AllocationInstructionAck message – FIX.5.0 – FIX Reference

← AllocationInstruction → AllocationInstructionAlert

MsgTypeP

CategoryAllocation

SectionPostTrade

AddedFIX.2.7

Fields77

Components8

In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message.

Message Structure

77 fields, 8 components/groups — click any tag or field name for details

Tag

Name

Type

Req

Description

Added

◈ StandardHeader [Component]

MsgType = P

FIX.2.7

BeginString

String

FIXT.1.1 (Always unencrypted, must be first field in message)

FIX.4.0

BodyLength

Length

(Always unencrypted, must be second field in message)

FIX.4.0

MsgType

String

(Always unencrypted, must be third field in message)

▶ 101 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	New Order - Single
E	NewOrderList	New Order - List
F	OrderCancelRequest	Order Cancel Request
G	OrderCancelReplaceRequest	Order Cancel/Replace Request (a.k.a. Order Modification Request)
H	OrderStatusRequest	Order Status Request
J	AllocationInstruction	Allocation Instruction
K	ListCancelRequest	List Cancel Request
L	ListExecute	List Execute
M	ListStatusRequest	List Status Request
N	ListStatus	List Status
P	AllocationInstructionAck	Allocation Instruction Ack
Q	DontKnowTrade	Don't Know Trade (DK)
R	QuoteRequest	Quote Request
S	Quote	Quote
T	SettlementInstructions	Settlement Instructions
V	MarketDataRequest	Market Data Request
W	MarketDataSnapshotFullRefresh	Market Data - Snapshot/Full Refresh
X	MarketDataIncrementalRefresh	Market Data - Incremental Refresh
Y	MarketDataRequestReject	Market Data Request Reject
Z	QuoteCancel	Quote Cancel
a	QuoteStatusRequest	Quote Status Request
b	MassQuoteAcknowledgement	Mass Quote Acknowledgement
c	SecurityDefinitionRequest	Security Definition Request
d	SecurityDefinition	Security Definition
e	SecurityStatusRequest	Security Status Request
f	SecurityStatus	Security Status
g	TradingSessionStatusRequest	Trading Session Status Request
h	TradingSessionStatus	Trading Session Status
i	MassQuote	Mass Quote
j	BusinessMessageReject	Business Message Reject
k	BidRequest	Bid Request
l	BidResponse	Bid Response (lowercase L)
m	ListStrikePrice	List Strike Price
n	XMLNonFIX	XML message (e.g. non FIX Msg Type)
o	RegistrationInstructions	Registration Instructions
p	RegistrationInstructionsResponse	Registration Instructions Response
q	OrderMassCancelRequest	Order Mass Cancel Request
r	OrderMassCancelReport	Order Mass Cancel Report
s	NewOrderCross	New Order - Cross
t	CrossOrderCancelReplaceRequest	Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request)
u	CrossOrderCancelRequest	Cross Order Cancel Request
v	SecurityTypeRequest	Security Type Request
w	SecurityTypes	Security Types
x	SecurityListRequest	Security List Request
y	SecurityList	Security List
z	DerivativeSecurityListRequest	Derivative Security List Request
AA	DerivativeSecurityList	Derivative Security List
AB	NewOrderMultileg	New Order - Multileg
AC	MultilegOrderCancelReplace	Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request)
AD	TradeCaptureReportRequest	Trade Capture Report Request
AE	TradeCaptureReport	Trade Capture Report
AF	OrderMassStatusRequest	Order Mass Status Request
AG	QuoteRequestReject	Quote Request Reject
AH	RFQRequest	RFQ Request
AI	QuoteStatusReport	Quote Status Report
AJ	QuoteResponse	Quote Response
AK	Confirmation	Confirmation
AL	PositionMaintenanceRequest	Position Maintenance Request
AM	PositionMaintenanceReport	Position Maintenance Report
AN	RequestForPositions	Request For Positions
AO	RequestForPositionsAck	Request For Positions Ack
AP	PositionReport	Position Report
AQ	TradeCaptureReportRequestAck	Trade Capture Report Request Ack
AR	TradeCaptureReportAck	Trade Capture Report Ack
AS	AllocationReport	Allocation Report (a.k.a. Allocation Claim)
AT	AllocationReportAck	Allocation Report Ack (a.k.a. Allocation Claim Ack)
AU	ConfirmationAck	Confirmation Ack (a.k.a. Affirmation)
AV	SettlementInstructionRequest	Settlement Instruction Request
AW	AssignmentReport	Assignment Report
AX	CollateralRequest	Collateral Request
AY	CollateralAssignment	Collateral Assignment
AZ	CollateralResponse	Collateral Response
BA	CollateralReport	Collateral Report
BB	CollateralInquiry	Collateral Inquiry
BC	NetworkCounterpartySystemStatusRequest	Network Counterparty System Status Request
BD	NetworkCounterpartySystemStatusResponse	Network Counterparty System Status Response
BE	UserRequest	User Request
BF	UserResponse	User Response
BG	CollateralInquiryAck	Collateral Inquiry Ack
BH	ConfirmationRequest	Confirmation Request
BI	TradingSessionListRequest	Trading Session List Request
BJ	TradingSessionList	Trading Session List
BK	SecurityListUpdateReport	Security List Update Report
BL	AdjustedPositionReport	Adjusted Position Report
BM	AllocationInstructionAlert	Allocation Instruction Alert
BN	ExecutionAcknowledgement	Execution Acknowledgement
BO	ContraryIntentionReport	Contrary Intention Report
BP	SecurityDefinitionUpdateReport	Security Definition Update Report

FIX.4.0

1128

ApplVerID

String

Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.

▶ 8 enum values

Value	Name	Description
0	FIX27	FIX27
1	FIX30	FIX30
2	FIX40	FIX40
3	FIX41	FIX41
4	FIX42	FIX42
5	FIX43	FIX43
6	FIX44	FIX44
7	FIX50	FIX50

FIX.4.4

1129

CstmApplVerID

String

Used to support bilaterally agreed custom functionality

FIX.4.4

SenderCompID

String

(Always unencrypted)

FIX.4.0

TargetCompID

String

(Always unencrypted)

FIX.4.0

115

OnBehalfOfCompID

String

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

FIX.4.0

128

DeliverToCompID

String

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

SeqNum

(Can be embedded within encrypted data section.)

FIX.4.0

SenderSubID

String

(Can be embedded within encrypted data section.)

FIX.4.0

142

SenderLocationID

String

Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

FIX.4.1

TargetSubID

String

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

FIX.4.0

143

TargetLocationID

String

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

FIX.4.1

116

OnBehalfOfSubID

String

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

FIX.4.0

144

OnBehalfOfLocationID

String

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

String

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

FIX.4.0

145

DeliverToLocationID

String

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

Boolean

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

Boolean

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

UTCTimestamp

(Can be embedded within encrypted data section.)

FIX.4.0

122

OrigSendingTime

UTCTimestamp

Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

FIX.4.0

212

XmlDataLen

Length

Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

FIX.4.2

213

XmlData

data

Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support

FIX.4.2

347

MessageEncoding

String

Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.

FIX.4.2

369

LastMsgSeqNumProcessed

SeqNum

The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

FIX.4.2

◈ HopGrp [Component]

Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

FIX.4.4

627

NoHops

NumInGroup

Number of HopCompID entries in repeating group.

FIX.4.4

628

HopCompID

String

Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.

FIX.4.4

629

HopSendingTime

UTCTimestamp

Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.

FIX.4.4

630

HopRefID

SeqNum

Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used.

FIX.4.4

AllocID

String

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

FIX.2.7

⟳ Parties [Repeating Group]

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

FIX.4.3

453

NoPartyIDs

NumInGroup

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

FIX.4.3

448

PartyID

String

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

FIX.4.3

447

PartyIDSource

char

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

▶ 18 enum values

Value	Name	Description
6	UKNationalInsuranceOrPensionNumber	UK National Insurance or Pension Number
7	USSocialSecurityNumber	US Social Security Number
8	USEmployerOrTaxIDNumber	US Employer or Tax ID Number
9	AustralianBusinessNumber	Australian Business Number
A	AustralianTaxFileNumber	Australian Tax File Number
1	KoreanInvestorID	Korean Investor ID
2	TaiwaneseForeignInvestorID	Taiwanese Qualified Foreign Investor ID QFII/FID
3	TaiwaneseTradingAcct	Taiwanese Trading Acct
4	MalaysianCentralDepository	Malaysian Central Depository (MCD) number
5	ChineseInvestorID	Chinese Investor ID
I	ISITCAcronym	Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document
B	BIC	BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B")
C	GeneralIdentifier	Generally accepted market participant identifier (e.g. NASD mnemonic)
D	Proprietary	Proprietary / Custom code
E	ISOCountryCode	ISO Country Code
F	SettlementEntityLocation	Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values)
G	MIC	MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C")
H	CSDParticipant	CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number)

FIX.4.3

452

PartyRole

int

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

▶ 77 enum values

Value	Name	Description
1	ExecutingFirm	Executing Firm (formerly FIX 4.2 ExecBroker)
2	BrokerOfCredit	Broker of Credit (formerly FIX 4.2 BrokerOfCredit)
3	ClientID	Client ID (formerly FIX 4.2 ClientID)
4	ClearingFirm	Clearing Firm (formerly FIX 4.2 ClearingFirm)
5	InvestorID	Investor ID
6	IntroducingFirm	Introducing Firm
7	EnteringFirm	Entering Firm
8	Locate	Locate / Lending Firm (for short-sales)
9	FundManagerClientID	Fund Manager Client ID (for CIV)
10	SettlementLocation	Settlement Location (formerly FIX 4.2 SettlLocation)
11	OrderOriginationTrader	Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order)
12	ExecutingTrader	Executing Trader (associated with Executing Firm - actually executes)
13	OrderOriginationFirm	Order Origination Firm (e.g. buy-side firm)
14	GiveupClearingFirm	Giveup Clearing Firm (firm to which trade is given up)
15	CorrespondantClearingFirm	Correspondant Clearing Firm
16	ExecutingSystem	Executing System
17	ContraFirm	Contra Firm
18	ContraClearingFirm	Contra Clearing Firm
19	SponsoringFirm	Sponsoring Firm
20	UnderlyingContraFirm	Underlying Contra Firm
21	ClearingOrganization	Clearing Organization
22	Exchange	Exchange
24	CustomerAccount	Customer Account
25	CorrespondentClearingOrganization	Correspondent Clearing Organization
26	CorrespondentBroker	Correspondent Broker
27	Buyer	Buyer/Seller (Receiver/Deliverer)
28	Custodian	Custodian
29	Intermediary	Intermediary
30	Agent	Agent
31	SubCustodian	Sub-custodian
32	Beneficiary	Beneficiary
33	InterestedParty	Interested party
34	RegulatoryBody	Regulatory body
35	LiquidityProvider	Liquidity provider
36	EnteringTrader	Entering trader
37	ContraTrader	Contra trader
38	PositionAccount	Position account
39	ContraInvestorID	Contra Investor ID
40	TransferToFirm	Transfer to Firm
41	ContraPositionAccount	Contra Position Account
42	ContraExchange	Contra Exchange
43	InternalCarryAccount	Internal Carry Account
44	OrderEntryOperatorID	Order Entry Operator ID
45	SecondaryAccountNumber	Secondary Account Number
46	ForeignFirm	Foriegn Firm
47	ThirdPartyAllocationFirm	Third Party Allocation Firm
48	ClaimingAccount	Claiming Account
49	AssetManager	Asset Manager
50	PledgorAccount	Pledgor Account
51	PledgeeAccount	Pledgee Account
52	LargeTraderReportableAccount	Large Trader Reportable Account
53	TraderMnemonic	Trader mnemonic
54	SenderLocation	Sender Location
55	SessionID	Session ID
56	AcceptableCounterparty	Acceptable Counterparty
57	UnacceptableCounterparty	Unacceptable Counterparty
58	EnteringUnit	Entering Unit
59	ExecutingUnit	Executing Unit
60	IntroducingBroker	Introducing Broker
61	QuoteOriginator	Quote originator
62	ReportOriginator	Report originator
63	SystematicInternaliser	Systematic internaliser (SI)
64	MultilateralTradingFacility	Multilateral Trading Facility (MTF)
65	RegulatedMarket	Regulated Market (RM)
66	MarketMaker	Market Maker
67	InvestmentFirm	Investment Firm
68	HostCompetentAuthority	Host Competent Authority (Host CA)
69	HomeCompetentAuthority	Home Competent Authority (Home CA)
70	CompetentAuthorityLiquidity	Competent Authority of the most relevant market in terms of liquidity (CAL)
71	CompetentAuthorityTransactionVenue	Competent Authority of the Transaction (Execution) Venue (CATV)
72	ReportingIntermediary	Reporting intermediary (medium/vendor via which report has been published)
73	ExecutionVenue	Execution Venue
74	MarketDataEntryOriginator	Market data entry originator
75	LocationID	Location ID
76	DeskID	Desk ID
77	MarketDataMarket	Market data market
78	AllocationEntity	Allocation Entity

FIX.4.3

⟳ PtysSubGrp [Repeating Group]

Repeating group of Party sub-identifiers.

FIX.4.4

802

NoPartySubIDs

NumInGroup

Number of PartySubID (523)and PartySubIDType (803) entries

FIX.4.4

523

PartySubID

String

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

FIX.4.4

803

PartySubIDType

int

Type of PartySubID (523) value 4000+ = Reserved and available for bi-laterally agreed upon user defined values

▶ 32 enum values

Value	Name	Description
1	Firm	Firm
2	Person	Person
3	System	System
4	Application	Application
5	FullLegalNameOfFirm	Full legal name of firm
6	PostalAddress	Postal address
7	PhoneNumber	Phone number
8	EmailAddress	Email address
9	ContactName	Contact name
10	SecuritiesAccountNumber	Securities account number (for settlement instructions)
11	RegistrationNumber	Registration number (for settlement instructions and confirmations)
12	RegisteredAddressForConfirmation	Registered address (for confirmation purposes)
13	RegulatoryStatus	Regulatory status (for confirmation purposes)
14	RegistrationName	Registration name (for settlement instructions)
15	CashAccountNumber	Cash account number (for settlement instructions)
16	BIC	BIC
17	CSDParticipantMemberCode	CSD participant member code
18	RegisteredAddress	Registered address
19	FundAccountName	Fund account name
20	TelexNumber	Telex number
21	FaxNumber	Fax number
22	SecuritiesAccountName	Securities account name
23	CashAccountName	Cash account name
24	Department	Department
25	LocationDesk	Location desk
26	PositionAccountType	Position account type
27	SecurityLocateID	Security locate ID
28	MarketMaker	Market maker
29	EligibleCounterparty	Eligible counterparty
30	ProfessionalClient	Professional client
31	Location	Location
32	ExecutionVenue	Execution venue

FIX.4.4

end PtysSubGrp

end Parties

793

SecondaryAllocID

String

Optional second identifier for the allocation instruction being acknowledged (need not be unique)

FIX.4.4

TradeDate

LocalMktDate

Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).

FIX.2.7

TransactTime

UTCTimestamp

Date/Time Allocation Instruction Ack generated

FIX.2.7

AllocStatus

int

Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed).

▶ 8 enum values

Value	Name	Description
0	Accepted	accepted (successfully processed)
1	BlockLevelReject	block level reject
2	AccountLevelReject	account level reject
3	Received	received (received, not yet processed)
4	Incomplete	incomplete
5	RejectedByIntermediary	rejected by intermediary
6	AllocationPending	allocation pending
7	Reversed	reversed

FIX.2.7

AllocRejCode

int

Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message

▶ 14 enum values

Value	Name	Description
0	UnknownAccount	Unknown account(s)
1	IncorrectQuantity	Incorrect quantity
2	IncorrectAveragegPrice	Incorrect averageg price
3	UnknownExecutingBrokerMnemonic	Unknown executing broker mnemonic
4	CommissionDifference	Commission difference
5	UnknownOrderID	Unknown OrderID (37)
6	UnknownListID	Unknown ListID (66)
7	OtherSeeText	Other (further in Text (58))
8	IncorrectAllocatedQuantity	Incorrect allocated quantity
9	CalculationDifference	Calculation difference
10	UnknownOrStaleExecID	Unknown or stale ExecID
11	MismatchedData	Mismatched data
12	UnknownClOrdID	Unknown ClOrdID
13	WarehouseRequestRejected	Warehouse request rejected

FIX.2.7

626

AllocType

int

Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

▶ 14 enum values

Value	Name	Description
1	Calculated	Calculated (includes MiscFees and NetMoney)
2	Preliminary	Preliminary (without MiscFees and NetMoney)
3	SellsideCalculatedUsingPreliminary	Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) (Replaced)
4	SellsideCalculatedWithoutPreliminary	Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced)
5	ReadyToBook	Ready-To-Book - Single Order
6	BuysideReadyToBook	Buyside Ready-To-Book - Combined Set of Orders (Replaced)
7	WarehouseInstruction	Warehouse Instruction
8	RequestToIntermediary	Request to Intermediary
9	Accept	Accept
10	Reject	Reject
11	AcceptPending	Accept Pending
12	IncompleteGroup	Incomplete Group
13	CompleteGroup	Complete Group
14	ReversalPending	Reversal Pending

FIX.4.4

808

AllocIntermedReqType

int

Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)

▶ 6 enum values

Value	Name	Description
1	PendingAccept	Pending Accept
2	PendingRelease	Pending Release
3	PendingReversal	Pending Reversal
4	Accept	Accept
5	BlockLevelReject	Block Level Reject
6	AccountLevelReject	Account Level Reject

FIX.4.4

573

MatchStatus

char

Denotes whether the financial details provided on the Allocation Instruction were successfully matched.

▶ 3 enum values

Value	Name	Description
0	Compared	Compared, matched or affirmed
1	Uncompared	Uncompared, unmatched, or unaffired
2	AdvisoryOrAlert	Advisory or alert

FIX.4.4

460

Product

int

Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.

▶ 13 enum values

Value	Name	Description
1	AGENCY	AGENCY
2	COMMODITY	COMMODITY
3	CORPORATE	CORPORATE
4	CURRENCY	CURRENCY
5	EQUITY	EQUITY
6	GOVERNMENT	GOVERNMENT
7	INDEX	INDEX
8	LOAN	LOAN
9	MONEYMARKET	MONEYMARKET
10	MORTGAGE	MORTGAGE
11	MUNICIPAL	MUNICIPAL
12	OTHER	OTHER
13	FINANCING	FINANCING

FIX.4.4

167

SecurityType

String

Indicates type of security. See also the Product (460) and CFICode (461) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties): * Identify the Issuer in the "Issuer" field(106) *** REPLACED values - See "Replaced Features and Supported Approach" *** NOTE: Additional values may be used by mutual agreement of the counterparties)

▶ 99 enum values

Value	Name	Description
FUT	Future	Future
OPT	Option	Option
UST	USTreasuryNoteOld	US Treasury Note (Deprecated Value Use TNOTE)
USTB	USTreasuryBillOld	US Treasury Bill (Deprecated Value Use TBILL)
EUSUPRA	EuroSupranationalCoupons	Euro Supranational Coupons *
FAC	FederalAgencyCoupon	Federal Agency Coupon
FADN	FederalAgencyDiscountNote	Federal Agency Discount Note
PEF	PrivateExportFunding	Private Export Funding *
SUPRA	USDSupranationalCoupons	USD Supranational Coupons *
CORP	CorporateBond	Corporate Bond
CPP	CorporatePrivatePlacement	Corporate Private Placement
CB	ConvertibleBond	Convertible Bond
DUAL	DualCurrency	Dual Currency
EUCORP	EuroCorporateBond	Euro Corporate Bond
XLINKD	IndexedLinked	Indexed Linked
STRUCT	StructuredNotes	Structured Notes
YANK	YankeeCorporateBond	Yankee Corporate Bond
FOR	ForeignExchangeContract	Foreign Exchange Contract
CS	CommonStock	Common Stock
PS	PreferredStock	Preferred Stock
REPO	Repurchase	Repurchase
FORWARD	Forward	Forward
BUYSELL	BuySellback	Buy Sellback
SECLOAN	SecuritiesLoan	Securities Loan
SECPLEDGE	SecuritiesPledge	Securities Pledge
BRADY	BradyBond	Brady Bond
EUSOV	EuroSovereigns	Euro Sovereigns *
TBOND	USTreasuryBond	US Treasury Bond
TINT	InterestStripFromAnyBondOrNote	Interest Strip From Any Bond Or Note
TIPS	TreasuryInflationProtectedSecurities	Treasury Inflation Protected Securities
TCAL	PrincipalStripOfACallableBondOrNote	Principal Strip Of A Callable Bond Or Note
TPRN	PrincipalStripFromANonCallableBondOrNote	Principal Strip From A Non-Callable Bond Or Note
TNOTE	USTreasuryNote	US Treasury Note
TBILL	USTreasuryBill	US Treasury Bill
TERM	TermLoan	Term Loan
RVLV	RevolverLoan	Revolver Loan
RVLVTRM	Revolver	Revolver/Term Loan
BRIDGE	BridgeLoan	Bridge Loan
LOFC	LetterOfCredit	Letter Of Credit
SWING	SwingLineFacility	Swing Line Facility
DINP	DebtorInPossession	Debtor In Possession
DEFLTED	Defaulted	Defaulted
WITHDRN	Withdrawn	Withdrawn
REPLACD	Replaced	Replaced
MATURED	Matured	Matured
AMENDED	Amended	Amended & Restated
RETIRED	Retired	Retired
BA	BankersAcceptance	Bankers Acceptance
BN	BankNotes	Bank Notes
BOX	BillOfExchanges	Bill Of Exchanges
CD	CertificateOfDeposit	Certificate Of Deposit
CL	CallLoans	Call Loans
CP	CommercialPaper	Commercial Paper
DN	DepositNotes	Deposit Notes
EUCD	EuroCertificateOfDeposit	Euro Certificate Of Deposit
EUCP	EuroCommercialPaper	Euro Commercial Paper
LQN	LiquidityNote	Liquidity Note
MTN	MediumTermNotes	Medium Term Notes
ONITE	Overnight	Overnight
PN	PromissoryNote	Promissory Note
PZFJ	PlazosFijos	Plazos Fijos
STN	ShortTermLoanNote	Short Term Loan Note
TD	TimeDeposit	Time Deposit
XCN	ExtendedCommNote	Extended Comm Note
YCD	YankeeCertificateOfDeposit	Yankee Certificate Of Deposit
ABS	AssetBackedSecurities	Asset-backed Securities
CMBS	Corp	Corp. Mortgage-backed Securities
CMO	CollateralizedMortgageObligation	Collateralized Mortgage Obligation
IET	IOETTEMortgage	IOETTE Mortgage
MBS	MortgageBackedSecurities	Mortgage-backed Securities
MIO	MortgageInterestOnly	Mortgage Interest Only
MPO	MortgagePrincipalOnly	Mortgage Principal Only
MPP	MortgagePrivatePlacement	Mortgage Private Placement
MPT	MiscellaneousPassThrough	Miscellaneous Pass-through
PFAND	Pfandbriefe	Pfandbriefe *
TBA	ToBeAnnounced	To Be Announced
AN	OtherAnticipationNotes	Other Anticipation Notes (BAN, GAN, etc.)
COFO	CertificateOfObligation	Certificate Of Obligation
COFP	CertificateOfParticipation	Certificate Of Participation
GO	GeneralObligationBonds	General Obligation Bonds
MT	MandatoryTender	Mandatory Tender
RAN	RevenueAnticipationNote	Revenue Anticipation Note
REV	RevenueBonds	Revenue Bonds
SPCLA	SpecialAssessment	Special Assessment
SPCLO	SpecialObligation	Special Obligation
SPCLT	SpecialTax	Special Tax
TAN	TaxAnticipationNote	Tax Anticipation Note
TAXA	TaxAllocation	Tax Allocation
TECP	TaxExemptCommercialPaper	Tax Exempt Commercial Paper
TRAN	TaxRevenueAnticipationNote	Tax Revenue Anticipation Note
VRDN	VariableRateDemandNote	Variable Rate Demand Note
WAR	Warrant	Warrant
MF	MutualFund	Mutual Fund
MLEG	MultilegInstrument	Multileg Instrument
NONE	NoSecurityType	No Security Type
OOF	OptionsOnFutures	Options on Futures
OOP	OptionsOnPhysical	Options on Physical
WLD	WildcardEntry	Wildcard Entry (was "?" in 4.4, used on Security Definition Request message)
CASH	Cash	Cash

FIX.4.4

Text

String

Can include explanation for AllocRejCode = 7 (other)

FIX.2.7

354

EncodedTextLen

Length

Must be set if EncodedText field is specified and must immediately precede it.

FIX.4.2

355

EncodedText

data

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

FIX.4.2

⟳ AllocAckGrp [Repeating Group]

This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated when AllocStatus has any other value. Indicates number of allocation groups to follow.

FIX.4.4

NoAllocs

NumInGroup

This repeating group is optionally used for messages with AllocStatus = 2 (account level reject), AllocStatus = 0 (accepted), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. This group should not be populated where AllocStatus has any other value. Indicates number of allocation groups to follow.

FIX.4.4

AllocAccount

String

Required if NoAllocs > 0. Must be first field in repeating group.

FIX.4.4

661

AllocAcctIDSource

int

Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.

FIX.4.4

366

AllocPrice

Price

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

1047

AllocPositionEffect

char

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

▶ 4 enum values

Value	Name	Description
O	Open	Open
C	Close	Close
R	Rolled	Rolled
F	FIFO	FIFO

FIX.4.4

467

IndividualAllocID

String

Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).

FIX.4.4

776

IndividualAllocRejCode

int

Required if NoAllocs > 0.

FIX.4.4

⟳ NestedParties [Repeating Group]

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

FIX.4.4

539

NoNestedPartyIDs

NumInGroup

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

FIX.4.3

524

NestedPartyID

String

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

525

NestedPartyIDSource

char

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

FIX.4.3

538

NestedPartyRole

int

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

FIX.4.3

⟳ NstdPtysSubGrp [Repeating Group]

Repeating group of NestedParty sub-identifiers.

FIX.4.4

804

NoNestedPartySubIDs

NumInGroup

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

FIX.4.4

545

NestedPartySubID

String

PartySubID value within a nested repeating group. Same values as PartySubID (523)

FIX.4.4

805

NestedPartySubIDType

int

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

FIX.4.4

end NstdPtysSubGrp

end NestedParties

161

AllocText

String

Free format text field related to this AllocAccount (can be used here to hold text relating to the rejection of this AllocAccount)

FIX.4.4

360

EncodedAllocTextLen

Length

Must be set if EncodedAllocText field is specified and must immediately precede it.

FIX.4.4

361

EncodedAllocText

data

Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field.

FIX.4.4

989

SecondaryIndividualAllocID

String

Will allow the intermediary to specify an allocation ID generated by the system

FIX.4.4

993

AllocCustomerCapacity

String

Will allow for granular reporting of separate allocation detail within a single trade report or allocation message.

FIX.4.4

992

IndividualAllocType

int

Identifies whether the allocation is to be sub-allocated or allocated to a third party.

▶ 2 enum values

Value	Name	Description
1	SubAllocate	Sub Allocate
2	ThirdPartyAllocation	Third Party Allocation

FIX.4.4

AllocQty

Qty

Quantity to be allocated to specific sub-account

FIX.4.4

end AllocAckGrp

◈ StandardTrailer [Component]

The standard FIX message trailer

FIX.2.7

SignatureLength

Length

Required when trailer contains signature. Note: Not to be included within SecureData field

FIX.4.0

Signature

data

Note: Not to be included within SecureData field

FIX.4.0

CheckSum

String

(Always unencrypted, always last field in message)

FIX.4.0