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FIXtags

GROUP · SOURCE ID 2003

AllocGrp

Definition

The AllocGrp component conveys the details of each account when a trade (or block trade) is allocated into one or more accounts.

Additional detail from the official source

This repeating group is optionally used for messages with AllocStatus(87) = 0 (accepted) or 2 (account level reject) 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.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 78 NoAllocsGroup countFrom usage
  2. 79 AllocAccountfield—

    Required if NoAllocs(78) > 0.

    May specify the broker of credit if ProcessCode(81) is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the executing broker.

  3. 661 AllocAcctIDSourcefield—
  4. 573 MatchStatusfield—
  5. 366 AllocPricefield—

    Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153).

  6. 80 AllocQtyfield—

    Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction".

  7. 2515 AllocCalculatedCcyQtyfield—
  8. 1752 CustodialLotIDfield—

    Only used for specific lot trades.

  9. 1753 VersusPurchaseDatefield—

    Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified.

  10. 1754 VersusPurchasePricefield—

    Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified.

  11. 1755 CurrentCostBasisfield—

    Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified

  12. 467 IndividualAllocIDfield—
  13. IndividualAllocSubQtyAttributeGrpgroup—
  14. 1729 FirmMnemonicfield—

    Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier).

  15. 1593 ParentAllocIDfield—
  16. 2727 AllocLegRefIDfield—

    The field may not be used in any message where there are no legs.

  17. AllocRegulatoryTradeIDGrpgroup—
  18. AllocTrdRegTimestampsgroup—
  19. 81 ProcessCodefield—
  20. 989 SecondaryIndividualAllocIDfield—

    Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system.

  21. 1002 AllocMethodfield—

    Specifies the method under which a trade quantity was allocated.

  22. 1735 AllocationRollupInstructionfield—

    An indicator to override the normal procedure to roll up allocations for the same Carry Firm.

  23. 993 AllocCustomerCapacityfield—

    Can be used for granular reporting of separate allocation detail within a single trade report or allocation message.

  24. 1047 AllocPositionEffectfield—
  25. 992 IndividualAllocTypefield—
  26. NestedPartiesgroup—

    Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc.

    Note: this field can be used for settlement location (PSET) information.

  27. 208 NotifyBrokerOfCreditfield—
  28. 209 AllocHandlInstfield—
  29. 161 AllocTextfield—

    Free format text field related to this AllocAccount

  30. 360 EncodedAllocTextLenfield—

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

  31. 361 EncodedAllocTextfield—

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

  32. 1732 FirmAllocTextfield—
  33. 1733 EncodedFirmAllocTextLenfield—
  34. 1734 EncodedFirmAllocTextfield—
  35. CommissionDatacomponent—
  36. AllocCommissionDataGrpgroup—

    Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed.

  37. 153 AllocAvgPxfield—

    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".

  38. 154 AllocNetMoneyfield—

    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).

  39. 119 SettlCurrAmtfield—

    Replaced by AllocSettlCurrAmt

  40. 2300 AllocGrossTradeAmtfield—
  41. 737 AllocSettlCurrAmtfield—

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

  42. 120 SettlCurrencyfield—

    Replaced by AllocSettlCurrency

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

  43. 736 AllocSettlCurrencyfield—

    AllocSettlCurrency for this AllocAccount if different from "overall" Currency.

    Required if AllocSettlCurrAmt is specified.

    Required for NDFs.

  44. 2927 AllocSettlCurrencyCodeSourcefield—
  45. 155 SettlCurrFxRatefield—

    Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency

  46. 156 SettlCurrFxRateCalcfield—

    Specifies whether the SettlCurrFxRate should be multiplied or divided

  47. 742 AllocAccruedInterestAmtfield—

    Applicable for Convertible Bonds and fixed income

  48. 741 AllocInterestAtMaturityfield—

    Applicable for securities that pay interest in lump-sum at maturity

  49. MiscFeesGrpgroup—
  50. ClrInstGrpgroup—
  51. 635 ClearingFeeIndicatorfield—
  52. 780 AllocSettlInstTypefield—

    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.

  53. SettlInstructionsDatacomponent—

    Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3.

  54. 2392 AllocRefRiskLimitCheckIDfield—

    Conditionally required when AllocRefRiskLimitCheckIDType(2393) is specified.

  55. 2393 AllocRefRiskLimitCheckIDTypefield—

    Conditionally required when AllocRefRiskLimitCheckID(2392) is specified.

  56. 2483 AllocRiskLimitCheckStatusfield—
  57. 2761 AllocGroupAmountfield—
  58. 2770 AllocAvgPxGroupIDfield—
  59. 2769 AllocAvgPxIndicatorfield—
  60. TradeAllocAmtGrpgroup—

Used in messages

Direct parent structures

No parent component or group in this snapshot.