AllocationInstructionAlert (MsgType = BM, FIXML = AllocInstrAlert)

Identifier of the request this message is responding to when responding to an AllocationInstructionAlertRequest(35=DU).

Optional second identifier for this allocation instruction (need not be unique)

Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"

Group identifier assigned by the clearinghouse

Firm assigned entity identifier for the allocation

Can be used with AllocType=" Ready-To-Book "

Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components , or not identified explicitly.

Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs.

Indicates if the transaction was previously reported to the counterparty or market.

Indicates a trade that reverses a previous trade.

The point in the matching process at which this trade was matched.

Free form text to specify additional information or enumeration description when a standard value does not apply.

Relevant settled entity matrix source.

When not using allocation groups, this is the total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book. When using allocation groups, this is the quantity added or removed when trades are added to or removed from an allocation group. To remove quantity from the allocation group a negative value is specified in Quantity(53). When the allocation group quantity is unchanged, such as when AllocType(626) changes from 12(Incomplete group) to 13(Complete group) , the value for Quantity(53) should be zero (0).

Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).

Indicates the total quantity of an allocation group. Includes any allocated quantity.

Indicates the remaining quantity of an allocation group that has not yet been allocated.

Specifies the method according to which an amount or a date is determined.

See http://www.fpml.org/coding-scheme/determination-method for values.

Indicates the total notional units or amount of an allocation group. Includes any allocated units or amount.

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.

Indicates the remaining notional units or amount of an allocation group that has not yet been 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.

Market of the executions.

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

(prior to FIX 4.4 field was of type UTCDate)

Identifier for a trading session.

A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.

To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336).

Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

Code to represent the price type.

Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.

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.

Used to express average price as percent of par (used where AvgPx field is expressed in some other way)

Maybe used to indicate the highest price within the specified allocation group.

Maybe used to indicate the lowest price within the specified allocation group.

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

Identifies class or source of the Currency(15) value.

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

Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages"

Date/time when allocation is generated

Identifies status of allocation.

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)

Regular is defined as the default settlement period for the particular security on the exchange of execution.

In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.

Additionally the following patterns may be uses as well as enum values

Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0

Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0

Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0

Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0

Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.

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.

Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice).

Provides the reduction in price for the secondary market in Muncipals.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Expressed in same currency as AvgPx. Sum of AllocNetMoney.

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.

Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House

Free format text string

(Note: this field does not have a specified maximum length)

Applicable for Convertible Bonds and fixed income

Applicable for Convertible Bonds and fixed income

Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest)

(Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group.

Amount of interest (i.e. lump-sum) at maturity.

For repurchase agreements the accrued interest on termination.

For repurchase agreements the start (dirty) cash consideration

For repurchase agreements the end (dirty) cash consideration

Indicates that this message is to serve as the final and legal confirmation.

PartyID value within an instrument party repeating group. Same values as PartyID (448)

Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"

Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction.

Only required where message has been fragmented.

Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.

Indicates number of allocation groups to follow.

Not required for AllocTransType=Cancel

Not required for AllocType=" Ready-To-Book " or "Warehouse instruction".

Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.

Firm designated group identifier for average pricing.

Indicates Clearing Business Date for which transaction will be settled.

Indicates trade type of allocation.

Indicates trade subtype of allocation.

Type of trade assigned to a trade. Used in addition to TrdType(828). Must not be used when only one trade type needs to be assigned.

Type of trade assigned to a trade. Used in addition to TrdType(828) and SecondaryTrdType(855). Must not be used when only one additional trade type needs to be assigned.

Indicates CTI of original trade marked for allocation.

Indicates input source of original trade marked for allocation.

Indicates MultiLegReportType of original trade marked for allocation.

Used to identify the event or source which gave rise to a message.

Specifies the rounded price to quoted precision.

Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.

NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.

For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.

For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.

Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).

Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.