The allocation record instructs a broker on how to allocate executed shares to sub-accounts.
Added in protocol FIX.2.7
See in: FIX.4.0, FIX.4.2, 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 record groups to follow. Absence of this field indicates that no individual execution records 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 | For Options or Futures to specify the month and year of maturity. | FIX.4.1 | ||
| 205 | MaturityDay | For Options or Futures and 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 | ||
| 207 | SecurityExchange | Can be used to identify the security. | FIX.4.1 | ||
| 106 | Issuer | FIX.3.0 | |||
| 107 | SecurityDesc | FIX.3.0 | |||
| 53 | Shares | Total number of shares allocated to all accounts | Y | FIX.2.7 | |
| 30 | LastMkt | Market of the executions. | FIX.4.0 | ||
| 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 | Required with SettlmntTyp other than regular | FIX.2.7 | ||
| 118 | NetMoney | Expressed in same currency as AvgPx. Sum of AllocNetMoney. | FIX.4.0 | ||
| 77 | OpenClose | FIX.2.7 | |||
| 58 | Text | FIX.2.7 | |||
| 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 | FIX.4.0 | ||
| 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 | ||
| 76 | ExecBroker | Required for step-in and step-out trades | FIX.4.0 | ||
| 109 | ClientID | Used for firm identification in third-party transactions. | 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 SettlCurrAmount is specified. | FIX.4.0 | ||
| 155 | SettlCurrFxRate | Foreign exchange rate used to compute SettlCurrAmount 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 (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. | 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 (can only occur once within a MiscFee group) | FIX.4.0 | ||
| Block | StandardTrailer | Y | FIX.2.7 |