Home / FIX.4.0 / Messages / Allocation

Allocation

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MsgTypeJ
CategoryAllocation
SectionPostTrade
AddedFIX.2.7
Fields69
Components2
The allocation record is used to instruct a broker on how to allocate executed shares to sub-accounts. The allocation record can also be used as a confirmation message through which third parties can communicate execution and settlement instructions between trading partners.

Message Structure

69 fields, 2 components/groups — click any tag or field name for details
TagNameTypeReq DescriptionAdded
◈ StandardHeader [Component]YMsgType = JFIX.2.7
8BeginStringcharYFIX.4.0 (Always unencrypted, must be first field in message)FIX.4.0
9BodyLengthintY(Always unencrypted, must be second field in message)FIX.4.0
35MsgTypecharY(Always unencrypted, must be third field in message)
▶ 27 enum values
ValueNameDescription
0HeartbeatHeartbeat
1TestRequestTest Request
2ResendRequestResend Request
3RejectReject
4SequenceResetSequence Reset
5LogoutLogout
6IOIIndication of Interest
7AdvertisementAdvertisement
8ExecutionReportExecution Report
9OrderCancelRejectOrder Cancel Reject
ALogonLogon
BNewsNews
CEmailEmail
DNewOrderSingleOrder - Single
ENewOrderListOrder - List
FOrderCancelRequestOrder Cancel Request
GOrderCancelReplaceRequestOrder Cancel/Replace Request
HOrderStatusRequestOrder Status Request
JAllocationInstructionAllocation
KListCancelRequestList Cancel Request
LListExecuteList Execute
MListStatusRequestList Status Request
NListStatusList Status
PAllocationInstructionAckAllocation ACK
QDontKnowTradeDont Know Trade (DK)
RQuoteRequestQuote Request
SQuoteQuote
FIX.4.0
49SenderCompIDcharY(Always unencrypted)FIX.4.0
56TargetCompIDcharY(Always unencrypted)FIX.4.0
115OnBehalfOfCompIDcharNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
128DeliverToCompIDcharNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
90SecureDataLenLengthNRequired to identify length of encrypted section of message. (Always unencrypted)FIX.4.0
91SecureDatadataNRequired when message body is encrypted. Always immediately follows SecureDataLen field.FIX.4.0
34MsgSeqNumintY(Can be embedded within encrypted data section.)FIX.4.0
50SenderSubIDcharN(Can be embedded within encrypted data section.)FIX.4.0
57TargetSubIDcharN"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)FIX.4.0
116OnBehalfOfSubIDcharNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
129DeliverToSubIDcharNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
43PossDupFlagcharNAlways required for retransmissions, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
▶ 2 enum values
ValueNameDescription
NOriginalTransmissionOriginal transmission
YPossibleDuplicatePossible duplicate
FIX.4.0
97PossResendcharNRequired when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)FIX.4.0
52SendingTimetimeY(Can be embedded within encrypted data section.)FIX.4.0
122OrigSendingTimetimeNRequired for message resends. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)FIX.4.0
70AllocIDintYUnique identifier for allocation record.FIX.2.7
71AllocTransTypecharYIdentifies allocation transaction type
▶ 3 enum values
ValueNameDescription
0NewNew
1ReplaceReplace
2CancelCancel
FIX.2.7
72RefAllocIDintNRequired for AllocTransType = R (Replace) or C (Cancel)FIX.2.7
73NoOrdersintYIndicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).FIX.2.7
11ClOrdIDcharYOrder 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.2.7
37OrderIDcharNUnique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.FIX.2.7
66ListIDcharNRequired for List Orders.FIX.2.7
105WaveNocharNIdentifier to aid in the management of multiple lists derived from a single, master list.FIX.3.0
124NoExecsintNIndicates number of individual execution record groups to follow. Absence of this field indicates that no individual execution records are included.FIX.4.0
17ExecIDintNUnique identifier of execution message as assigned by broker (will be 0 (zero) for ExecTransType=3 (Status)). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.FIX.2.7
32LastSharesintNNumber of shares in individual execution. Required if NoExecs > 0FIX.2.7
31LastPxfloatNPrice of individual execution. Required if NoExecs > 0FIX.2.7
30LastMktcharNMarket of individual execution.FIX.2.7
54SidecharYSide of order
▶ 6 enum values
ValueNameDescription
1BuyBuy
2SellSell
3BuyMinusBuy minus
4SellPlusSell plus
5SellShortSell short
6SellShortExemptSell short exempt
FIX.2.7
55SymbolcharYTicker symbolFIX.2.7
65SymbolSfxcharNAdditional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common. Valid values: As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch DirectoryFIX.2.7
48SecurityIDcharNCUSIP or other alternate security identifierFIX.2.7
22IDSourcecharNIdentifies class of alternative SecurityID 100+ are reserved for private security identifications
▶ 5 enum values
ValueNameDescription
1CUSIPCUSIP
2SEDOLSEDOL
3QUIKQUIK
4ISINNumberISIN number
5RICCodeRIC code
FIX.2.7
106IssuercharNCompany name of security issuer (e.g. International Business Machines)FIX.3.0
107SecurityDesccharNSecurity description.FIX.3.0
53SharesintYTotal number of shares allocated to all accountsFIX.2.7
6AvgPxfloatYCalculated average price of all fills on this order.FIX.2.7
15CurrencycharNCurrency of AvgPx, absence of this field indicates US dollarsFIX.2.7
74AvgPrxPrecisionintNAbsence of this field indicates that default precision arranged by the broker/institution is to be usedFIX.2.7
75TradeDatedateYIndicates date of trade referenced in this record in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).FIX.2.7
60TransactTimetimeNDate/time when allocation is generatedFIX.2.7
63SettlmntTypcharNAbsence of this field is interpreted as Regular
▶ 10 enum values
ValueNameDescription
0RegularRegular
1CashCash
2NextDayNext Day
3TPlus2T+2
4TPlus3T+3
5TPlus4T+4
6FutureFuture
7WhenAndIfIssuedWhen Issued
8SellersOptionSellers Option
9TPlus5T+ 5
FIX.2.7
64FutSettDatedateNRequired with SettlmntTyp other than regularFIX.2.7
118NetMoneyfloatNExpressed in same currency as AvgPxFIX.4.0
136NoMiscFeesintNRequired if any miscellaneous fees are reported. Indicates number of repeating entriesFIX.4.0
137MiscFeeAmtfloatNRequired if NoMiscFees > 0FIX.4.0
138MiscFeeCurrcharNRequired if NoMiscFees > 0FIX.4.0
139MiscFeeTypecharNRequired if NoMiscFees > 0
▶ 7 enum values
ValueNameDescription
1RegulatoryRegulatory (e.g. SEC)
2TaxTax
3LocalCommissionLocal Commission
4ExchangeFeesExchange Fees
5StampStamp
6LevyLevy
7OtherOther
FIX.4.0
119SettlCurrAmtfloatNTotal amount due expressed in settlement currency (includes the effect of the forex transaction)FIX.4.0
120SettlCurrencycharNCurrency code of settlement denomination.FIX.4.0
77OpenClosecharNFor options only.FIX.2.7
58TextcharNFree format text stringFIX.2.7
78NoAllocsintYIndicates number of allocation groups to follow.FIX.2.7
79AllocAccountcharYSub-account mnemonicFIX.2.7
80AllocSharesintYNumber of shares to be allocated to specific sub-accountFIX.2.7
81ProcessCodecharNProcessing code for sub-account. Absence of this field in AllocAccount / AllocShares / ProcessCode instance indicates regular trade.
▶ 7 enum values
ValueNameDescription
0Regularregular
1SoftDollarsoft dollar
2StepInstep-in
3StepOutstep-out
4SoftDollarStepInsoft-dollar step-in
5SoftDollarStepOutsoft-dollar step-out
6PlanSponsorplan sponsor
FIX.2.7
76ExecBrokercharNRequired for step-in and step-out tradesFIX.2.7
109ClientIDcharNUsed for firm identification in third-party transactions.FIX.3.0
12CommissionfloatNCommissionFIX.2.7
13CommTypecharNCommission type
▶ 3 enum values
ValueNameDescription
1PerUnitper share
2Percentpercentage
3Absoluteabsolute
FIX.2.7
85NoDlvyInstintNRepeating group within allocation groupFIX.2.7
92BrokerOfCreditcharNBroker to receive trade creditFIX.2.7
86DlvyInstcharNRequired if NoDlvyInst > 0FIX.2.7
◈ StandardTrailer [Component]YThe standard FIX message trailerFIX.2.7
93SignatureLengthLengthNRequired when trailer contains signature. Note: Not to be included within SecureData fieldFIX.4.0
89SignaturedataNNote: Not to be included within SecureData fieldFIX.4.0
10CheckSumcharY(Always unencrypted, always last field in message)FIX.4.0