MsgType = 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
Expand Components | Collapse Components
| Field or Component | Field Name | Req'd | Comments | Depr. |
|---|
| 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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