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 |