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 |