FIX.Latest_EP269 Message

AllocationInstruction [type 'J']

<AllocInstrctn>

The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol.

Pedigree Added FIX.2.7

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderBaseHeaderYMsgType = JAdded FIX.2.7
70AllocIDIDYUnique identifier for this allocation instruction messageAdded FIX.2.7
2758AllocRequestIDReqID May be used to link to a previously submitted AllocationInstructionAlertRequest(35=DU) message.Added EP241
71AllocTransTypeTransTypYi.e. New, Cancel, ReplaceAdded FIX.2.7
626AllocTypeTypYSpecifies the purpose or type of Allocation messageAdded FIX.4.3
793SecondaryAllocIDID2 Optional second identifier for this allocation instruction (need not be unique)Added FIX.4.4
72RefAllocIDRefID Required for AllocTransType = Replace or CancelAdded FIX.2.7
796AllocCancReplaceReasonCxlRplcRsn Required for AllocTransType = Replace or Cancel
Gives the reason for replacing or cancelling the allocation instruction
Added FIX.4.4
808AllocIntermedReqTypeImReqTyp Required if AllocType = 8 (Request to Intermediary)
Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
Added FIX.4.4
196AllocLinkIDLinkID Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X Netting or SwapsAdded FIX.4.1
197AllocLinkTypeLinkTyp Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.Added FIX.4.1
1730AllocGroupIDGrpID Group identifier assigned by the clearinghouseAdded EP118
1728FirmGroupIDFirmGrpID Firm assigned entity identifier for the allocationAdded EP118
466BookingRefIDBkngRefID Can be used with AllocType= Ready-To-Book Added FIX.4.3
857AllocNoOrdersTypeNoOrdsTyp Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly.Added FIX.4.4 Updated EP118
ComponentOrdAllocGrpOrdAlloc Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1Added FIX.4.4
ComponentExecAllocGrpAllExc Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs.Added FIX.4.4 Updated EP118
570PreviouslyReportedPrevlyRpted Added FIX.4.4
700ReversalIndicatorReversalInd Added FIX.4.4
574MatchTypeMtchTyp Added FIX.4.4
54SideSideYAdded FIX.2.7
ComponentInstrumentInstrmtYInsert here the set of Instrument (symbology) fields defined in Common Components of Application Messages.
For NDFs fixing date and time can be optionally specified using MaturityDate and MaturityTime.
Added FIX.4.3 Updated EP82
ComponentInstrumentExtensionInstrmtExt Insert here the set of InstrumentExtension fields defined in Common Components of Application MessagesAdded FIX.4.4
ComponentFinancingDetailsFinDetls Insert here the set of FinancingDetails fields defined in Common Components of Application MessagesAdded FIX.4.4