/>
</AllocInstrctnAlert>
</FIXML>
4.3.2
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account (Defaulted from trade)
Position Account
Settlement Code
Cash Residual Information
Cash Residual
Residual Amount
Currency
A replace message is sent for every trade added to or removed from the group. A positive quantity
(@Qty) indicates a trade has been added to the group. A negative quantity (@Qty) will indicate that a
trade was removed. The trade causing this group change will be referenced in the AllExc block. The
group quantity (@GrpQty) will always contain the current group quantity of the group, including the
positive or negative effect of the trade added or removed.
The following example illustrates a group update message that would be sent after the second trade of
200 contracts at a slightly different price was added to the group. This AllocInstrctnAlert will be preceded
by a Trade Capture Report confirming the addition of the group ID to the trade.
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.6125467"
RndPx="65.61"
Qty=200
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="12"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<AllExc
LastQty=200

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
Group Creation Time
All Exec Block
Trade Quantity
Page 34 of 85
www.theice.com
TrdID=1234465/>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFEU"
ID="B"
MMY="200912"/>
<Pty ID=IFEU R=22/>
<Pty ID=ICEU R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=10.93
Ccy=USD/>
</FIXML>

Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
Page 35 of 85
www.theice.com
4.4
Message Flow Modifying an Average Price Group
If a member wishes to change the customer account on an average price group prior to group completion,
this can be accomplished via PTMS GUI or the API using an AllocInstrctn replace message. Members
can also attach a user memo (@Txt) to an average price group. For IFED contracts, CTI can also be
added/modified. The following set of message flows will occur when the Average Price Group is modified.
Group Replace By Give-Up Firm Add/Modify Account, User Memo, CTI (IFED ONLY)
Function
Group Replace
Group Replace
Notification
Type
AllocInstrctn
TransTyp
1 = Replace
Typ
12 = Working Group
Stat
Sent by Give-Up Firm

AllocInstrctnAlert
1 = Replace
12 = Working Group
0 = Accepted
Sent to Give-Up Firm
4.4.1
5 = Rejected
<FIXML>
<AllocInstrctn
AvgPx="65.6125467"
Qty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="569"
Typ="12"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
Txt=USERMEMO">
<Hdr
SID=GUF
TID=ICE
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFEU"
ID="B"
MMY="200912"/>
<Pty ID=IFEU R=22/>
<Pty ID=ICEU R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=REPLACE R=24/>
<Pty ID=H R=38/>
</AllocInstrctn>
</FIXML>
Average Price
Group Quantity
Message sequence number assigned by firm
Replace
Clearing Date
Trade Date
User Memo
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Page 36 of 85
www.theice.com
4.4.2
AllocInstrctnAlert Replace Message Confirming Group Update sent by ICE.
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.6125467"
RndPx="65.61"
Qty=550
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="12"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
Txt=USERMEMO"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFEU"
ID="B"
MMY="200912"/>
<Pty ID=IFEU R=22/>
<Pty ID=ICEU R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=10.93
Ccy=USD/>
</FIXML>

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
User Memo
Group Creation Time
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
Page 37 of 85
www.theice.com
4.5
Message Flow to Submit an Average Price Group
The following set of message flows will occur when a message is sent to indicate that the group is
complete and ready for submission to ACT for give-up processing.
Note: Modification to the Account, User Memo and CTI (IFED contracts ONLY) is also supported at
time of group submission
Group Submit By Give-Up Firm

Function
Group Submit
Group
Complete
Notification
4.5.1
Message Type
AllocInstrctn
TransTyp
1 = Replace
Typ
1 = Submit

AllocInstrctnAlert
1 = Replace
13 = Complete
Stat
0 = Accepted
5 = Rejected
<FIXML>
<AllocInstrctn
AvgPx="65.6125467"
Qty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="569"
Typ="1"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10">
<Hdr
SID=GUF
TID=ICE
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFEU"
ID="B"
MMY="200912"/>
<Pty ID=IFEU R=22/>
<Pty ID=ICEU R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38/>
</AllocInstrctn>
</FIXML>
Average Price
Group Quantity
Allocation Type (Submit)
Replace
Clearing Date
Trade Date
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Customer Account
Position Account
Page 38 of 85
www.theice.com
4.5.2
This message confirms submission of the group to the give-up system. Upon receipt of this message, the
user can allocate the group within the give-up system using the UI or Allocation Instruction messages as
defined in the Allocation Specification.
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.6125467"
RndPx="65.61"
Qty=550
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="13"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFEU"
ID="B"
MMY="200912"/>
<Pty ID=IFEU R=22/>
<Pty ID=ICEU R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=10.93
Ccy=USD/>
</FIXML>

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Allocation Type (Complete)
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
Group Creation Time
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
Page 39 of 85
www.theice.com
4.6
Message Flow to Submit an Average Price Group with Price Override
If a member wishes to provide its own price at which the average price transactions are to clear, they will
indicate that price in the average price (@AvgPx) field along with the tag @CxlRplcRsn=2 at time of
group submission. If the tag @CxlRplcRsn=2 is present, it is assumed the price is being overridden.
The member should not send the tags for rounded price or residual since these will be ignored and will
NOT be sent to the take-up parties. Price can ONLY be overridden at time of group submission. The
following set of message flows will occur when a message is sent to indicate that the group is complete
and ready for submission to ACT for give-up processing and an override price is also provided.
Note: Modification to the Account, User Memo and CTI (IFED contracts ONLY) is also supported at
time of group submission
Group Submit with Price Override By Give-Up Firm

Function
Group Submit
Group
Complete
Notification
4.6.1
Message Type
AllocInstrctn
TransTyp
1 = Replace
Typ
1 = Submit

AllocInstrctnAlert
1 = Replace
13 = Complete
Stat
0 = Accepted
5 = Rejected
<FIXML>
<AllocInstrctn
AvgPx="65.63"
Qty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="569"
Typ="1"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
CxlRplcRsn=2>
<Hdr
SID=GUF
TID=ICE
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFEU"
ID="B"
MMY="200912"/>
<Pty ID=IFEU R=22/>
<Pty ID=ICEU R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38/>
Override Price
Group Quantity
Replace
Clearing Date
Trade Date
Price Override Indicator
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Customer Account
Position Account
Page 40 of 85
www.theice.com
</AllocInstrctn>
</FIXML>
4.6.2 AllocInstrctnAlert Message Confirming Group Submission with Price Override sent by ICE
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.63"
Qty=550
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="13"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
CxlRplcRsn=2
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFEU"
ID="B"
MMY="200912"/>
<Pty ID=IFEU R=22/>
<Pty ID=ICEU R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
</FIXML>

Override Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
Group Creation Time
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Settlement Code
Page 41 of 85
www.theice.com
4.7
Message Flow to Re-Open an Average Price Group
The following sequence represents the messages that must be sent and will be received when re-opening
a group. This message will be directed to the ACT system which will validate that the group can be reopened. The validation will check to see if there are any allocations (accepted or not) against the group.
If there are one or more allocations, the system will send an AllocInstrctnAlert message with Stat=5 and
a reject text stating that the group cannot be re-opened due to outstanding allocations.
Group Re-open By Give-Up Firm

Function
Group Reopen
Group Reopen
Notification
Message Type
AllocInstrctn
TransTyp
1 = Replace
Typ
15 = Reopen
Stat

AllocInstrctnAlert
1 = Replace
15 = Reopen
0 = Accepted
4.7.1
5 = Rejected
<FIXML>
<AllocInstrctn
AvgPx="65.6125467"
Qty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="569"
Typ="15"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10">
<Hdr
SID=GUF
TID=ICE
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFEU"
ID="B"
MMY="200912"/>
<Pty ID=IFEU R=22/>
<Pty ID=ICEU R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38/>
</AllocInstrctn>
</FIXML>
Average Price
Group Quantity
Allocation Type (Reopen)
Replace
Clearing Date
Trade Date
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Customer Account
Position Account
Page 42 of 85
www.theice.com
4.7.2
This message confirms the group is now re-opened and in a working status. Therefore, trades can be
added to/removed from the group. Subsequent AllocInstrctnAlert messages will have Typ=12 (working
group) until submitted again by the firm. If the re-open was instructed against a group in which the price
was overridden, the AllocInstrctnAlert message will revert back to the calculated actual average, rounded
average and residual of the current working group.
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.6125467"
RndPx="65.61"
Qty=550
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="15"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFEU"
ID="B"
MMY="200912"/>
<Pty ID=IFEU R=22/>
<Pty ID=ICEU R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=10.93
Ccy=USD/>
</FIXML>

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
Group Creation Time
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
Page 43 of 85
www.theice.com
5. Flow Descriptions and Examples for ICUS

5.1
<FIXML>
<TrdCaptRpt
LastPx="65.60"
LastQty=350
AvgPxInd=1
AvgPxGrpID=AP101
RptID="123456"
RptTyp="0"
TransTyp=2
TrdID=1234460
TrdDt="2009-10-10
BizDt="2009-10-10"
TxnTm=2009-10-10T10:35:00-04:00>
<Instrmt
SecTyp=FUT
Exch="IFUS"
ID=SB
MMY="200912"/>
<RptSide
CustCpcty=2
Side=1>
<Pty ID=IFUS R=22/>
<Pty ID=ICUS R=21/>
<Pty ID=TRD R=12/>
<Pty ID=GUF R=1/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38/>
</RptSide>
</TrdCaptRpt>
</FIXML>
Trade Price
Trade Quantity
Submit
Replace
Clearing Date
Trade Date
Commodity Symbol
Contract Period
Report Side
Buy/Sell Flag
Clearing House
Trader
Trading Member
Customer Account
Position Account
Page 44 of 85
www.theice.com
5.2
<FIXML>
<TrdCaptRpt
TrdRptStat="0"
CopyMsgInd="Y"
LastPx="65.60"
LastQty=350
AvgPxInd=1
AvgPxGrpID=AP101
RptID="234670"
RptTyp="0"
TransTyp=2
TrdID=1234460
BizDt="2009-10-10
TrdDt="2009-10-10"
VenuTyp="E"
ExecID="663456"
MtchStat=0"
TrdTyp=0"
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFUS"
ID=SB
MMY="200912"/>
<RptSide
ClOrdID=12345678910
ClOrdID2=84651
OrdID=12345678910
AgrsrInd=Y
InptSrc=ICE
InptDev=API
CustCpcty=2
PosEfct=O
Side=1>
<Pty ID=IFUS R=22/>
<Pty ID=ICUS R=21/>
<Pty ID=TRD R=12/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=OPID R=44/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
</RptSide>
</TrdCaptRpt>

Drop copy of trade
Trade Price
Trade Quantity
Submit
Replace
Clearing Date
Trade Date
ICE Deal ID
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Report Side
Original Order ID
Filled Order ID
Input Source
Input Device
Buy/Sell Flag
Clearing House
Trader
Trading Member
Clearing Member
Trader Operator ID
Customer Account
Position Account
Settlement Code
Page 45 of 85
www.theice.com
</FIXML>
5.3
group status.
5.3.1
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.60"
RndPx="65.60"
Qty=350
GrpQty=350
RemQty=350
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566359"
Typ="12"
TransTyp=0
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<AllExc
LastQty=350
TrdID=1234460/>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
New
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Group Creation Time
All Exec Block
Trade Quantity
Header Information
Sending entity
Target entity
Page 46 of 85
www.theice.com
Exch="IFUS"
ID=SB
MMY="200912"/>
<Pty ID=IFUS R=22/>
<Pty ID=ICUS R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=TRDR R=12/>
<Pty ID=CU120978 R=24/>
<Pty ID=janedoe R=44/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=0.00
Ccy=USD/>
</FIXML>
5.3.2
ICE

Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Trader
Operator ID (Defaulted from trade)
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
AllocInstrctnAlert Message Confirming Group Creation for Option on Combo sent by
AllocInstrctnAlert message sent when the first trade is assigned the Average Price Group ID. This trade
is an option on combo security type trade. The Trade ID of the trade creating the group will be referenced
in the AllExc block.
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.60"
RndPx="65.60"
Qty=350
GrpQty=350
RemQty=350
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566359"
Typ="12"
TransTyp=0
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<AllExc
LastQty=350
TrdID=1234460/>
<Hdr
SID=ICE

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
New
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Group Creation Time
All Exec Block
Trade Quantity
Header Information
Sending entity
Page 47 of 85
www.theice.com
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=OOC
Exch="IFUS"
ID=KC1
MMY="200912"/>
<Undly
SecTyp=CMB
Exch="IFUS"
ID=KC1
MMY="200912"/>
<Pty ID=IFUS R=22/>
<Pty ID=ICUS R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=TRDR R=12/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=0.00
Ccy=USD/>
</FIXML>
5.3.3
Target entity
Security Type (Options on Combo)
Commodity Symbol
Contract Period
Underlying Block
Security Type (Combo)
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Trader
Operator ID (Defaulted from trade)
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.6125467"
RndPx="65.61"
Qty=200
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="12"
TransTyp=1

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Page 48 of 85
www.theice.com
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<AllExc
LastQty=200
TrdID=1234465/>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFUS"
ID=SB
MMY="200912"/>
<Pty ID=IFUS R=22/>
<Pty ID=ICUS R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=TRDR R=12/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=10.93
Ccy=USD/>
</FIXML>

Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
Group Creation Time
All Exec Block
Trade Quantity
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Trader
Customer Account
Operator ID
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
Page 49 of 85
www.theice.com
5.4
can also add a CTI and attach a user memo (@Txt) to an average price group. The following set of
message flows will occur when the Average Price Group is modified.
Group Replace By Give-Up Firm Add/Modify Account, CTI, User Memo

Function
Group Replace
Group Replace
Notification
Type
AllocInstrctn
TransTyp
1 = Replace
Typ
12 = Working Group
Stat

AllocInstrctnAlert
1 = Replace
12 = Working Group
0 = Accepted
5.4.1
5 = Rejected
<FIXML>
<AllocInstrctn
AvgPx="65.6125467"
Qty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="569"
Typ="12"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
CustCpcty="2"
Txt=USERMEMO">
<Hdr
SID=GUF
TID=ICE
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFUS"
ID=SB
MMY="200912"/>
<Pty ID=IFUS R=22/>
<Pty ID=ICUS R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=H R=38/>
</AllocInstrctn>
</FIXML>
Average Price
Group Quantity
Replace
Clearing Date
Trade Date
User Memo
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Page 50 of 85
www.theice.com
5.4.2
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.6125467"
RndPx="65.61"
Qty=550
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="12"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
CustCpcty="2"
Txt=USERMEMO"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFUS"
ID=SB
MMY="200912"/>
<Pty ID=IFUS R=22/>
<Pty ID=ICUS R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=TRDR R=12/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=10.93
Ccy=USD/>
</FIXML>

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
User Memo
Group Creation Time
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Trader
Customer Account
Operator ID
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
Page 51 of 85
www.theice.com
5.5
Note: Modification to the Account, CTI and User Memo is also supported at time of group
submission

Function
Group Submit
Group
Complete
Notification
5.5.1
Message Type
AllocInstrctn
TransTyp
1 = Replace
Typ
1 = Submit

AllocInstrctnAlert
1 = Replace
13 = Complete
Stat
0 = Accepted
5 = Rejected
<FIXML>
<AllocInstrctn
AvgPx="65.6125467"
Qty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="569"
Typ="1"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
CustCpcty="2">
<Hdr
SID=GUF
TID=ICE
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFUS"
ID=SB
MMY="200912"/>
<Pty ID=IFUS R=22/>
<Pty ID=ICUS R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38/>
</AllocInstrctn>
</FIXML>
Average Price
Group Quantity
Replace
Clearing Date
Trade Date
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Customer Account
Position Account
Page 52 of 85
www.theice.com
5.5.2
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.6125467"
RndPx="65.61"
Qty=550
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="13"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
CustCpcty="2"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFUS"
ID=SB
MMY="200912"/>
<Pty ID=IFUS R=22/>
<Pty ID=ICUS R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=TRDR R=12/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=10.93
Ccy=USD/>
</FIXML>

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
Group Creation Time
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Trader
Customer Account
Operator ID
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
Page 53 of 85
www.theice.com
5.6
If a member wishes to provide their own price at which the average price transactions are to clear, they
will indicate that price in the average price (@AvgPx) field along with the tag @CxlRplcRsn=2 at time of

Function
Group Submit
Group
Complete
Notification
5.6.1
Message Type
AllocInstrctn
TransTyp
1 = Replace
Typ
1 = Submit

AllocInstrctnAlert
1 = Replace
13 = Complete
Stat
0 = Accepted
5 = Rejected
<FIXML>
<AllocInstrctn
AvgPx="65.63"
Qty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="569"
Typ="1"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
CustCpcty="2"
CxlRplcRsn=2>
<Hdr
SID=GUF
TID=ICE
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFUS"
ID=SB
MMY="200912"/>
<Pty ID=IFUS R=22/>
<Pty ID=ICUS R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38/>
</AllocInstrctn>
</FIXML>
Override Price
Group Quantity
Replace
Clearing Date
Trade Date
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Customer Account
Position Account
Page 54 of 85
www.theice.com
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.63"
Qty=550
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="13"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
CustCpcty="2"
CxlRplcRsn=2
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFUS"
ID=SB
MMY="200912"/>
<Pty ID=IFUS R=22/>
<Pty ID=ICUS R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=TRDR R=12/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
</FIXML>

Override Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
Group Creation Time
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Trader
Customer Account
Operator ID
Position Account
Settlement Code
Page 55 of 85
www.theice.com
5.7

Function
Group Reopen
Group Reopen
Notification
Message Type
AllocInstrctn
TransTyp
1 = Replace
Typ
15 = Reopen
Stat

AllocInstrctnAlert
1 = Replace
15 = Reopen
0 = Accepted
5.7.1
5 = Rejected
<FIXML>
<AllocInstrctn
AvgPx="65.6125467"
Qty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="569"
Typ="15"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
CustCpcty="2">
<Hdr
SID=GUF
TID=ICE
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFUS"
ID=SB
MMY="200912"/>
<Pty ID=IFUS R=22/>
<Pty ID=ICUS R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38/>
</AllocInstrctn>
</FIXML>
Average Price
Group Quantity
Replace
Clearing Date
Trade Date
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Customer Account
Position Account
Page 56 of 85
www.theice.com
5.7.2
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.6125467"
RndPx="65.61"
Qty=550
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="15"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
CustCpcty="2"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFUS"
ID=SB
MMY="200912"/>
<Pty ID=IFUS R=22/>
<Pty ID=ICUS R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=TRDR R=12/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=10.93
Ccy=USD/>

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
Group Creation Time
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Trader
Customer Account
Operator ID
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
Page 57 of 85
www.theice.com
</FIXML>
Page 58 of 85
www.theice.com
6. Flow Descriptions and Examples for ICCA

6.1
<FIXML>
<TrdCaptRpt
LastPx="65.60"
LastQty=350
AvgPxInd=1
AvgPxGrpID=AP101
RptID="123456"
RptTyp="0"
TransTyp=2
TrdID=1234460
TrdDt="2009-10-10
BizDt="2009-10-10"
TxnTm=2009-10-10T10:35:00-04:00>
<Instrmt
SecTyp=FUT
Exch="IFCA"
ID=WA
MMY="200912"/>
<RptSide
CustCpcty=2
Side=1>
<Pty ID=IFCA R=22/>
<Pty ID=ICCA R=21/>
<Pty ID=TRD R=12/>
<Pty ID=GUF R=1/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38/>
</RptSide>
</TrdCaptRpt>
</FIXML>
Trade Price
Trade Quantity
Submit
Replace
Clearing Date
Trade Date
Commodity Symbol
Contract Period
Report Side
Buy/Sell Flag
Clearing House
Trader
Trading Member
Customer Account
Position Account
Page 59 of 85
www.theice.com
6.2
<FIXML>
<TrdCaptRpt
TrdRptStat="0"
CopyMsgInd="Y"
LastPx="65.60"
LastQty=350
AvgPxInd=1
AvgPxGrpID=AP101
RptID="234670"
RptTyp="0"
TransTyp=2
TrdID=1234460
BizDt="2009-10-10
TrdDt="2009-10-10"
VenuTyp="E"
ExecID="663456"
MtchStat=0"
TrdTyp=0"
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFCA"
ID=WA
MMY="200912"/>
<RptSide
ClOrdID=12345678910
ClOrdID2=84651
OrdID=12345678910
AgrsrInd=Y
InptSrc=ICE
InptDev=API
CustCpcty=2
PosEfct=O
Side=1>
<Pty ID=IFCA R=22/>
<Pty ID=ICCA R=21/>
<Pty ID=TRD R=12/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=OPID R=44/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
</RptSide>
</TrdCaptRpt>

Drop copy of trade
Trade Price
Trade Quantity
Submit
Replace
Clearing Date
Trade Date
ICE Deal ID
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Report Side
Original Order ID
Filled Order ID
Input Source
Input Device
Buy/Sell Flag
Clearing House
Trader
Trading Member
Clearing Member
Trader Operator ID
Customer Account
Position Account
Settlement Code
Page 60 of 85
www.theice.com
</FIXML>
6.3
group status.
6.3.1
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.60"
RndPx="65.60"
Qty=350
GrpQty=350
RemQty=350
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566359"
Typ="12"
TransTyp=0
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<AllExc
LastQty=350
TrdID=1234460/>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
New
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Group Creation Time
All Exec Block
Trade Quantity
Header Information
Sending entity
Target entity
Page 61 of 85
www.theice.com
Exch="IFCA"
ID=WA
MMY="200912"/>
<Pty ID=IFCA R=22/>
<Pty ID=ICCA R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=0.00
Ccy=USD/>
</FIXML>
6.3.2

Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.6125467"
RndPx="65.61"
Qty=200
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="12"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<AllExc

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
Group Creation Time
All Exec Block
Page 62 of 85
www.theice.com
LastQty=200
TrdID=1234465/>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFCA"
ID=WA
MMY="200912"/>
<Pty ID=IFCA R=22/>
<Pty ID=ICCA R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=10.93
Ccy=USD/>
</FIXML>
Trade Quantity
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
Page 63 of 85
www.theice.com
6.4

Function
Group Replace
Group Replace
Notification
Type
AllocInstrctn
TransTyp
1 = Replace
Typ
12 = Working Group
Stat

AllocInstrctnAlert
1 = Replace
12 = Working Group
0 = Accepted
6.4.1
5 = Rejected
<FIXML>
<AllocInstrctn
AvgPx="65.6125467"
Qty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="569"
Typ="12"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
CustCpcty="2"
Txt=USERMEMO">
<Hdr
SID=GUF
TID=ICE
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFCA"
ID=WA
MMY="200912"/>
<Pty ID=IFCA R=22/>
<Pty ID=ICCA R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=H R=38/>
</AllocInstrctn>
</FIXML>
Average Price
Group Quantity
Replace
Clearing Date
Trade Date
User Memo
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Page 64 of 85
www.theice.com
6.4.2
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.6125467"
RndPx="65.61"
Qty=550
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="12"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
CustCpcty="2"
Txt=USERMEMO"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFCA"
ID=WA
MMY="200912"/>
<Pty ID=IFCA R=22/>
<Pty ID=ICCA R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=10.93
Ccy=USD/>
</FIXML>

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
User Memo
Group Creation Time
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
Page 65 of 85
www.theice.com
6.5
submission

Function
Group Submit
Group
Complete
Notification
6.5.1
Message Type
AllocInstrctn
TransTyp
1 = Replace
Typ
1 = Submit

AllocInstrctnAlert
1 = Replace
13 = Complete
Stat
0 = Accepted
5 = Rejected
<FIXML>
<AllocInstrctn
AvgPx="65.6125467"
Qty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="569"
Typ="1"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
CustCpcty="2">
<Hdr
SID=GUF
TID=ICE
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFCA"
ID=WA
MMY="200912"/>
<Pty ID=IFCA R=22/>
<Pty ID=ICCA R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38/>
</AllocInstrctn>
</FIXML>
Average Price
Group Quantity
Replace
Clearing Date
Trade Date
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Customer Account
Position Account
Page 66 of 85
www.theice.com
6.5.2
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.6125467"
RndPx="65.61"
Qty=550
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="13"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
CustCpcty="2"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFCA"
ID=WA
MMY="200912"/>
<Pty ID=IFCA R=22/>
<Pty ID=ICCA R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=10.93
Ccy=USD/>
</FIXML>

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
Group Creation Time
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
Page 67 of 85
www.theice.com
6.6
submission

Function
Group Submit
Group
Complete
Notification
6.6.1
Message Type
AllocInstrctn
TransTyp
1 = Replace
Typ
1 = Submit

AllocInstrctnAlert
1 = Replace
13 = Complete
Stat
0 = Accepted
5 = Rejected
<FIXML>
<AllocInstrctn
AvgPx="65.63"
Qty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="569"
Typ="1"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
CustCpcty="2"
CxlRplcRsn=2>
<Hdr
SID=GUF
TID=ICE
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFCA"
ID=WA
MMY="200912"/>
<Pty ID=IFCA R=22/>
<Pty ID=ICCA R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CU120978 R=24/>
Override Price
Group Quantity
Replace
Clearing Date
Trade Date
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Customer Account
Page 68 of 85
www.theice.com
<Pty ID=H R=38/>

</AllocInstrctn>
</FIXML>
Position Account
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.63"
Qty=550
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="13"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
CustCpcty="2"
CxlRplcRsn=2
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFCA"
ID=WA
MMY="200912"/>
<Pty ID=IFCA R=22/>
<Pty ID=ICCA R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
</FIXML>
6.7

Override Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
Group Creation Time
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Settlement Code
Page 69 of 85
www.theice.com

Function
Group Reopen
Group Reopen
Notification
Message Type
AllocInstrctn
TransTyp
1 = Replace
Typ
15 = Reopen
Stat

AllocInstrctnAlert
1 = Replace
15 = Reopen
0 = Accepted
6.7.1
5 = Rejected
<FIXML>
<AllocInstrctn
AvgPx="65.6125467"
Qty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="569"
Typ="15"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
CustCpcty="2">
<Hdr
SID=GUF
TID=ICE
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFCA"
ID=WA
MMY="200912"/>
<Pty ID=IFCA R=22/>
<Pty ID=ICCA R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38/>
</AllocInstrctn>
</FIXML>
Average Price
Group Quantity
Replace
Clearing Date
Trade Date
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Customer Account
Position Account
Page 70 of 85
www.theice.com
6.7.2
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.6125467"
RndPx="65.61"
Qty=550
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="15"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
CustCpcty="2"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFCA"
ID=WA
MMY="200912"/>
<Pty ID=IFCA R=22/>
<Pty ID=ICCA R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=10.93
Ccy=USD/>
</FIXML>

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
Group Creation Time
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
Page 71 of 85
www.theice.com
Page 72 of 85
www.theice.com
7. Flow Descriptions and Examples for ICSG

7.1
<FIXML>
<TrdCaptRpt
LastPx="65.60"
LastQty=350
AvgPxInd=1
AvgPxGrpID=AP101
RptID="123456"
RptTyp="0"
TransTyp=2
TrdID=1234460
TrdDt="2009-10-10
BizDt="2009-10-10"
TxnTm=2009-10-10T10:35:00-04:00>
<Instrmt
SecTyp=FUT
Exch="IFSG"
ID=WA
MMY="200912"/>
<RptSide
CustCpcty=2
Side=1>
<Pty ID=IFSG R=22/>
<Pty ID=ICSG R=21/>
<Pty ID=TRD R=12/>
<Pty ID=GUF R=1/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38/>
</RptSide>
</TrdCaptRpt>
</FIXML>
Trade Price
Trade Quantity
Submit
Replace
Clearing Date
Trade Date
Commodity Symbol
Contract Period
Report Side
Buy/Sell Flag
Clearing House
Trader
Trading Member
Customer Account
Position Account
Page 73 of 85
www.theice.com
7.2
<FIXML>
<TrdCaptRpt
TrdRptStat="0"
CopyMsgInd="Y"
LastPx="65.60"
LastQty=350
AvgPxInd=1
AvgPxGrpID=AP101
RptID="234670"
RptTyp="0"
TransTyp=2
TrdID=1234460
BizDt="2009-10-10
TrdDt="2009-10-10"
VenuTyp="E"
ExecID="663456"
MtchStat=0"
TrdTyp=0"
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFSG"
ID=WA
MMY="200912"/>
<RptSide
ClOrdID=12345678910
ClOrdID2=84651
OrdID=12345678910
AgrsrInd=Y
InptSrc=ICE
InptDev=API
CustCpcty=2
PosEfct=O
Side=1>
<Pty ID=IFSG R=22/>
<Pty ID=ICSG R=21/>
<Pty ID=TRD R=12/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=OPID R=44/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
</RptSide>
</TrdCaptRpt>

Drop copy of trade
Trade Price
Trade Quantity
Submit
Replace
Clearing Date
Trade Date
ICE Deal ID
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Report Side
Original Order ID
Filled Order ID
Input Source
Input Device
Buy/Sell Flag
Clearing House
Trader
Trading Member
Clearing Member
Trader Operator ID
Customer Account
Position Account
Settlement Code
Page 74 of 85
www.theice.com
</FIXML>
7.3
group status.
7.3.1
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.60"
RndPx="65.60"
Qty=350
GrpQty=350
RemQty=350
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566359"
Typ="12"
TransTyp=0
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<AllExc
LastQty=350
TrdID=1234460/>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
New
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Group Creation Time
All Exec Block
Trade Quantity
Header Information
Sending entity
Target entity
Page 75 of 85
www.theice.com
Exch="IFSG"
ID=WA
MMY="200912"/>
<Pty ID=IFSG R=22/>
<Pty ID=ICSG R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=0.00
Ccy=USD/>
</FIXML>
7.3.2

Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.6125467"
RndPx="65.61"
Qty=200
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="12"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<AllExc

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
Group Creation Time
All Exec Block
Page 76 of 85
www.theice.com
LastQty=200
TrdID=1234465/>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFSG"
ID=WA
MMY="200912"/>
<Pty ID=IFSG R=22/>
<Pty ID=ICSG R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=10.93
Ccy=USD/>
</FIXML>
Trade Quantity
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
Page 77 of 85
www.theice.com
7.4

Function
Group Replace
Group Replace
Notification
Type
AllocInstrctn
TransTyp
1 = Replace
Typ
12 = Working Group
Stat

AllocInstrctnAlert
1 = Replace
12 = Working Group
0 = Accepted
7.4.1
5 = Rejected
<FIXML>
<AllocInstrctn
AvgPx="65.6125467"
Qty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="569"
Typ="12"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
CustCpcty="2"
Txt=USERMEMO">
<Hdr
SID=GUF
TID=ICE
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFSG"
ID=WA
MMY="200912"/>
<Pty ID=IFSG R=22/>
<Pty ID=ICSG R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=H R=38/>
</AllocInstrctn>
</FIXML>
Average Price
Group Quantity
Replace
Clearing Date
Trade Date
User Memo
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Page 78 of 85
www.theice.com
7.4.2
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.6125467"
RndPx="65.61"
Qty=550
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="12"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
CustCpcty="2"
Txt=USERMEMO"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFSG"
ID=WA
MMY="200912"/>
<Pty ID=IFSG R=22/>
<Pty ID=ICSG R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=10.93
Ccy=USD/>
</FIXML>

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
User Memo
Group Creation Time
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
Page 79 of 85
www.theice.com
7.5
submission

Function
Group Submit
Group
Complete
Notification
7.5.1
Message Type
AllocInstrctn
TransTyp
1 = Replace
Typ
1 = Submit

AllocInstrctnAlert
1 = Replace
13 = Complete
Stat
0 = Accepted
5 = Rejected
<FIXML>
<AllocInstrctn
AvgPx="65.6125467"
Qty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="569"
Typ="1"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
CustCpcty="2">
<Hdr
SID=GUF
TID=ICE
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFSG"
ID=WA
MMY="200912"/>
<Pty ID=IFSG R=22/>
<Pty ID=ICSG R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38/>
</AllocInstrctn>
</FIXML>
Average Price
Group Quantity
Replace
Clearing Date
Trade Date
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Customer Account
Position Account
Page 80 of 85
www.theice.com
7.5.2
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.6125467"
RndPx="65.61"
Qty=550
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="13"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
CustCpcty="2"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFSG"
ID=WA
MMY="200912"/>
<Pty ID=IFSG R=22/>
<Pty ID=ICSG R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=10.93
Ccy=USD/>
</FIXML>

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
Group Creation Time
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
Page 81 of 85
www.theice.com
7.6
submission

Function
Group Submit
Group
Complete
Notification
7.6.1
Message Type
AllocInstrctn
TransTyp
1 = Replace
Typ
1 = Submit

AllocInstrctnAlert
1 = Replace
13 = Complete
Stat
0 = Accepted
5 = Rejected
<FIXML>
<AllocInstrctn
AvgPx="65.63"
Qty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="569"
Typ="1"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
CustCpcty="2"
CxlRplcRsn=2>
<Hdr
SID=GUF
TID=ICE
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFSG"
ID=WA
MMY="200912"/>
<Pty ID=IFSG R=22/>
<Pty ID=ICSG R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CU120978 R=24/>
Override Price
Group Quantity
Replace
Clearing Date
Trade Date
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Customer Account
Page 82 of 85
www.theice.com
<Pty ID=H R=38/>

</AllocInstrctn>
</FIXML>
Position Account
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.63"
Qty=550
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="13"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
CustCpcty="2"
CxlRplcRsn=2
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFSG"
ID=WA
MMY="200912"/>
<Pty ID=IFSG R=22/>
<Pty ID=ICSG R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
</FIXML>
7.7

Override Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
Group Creation Time
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Settlement Code
Page 83 of 85
www.theice.com

Function
Group Reopen
Group Reopen
Notification
Message Type
AllocInstrctn
TransTyp
1 = Replace
Typ
15 = Reopen
Stat

AllocInstrctnAlert
1 = Replace
15 = Reopen
0 = Accepted
7.7.1
5 = Rejected
<FIXML>
<AllocInstrctn
AvgPx="65.6125467"
Qty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="569"
Typ="15"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
CustCpcty="2">
<Hdr
SID=GUF
TID=ICE
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFSG"
ID=WA
MMY="200912"/>
<Pty ID=IFSG R=22/>
<Pty ID=ICSG R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38/>
</AllocInstrctn>
</FIXML>
Average Price
Group Quantity
Replace
Clearing Date
Trade Date
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Customer Account
Position Account
Page 84 of 85
www.theice.com
7.7.2
<FIXML>
<AllocInstrctnAlert
Stat="0"
AvgPx="65.6125467"
RndPx="65.61"
Qty=550
GrpQty=550
RemQty=550
AvgPxInd=2
AvgPxGrpID=AP101
ID="4566360"
Typ="15"
TransTyp=1
GrpID=1264763
BizDt="2009-10-10
TrdDt="2009-10-10"
InptSrc="API"
Side=1
SesSub=X"
TrdTyp=0"
CustCpcty="2"
PosEfct=O
TxnTm=2009-10-10T10:35:00-04:00>
<Hdr
SID=ICE
TID=GUF
Snt=2009-10-10T10:05:30-04:00/>
<Instrmt
SecTyp=FUT
Exch="IFSG"
ID=WA
MMY="200912"/>
<Pty ID=IFSG R=22/>
<Pty ID=ICSG R=21/>
<Pty ID=GUF R=1/>
<Pty ID=CUF R=4/>
<Pty ID=CU120978 R=24/>
<Pty ID=H R=38>
<Amt
Typ=CRES
Amt=10.93
Ccy=USD/>
</FIXML>

Average Price
Rounded Price
Affected Quantity
Group Quantity
Remaining Quantity
Replace
Clearing Date
Trade Date
Input Source
Buy/Sell Flag
Off-Exchange
Trade Type
Group Creation Time
Header Information
Sending entity
Target entity
Commodity Symbol
Contract Period
Clearing House
Trading Member
Clearing Member
Customer Account
Position Account
Settlement Code
Cash Residual
Residual Amount
Currency
Page 85 of 85

FIXML Average Price Specification v1 5 1

Caricato da

Informazioni sul documento

Copyright

Formati disponibili

Condividi questo documento

Condividi o incorpora il documento

Opzioni di condivisione

Hai trovato utile questo documento?

Questo contenuto è inappropriato?

Copyright:

Formati disponibili

FIXML Average Price Specification v1 5 1

Caricato da

Copyright:

Formati disponibili

ICE Clear

FIXML Average Price Specification

Copyright Intercontinental Exchange, Inc. 2015. All Rights Reserved.

Changed specification to reflect that Account Identifier is

Minor formatting updates.

Combined EU and US specification.

Added additional period code @MMY format in support of

Added IFED product/party exchange for EU Only

Made @CustCpcty(CTI) applicable for IFED exchange

Added 1 as a valid value for @CustCpcty(CTI) for IFED

Added NDEX product/party exchange for EU Only

Added T as a new enumeration for @Party Role 38, @ID

Added IFLL, IFLO, IFLX, IFEN, and IFUT for EU

@Instrmt/Exch (Product Exchange)

@Pty R=22 (Exchange)

Removed IOTC for EU Only to the following tags:

@Instrmt/Exch (Product Exchange)

@Pty R=22 (Exchange)

Added new security type (@Instrmt/SecTyp) OPT

ICE Clear FIXML Average Price Specification v1.5.1 July 2015

out instructions on trades

Removed M as an enumeration for @Party Role 38,

Added G and L as enumerations for @Party Role 38,

Added I, J and M as a new enumerations for @Party

Updated the description for IFLO, and IFLX for EU

@Instrmt/Exch (Product Exchange)

@Undly/Exch (Product Exchange)

@Pty R=22 (Exchange)

Added CS, CASH, and IDX as new enumerations for

Removed OOF as an enumeration for the @SecTyp

Updated the description for I and J Position Account

Updated the description for 7 and 8 Settlement

Added OOC as a new enumeration for the @SecTyp

Added ICSG to the following tag:

@Pty R=21 (Clearing house)

Added IFSG to the following tags for ICSG only:

@Instrmt/Exch (Product Exchange)

@Undly/Exch (Product Exchange)

@Pty R=22 (Exchange)

Added the following tag for all clearinghouses:

Added @Pty R=83 (Clearing Account) to indicate the

@Pty R=83 (Clearing Account) will not be

Made @Pty R=24 (Customer Account) required for Position

ICE Clear FIXML Average Price Specification v1.5.1 July 2015

Updated eligible Settlement Accounts (RptSide/Pty/Sub

Updated Customer Position Account (@Party Role 38,

Added @AsOfInd to indicate that the transaction has a

ICE Clear FIXML Average Price Specification v1.5.1 July 2015

Relevant Message Formats .............................................................................................................. 12

Create, add a trade and modify a working group ............................................................................... 25

Flow Descriptions and Examples for ICEU & ICSG ....................................................................... 31

Allocation Instruction Message ........................................................................................................... 12

Message Differences between version 1.4.3 and 1.4.4........................................................................ 9

Message Flow Modifying an Average Price Group ............................................................................ 36

Message Flow to Submit an Average Price Group ............................................................................. 38

Message Flow to Re-Open an Average Price Group ......................................................................... 42

Flow Descriptions and Examples for ICUS .................................................................................... 44

ICE Clear FIXML Average Price Specification v1.5.1 July 2015

AllocInstrctnAlert Message Confirming Group Creation sent by ICE

Message Flow Modifying an Average Price Group ............................................................................ 50

Message Flow to Submit an Average Price Group ............................................................................. 52

Message Flow to Re-Open an Average Price Group ......................................................................... 56

Flow Descriptions and Examples for ICCA .................................................................................... 59

Message Flow Modifying an Average Price Group ............................................................................ 64