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