Allocation

StandardHeader definition & usage →

1. 8 BeginStringStringRequired here

   FIX.4.2 (Always unencrypted, must be first field in message)

2. 9 BodyLengthintRequired here

   (Always unencrypted, must be second field in message)

3. 35 MsgTypeStringRequired here

   (Always unencrypted, must be third field in message)

4. 49 SenderCompIDStringRequired here

   (Always unencrypted)

5. 56 TargetCompIDStringRequired here

   (Always unencrypted)

6. 115 OnBehalfOfCompIDString—

   Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

7. 128 DeliverToCompIDString—

   Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

8. 90 SecureDataLenint—

   Required to identify length of encrypted section of message. (Always unencrypted)

9. 91 SecureDatadata—

   Required when message body is encrypted. Always immediately follows SecureDataLen field.

10. 34 MsgSeqNumintRequired here

    (Can be embedded within encrypted data section.)

11. 50 SenderSubIDString—

    (Can be embedded within encrypted data section.)

12. 142 SenderLocationIDString—

    Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

13. 57 TargetSubIDString—

    "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

14. 143 TargetLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

15. 116 OnBehalfOfSubIDString—

    Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

16. 144 OnBehalfOfLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

17. 129 DeliverToSubIDString—

    Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

18. 145 DeliverToLocationIDString—

    Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

19. 43 PossDupFlagBoolean—

    Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

20. 97 PossResendBoolean—

    Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

21. 52 SendingTimeUTCTimestampRequired here

    (Can be embedded within encrypted data section.)

22. 122 OrigSendingTimeUTCTimestamp—

    Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

23. 212 XmlDataLenint—

    Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

24. 213 XmlDatadata—

    Can contain an XML-formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Appendix M – FIXML Support

25. 347 MessageEncodingString—

    Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.

26. 369 LastMsgSeqNumProcessedint—

    The last MsgSeqNum value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

27. 370 OnBehalfOfSendingTimeUTCTimestamp—

    Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")

OrdAllocGrp definition & usage →

1. 73 NoOrdersGroup count—
2. 11 ClOrdIDString—

   Order ID assigned by client if order(s) were electronically delivered and executed. If order(s) were manually delivered this field should contain string "MANUAL".

3. 37 OrderIDString—
4. 198 SecondaryOrderIDString—

   Can be used to provide order id used by exchange or executing system.

5. 66 ListIDString—

   Required for List Orders.

6. 105 WaveNoString—

ExecAllocGrp definition & usage →

1. 124 NoExecsGroup count—
2. 32 LastSharesQty—

   Number of shares in individual execution. Required if NoExecs > 0

3. 17 ExecIDString—
4. 31 LastPxPrice—

   Price of individual execution. Required if NoExecs > 0

5. 29 LastCapacitychar—

   Can be specified by broker for AllocTransTyp=Calculated

AllocGrp definition & usage →

1. 78 NoAllocsGroup count—
2. 79 AllocAccountString—

   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.

3. 366 AllocPricePrice—

   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.

4. 80 AllocSharesQtyRequired here
5. 81 ProcessCodechar—
6. 92 BrokerOfCreditString—

   Required if ProcessCode is step-out or soft-dollar step-out

7. 208 NotifyBrokerOfCreditBoolean—
8. 209 AllocHandlInstint—
9. 161 AllocTextString—

   Free format text field related to this AllocAccount

10. 360 EncodedAllocTextLenint—

    Must be set if EncodedAllocText field is specified and must immediately precede it.

11. 361 EncodedAllocTextdata—

    Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field.

12. 76 ExecBrokerString—

    Required for step-in and step-out trades

13. 109 ClientIDString—

    Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).

14. 12 CommissionAmt—
15. 13 CommTypechar—
16. 153 AllocAvgPxPrice—

    AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation.

17. 154 AllocNetMoneyAmt—

    NetMoney for this AllocAccount ((AllocShares * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell ((AllocShares * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy

18. 119 SettlCurrAmtAmt—

    AllocNetMoney in SettlCurrency for this AllocAccount if SettlCurrency is different from "overall" Currency

19. 120 SettlCurrencyCurrency—

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

20. 155 SettlCurrFxRatefloat—

    Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency

21. 156 SettlCurrFxRateCalcchar—

    Specifies whether the SettlCurrFxRate should be multiplied or divided

22. 159 AccruedInterestAmtAmt—

    Applicable for Convertible Bonds and fixed income

23. 160 SettlInstModechar—

    Type of Settlement Instructions which will be provided via Settlement Instructions message (0=Default, 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing)

24. MiscFeesGrpRepeating groupCount tag 136—

    Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group within Alloc repeating group. ** Nested Repeating Group follows **

    MiscFeesGrp definition & usage →

    1. 136 NoMiscFeesGroup count—
    2. 137 MiscFeeAmtAmt—

       Required if NoMiscFees > 0

    3. 138 MiscFeeCurrCurrency—

       Required if NoMiscFees > 0

    4. 139 MiscFeeTypechar—

       Required if NoMiscFees > 0

StandardTrailer definition & usage →

1. 93 SignatureLengthint—

   Required when trailer contains signature. Note: Not to be included within SecureData field

2. 89 Signaturedata—

   Note: Not to be included within SecureData field

3. 10 CheckSumStringRequired here

   (Always unencrypted, always last field in message)