Allocation Instruction Alert message

BM Allocation Instruction Alert

This message is used in a 3-party allocation model where notification of group creation and group updates to counterparites is needed. The message will also carry trade information that comprised the group to the counterparites.

Structure

Tag	Name	Type	Description
	StandardHeader	Component
70	AllocID	String	Unique identifier for this allocation instruction alert message
71	AllocTransType	Char Enum
626	AllocType	Int Enum	Specifies the purpose or type of Allocation message
2758	AllocRequestID	String	Identifier of the request this message is responding to when responding to an AllocationInstructionAlertRequest(35=DU)
793	SecondaryAllocID	String	Optional second identifier for this allocation instruction (need not be unique)
72	RefAllocID	String	Required for AllocTransType = Replace or Cancel
796	AllocCancReplaceReason	Int Enum	Required for AllocTransType = Replace or Cancel
808	AllocIntermedReqType	Int Enum	Required if AllocType = 8 (Request to Intermediary)
196	AllocLinkID	String	Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"
197	AllocLinkType	Int Enum	Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified
1730	AllocGroupID	String	Group identifier assigned by the clearinghouse
1728	FirmGroupID	String	Firm assigned entity identifier for the allocation
466	BookingRefID	String	Can be used with AllocType=" Ready-To-Book "
857	AllocNoOrdersType	Int Enum	Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components , or not identified explicitly
	OrdAllocGrp	Component	Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
	ExecAllocGrp	Component	Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs
570	PreviouslyReported	Boolean Enum
700	ReversalIndicator	Boolean
574	MatchType	String Enum
54	Side	Char Enum
	Instrument	Component	The set of "Instrument" (symbology) fields defined in "common components of application messages"
	InstrumentExtension	Component	The set of "InstrumentExtension" fields defined in "common components of application messages"
	FinancingDetails	Component	The set of "FinancingDetails" fields defined in "common components of application messages"
	UndInstrmtGrp	Component
	InstrmtLegGrp	Component
53	Quantity	Quantity	When not using allocation groups, this is the total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book. When using allocation groups, this is the quantity added or removed when trades are added to or removed from an allocation group. To remove quantity from the allocation group a negative value is specified in Quantity(53). When the allocation group quantity is unchanged, such as when AllocType(626) changes from 12(Incomplete group) to 13(Complete group) , the value for Quantity(53) should be zero (0)
854	QtyType	Int Enum
1736	AllocGroupQuantity	Quantity
1737	AllocGroupRemainingQuantity	Quantity
	AllocGroupSubQtyGrp	Component
2759	GroupAmount	Amount
2760	GroupRemainingAmount	Amount
30	LastMkt	Exchange	Market of the executions
229	TradeOriginationDate	LocalMktDate
336	TradingSessionID	String Enum
625	TradingSessionSubID	String Enum
423	PriceType	Int Enum
	PriceQualifierGrp	Component
6	AvgPx	Price	For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points)
860	AvgParPx	Price
332	HighPx	Price	Maybe used to indicate the highest price within the specified allocation group
333	LowPx	Price	Maybe used to indicate the lowest price within the specified allocation group
	SpreadOrBenchmarkCurveData	Component	The set of "SpreadOrBenchmarkCurveData" fields defined in "common components of application messages"
15	Currency	Currency	Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted
2897	CurrencyCodeSource	String Enum
74	AvgPxPrecision	Int	Absence of this field indicates that default precision arranged by the broker/institution is to be used
	Parties	Component	The set of "Parties" (firm identification) fields defined in "common components of application messages"
75	TradeDate	LocalMktDate
60	TransactTime	UTCTimestamp	Date/time when allocation is generated
87	AllocStatus	Int Enum	Identifies status of allocation
63	SettlType	String Enum
64	SettlDate	LocalMktDate	Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values
775	BookingType	Int Enum	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	Amount	Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice)
238	Concession	Amount
237	TotalTakedown	Amount
118	NetMoney	Amount	Expressed in same currency as AvgPx. Sum of AllocNetMoney
77	PositionEffect	Char Enum
754	AutoAcceptIndicator	Boolean	Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House
58	Text	String
354	EncodedTextLen	Length	Must be set if EncodedText field is specified and must immediately precede it
355	EncodedText	Data	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field
157	NumDaysInterest	Int	Applicable for Convertible Bonds and fixed income
158	AccruedInterestRate	Percentage	Applicable for Convertible Bonds and fixed income
159	AccruedInterestAmt	Amount	Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest)
540	TotalAccruedInterestAmt	Amount	(Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group
738	InterestAtMaturity	Amount
920	EndAccruedInterestAmt	Amount	For repurchase agreements the accrued interest on termination
921	StartCash	Amount	For repurchase agreements the start (dirty) cash consideration
922	EndCash	Amount	For repurchase agreements the end (dirty) cash consideration
650	LegalConfirm	Boolean Enum
	Stipulations	Component
	YieldData	Component
	PositionAmountData	Component
892	TotNoAllocs	Int	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
893	LastFragment	Boolean Enum	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented
	AllocGrp	Component	Indicates number of allocation groups to follow
819	AvgPxIndicator	Int Enum	Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete
1731	AvgPxGroupID	String	Firm designated group identifier for average pricing
715	ClearingBusinessDate	LocalMktDate	Indicates Clearing Business Date for which transaction will be settled
828	TrdType	Int Enum	Indicates trade type of allocation
829	TrdSubType	Int Enum	Indicates trade subtype of allocation
855	SecondaryTrdType	Int Enum
2896	TertiaryTrdType	Int Enum
582	CustOrderCapacity	Int Enum	Indicates CTI of original trade marked for allocation
578	TradeInputSource	String	Indicates input source of original trade marked for allocation
442	MultiLegReportingType	Char Enum	Indicates MultiLegReportType of original trade marked for allocation
1011	MessageEventSource	String	Used to identify the event or source which gave rise to a message
991	RndPx	Price	Specifies the rounded price to quoted precision
1031	CustOrderHandlingInst	MultipleStringValue Enum
1032	OrderHandlingInstSource	Int Enum
	StandardTrailer	Component

Adjusted Position Report Execution Ack