FIX 5.0 SP1 : <AllocGrp> component block

Structure | Used In

Description

Structure

Tag Field Name Req'd Comments
78 NoAllocs N Conditionally required except when AllocTransType = Cancel, or when AllocType = Ready-to-book or Warehouse instruction
=> 79 AllocAccount N

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. Required if NoAllocs > 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 N
=> 573 MatchStatus N
=> 366 AllocPrice N 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.
=> 80 AllocQty N Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction".
=> 467 IndividualAllocID N
=> 81 ProcessCode N
=> Component Block - <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 N
=> 209 AllocHandlInst N
=> 161 AllocText N Free format text field related to this AllocAccount
=> 360 EncodedAllocTextLen N Must be set if EncodedAllocText field is specified and must immediately precede it.
=> 361 EncodedAllocText N Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field.
=> Component Block - <CommissionData> N Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
=> 153 AllocAvgPx 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 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

=> 119 SettlCurrAmt N Replaced by AllocSettlCurrAmt
=> 737 AllocSettlCurrAmt N AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency
=> 120 SettlCurrency N

Replaced by AllocSettlCurrency

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

=> 736 AllocSettlCurrency N AllocSettlCurrency for this AllocAccount if different from "overall" Currency. Required if AllocSettlCurrAmt is specified.
=> 155 SettlCurrFxRate N Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency
=> 156 SettlCurrFxRateCalc N Specifies whether the SettlCurrFxRate should be multiplied or divided
=> 742 AllocAccruedInterestAmt N Applicable for Convertible Bonds and fixed income
=> 741 AllocInterestAtMaturity N Applicable for securities that pay interest in lump-sum at maturity
=> Component Block - <MiscFeesGrp> N
=> Component Block - <ClrInstGrp> N
=> 780 AllocSettlInstType 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.

=> Component Block - <SettlInstructionsData> N

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.

=> 989 SecondaryIndividualAllocID N Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system.
=> 1002 AllocMethod N Specifies the method under which a trade quantity was allocated.
=> 993 AllocCustomerCapacity N Can be used for granular reporting of separate allocation detail within a single trade report or allocation message.
=> 992 IndividualAllocType N
=> 1047 AllocPositionEffect N
=> 635 ClearingFeeIndicator N

Used In

Onix Solutions