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The AllocGrp component conveys the details of each account when a trade (or block trade) is allocated into one or more accounts.
This repeating group is optionally used for messages with AllocStatus(87) = 0 (accepted) or 2 (account level reject) 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(87) has any other value.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
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| 78 | NoAllocs | Alloc | N | Conditionally required except when AllocTransType = Cancel, or when AllocType = Ready-to-book or Warehouse instruction | |||
| => | 79 | AllocAccount | @Acct | C |
Required if NoAllocs(78) > 0. May specify the broker of credit if ProcessCode(81) is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the executing broker. |
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| => | 661 | AllocAcctIDSource | @ActIDSrc | N |
Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. |
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| => | 573 | MatchStatus | @MtchStat | N |
The status of this trade with respect to matching or comparison. |
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| => | 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(153). |
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| => | 80 | AllocQty | @Qty | N |
Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". |
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| => | 2515 | AllocCalculatedCcyQty | @CalcCcyQty | N |
Used for the calculated quantity of the other side of the currency trade applicable to the allocation instance. |
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| => | 1752 | CustodialLotID | @CstdlLotID | N |
Only used for specific lot trades. |
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| => | 1753 | VersusPurchaseDate | @VSPDt | N |
Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. |
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| => | 1754 | VersusPurchasePrice | @VSPPx | N |
Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. |
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| => | 1755 | CurrentCostBasis | @CurCostBasis | N |
Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified |
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| => | 467 | IndividualAllocID | @IndAllocID | N |
Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). |
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| => | <IndividualAllocSubQtyAttributeGrp> | N |
In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. |
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| => | 1729 | FirmMnemonic | @FirmMnem | N |
Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). |
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| => | 1593 | ParentAllocID | @ParentAllocID | N |
Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn’t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations. |
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| => | 2727 | AllocLegRefID | @LegRefID | N |
The field may not be used in any message where there are no legs. |
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| => | <AllocRegulatoryTradeIDGrp> | N |
Trade side of payout receiver. |
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| => | <AllocTrdRegTimestamps> | N |
Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. |
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| => | 81 | ProcessCode | @ProcCode | N |
Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. |
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| => | 989 | SecondaryIndividualAllocID | @IndAllocID2 | N |
Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system. |
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| => | 1002 | AllocMethod | @Meth | N |
Specifies the method under which a trade quantity was allocated. |
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| => | 1735 | AllocationRollupInstruction | @AllocRollupInst | N |
An indicator to override the normal procedure to roll up allocations for the same Carry Firm. |
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| => | 993 | AllocCustomerCapacity | @CustCpcty | N |
Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. |
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| => | 1047 | AllocPositionEffect | @AllocPosEfct | N |
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. |
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| => | 992 | IndividualAllocType | @Typ | N |
Identifies whether the allocation is to be sub-allocated or allocated to a third party |
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| => | <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. |
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| => | 208 | NotifyBrokerOfCredit | @NotifyBrkrOfCredit | N |
Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). |
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| => | 209 | AllocHandlInst | @HandlInst | N |
Indicates how the receiver (i.e. third party) of allocation information should handle/process the account details. |
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| => | 161 | AllocText | @Txt | N |
Free format text field related to this AllocAccount |
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| => | 360 | EncodedAllocTextLen | @EncAllocTextLen | C |
Must be set if EncodedAllocText field is specified and must immediately precede it. |
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| => | 361 | EncodedAllocText | @EncAllocText | C |
Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. |
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| => | 1732 | FirmAllocText | @FirmTxt | N |
Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction. |
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| => | 1733 | EncodedFirmAllocTextLen | @EncFirmTxtLen | N |
Byte length of encoded (non-ASCII characters) EncodedFirmAllocText(1734) field. |
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| => | 1734 | EncodedFirmAllocText | @EncFirmTxt | N |
Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) represention should also be specified in FirmAllocText(1732) field. |
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| => | <CommissionData> | N |
See TimeUnit(997) for complete definition. |
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| => | <AllocCommissionDataGrp> | N |
Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. |
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| => | 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, expressed in terms of Currency(15). For Fixed Income always express value as "percent of par". |
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| => | 154 | AllocNetMoney | @NetMny | N |
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). |
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| => | 119 | SettlCurrAmt | @SettlCurrAmt | N |
Replaced by AllocSettlCurrAmt |
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| => | 2300 | AllocGrossTradeAmt | @GrossTrdAmt | N |
Total amount traded for this account (i.e. quantity * price) expressed in units of currency. |
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| => | 737 | AllocSettlCurrAmt | @AllocSettlCurrAmt | N |
AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency |
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| => | 120 | SettlCurrency | @SettlCcy | N |
Replaced by AllocSettlCurrency SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. |
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| => | 736 | AllocSettlCurrency | @AllocSettlCcy | N |
AllocSettlCurrency for this AllocAccount if different from "overall" Currency. Required if AllocSettlCurrAmt is specified. Required for NDFs. |
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| => | 2927 | AllocSettlCurrencyCodeSource | @AllocSettlCcySrc | N |
Identifies class or source of the AllocSettlCurrency(736) value. |
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| => | 155 | SettlCurrFxRate | @SettlCurrFxRt | N |
Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency |
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| => | 156 | SettlCurrFxRateCalc | @SettlCurrFxRtCalc | N |
Specifies whether the SettlCurrFxRate should be multiplied or divided |
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| => | 742 | AllocAccruedInterestAmt | @AcrdIntAmt | N |
Applicable for Convertible Bonds and fixed income |
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| => | 741 | AllocInterestAtMaturity | @IntAtMat | N |
Applicable for securities that pay interest in lump-sum at maturity |
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| => | <MiscFeesGrp> | N |
Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator. |
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| => | <ClrInstGrp> | N |
Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc |
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| => | 635 | ClearingFeeIndicator | @ClrFeeInd | N |
Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): |
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| => | 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. |
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| => | <SettlInstructionsData> | C |
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. |
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| => | 2392 | AllocRefRiskLimitCheckID | @RefRiskLmtChkID | N |
Conditionally required when AllocRefRiskLimitCheckIDType(2393) is specified. |
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| => | 2393 | AllocRefRiskLimitCheckIDType | @RefRiskLmtChkIDTyp | N |
Conditionally required when AllocRefRiskLimitCheckID(2392) is specified. |
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| => | 2483 | AllocRiskLimitCheckStatus | @RiskLmtChkStat | N |
Indicates the status of the risk limit check performed on a trade for this allocation instance. |
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| => | 2761 | AllocGroupAmount | @GrpAmt | N |
Indicates the notional units or amount being allocated. Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor. |
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| => | 2770 | AllocAvgPxGroupID | @AvgPxGrpID | N |
Used by submitting firm to group trades being sub-allocated into an average price group. The trades in the average price group will be used to calculate an average price for the group. |
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| => | 2769 | AllocAvgPxIndicator | @AvgPxInd | N |
Average pricing indicator at the allocation level. |
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| => | <TradeAllocAmtGrp> | N |
Position Limit for a given exchange-traded product. |
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