Confirmation

Tag			Field Name	Req'd	Comments
Component Block <Standard Header>				Y	MsgType = AK
664			ConfirmID	Y	Unique ID for this message
772			ConfirmRefID	N	Mandatory if ConfirmTransType is Replace or Cancel
859			ConfirmReqID	N	Only used when this message is used to respond to a confirmation request (to which this ID refers)
666			ConfirmTransType	Y	New, Cancel or Replace
773			ConfirmType	Y	Denotes whether this message represents a confirmation or a trade status message
797			CopyMsgIndicator	N	Denotes whether or not this message represents copy confirmation (or status message) Absence of this field indicates message is not a drop copy.
650			LegalConfirm	N	Denotes whether this message represents the legally binding confirmation Absence of this field indicates message is not a legal confirm.
665			ConfirmStatus	Y
Component Block <Parties>				N	Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Required for fixed income Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades) Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details)
73			NoOrders	N	Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
	11		ClOrdID	N	Order ID assigned by client if order(s) were electronically delivered and executed. If order(s) were manually delivered this field should contain string “MANUAL”.Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order Required when NoOrders > 0 and must be the first repeating field in the group.
	37		OrderID	N
	198		SecondaryOrderID	N	Can be used to provide order id used by exchange or executing system.
	526		SecondaryClOrdID	N
	66		ListID	N	Required for List Orders.
	Component Block <Nested Parties 2>			N	Insert here the set of "NestedParties2" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" This is used to identify the executing broker for step in/give in trades
	38		OrderQty	N
	799		OrderAvgPx	N	Average price for this order
	800		OrderBookingQty	N	Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field)
70			AllocID	N	Used to refer to an earlier Allocation Instruction.
793			SecondaryAllocID	N	Used to refer to an earlier Allocation Instruction via its secondary identifier
467			IndividualAllocID	N	Used to refer to an allocation account within an earlier Allocation Instruction.
60			TransactTime	Y	Represents the time this message was generated
75			TradeDate	Y
Component Block <Trd Reg Timestamps>				N	Time of last execution being confirmed by this message
Component Block <Instrument>				Y	Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Instrument Extension>				N	Insert here the set of "InstrumentExtension" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Financing Details>				N	Insert here the set of "FinancingDetails" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
711			NoUnderlyings	Y	Indicates number of repeating entries. ** Nested Repeating Group follows **
	Component Block <Underlying Instrument>			N	Insert here the set of "UnderlyingInstrument" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES
555			NoLegs	Y	Indicates number of repeating entries. ** Nested Repeating Group follows **
	Component Block <Instrument Leg>			N	Insert here the set of "InstrumentLeg" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES
Component Block <Yield Data>				N	If traded on Yield, price must be calculated “to worst” and the component block must specify how calculated, redemption date and price (if not par). If traded on Price, the component block must specify how calculated – “Worst”, and include redemptiondate and price (if not par).
80			AllocQty	Y	The quantity being confirmed by this message (this is at a trade level, not block or order level)
854			QtyType	N
54			Side	Y
15			Currency	N
30			LastMkt	N
862			NoCapacities	Y	Indicates number of repeating entries. ** Nested Repeating Group follows **
	528		OrderCapacity	Y	Specifies the capacity of the firm executing the order(s)
	529		OrderRestrictions	N
	863		OrderCapacityQty	Y	The quantity that was executed under this capacity (e.g. quantity executed as agent, as principal etc.). Sum of OrderCapacityQty values must equal this message’s AllocQty.
79			AllocAccount	Y	Account number for the trade being confirmed by this message
661			AllocAcctIDSource	N
798			AllocAccountType	N
6			AvgPx	Y	Gross price for the trade being confirmed Always expressed in percent-of-par for Fixed Income
74			AvgPxPrecision	N	Absence of this field indicates that default precision arranged by the broker/institution is to be used
423			PriceType	N	Price type for the AvgPx field
860			AvgParPx	N
Component Block <Spread Or Benchmark Curve Data>				N	Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
861			ReportedPx	N	Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade)
58			Text	N
354			EncodedTextLen	N
355			EncodedText	N
81			ProcessCode	N	Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above.
381			GrossTradeAmt	Y
157			NumDaysInterest	N
230			ExDate	N	Optional “next coupon date” for Fixed Income
158			AccruedInterestRate	N
159			AccruedInterestAmt	N	Required for Fixed Income products that trade with accrued interest
738			InterestAtMaturity	N	Required for Fixed Income products that pay lump sum interest at maturity
920			EndAccruedInterestAmt	N	For repurchase agreements the accrued interest on termination.
921			StartCash	N	For repurchase agreements the start (dirty) cash consideration
922			EndCash	N	For repurchase agreements the end (dirty) cash consideration
238			Concession	N
237			TotalTakedown	N
118			NetMoney	Y
890			MaturityNetMoney	N	Net Money at maturity if Zero Coupon and maturity value is different from par value
119			SettlCurrAmt	N
120			SettlCurrency	N
155			SettlCurrFxRate	N
156			SettlCurrFxRateCalc	N
63			SettlType	N
64			SettlDate	N
Component Block <Settl Instructions Data>				N	Insert here the set of "SettlInstructionsData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Used to communicate settlement instructions for this Confirmation.
Component Block <Commission Data>				N
858			SharedCommission	N	Used to identify any commission shared with a third party (e.g. directed brokerage)
Component Block <Stipulations>				N
136			NoMiscFees	N	Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows **
	137		MiscFeeAmt	N	Required if NoMiscFees > 0
	138		MiscFeeCurr	N
	139		MiscFeeType	N	Required if NoMiscFees > 0
	891		MiscFeeBasis	N
Component Block <Standard Trailer>				Y
XML DTD
<!ENTITY % CnfmCustom "" > <!ENTITY % CnfmContent "CnfmID, CnfmRefID?, CnfmReqID?, CnfmTransTyp, CnfmTyp, CopyMsgInd?, LegalCnfm?, CnfmStat, Ptys?, OrdAllocGrp*, AllocID?, ScndAllocID?, IndAllocID?, TransactTm, TrdDt, TrdRegTmstamps?, Instrmt, InstrmtExtension?, FinancingDetails?, UndInstrmtGrp+, InstrmtLegGrp+, YldData?, AllocQty, QtyTyp?, Side, Ccy?, LastMkt?, CpctyConfGrp+, AllocAcct, AllocAcctIDSrc?, AllocAcctTyp?, AvgPx, AvgPxPrcsn?, PxTyp?, AvgParPx?, SpreadOrBnchmkCrvData?, RptedPx?, Text?, EncTextLen?, EncText?, ProcCode?, GrossTrdAmt, NumDaysInt?, ExDt?, AcrdIntRt?, AcrdIntAmt?, IntAtMat?, EndAcrdIntAmt?, StartCsh?, EndCsh?, Concession?, TotTakedown?, NetMny, MatNetMny?, SettlCurrAmt?, SettlCcy?, SettlCurrFxRt?, SettlCurrFxRtCalc?, SettlTyp?, SettlDt?, SettlInstrctnsData?, CommData?, SharedComm?, Stips?, MiscFeesGrp* %CnfmCustom;" > <!ELEMENT Cnfm (%CnfmContent;)> <!ATTLIST Cnfm FIXMsgType_ENUM CDATA #FIXED "AK" Category CDATA #FIXED "Confirmation" FIXSpecVolume CDATA #FIXED 'Volume5' FullName CDATA #FIXED "Confirmation" ComponentType CDATA #FIXED "Message" >