FIX 5.0 : AllocationInstructionAlert <BM> message

Structure | Related Messages

Description

This message is used in a 3-party allocation model where notification of group creation and group updates to counterparites is needed. The mssage will also carry trade information that comprised the group to the counterparites.

Allocation Instruction Alert

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = BM
70 AllocID Y Unique identifier for this allocation instruction alert message
71 AllocTransType Y i.e. New, Cancel, Replace
626 AllocType Y Specifies the purpose or type of Allocation message
793 SecondaryAllocID N Optional second identifier for this allocation instruction (need not be unique)
72 RefAllocID N Required for AllocTransType = Replace or Cancel
796 AllocCancReplaceReason N Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction
808 AllocIntermedReqType N Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
196 AllocLinkID N Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"
197 AllocLinkType N Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
466 BookingRefID N Can be used with AllocType=" Ready-To-Book "
857 AllocNoOrdersType N Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not.
Component Block - <OrdAllocGrp> N Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
Component Block - <ExecAllocGrp> N Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs.
570 PreviouslyReported N
700 ReversalIndicator N
574 MatchType N
54 Side Y
Component Block - <Instrument> Y Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages"
Component Block - <InstrumentExtension> N Insert here the set of "InstrumentExtension" fields defined in "common components of application messages"
Component Block - <FinancingDetails> N Insert here the set of "FinancingDetails" fields defined in "common components of application messages"
Component Block - <UndInstrmtGrp> N
Component Block - <InstrmtLegGrp> N
53 Quantity Y Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book
854 QtyType N
30 LastMkt N Market of the executions.
229 TradeOriginationDate N
336 TradingSessionID N
625 TradingSessionSubID N
423 PriceType N
6 AvgPx N 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.
860 AvgParPx N
Component Block - <SpreadOrBenchmarkCurveData> N Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "common components of application messages"
15 Currency N Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.
74 AvgPxPrecision N Absence of this field indicates that default precision arranged by the broker/institution is to be used
Component Block - <Parties> N Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages"
75 TradeDate Y
60 TransactTime N Date/time when allocation is generated
63 SettlType N
64 SettlDate N Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
775 BookingType N 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.
381 GrossTradeAmt N Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice).
238 Concession N
237 TotalTakedown N
118 NetMoney N Expressed in same currency as AvgPx. Sum of AllocNetMoney.
77 PositionEffect N
754 AutoAcceptIndicator N Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House
58 Text N
354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
157 NumDaysInterest N Applicable for Convertible Bonds and fixed income
158 AccruedInterestRate N Applicable for Convertible Bonds and fixed income
159 AccruedInterestAmt N Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest)
540 TotalAccruedInterestAmt N (Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group.
738 InterestAtMaturity N
920 EndAccruedInterestAmt N For repurchase agreements the accrued interest on termination.
921 StartCash N For repurchase agreements the start (dirty) cash consideration
922 EndCash N For repurchase agreements the end (dirty) cash consideration
650 LegalConfirm N
Component Block - <Stipulations> N
Component Block - <YieldData> N
Component Block - <PositionAmountData> N Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
892 TotNoAllocs N 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.
893 LastFragment N Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component Block - <AllocGrp> N Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocType=" Ready-To-Book " or "Warehouse instruction".
819 AvgPxIndicator N Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.
715 ClearingBusinessDate N Indicates Clearing Business Date for which transaction will be settled.
828 TrdType N Indicates Trade Type of Allocation.
829 TrdSubType N Indicates TradeSubType of Allocation. Necessary for defining groups.
582 CustOrderCapacity N Indicates CTI of original trade marked for allocation.
578 TradeInputSource N Indicates input source of original trade marked for allocation.
442 MultiLegReportingType N Indicates MultiLegReportType of original trade marked for allocation.
1011 MessageEventSource N Used to identify the event or source which gave rise to a message.
991 RndPx N Specifies the rounded price to quoted precision.
<MessageTrailer> Y

 

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