Description
This repeating group is optionally used for messages with AllocStatus <87> = 2 (account level reject), AllocStatus <87> = 0 (accepted), 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.
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". |
| → | 2515 | AllocCalculatedCcyQty | N | |
| → | 1752 | CustodialLotID | N |
Only used for specific lot trades. |
| → | 1753 | VersusPurchaseDate | N |
Only used for specific lot trades. If this field is used, either VersusPurchasePrice <1754> or CurrentCostBasis <1755> should be specified. |
| → | 1754 | VersusPurchasePrice | N |
Only used for specific lot trades. If this field is used, VersusPurchaseDate <1753> should be specified. |
| → | 1755 | CurrentCostBasis | N |
Only used for specific lot trades. If this field is used, VersusPurchaseDate <1753> should be specified |
| → | 467 | IndividualAllocID | N | |
| → | Component Block - <IndividualAllocSubQtyAttributeGrp> | N | ||
| → | 1729 | FirmMnemonic | N |
Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). |
| → | 1593 | ParentAllocID | N | |
| → | 2727 | AllocLegRefID | N |
The field may not be used in any message where there are no legs. |
| → | Component Block - <AllocRegulatoryTradeIDGrp> | N | ||
| → | Component Block - <AllocTrdRegTimestamps> | N | ||
| → | 81 | ProcessCode | N | |
| → | 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. |
| → | 1735 | AllocationRollupInstruction | N |
An indicator to override the normal procedure to roll up allocations for the same Carry Firm. |
| → | 993 | AllocCustomerCapacity | N | Can be used for granular reporting of separate allocation detail within a single TradeCaptureReport <AE> or AllocationInstruction <J> message. |
| → | 1047 | AllocPositionEffect | N | |
| → | 992 | IndividualAllocType | 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. |
| → | 1732 | FirmAllocText | N | |
| → | 1733 | EncodedFirmAllocTextLen | N | |
| → | 1734 | EncodedFirmAllocText | N | |
| → | Component Block - <CommissionData> | N | Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" | |
| → | Component Block - <AllocCommissionDataGrp> | N |
Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. |
|
| → | 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, expressed in terms of Currency <15>. 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. For FX, if specified, expressed in terms of Currency <15>. |
| → | 119 | SettlCurrAmt | N | Replaced by AllocSettlCurrAmt |
| → | 2300 | AllocGrossTradeAmt | N | |
| → | 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. Required for NDFs. |
| → | 2927 | AllocSettlCurrencyCodeSource | N | |
| → | 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 | ||
| → | 635 | ClearingFeeIndicator | 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. |
|
| → | 2392 | AllocRefRiskLimitCheckID | N |
Conditionally required when AllocRefRiskLimitCheckIDType <2393> is specified. |
| → | 2393 | AllocRefRiskLimitCheckIDType | N |
Conditionally required when AllocRefRiskLimitCheckID <2392> is specified. |
| → | 2483 | AllocRiskLimitCheckStatus | N | |
| → | 2761 | AllocGroupAmount | N | |
| → | 2770 | AllocAvgPxGroupID | N | |
| → | 2769 | AllocAvgPxIndicator | N | |
| → | Component Block - <TradeAllocAmtGrp> | N | ||