This message is used in a 3-party allocation model where notification of group creation and group updates to counterparites is needed. The mssage will also carry trade information that comprised the group to the counterparites.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = BM | |||||
| 70 | AllocID | @AllocID | Y | Unique identifier for this allocation instruction alert message | |||
| 71 | AllocTransType | @TransTyp | Y | i.e. New, Cancel, Replace | |||
| 626 | AllocType | @AllocType | Y | Specifies the purpose or type of Allocation message | |||
| 793 | SecondaryAllocID | @AllocID2 | N | Optional second identifier for this allocation instruction (need not be unique) | |||
| 72 | RefAllocID | @RefAllocID | C | Required for AllocTransType (71) = Replace or Cancel | |||
| 796 | AllocCancReplaceReason | @CxlRplcRsn | C | Required for AllocTransType (71) = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction | |||
| 808 | AllocIntermedReqType | @IntermedReqTyp | C | Required if AllocType (626) = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) | |||
| 196 | AllocLinkID | @LinkID | N | Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps". | |||
| 197 | AllocLinkType | @LinkTyp | C | Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID (196) is specified. | |||
| 466 | BookingRefID | @BkngRefID | N | Can be used with AllocType=" Ready-To-Book ". | |||
| 857 | AllocNoOrdersType | @NoOrdsTyp | N | Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders (73) group or not. | |||
| 73 | NoOrders | OrdAlloc | C | Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType (857) = 1 | |||
| => | 11 | ClOrdID | @ClOrdID | C | 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".Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID (11) of the most recent version of the order. Required when NoOrders (73) > 0 and must be the first repeating field in the group. | ||
| => | 37 | OrderID | @OrdID | N | |||
| => | 198 | SecondaryOrderID | @OrdID2 | N | Can be used to provide order id used by exchange or executing system. | ||
| => | 526 | SecondaryClOrdID | @ClOrdID2 | N | |||
| => | 66 | ListID | @ListID | N | Required for List Orders. | ||
| => | <NestedParties2> | N | Insert here the set of "NestedParties2" fields defined in "Common Components of Application Messages". This is used to identify the executing broker for step in/give in trades | ||||
| => | 38 | OrderQty | @Qty | N | |||
| => | 799 | OrderAvgPx | @AvgPx | N | Average price for this order | ||
| => | 800 | OrderBookingQty | @BkngQty | N | Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) Note that the sum of the OrderBookingQty (800) values in this repeating group must equal the total quantity being allocated (in Quantity (53) (53) field) | ||
| 124 | NoExecs | AllExc | N | 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. | |||
| => | 32 | LastQty | @LastQty | C | Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs (124) > 0 | ||
| => | 17 | ExecID | @ExecID | N | |||
| => | 527 | SecondaryExecID | @ExecID2 | N | |||
| => | 31 | LastPx | @LastPx | C | Price of individual execution. Required if NoExecs (124) > 0 | ||
| => | 669 | LastParPx | @LastParPx | C | Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other price type | ||
| => | 29 | LastCapacity | @LastCpcty | N | Used to identify whether the trade was executed on an agency or principal basis. | ||
| => | 1003 | TradeID | @TrdID | N | |||
| => | 1041 | FirmTradeID | @FirmTrdID | N | |||
| 570 | PreviouslyReported | @PrevlyRpted | N | ||||
| 700 | ReversalIndicator | @ReversalInd | N | ||||
| 574 | MatchType | @MtchTyp | N | ||||
| 54 | Side | @Side | Y | ||||
| <Instrument> | Y | Insert here the set of "Instrument" fields defined in "common components of application messages". | |||||
| <InstrumentExtension> | N | Insert here the set of "InstrumentExtension" fields defined in "common components of application messages". | |||||
| <FinancingDetails> | N | Insert here the set of "FinancingDetails" fields defined in "common components of application messages". | |||||
| 711 | NoUnderlyings | Undly | N | Number of underlyings | |||
| => | <UnderlyingInstrument> | C | Must be provided if Number of underlyings > 0 | ||||
| 555 | NoLegs | Leg | N | Number of legs Identifies a Multi-leg Execution if present and non-zero. | |||
| => | <InstrumentLeg> | C | Must be provided if Number of legs > 0 | ||||
| 53 | Quantity | @Qty | Y | Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book | |||
| 854 | QtyType | @QtyTyp | N | ||||
| 30 | LastMkt | @LastMkt | N | Market of the executions. | |||
| 229 | TradeOriginationDate | @OrignDt | N | ||||
| 336 | TradingSessionID | @SesID | N | ||||
| 625 | TradingSessionSubID | @SesSub | N | ||||
| 423 | PriceType | @PxTyp | N | ||||
| 6 | AvgPx | @AvgPx | N | For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. | |||
| 860 | AvgParPx | @AvgParPx | N | ||||
| <SpreadOrBenchmarkCurveData> | N | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "common components of application messages". | |||||
| 15 | Currency | @Ccy | N | Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. | |||
| 74 | AvgPxPrecision | @AvgPxPrcsn | N | Absence of this field indicates that default precision arranged by the broker/institution is to be used | |||
| <Parties> | N | Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages". | |||||
| 75 | TradeDate | @TrdDt | Y | ||||
| 60 | TransactTime | @TxnTm | N | Date/time when allocation is generated | |||
| 63 | SettlType | @SettlTyp | N | ||||
| 64 | SettlDate | @SettlDt | C | Takes precedence over SettlType (63) value and conditionally required/omitted for specific SettlType (63) values. | |||
| 775 | BookingType | @BkngTyp | N | Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. | |||
| 381 | GrossTradeAmt | @GrossTrdAmt | N | Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx (153) or AllocPrice). | |||
| 238 | Concession | @Concession | N | ||||
| 237 | TotalTakedown | @TotTakedown | N | ||||
| 118 | NetMoney | @NetMny | N | Expressed in same currency as AvgPx. Sum of AllocNetMoney. | |||
| 77 | PositionEffect | @PosEfct | N | ||||
| 754 | AutoAcceptIndicator | @AutoAcceptInd | N | Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House | |||
| 58 | Text | @Txt | N | ||||
| 354 | EncodedTextLen | @EncTxtLen | C | Must be set if EncodedText (355) field is specified and must immediately precede it. | |||
| 355 | EncodedText | @EncTxt | C | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | |||
| 157 | NumDaysInterest | @NumDaysInt | N | Applicable for Convertible Bonds and fixed income | |||
| 158 | AccruedInterestRate | @AcrdIntRt | N | Applicable for Convertible Bonds and fixed income | |||
| 159 | AccruedInterestAmt | @AcrdIntAmt | N | Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest) | |||
| 540 | TotalAccruedInterestAmt | @TotAcrdIntAmt | N | (Deprecated) use AccruedInterestAmt (159) Sum of AccruedInterestAmt (159) within repeating group. | |||
| 738 | InterestAtMaturity | @IntAtMat | N | ||||
| 920 | EndAccruedInterestAmt | @EndAcrdIntAmt | N | For repurchase agreements the accrued interest on termination. | |||
| 921 | StartCash | @StartCsh | N | For repurchase agreements the start (dirty) cash consideration | |||
| 922 | EndCash | @EndCsh | N | For repurchase agreements the end (dirty) cash consideration | |||
| 650 | LegalConfirm | @LegalCnfm | N | ||||
| <Stipulations> | N | ||||||
| <YieldData> | N | ||||||
| <PositionAmountData> | N | Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages". | |||||
| 892 | TotNoAllocs | @TotNoAllocs | N | Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs (78) values across all message fragments making up this allocation instruction. Only required where message has been fragmented. | |||
| 893 | LastFragment | @LastFragment | N | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. | |||
| 78 | NoAllocs | Alloc | C | Conditionally required except when AllocTransType (71) = Cancel, or when AllocType (626) = Ready-to-book or Warehouse instruction | |||
| => | 79 | AllocAccount | @Acct | C | May be the same value as BrokerOfCredit if ProcessCode (81) is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the ExecBroker. Required if NoAllocs (78) > 0. Must be first field in repeating group. Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". | ||
| => | 661 | AllocAcctIDSource | @ActIDSrc | N | |||
| => | 573 | MatchStatus | @MtchStat | N | |||
| => | 366 | AllocPrice | @Px | N | Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount (79) plus AllocPrice (366) form a unique Allocs entry. Used in lieu of AllocAvgPx. | ||
| => | 80 | AllocQty | @Qty | C | Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". | ||
| => | 467 | IndividualAllocID | @IndAllocID | N | |||
| => | 81 | ProcessCode | @ProcCode | N | |||
| => | 989 | SecondaryIndividualAllocID | @IndAllocID2 | N | Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system. | ||
| => | 1002 | AllocMethod | @Meth | N | Specifies the method under which a trade quantity was allocated. | ||
| => | 993 | AllocCustomerCapacity | @CustCpcty | N | Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. | ||
| => | 1047 | AllocPositionEffect | @AllocPosEfct | N | |||
| => | 992 | IndividualAllocType | @Typ | N | |||
| => | <NestedParties> | N | 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. | ||||
| => | 208 | NotifyBrokerOfCredit | @NotifyBrkrOfCredit | N | |||
| => | 209 | AllocHandlInst | @HandlInst | N | |||
| => | 161 | AllocText | @Txt | N | Free format text field related to this AllocAccount | ||
| => | 360 | EncodedAllocTextLen | @EncAllocTextLen | C | Must be set if EncodedAllocText (361) field is specified and must immediately precede it. | ||
| => | 361 | EncodedAllocText | @EncAllocText | C | Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. | ||
| => | <CommissionData> | N | Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages". | ||||
| => | 153 | AllocAvgPx | @AvgPx | N | AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation. For Fixed Income always express value as "percent of par". | ||
| => | 154 | AllocNetMoney | @NetMny | N | NetMoney for this AllocAccount ((AllocQty * AllocAvgPx) - Commission (12) - sum of MiscFeeAmt (137) + AccruedInterestAmt) if a Sell ((AllocQty * AllocAvgPx) + Commission (12) + sum of MiscFeeAmt (137) + AccruedInterestAmt) if a Buy | ||
| => | 119 | SettlCurrAmt | @SettlCurrAmt | N | Replaced by AllocSettlCurrAmt | ||
| => | 737 | AllocSettlCurrAmt | @AllocSettlCurrAmt | N | AllocNetMoney in AllocSettlCurrency (736) for this AllocAccount (79) if AllocSettlCurrency (736) is different from "overall" Currency. | ||
| => | 120 | SettlCurrency | @SettlCcy | C | Replaced by AllocSettlCurrency SettlCurrency (120) for this AllocAccount (79) if different from "overall" Currency. Required if SettlCurrAmt (119) is specified. | ||
| => | 736 | AllocSettlCurrency | @AllocSettlCcy | C | AllocSettlCurrency for this AllocAccount (79) if different from "overall" Currency. Required if AllocSettlCurrAmt (737) is specified. | ||
| => | 155 | SettlCurrFxRate | @SettlCurrFxRt | N | Foreign exchange rate used to compute AllocSettlCurrAmt (737) from Currency (15) to AllocSettlCurrency | ||
| => | 156 | SettlCurrFxRateCalc | @SettlCurrFxRtCalc | N | Specifies whether the SettlCurrFxRate (155) should be multiplied or divided | ||
| => | 742 | AllocAccruedInterestAmt | @AcrdIntAmt | N | Applicable for Convertible Bonds and fixed income | ||
| => | 741 | AllocInterestAtMaturity | @IntAtMat | N | Applicable for securities that pay interest in lump-sum at maturity | ||
| => | 136 | NoMiscFees | MiscFees | N | Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows ** | ||
| => | => | 137 | MiscFeeAmt | @Amt | C | Required if NoMiscFees (136) > 0 | |
| => | => | 138 | MiscFeeCurr | @Curr | N | ||
| => | => | 139 | MiscFeeType | @Typ | C | Required if NoMiscFees (136) > 0 | |
| => | => | 891 | MiscFeeBasis | @Basis | N | ||
| => | 576 | NoClearingInstructions | ClrInst | N | ** Nested Repeating Group follows ** | ||
| => | => | 577 | ClearingInstruction | @ClrngInstrctn | C | Required if NoClearingInstructions (576) > 0 | |
| => | 635 | ClearingFeeIndicator | @ClrFeeInd | N | |||
| => | 780 | AllocSettlInstType | @SettlInstTyp | N | 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. | ||
| => | <SettlInstructionsData> | C | Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages". Used to communicate settlement instructions for this AllocAccount (79) detail. Required if AllocSettlInstType (780) = 2 or 3. | ||||
| 819 | AvgPxIndicator | @AvgPxInd | N | Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. | |||
| 715 | ClearingBusinessDate | @BizDt | N | Indicates Clearing Business Date for which transaction will be settled. | |||
| 828 | TrdType | @TrdTyp | N | Indicates Trade Type of Allocation. | |||
| 829 | TrdSubType | @TrdSubTyp | N | Indicates TradeSubType of Allocation. Necessary for defining groups. | |||
| 582 | CustOrderCapacity | @CustCpcty | N | Indicates CTI of original trade marked for allocation. | |||
| 578 | TradeInputSource | @InptSrc | N | Indicates input source of original trade marked for allocation. | |||
| 442 | MultiLegReportingType | @MLegRptTyp | N | Indicates MultiLegReportType of original trade marked for allocation. | |||
| 1011 | MessageEventSource | @MsgEvtSrc | N | Used to identify the event or source which gave rise to a message. | |||
| 991 | RndPx | @RndPx | N | Specifies the rounded price to quoted precision. | |||
| <Standard Message Trailer> | Y | ||||||
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