| ID | Abbr | NumInGroup ID | NumInGroup name |
|---|---|---|---|
| 2003 | Alloc | 78 | NoAllocs |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.4 | FIX.5.0SP2 | 118 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 79 | AllocAccount | Acct | optional | SYNOPSIS:
Sub-account mnemonic
|
| 661 | AllocAcctIDSource | ActIDSrc | optional | SYNOPSIS:
Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values.
|
| 573 | MatchStatus | MtchStat | optional | SYNOPSIS:
The status of this trade with respect to matching or comparison.
|
| 366 | AllocPrice | Px | optional | SYNOPSIS:
Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan).
|
| 80 | AllocQty | Qty | optional | SYNOPSIS:
Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int)
|
| 2515 | AllocCalculatedCcyQty | CalcCcyQty | optional | SYNOPSIS:
Used for the calculated quantity of the other side of the currency trade applicable to the allocation instance.
|
| 1752 | CustodialLotID | CstdlLotID | optional | SYNOPSIS:
An opaque identifier used to communicate the custodian’s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading.
|
| 1753 | VersusPurchaseDate | VSPDt | optional | SYNOPSIS:
The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available.
|
| 1754 | VersusPurchasePrice | VSPPx | optional | SYNOPSIS:
The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available. The value should be calculated based on current cost basis / quantity held.
|
| 1755 | CurrentCostBasis | CurCostBasis | optional | SYNOPSIS:
The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis.
|
| 467 | IndividualAllocID | IndAllocID | optional | SYNOPSIS:
Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).
|
| 1729 | FirmMnemonic | FirmMnem | optional | SYNOPSIS:
Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier).
|
| 1593 | ParentAllocID | ParentAllocID | optional | SYNOPSIS:
Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn’t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations.
|
| 2727 | AllocLegRefID | LegRefID | optional | SYNOPSIS:
Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). AllocLegRefID(2727) references the value from LegID(1788) in the current multileg order or trade message specifying to which leg the allocation instance applies.
|
| 2221 | AllocRegulatoryTradeIDGrp | RegTrdID | optional | SYNOPSIS:
The AllocRegulatoryTradeIDGrp is a repeating component within the TrdAllocGrp component used to report the source, value and relationship of multiple trade identifiers for the same trade allocation instance.
This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) are required to be reported, showing the chaining of these identifiers as needed.
ELABORATION: |
| 81 | ProcessCode | ProcCode | optional | SYNOPSIS:
Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.
|
| 989 | SecondaryIndividualAllocID | IndAllocID2 | optional | SYNOPSIS:
Will allow the intermediary to specify an allocation ID generated by their system.
|
| 1002 | AllocMethod | Meth | optional | SYNOPSIS:
Specifies the method under which a trade quantity was allocated.
|
| 1735 | AllocationRollupInstruction | AllocRollupInst | optional | SYNOPSIS:
An indicator to override the normal procedure to roll up allocations for the same take-up firm.
|
| 993 | AllocCustomerCapacity | CustCpcty | optional | SYNOPSIS:
Capacity of customer in the allocation block.
|
| 1047 | AllocPositionEffect | AllocPosEfct | optional | SYNOPSIS:
Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
|
| 992 | IndividualAllocType | Typ | optional | SYNOPSIS:
Identifies whether the allocation is to be sub-allocated or allocated to a third party
|
| 1008 | NestedParties | Pty | optional | SYNOPSIS:
The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.
ELABORATION: |
| 208 | NotifyBrokerOfCredit | NotifyBrkrOfCredit | optional | SYNOPSIS:
Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).
|
| 209 | AllocHandlInst | HandlInst | optional | SYNOPSIS:
Indicates how the receiver (i.e. third party) of allocation information should handle/process the account details.
|
| 161 | AllocText | Txt | optional | SYNOPSIS:
Free format text related to a specific AllocAccount (79).
|
| 360 | EncodedAllocTextLen | EncAllocTextLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field.
|
| 361 | EncodedAllocText | EncAllocText | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field.
|
| 1732 | FirmAllocText | FirmTxt | optional | SYNOPSIS:
Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction.
|
| 1733 | EncodedFirmAllocTextLen | EncFirmTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedFirmAllocText(1734) field.
|
| 1734 | EncodedFirmAllocText | EncFirmTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) represention should also be specified in FirmAllocText(1732) field.
|
| 1000 | CommissionData | Comm | optional | SYNOPSIS:
The CommissionData component block is used to carry commission information such as the type of commission and the rate. Use the CommissionDataGrp component as an alternative if multiple commissions or enhanced attributes are needed.
ELABORATION: This component may be used to provide aggregated commission data of a given CommType(13) where the CommissionDataGrp maybe used to include the detail splits provided the commission is of the same commission basis type. For example, CommissionData may contain CommType(13) of 3 (Absolute) and a Commission(12) value of "15". CommissionDataGrp may be used to show how this Commission(12) value of "15" is split up as long as the CommissionBasis(2642) is also 3 (Absolute) for each of the instances added together. This method of aggregated commission data may also be applied to this component to provide a total when the instances of the detail splits in CommissionDataGrp contain leg level information (indicated by the usage of CommissionLegRefID(2649) in CommissionDataGrp). Note that it is only possible to aggregate values for a single commission basis type. |
| 1071 | AllocCommissionDataGrp | CommData | optional | SYNOPSIS:
The AllocCommissionDataGrp component block is used to carry commission information such as the type of commission and the rate at the allocation level. It provides a means to express commission applicable for the specified allocation account.
ELABORATION: In messages where the CommissionDataGrp or CommissionData component exists at a "higher" level in the message than the allocation, those components should only be used for overall commission. The AllocCommissionLegRefID(2663) field is used to reference the LegID(1788) within the InstrumentLeg component, allowing for specifying instrument leg specific commission values when a multilegged security is fully expressed in the same message. |
| 153 | AllocAvgPx | AvgPx | optional | SYNOPSIS:
AvgPx (6) for a specific AllocAccount (79)
For Fixed Income this is always expressed as "percent of par" price type.
|
| 154 | AllocNetMoney | NetMny | optional | SYNOPSIS:
NetMoney (8) for a specific AllocAccount (79)
|
| 119 | SettlCurrAmt | SettlCurrAmt | optional | SYNOPSIS:
Total amount due expressed in settlement currency (includes the effect of the forex transaction)
|
| 2300 | AllocGrossTradeAmt | GrossTrdAmt | optional | SYNOPSIS:
Total amount traded for this account (i.e. quantity * price) expressed in units of currency.
|
| 737 | AllocSettlCurrAmt | AllocSettlCurrAmt | optional | SYNOPSIS:
Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79).
|
| 120 | SettlCurrency | SettlCcy | optional | SYNOPSIS:
Currency code of settlement denomination.
|
| 736 | AllocSettlCurrency | AllocSettlCcy | optional | SYNOPSIS:
Currency code of settlement denomination for a specific AllocAccount (79).
|
| 155 | SettlCurrFxRate | SettlCurrFxRt | optional | SYNOPSIS:
Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20)
|
| 156 | SettlCurrFxRateCalc | SettlCurrFxRtCalc | optional | SYNOPSIS:
Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided.
|
| 742 | AllocAccruedInterestAmt | AcrdIntAmt | optional | SYNOPSIS:
Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level.
|
| 741 | AllocInterestAtMaturity | IntAtMat | optional | SYNOPSIS:
Amount of interest (i.e. lump-sum) at maturity at the account-level.
|
| 2035 | MiscFeesGrp | MiscFees | optional | SYNOPSIS:
The MiscFeesGrp component is used to provide details of trade and transaction fees other than commissions, e.g. regulatory, exchange, taxes, levies, markup, trade reporting, etc. In the context of ESMA RTS 27 Best Execution Reporting, it may also be used to collect and publish the nature and level of current venue fees, rebates and payouts. Use MiscFeeQualifier(2712) to communicate whether the fee affects trade economics.
ELABORATION: MiscFeesGrp should be used to convey fees related to the transaction (e.g. taxes, transaction based fees, etc.) and should not be used to specify payments based on the price or terms of the contract (e.g. upfront fee, premium amount, security lending fee, contract-based rebates, related fee resets, payment frequency, etc.). For contractual payments use the PaymentGrp component instead. |
| 2007 | ClrInstGrp | ClrInst | optional | SYNOPSIS: ELABORATION: |
| 635 | ClearingFeeIndicator | ClrFeeInd | optional | SYNOPSIS:
Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
|
| 780 | AllocSettlInstType | SettlInstTyp | optional | SYNOPSIS:
Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived.
|
| 1016 | SettlInstructionsData | SetInstr | optional | SYNOPSIS:
The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties
ELABORATION: |
| 2392 | AllocRefRiskLimitCheckID | RefRiskLmtChkID | optional | SYNOPSIS:
The reference identifier to the PartyRiskLimitCheckRequest(35=DF), or a similar out of band message, message that contained the approval or rejection for risk/credit limit check for this allocation.
|
| 2393 | AllocRefRiskLimitCheckIDType | RefRiskLmtChkIDTyp | optional | SYNOPSIS:
Specifies which type of identifier is specified in AllocRefRiskLimitCheckID(2392) field.
|
| 2483 | AllocRiskLimitCheckStatus | RiskLmtChkStat | optional | SYNOPSIS:
Indicates the status of the risk limit check performed on a trade for this allocation instance.
|
| 2761 | AllocGroupAmount | GrpAmt | optional | SYNOPSIS:
Indicates the notional units or amount being allocated.
ELABORATION: Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor. |
| 2770 | AllocAvgPxGroupID | AvgPxGrpID | optional | SYNOPSIS:
Used by submitting firm to group trades being sub-allocated into an average price group. The trades in the average price group will be used to calculate an average price for the group.
|
| 2769 | AllocAvgPxIndicator | AvgPxInd | optional | SYNOPSIS:
Average pricing indicator at the allocation level.
|
| 2205 | TradeAllocAmtGrp | Amt | optional | SYNOPSIS:
The TradeAllocAmtGrp component is used to communicate the monetary amounts associated with allocated positions. This is the per-allocation portion of the per-trade amount specified in PositionAmountData component.
ELABORATION: |