| Tag |
Field Name |
Req'd |
Comments |
|
Component Block - <StandardHeader> |
Y |
MsgType = 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. |
|
Component Block - <StandardTrailer> |
Y |
|
