Code Set NameData TypeDescriptionPedigree
AllocTypeCodeSetint

Describes the specific type or purpose of an Allocation message (i.e. Buyside Calculated)
(see Volume : Glossary for value definitions)
*** SOME VALUES HAVE BEEN REPLACED - See Replaced Features and Supported Approach ***


1=

Calculated (includes MiscFees and NetMoney)

Added FIX.4.3 [Calculated]
2=

Preliminary (without MiscFees and NetMoney)

Added FIX.4.3 [Preliminary]
3=

Sellside calculated using preliminary (includes MiscFees and NetMoney) (Replaced)

Added FIX.4.3 Updated EP118 Deprecated FIX.4.2[SellsideCalculatedUsingPreliminary]
4=

Sellside calculatedd without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced)

Added FIX.4.3 Updated EP118 Deprecated FIX.4.2[SellsideCalculatedWithoutPreliminary]
5=

Ready-To-Book single order

Added FIX.4.3 Updated EP118 [ReadyToBook]
6=

Buyside Ready-To-Book - combined set of orders (replaced)

Added FIX.4.3 Updated EP118 Deprecated FIX.4.2[BuysideReadyToBook]
7=

Warehouse instruction

Added FIX.4.4 Updated EP118 [WarehouseInstruction]
8=

Request to intermediary

Added FIX.4.4 Updated EP118 [RequestToIntermediary]
9=

Accept

Added EP5 Deprecated EP118[Accept]
10=

Reject

Added EP5 Deprecated EP118[Reject]
11=

Accept Pending

Added EP5 Deprecated EP118[AcceptPending]
12=

Incomplete group

Added EP5 Updated EP118 [IncompleteGroup]
13=

Complete group

Added EP5 Updated EP118 [CompleteGroup]
14=

Reversal Pending

Added EP5 Deprecated EP118[ReversalPending]
15=

Reopen group

Added EP118 [ReopenGroup]
16=

Cancel group

Added EP118 [CancelGroup]
17=

Give-up

Added EP118 [Giveup]
18=

Take-up

Added EP118 [Takeup]
19=

Refuse take-up

Added EP118 [RefuseTakeup]
20=

Initiate reversal

Added EP118 [InitiateReversal]
21=

Reverse

Added EP118 [Reverse]
22=

Refuse reversal

Added EP118 [RefuseReversal]
23=

Sub-allocation give-up

Added EP118 [SubAllocationGiveup]
24=

Approve give-up

Added EP118 [ApproveGiveup]
25=

Approve take-up

Added EP118 [ApproveTakeup]
26=

Notional value average price group allocation

Used when conducting notional value average price (NVAP) group allocation with a clearinghouse.

Added EP239 [NotionalValueAveragePxGroupAlloc]
Added FIX.4.3

Used in fields:
[AllocType]