Message Allocation (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 in protocol FIX.2.7
See in: FIX.4.0, FIX.4.1, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = J | Y | FIX.2.7 | |
| 70 | AllocID | Y | FIX.2.7 | ||
| 71 | AllocTransType | Y | FIX.2.7 | ||
| 72 | RefAllocID | Required for AllocTransType = Calculated, Replace, or Cancel | FIX.2.7 | ||
| 196 | AllocLinkID | Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" | FIX.4.1 | ||
| 197 | AllocLinkType | Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. | FIX.4.1 | ||
| 73 | NoOrders | Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one). | FIX.2.7 | ||
| 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". | FIX.4.0 | ||
| 37 | OrderID | FIX.4.0 | |||
| 198 | SecondaryOrderID | Can be used to provide order id used by exchange or executing system. | FIX.4.1 | ||
| 66 | ListID | Required for List Orders. | FIX.4.0 | ||
| 105 | WaveNo | FIX.4.0 | |||
| 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. | FIX.4.0 | ||
| 32 | LastShares | Number of shares in individual execution. Required if NoExecs > 0 | FIX.4.0 | ||
| 17 | ExecID | FIX.4.0 | |||
| 31 | LastPx | Price of individual execution. Required if NoExecs > 0 | FIX.4.0 | ||
| 29 | LastCapacity | Can be specified by broker for AllocTransTyp=Calculated | FIX.4.1 | ||
| 54 | Side | Y | FIX.2.7 | ||
| 55 | Symbol | Y | FIX.2.7 | ||
| 65 | SymbolSfx | FIX.2.7 | |||
| 48 | SecurityID | FIX.2.7 | |||
| 22 | IDSource | FIX.2.7 | |||
| 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. | FIX.4.1 | ||
| 200 | MaturityMonthYear | Specifiesthe month and year of maturity. Required if MaturityDay is specified. | FIX.4.1 | ||
| 205 | MaturityDay | Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | FIX.4.1 | ||
| 201 | PutOrCall | For Options. | FIX.4.1 | ||
| 202 | StrikePrice | For Options. | FIX.4.1 | ||
| 206 | OptAttribute | For Options. | FIX.4.1 | ||
| 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. | FIX.4.2 | ||
| 223 | CouponRate | For Fixed Income. | FIX.4.2 | ||
| 207 | SecurityExchange | Can be used to identify the security. | FIX.4.1 | ||
| 106 | Issuer | FIX.3.0 | |||
| 348 | EncodedIssuerLen | Must be set if EncodedIssuer (349) field is specified and must immediately precede it. | FIX.4.2 | ||
| 349 | EncodedIssuer | Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 107 | SecurityDesc | FIX.3.0 | |||
| 350 | EncodedSecurityDescLen | Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it. | FIX.4.2 | ||
| 351 | EncodedSecurityDesc | Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 53 | Shares | Total number of shares allocated to all accounts | Y | FIX.2.7 | |
| 30 | LastMkt | Market of the executions. | FIX.4.0 | ||
| 336 | TradingSessionID | FIX.4.2 | |||
| 6 | AvgPx | For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). | Y | FIX.2.7 | |
| 15 | Currency | Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. | FIX.2.7 | ||
| 74 | AvgPrxPrecision | Absence of this field indicates that default precision arranged by the broker/institution is to be used | FIX.2.7 | ||
| 75 | TradeDate | Y | FIX.2.7 | ||
| 60 | TransactTime | Date/time when allocation is generated | FIX.2.7 | ||
| 63 | SettlmntTyp | Absence of this field is interpreted as Regular | FIX.2.7 | ||
| 64 | FutSettDate | "Settlement Date". Required with SettlmntTyp other than regular | FIX.2.7 | ||
| 381 | GrossTradeAmt | Expressed in same currency as AvgPx. Sum of (AllocShares * AllocAvgPx or AllocPrice). | FIX.4.2 | ||
| 118 | NetMoney | Expressed in same currency as AvgPx. Sum of AllocNetMoney. | FIX.4.0 | ||
| 77 | OpenClose | FIX.2.7 | |||
| 58 | Text | FIX.2.7 | |||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.4.2 | ||
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 157 | NumDaysInterest | Applicable for Convertible Bonds and fixed income | FIX.4.1 | ||
| 158 | AccruedInterestRate | Applicable for Convertible Bonds and fixed income | FIX.4.1 | ||
| 78 | NoAllocs | Indicates number of allocation groups to follow. | FIX.2.7 | ||
| 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. | FIX.4.0 | ||
| 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. | FIX.4.2 | ||
| 80 | AllocShares | Y | FIX.4.0 | ||
| 81 | ProcessCode | FIX.4.0 | |||
| 92 | BrokerOfCredit | Required if ProcessCode is step-out or soft-dollar step-out | FIX.4.0 | ||
| 208 | NotifyBrokerOfCredit | FIX.4.1 | |||
| 209 | AllocHandlInst | FIX.4.1 | |||
| 161 | AllocText | Free format text field related to this AllocAccount | FIX.4.1 | ||
| 360 | EncodedAllocTextLen | Must be set if EncodedAllocText (361) field is specified and must immediately precede it. | FIX.4.2 | ||
| 361 | EncodedAllocText | Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.2 | ||
| 76 | ExecBroker | Required for step-in and step-out trades | FIX.4.0 | ||
| 109 | ClientID | Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). | FIX.4.0 | ||
| 12 | Commission | FIX.4.0 | |||
| 13 | CommType | FIX.4.0 | |||
| 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. | FIX.4.1 | ||
| 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 | FIX.4.1 | ||
| 119 | SettlCurrAmt | AllocNetMoney in SettlCurrency for this AllocAccount if SettlCurrency is different from "overall" Currency | FIX.4.0 | ||
| 120 | SettlCurrency | SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. | FIX.4.0 | ||
| 155 | SettlCurrFxRate | Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency | FIX.4.1 | ||
| 156 | SettlCurrFxRateCalc | Specifies whether the SettlCurrFxRate should be multiplied or divided | FIX.4.1 | ||
| 159 | AccruedInterestAmt | Applicable for Convertible Bonds and fixed income | FIX.4.1 | ||
| 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) | FIX.4.1 | ||
| 136 | NoMiscFees | Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group within Alloc repeating group. ** Nested Repeating Group follows ** | FIX.4.0 | ||
| 137 | MiscFeeAmt | Required if NoMiscFees > 0 | FIX.4.0 | ||
| 138 | MiscFeeCurr | Required if NoMiscFees > 0 | FIX.4.0 | ||
| 139 | MiscFeeType | Required if NoMiscFees > 0 | FIX.4.0 | ||
| Block | StandardTrailer | Y | FIX.2.7 |