FIX.4.2 Message

Allocation [type 'J']

The Allocation message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts.


Added  FIX.2.7

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Field or ComponentField NameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = J

 
70AllocID 
71AllocTransType 
72RefAllocID 

Required for AllocTransType = Calculated, Replace, or Cancel

 
196AllocLinkID 

Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"

 
197AllocLinkType 

Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.

 
Repeating Group 73NoOrders 

Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).

 
11ClOrdID 

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".

 
37OrderID  
198SecondaryOrderID 

Can be used to provide order id used by exchange or executing system.

 
66ListID 

Required for List Orders.

 
105WaveNo  
end Repeating Group
Repeating Group 124NoExecs 

Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs.

 
32LastShares 

Number of shares in individual execution. Required if NoExecs > 0

 
17ExecID  
31LastPx 

Price of individual execution. Required if NoExecs > 0

 
29LastCapacity 

Can be specified by broker for AllocTransTyp=Calculated

 
end Repeating Group
54Side 
55Symbol 
65SymbolSfx  
48SecurityID  
22IDSource  
167SecurityType 

Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.

 
200MaturityMonthYear 

Specifiesthe month and year of maturity. Required if MaturityDay is specified.

 
205MaturityDay 

Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.

 
201PutOrCall 

For Options.

 
202StrikePrice 

For Options.

 
206OptAttribute 

For Options.

 
231ContractMultiplier 

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

 
223CouponRate 

For Fixed Income.

 
207SecurityExchange 

Can be used to identify the security.

 
106Issuer  
348EncodedIssuerLen 

Must be set if EncodedIssuer field is specified and must immediately precede it.

 
349EncodedIssuer 

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

 
107SecurityDesc  
350EncodedSecurityDescLen 

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

 
351EncodedSecurityDesc 

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

 
53Shares

Total number of shares allocated to all accounts

 
30LastMkt 

Market of the executions.

 
336TradingSessionID  
6AvgPx

For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).

 
15Currency 

Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.

 
74AvgPrxPrecision 

Absence of this field indicates that default precision arranged by the broker/institution is to be used

 
75TradeDate 
60TransactTime 

Date/time when allocation is generated

 
63SettlmntTyp 

Absence of this field is interpreted as Regular

 
64FutSettDate 

"Settlement Date". Required with SettlmntTyp other than regular

 
381GrossTradeAmt 

Expressed in same currency as AvgPx. Sum of (AllocShares * AllocAvgPx or AllocPrice).

 
118NetMoney 

Expressed in same currency as AvgPx. Sum of AllocNetMoney.

 
77OpenClose  
58Text  
354EncodedTextLen 

Must be set if EncodedText field is specified and must immediately precede it.

 
355EncodedText 

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

 
157NumDaysInterest 

Applicable for Convertible Bonds and fixed income

 
158AccruedInterestRate 

Applicable for Convertible Bonds and fixed income

 
Repeating Group 78NoAllocs 

Indicates number of allocation groups to follow.

 
79AllocAccount 

May be the same value as BrokerOfCredit if ProcessCode is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the ExecBroker. Required if NoAllocs > 0. Must be first field in repeating group.

 
366AllocPrice 

Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx.

 
80AllocShares 
81ProcessCode  
92BrokerOfCredit 

Required if ProcessCode is step-out or soft-dollar step-out

 
208NotifyBrokerOfCredit  
209AllocHandlInst  
161AllocText 

Free format text field related to this AllocAccount

 
360EncodedAllocTextLen 

Must be set if EncodedAllocText field is specified and must immediately precede it.

 
361EncodedAllocText 

Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field.

 
76ExecBroker 

Required for step-in and step-out trades

 
109ClientID 

Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).

 
12Commission  
13CommType  
153AllocAvgPx 

AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation.

 
154AllocNetMoney 

NetMoney for this AllocAccount

((AllocShares * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell

((AllocShares * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy

 
119SettlCurrAmt 

AllocNetMoney in SettlCurrency for this AllocAccount if SettlCurrency is different from "overall" Currency

 
120SettlCurrency 

SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified.

 
155SettlCurrFxRate 

Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency

 
156SettlCurrFxRateCalc 

Specifies whether the SettlCurrFxRate should be multiplied or divided

 
159AccruedInterestAmt 

Applicable for Convertible Bonds and fixed income

 
160SettlInstMode 

Type of Settlement Instructions which will be provided via Settlement Instructions message (0=Default, 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing)

 
Repeating Group 136NoMiscFees 

Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group within Alloc repeating group.

** Nested Repeating Group follows **

 
137MiscFeeAmt 

Required if NoMiscFees > 0

 
138MiscFeeCurr 

Required if NoMiscFees > 0

 
139MiscFeeType 

Required if NoMiscFees > 0

 
end Repeating Group
end Repeating Group
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