Allocation StandardHeader Standard Header Y MsgType = J 70 AllocID AllocID Y 71 AllocTransType AllocTransType Y 72 RefAllocID RefAllocID N Required for AllocTransType = Calculated, Replace, or Cancel 196 AllocLinkID 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 AllocLinkType N Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. 73 NoOrders NoOrders Y* Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one). 11 ClOrdID ClOrdID Y* 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". 37 OrderID OrderID N 198 SecondaryOrder ID SecondaryOrder ID N Can be used to provide order id used by exchange or executing system. 66 ListID ListID N Required for List Orders. 105 WaveNo WaveNo N 124 NoExecs NoExecs N Indicates number of individual execution record groups to follow. Absence of this field indicates that no individual execution records are included. Primarily used to support step-outs. 32 LastShares LastShares N Number of shares in individual execution. Required if NoExecs > 0 17 ExecID ExecID N 31 LastPx LastPx N Price of individual execution. Required if NoExecs > 0 29 LastCapacity LastCapacity N Can be specified by broker for AllocTransTyp=Calculated 54 Side Side Y 55 Symbol Symbol Y 65 SymbolSfx SymbolSfx N 48 SecurityID SecurityID N 22 IDSource IDSource N 167 SecurityType SecurityType N Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. 200 MaturityMonthYear MaturityMonthYear N For Options or Futures to specify the month and year of maturity. 205 MaturityDay MaturityDay N For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. 201 PutOrCall PutOrCall N For Options. 202 StrikePrice StrikePrice N For Options. 206 OptAttribute OptAttribute N For Options. 207 SecurityExchange SecurityExchange N Can be used to identify the security. 106 Issuer Issuer N 107 SecurityDesc SecurityDesc N 53 Shares Shares Y Total number of shares allocated to all accounts 30 LastMkt LastMkt N Market of the executions. 6 AvgPx AvgPx Y For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). 15 Currency Currency N Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. 74 AvgPrxPrecision AvgPrxPrecision N Absence of this field indicates that default precision arranged by the broker/institution is to be used 75 TradeDate TradeDate Y 60 TransactTime TransactTime N Date/time when allocation is generated 63 SettlmntTyp SettlmntTyp N Absence of this field is interpreted as Regular 64 FutSettDate FutSettDate N Required with SettlmntTyp other than regular 118 NetMoney NetMoney N Expressed in same currency as AvgPx. Sum of AllocNetMoney. 77 OpenClose OpenClose N 58 Text Text N 157 NumDaysInterest NumDaysInterest N Applicable for Convertible Bonds and fixed income 158 AccruedInterestRate AccruedInterestRate N Applicable for Convertible Bonds and fixed income 78 NoAllocs NoAllocs Y* Indicates number of allocation groups to follow. 79 AllocAccount AllocAccount Y* 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 80 AllocShares AllocShares Y 81 ProcessCode ProcessCode N 92 BrokerOfCredit BrokerOfCredit N Required if ProcessCode is step-out or soft-dollar step-out 208 NotifyBrokerOfCredit NotifyBrokerOfCredit N 209 AllocHandlInst AllocHandlInst N 161 AllocText AllocText N Free format text field related to this AllocAccount 76 ExecBroker ExecBroker N Required for step-in and step-out trades 109 ClientID ClientID N Used for firm identification in third-party transactions. 12 Commission Commission N 13 CommType CommType N 153 AllocAvgPx AllocAvgPx N AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation. 154 AllocNetMoney AllocNetMoney N NetMoney for this AllocAccount
((AllocShares * AllocAvgPx) - Commission - sum of MiscFeeAmt - AccruedInterestAmt) if a Sell
((AllocShares * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy 119 SettlCurrAmount SettlCurrAmount N AllocNetMoney in SettlCurrency for this AllocAccount if SettlCurrency is different from "overall" Currency 120 SettlCurrency SettlCurrency N SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmount is specified. 155 SettlCurrFxRate SettlCurrFxRate N Foreign exchange rate used to compute SettlCurrAmount from Currency to SettlCurrency 156 SettlCurrFxRateCalc SettlCurrFxRateCalc N Specifies whether the SettlCurrFxRate should be multiplied or divided 159 AccruedInterestAmt AccruedInterestAmt N Applicable for Convertible Bonds and fixed income 160 SettlInstMode SettlInstMode N Type of Settlement Instructions which will be provided via Settlement Instructions message (1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing) 136 NoMiscFees NoMiscFees N Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group within Alloc repeating group. 137 MiscFeeAmt MiscFeeAmt N Required if NoMiscFees > 0 138 MiscFeeCurr MiscFeeCurr N Required if NoMiscFees > 0 139 MiscFeeType MiscFeeType N Required if NoMiscFees > 0 (can only occur once within a MiscFee group) StandardTrailer Standard Trailer Y