FIX 5.0 SP1 : <OrdAllocGrp> component block

Structure | Used In

Description

Structure

Tag Field Name Req'd Comments
73 NoOrders N Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
=> 11 ClOrdID N

Order identifier assigned by client if order(s) were electronically delivered over FIX (or otherwise assigned a ClOrdID) and executed. If order(s) were manually delivered (or otherwise not delivered over FIX) this field should contain string "MANUAL". Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID 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 N
=> 198 SecondaryOrderID N Can be used to provide order id used by exchange or executing system.
=> 526 SecondaryClOrdID N
=> 66 ListID N Required for List Orders.
=> Component Block - <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 N
=> 799 OrderAvgPx N Average price for this order
=> 800 OrderBookingQty 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 values in this repeating group must equal the total quantity being allocated (in Quantity (53) field)

Used In

Onix Solutions