Added in protocol FIX.4.4

See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
78 NoAllocs Conditionally required except when AllocTransType = Cancel, or when AllocType = Ready-to-book or Warehouse instruction FIX.4.4
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.
Conditionally required except when for AllocTransType=”Cancel”, or when AllocType= “Ready-To-Book” or “Warehouse instruction”.
FIX.4.4
661 AllocAcctIDSource FIX.4.4
573 MatchStatus FIX.4.4
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.4.4
80 AllocQty Conditionally required except when for AllocTransType=”Cancel”, or when AllocType= “Ready-To-Book” or “Warehouse instruction”. FIX.4.4
467 IndividualAllocID FIX.4.4
81 ProcessCode FIX.4.4
989 SecondaryIndividualAllocID Can be used by an intermediary to specify an allocation ID assigned by the intermediary’s system. FIX.4.4
1002 AllocMethod Specifies the method under which a trade quantity was allocated. FIX.4.4
993 AllocCustomerCapacity Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. FIX.4.4
1047 AllocPositionEffect FIX.4.4
992 IndividualAllocType FIX.4.4
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, ClientID, Settlement location (PSET), etc.
Note: this field can be used for settlement location (PSET) information.
FIX.4.4
208 NotifyBrokerOfCredit FIX.4.4
209 AllocHandlInst FIX.4.4
161 AllocText Free format text field related to this AllocAccount FIX.4.4
360 EncodedAllocTextLen Must be set if EncodedAllocText (361) field is specified and must immediately precede it. FIX.4.4
361 EncodedAllocText Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.4
Block CommissionData Insert here the set of “CommissionData” fields defined in “Common Components of Application Messages” FIX.4.4
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, expressed in terms of Currency (15). For Fixed Income always express value as “percent of par”. FIX.4.4
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.
For FX, if specified, expressed in terms of Currency (15).
FIX.4.4
119 SettlCurrAmt Replaced by AllocSettlCurrAmt FIX.4.4 Y
737 AllocSettlCurrAmt AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from “overall” Currency FIX.4.4
120 SettlCurrency Replaced by AllocSettlCurrency
SettlCurrency for this AllocAccount if different from “overall” Currency. Required if SettlCurrAmt is specified.
FIX.4.4 Y
736 AllocSettlCurrency AllocSettlCurrency for this AllocAccount if different from “overall” Currency.
Required if AllocSettlCurrAmt is specified.
Required for NDFs.
FIX.4.4
155 SettlCurrFxRate Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency FIX.4.4
156 SettlCurrFxRateCalc Specifies whether the SettlCurrFxRate should be multiplied or divided FIX.4.4
742 AllocAccruedInterestAmt Applicable for Convertible Bonds and fixed income FIX.4.4
741 AllocInterestAtMaturity Applicable for securities that pay interest in lump-sum at maturity FIX.4.4
ImplicitBlockRepeating MiscFeesGrp FIX.4.4
ImplicitBlockRepeating ClrInstGrp FIX.4.4
635 ClearingFeeIndicator FIX.4.4
780 AllocSettlInstType Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived.
Absence of this field implies use of default instructions.
FIX.4.4
Block SettlInstructionsData Insert here the set of “SettlInstructionsData” fields defined in “Common Components of Application Messages”
Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3.
FIX.4.4