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
Expand Components | Collapse Components
Field or Component | Field Name | Req'd | Comments | Depr. |
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Component | StandardHeader |
MsgType = J |
70 | AllocID | ||||
71 | AllocTransType | ||||
72 | RefAllocID |
Required for AllocTransType = Calculated, Replace, or Cancel | |||
196 | AllocLinkID |
Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" | |||
197 | AllocLinkType |
Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. |
Repeating Group 73 | NoOrders |
Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one). |
11 | ClOrdID |
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". | |||
37 | OrderID | ||||
198 | SecondaryOrderID |
Can be used to provide order id used by exchange or executing system. | |||
66 | ListID |
Required for List Orders. | |||
105 | WaveNo |
end Repeating Group |
Repeating Group 124 | NoExecs |
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. |
32 | LastShares |
Number of shares in individual execution. Required if NoExecs > 0 | |||
17 | ExecID | ||||
31 | LastPx |
Price of individual execution. Required if NoExecs > 0 | |||
29 | LastCapacity |
Can be specified by broker for AllocTransTyp=Calculated |
end Repeating Group |
54 | Side | ||||
55 | Symbol | ||||
65 | SymbolSfx | ||||
48 | SecurityID | ||||
22 | IDSource | ||||
167 | SecurityType |
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. | |||
200 | MaturityMonthYear |
Specifiesthe month and year of maturity. Required if MaturityDay is specified. | |||
205 | MaturityDay |
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | |||
201 | PutOrCall |
For Options. | |||
202 | StrikePrice |
For Options. | |||
206 | OptAttribute |
For Options. | |||
231 | ContractMultiplier |
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. | |||
223 | CouponRate |
For Fixed Income. | |||
207 | SecurityExchange |
Can be used to identify the security. | |||
106 | Issuer | ||||
348 | EncodedIssuerLen |
Must be set if EncodedIssuer field is specified and must immediately precede it. | |||
349 | EncodedIssuer |
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | |||
107 | SecurityDesc | ||||
350 | EncodedSecurityDescLen |
Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | |||
351 | EncodedSecurityDesc |
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | |||
53 | Shares |
Total number of shares allocated to all accounts | |||
30 | LastMkt |
Market of the executions. | |||
336 | TradingSessionID | ||||
6 | AvgPx |
For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). | |||
15 | Currency |
Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. | |||
74 | AvgPrxPrecision |
Absence of this field indicates that default precision arranged by the broker/institution is to be used | |||
75 | TradeDate | ||||
60 | TransactTime |
Date/time when allocation is generated | |||
63 | SettlmntTyp |
Absence of this field is interpreted as Regular | |||
64 | FutSettDate |
"Settlement Date". Required with SettlmntTyp other than regular | |||
381 | GrossTradeAmt |
Expressed in same currency as AvgPx. Sum of (AllocShares * AllocAvgPx or AllocPrice). | |||
118 | NetMoney |
Expressed in same currency as AvgPx. Sum of AllocNetMoney. | |||
77 | OpenClose | ||||
58 | Text | ||||
354 | EncodedTextLen |
Must be set if EncodedText field is specified and must immediately precede it. | |||
355 | EncodedText |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | |||
157 | NumDaysInterest |
Applicable for Convertible Bonds and fixed income | |||
158 | AccruedInterestRate |
Applicable for Convertible Bonds and fixed income |
Repeating Group 78 | NoAllocs |
Indicates number of allocation groups to follow. |
79 | AllocAccount |
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. | |||
366 | AllocPrice |
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. | |||
80 | AllocShares | ||||
81 | ProcessCode | ||||
92 | BrokerOfCredit |
Required if ProcessCode is step-out or soft-dollar step-out | |||
208 | NotifyBrokerOfCredit | ||||
209 | AllocHandlInst | ||||
161 | AllocText |
Free format text field related to this AllocAccount | |||
360 | EncodedAllocTextLen |
Must be set if EncodedAllocText field is specified and must immediately precede it. | |||
361 | EncodedAllocText |
Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. | |||
76 | ExecBroker |
Required for step-in and step-out trades | |||
109 | ClientID |
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). | |||
12 | Commission | ||||
13 | CommType | ||||
153 | AllocAvgPx |
AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation. | |||
154 | AllocNetMoney |
NetMoney for this AllocAccount ((AllocShares * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell ((AllocShares * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy | |||
119 | SettlCurrAmt |
AllocNetMoney in SettlCurrency for this AllocAccount if SettlCurrency is different from "overall" Currency | |||
120 | SettlCurrency |
SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. | |||
155 | SettlCurrFxRate |
Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency | |||
156 | SettlCurrFxRateCalc |
Specifies whether the SettlCurrFxRate should be multiplied or divided | |||
159 | AccruedInterestAmt |
Applicable for Convertible Bonds and fixed income | |||
160 | SettlInstMode |
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 136 | NoMiscFees |
Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group within Alloc repeating group. ** Nested Repeating Group follows ** |
137 | MiscFeeAmt |
Required if NoMiscFees > 0 | |||
138 | MiscFeeCurr |
Required if NoMiscFees > 0 | |||
139 | MiscFeeType |
Required if NoMiscFees > 0 |
end Repeating Group |
end Repeating Group |
Component | StandardTrailer |
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