Allocation message – FIX.4.1 – FIX Reference

← Advertisement → AllocationInstructionAck

MsgTypeJ

CategoryAllocation

SectionPostTrade

AddedFIX.2.7

Fields93

Components2

The allocation record instructs a broker on how to allocate executed shares to sub-accounts.

Message Structure

93 fields, 2 components/groups — click any tag or field name for details

Tag

Name

Type

Req

Description

Added

◈ StandardHeader [Component]

MsgType = J

FIX.2.7

BeginString

char

FIX.4.1 (Always unencrypted, must be first field in message)

FIX.4.0

BodyLength

int

(Always unencrypted, must be second field in message)

FIX.4.0

MsgType

char

(Always unencrypted, must be third field in message)

▶ 28 enum values

Value	Name	Description
0	Heartbeat	Heartbeat
1	TestRequest	Test Request
2	ResendRequest	Resend Request
3	Reject	Reject
4	SequenceReset	Sequence Reset
5	Logout	Logout
6	IOI	Indication of Interest
7	Advertisement	Advertisement
8	ExecutionReport	Execution Report
9	OrderCancelReject	Order Cancel Reject
A	Logon	Logon
B	News	News
C	Email	Email
D	NewOrderSingle	Order - Single
E	NewOrderList	Order - List
F	OrderCancelRequest	Order Cancel Request
G	OrderCancelReplaceRequest	Order Cancel/Replace Request
H	OrderStatusRequest	Order Status Request
J	AllocationInstruction	Allocation
K	ListCancelRequest	List Cancel Request
L	ListExecute	List Execute
M	ListStatusRequest	List Status Request
N	ListStatus	List Status
P	AllocationInstructionAck	Allocation ACK
Q	DontKnowTrade	Dont Know Trade (DK)
R	QuoteRequest	Quote Request
S	Quote	Quote
T	SettlementInstructions	Settlement Instructions

FIX.4.0

SenderCompID

char

(Always unencrypted)

FIX.4.0

TargetCompID

char

(Always unencrypted)

FIX.4.0

115

OnBehalfOfCompID

char

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

FIX.4.0

128

DeliverToCompID

char

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

FIX.4.0

SecureDataLen

Length

Required to identify length of encrypted section of message. (Always unencrypted)

FIX.4.0

SecureData

data

Required when message body is encrypted. Always immediately follows SecureDataLen field.

FIX.4.0

MsgSeqNum

int

(Can be embedded within encrypted data section.)

FIX.4.0

SenderSubID

char

(Can be embedded within encrypted data section.)

FIX.4.0

142

SenderLocationID

char

Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

FIX.4.1

TargetSubID

char

"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

FIX.4.0

143

TargetLocationID

char

Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

FIX.4.1

116

OnBehalfOfSubID

char

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.0

144

OnBehalfOfLocationID

char

Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.1

129

DeliverToSubID

char

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.0

145

DeliverToLocationID

char

Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.1

PossDupFlag

char

Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

▶ 2 enum values

Value	Name	Description
N	OriginalTransmission	Original transmission
Y	PossibleDuplicate	Possible duplicate

FIX.4.0

PossResend

char

Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

▶ 2 enum values

Value	Name	Description
N	OriginalTransmission	Original transmission
Y	PossibleResend	Possible resend

FIX.4.0

SendingTime

time

(Can be embedded within encrypted data section.)

FIX.4.0

122

OrigSendingTime

time

Required for message resends. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

FIX.4.0

AllocID

char

Unique identifier for allocation record. (Prior to FIX 4.1 this field was of type int)

FIX.2.7

AllocTransType

char

Identifies allocation transaction type

▶ 5 enum values

Value	Name	Description
0	New	New
1	Replace	Replace
2	Cancel	Cancel
3	Preliminary	Preliminary (without MiscFees and NetMoney)
4	Calculated	Calculated (includes MiscFees and NetMoney)

FIX.2.7

RefAllocID

char

Required for AllocTransType = Calculated, Replace, or Cancel

FIX.2.7

196

AllocLinkID

char

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

int

Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.

▶ 2 enum values

Value	Name	Description
0	FXNetting	F/X Netting
1	FXSwap	F/X Swap

FIX.4.1

NoOrders

int

Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).

FIX.2.7

ClOrdID

char

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

OrderID

char

Unique 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.4.0

198

SecondaryOrderID

char

Can be used to provide order id used by exchange or executing system.

FIX.4.1

ListID

char

Required for List Orders.

FIX.4.0

105

WaveNo

char

Identifier to aid in the management of multiple lists derived from a single, master list.

FIX.4.0

124

NoExecs

int

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

LastShares

int

Number of shares in individual execution. Required if NoExecs > 0

FIX.4.0

ExecID

char

Unique 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 or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int)

FIX.4.0

LastPx

float

Price of individual execution. Required if NoExecs > 0

FIX.4.0

LastCapacity

char

Can be specified by broker for AllocTransTyp=Calculated

▶ 4 enum values

Value	Name	Description
1	Agent	Agent
2	CrossAsAgent	Cross as agent
3	CrossAsPrincipal	Cross as principal
4	Principal	Principal

FIX.4.1

Side

char

Side of order

▶ 8 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt
7	Undisclosed	Undisclosed (valid for IOI message only)
8	Cross	Cross (orders where counterparty is an exchange, valid for all messages except IOIs)

FIX.2.7

Symbol

char

Ticker symbol

FIX.2.7

SymbolSfx

char

Additional 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 Directory

FIX.2.7

SecurityID

char

CUSIP or other alternate security identifier

FIX.2.7

IDSource

char

Identifies class of alternative SecurityID

▶ 7 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code
6	ISOCurrencyCode	ISO Currency Code
7	ISOCountryCode	ISO Country Code

FIX.2.7

167

SecurityType

char

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.

▶ 30 enum values

Value	Name	Description
BA	BankersAcceptance	Bankers Acceptance
CD	CertificateOfDeposit	Certificate Of Deposit
CMO	CollateralizedMortgageObligation	Collateralize Mortgage Obligation
CORP	CorporateBond	Corporate Bond
CP	CommercialPaper	Commercial Paper
CPP	CorporatePrivatePlacement	Corporate Private Placement
CS	CommonStock	Common Stock
FHA	FederalHousingAuthority	Federal Housing Authority
FHL	FederalHomeLoan	Federal Home Loan
FN	FederalNationalMortgageAssociation	Federal National Mortgage Association
FOR	ForeignExchangeContract	Foreign Exchange Contract
FUT	Future	Future
GN	GovernmentNationalMortgageAssociation	Government National Mortgage Association
GOVT	TreasuriesAgencyDebenture	Treasuries + Agency Debenture
MF	MutualFund	Mutual Fund
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principle Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-Thru
MUNI	MunicipalBond	Municipal Bond
NONE	NoSecurityType	No ISITC Security Type
OPT	Option	Option
PS	PreferredStock	Preferred Stock
RP	RepurchaseAgreement	Repurchase Agreement
RVRP	ReverseRepurchaseAgreement	Reverse Repurchase Agreement
SL	StudentLoanMarketingAssociation	Student Loan Marketing Association
TD	TimeDeposit	Time Deposit
USTB	USTreasuryBillOld	US Treasury Bill
WAR	Warrant	Warrant
ZOO	CatsTigersAndLions	Cats, Tigers & Lions (a real code: US Treasury Receipts)

FIX.4.1

200

MaturityMonthYear

MonthYear

For Options or Futures to specify the month and year of maturity.

FIX.4.1

205

MaturityDay

DayOfMonth

For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date.

FIX.4.1

201

PutOrCall

int

For Options.

▶ 2 enum values

Value	Name	Description
0	Put	Put
1	Call	Call

FIX.4.1

202

StrikePrice

float

For Options.

FIX.4.1

206

OptAttribute

char

For Options.

FIX.4.1

207

SecurityExchange

char

Can be used to identify the security.

FIX.4.1

106

Issuer

char

Company name of security issuer (e.g. International Business Machines)

FIX.3.0

107

SecurityDesc

char

Security description.

FIX.3.0

int

Total number of shares allocated to all accounts

FIX.2.7

LastMkt

char

Market of the executions.

FIX.4.0

AvgPx

float

For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).

FIX.2.7

Currency

char

Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.

FIX.2.7

AvgPrxPrecision

int

Absence of this field indicates that default precision arranged by the broker/institution is to be used

FIX.2.7

TradeDate

date

Indicates 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

TransactTime

time

Date/time when allocation is generated

FIX.2.7

SettlmntTyp

char

Absence of this field is interpreted as Regular

▶ 10 enum values

Value	Name	Description
0	Regular	Regular
1	Cash	Cash
2	NextDay	Next Day
3	TPlus2	T+2
4	TPlus3	T+3
5	TPlus4	T+4
6	Future	Future
7	WhenAndIfIssued	When Issued
8	SellersOption	Sellers Option
9	TPlus5	T+ 5

FIX.2.7

FutSettDate

date

Required with SettlmntTyp other than regular

FIX.2.7

118

NetMoney

float

Expressed in same currency as AvgPx. Sum of AllocNetMoney.

FIX.4.0

OpenClose

char

For options only.

▶ 2 enum values

Value	Name	Description
C	Close	Close
O	Open	Open

FIX.2.7

Text

char

Free format text string (Note: this field does not have a specified maximum length)

FIX.2.7

157

NumDaysInterest

int

Applicable for Convertible Bonds and fixed income

FIX.4.1

158

AccruedInterestRate

float

Applicable for Convertible Bonds and fixed income

FIX.4.1

NoAllocs

int

Indicates number of allocation groups to follow.

FIX.2.7

AllocAccount

char

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

AllocShares

int

Number of shares to be allocated to specific sub-account

FIX.4.0

ProcessCode

char

Processing code for sub-account. Absence of this field in AllocAccount / AllocShares / ProcessCode instance indicates regular trade.

▶ 7 enum values

Value	Name	Description
0	Regular	regular
1	SoftDollar	soft dollar
2	StepIn	step-in
3	StepOut	step-out
4	SoftDollarStepIn	soft-dollar step-in
5	SoftDollarStepOut	soft-dollar step-out
6	PlanSponsor	plan sponsor

FIX.4.0

BrokerOfCredit

char

Required if ProcessCode is step-out or soft-dollar step-out

FIX.4.0

208

NotifyBrokerOfCredit

char

Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).

▶ 2 enum values

Value	Name	Description
N	DetailsShouldNotBeCommunicated	Details should not be communicated
Y	DetailsShouldBeCommunicated	Details should be communicated

FIX.4.1

209

AllocHandlInst

int

Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.

▶ 3 enum values

Value	Name	Description
1	Match	Match
2	Forward	Forward
3	ForwardAndMatch	Forward and Match

FIX.4.1

161

AllocText

char

Free format text field related to this AllocAccount

FIX.4.1

ExecBroker

char

Required for step-in and step-out trades

FIX.4.0

109

ClientID

char

Used for firm identification in third-party transactions.

FIX.4.0

Commission

float

Commission. Note if CommType is percentage, Commission of 5% should be represented as .05.

FIX.4.0

CommType

char

Commission type

▶ 3 enum values

Value	Name	Description
1	PerUnit	per share
2	Percent	percentage
3	Absolute	absolute

FIX.4.0

153

AllocAvgPx

float

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

float

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

float

AllocNetMoney in SettlCurrency for this AllocAccount if SettlCurrency is different from "overall" Currency

FIX.4.0

120

SettlCurrency

char

SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmount is specified.

FIX.4.0

155

SettlCurrFxRate

float

Foreign exchange rate used to compute SettlCurrAmount from Currency to SettlCurrency

FIX.4.1

156

SettlCurrFxRateCalc

char

Specifies whether the SettlCurrFxRate should be multiplied or divided

FIX.4.1

159

AccruedInterestAmt

float

Applicable for Convertible Bonds and fixed income

FIX.4.1

160

SettlInstMode

char

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)

▶ 4 enum values

Value	Name	Description
0	Default	Default
1	StandingInstructionsProvided	Standing Instructions Provided
2	SpecificAllocationAccountOverriding	Specific Allocation Account Overriding
3	SpecificAllocationAccountStanding	Specific Allocation Account Standing