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.4.2, 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 | i.e. New, Cancel, Replace | Y | FIX.2.7 | |
| 626 | AllocType | Specifies the purpose or type of Allocation message | Y | FIX.4.3 | |
| 72 | RefAllocID | Required for AllocTransType = Replace or Cancel Required for AllocType = "Sellside Calculated Using Preliminary" | 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 | ||
| 466 | BookingRefID | Can be used with AllocType="Buyside Ready-To-Book - Single Order" or "Buyside Ready-To-Book - Combined Set of Orders" | FIX.4.3 | ||
| 73 | NoOrders | Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one). Not required for AllocTransType=Cancel | 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". Not required for AllocTransType=Cancel | 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 | ||
| 526 | SecondaryClOrdID | FIX.4.3 | |||
| 66 | ListID | Required for List Orders. | 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 | Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0 | FIX.4.0 | ||
| 17 | ExecID | FIX.4.0 | |||
| 527 | SecondaryExecID | FIX.4.3 | |||
| 31 | LastPx | Price of individual execution. Required if NoExecs > 0 | FIX.4.0 | ||
| 29 | LastCapacity | Can be specified by broker for AllocType="Sellside Calculated Without Preliminary" and "Sellside Calculated Using Preliminary" | FIX.4.1 | ||
| 54 | Side | Y | FIX.2.7 | ||
| Block | Instrument | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | Y | FIX.4.3 | |
| 53 | Shares | Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book | Y | FIX.2.7 | |
| 30 | LastMkt | Market of the executions. | FIX.4.0 | ||
| 229 | TradeOriginationDate | FIX.4.3 | |||
| 336 | TradingSessionID | FIX.4.2 | |||
| 625 | TradingSessionSubID | FIX.4.3 | |||
| 423 | PriceType | FIX.4.3 | |||
| 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 | ||
| BlockRepeating | Parties | Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | FIX.4.3 | ||
| 75 | TradeDate | Y | FIX.2.7 | ||
| 60 | TransactTime | Date/time when allocation is generated | FIX.2.7 | ||
| 63 | SettlmntTyp | FIX.2.7 | |||
| 64 | FutSettDate | Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. | FIX.2.7 | ||
| 381 | GrossTradeAmt | Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). | FIX.4.2 | ||
| 238 | Concession | FIX.4.3 | |||
| 237 | TotalTakedown | FIX.4.3 | |||
| 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 | ||
| 540 | TotalAccruedInterestAmt | Sum of AccruedInterestAmt within repeating group. | FIX.4.3 | ||
| 650 | LegalConfirm | FIX.4.3 | |||
| 78 | NoAllocs | Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocType="Buyside Ready-To-Book - Single Order" or "Buyside Ready-To-Book - Combined Set of Orders". | 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. Not required for AllocTransType=Cancel Not required for AllocType="Buyside Ready-To-Book - Single Order" or "Buyside Ready-To-Book - Combined Set of Orders". | 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 | Not required for AllocTransType=Cancel Not required for AllocType="Buyside Ready-To-Book - Single Order" or "Buyside Ready-To-Book - Combined Set of Orders". | FIX.4.0 | ||
| 467 | IndividualAllocID | FIX.4.3 | |||
| 81 | ProcessCode | FIX.4.0 | |||
| BlockRepeating | NestedParties | Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Used for NestedPartyRole=BrokerOfCredit, ExecBroker, ClientID, etc. | FIX.4.3 | ||
| 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 | ||
| Block | CommissionData | Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | FIX.4.3 | ||
| 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 ((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell ((AllocQty * 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, 4= Specific Order) | 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 |