| Tag | Name | Type | Description | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType |
|---|---|---|---|---|---|---|---|---|---|---|
| 857 | AllocNoOrdersType | int | Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. | NoOrdsTyp | 0 | |||||
| 124 | NoExecs | NumInGroup | Number of executions or trades. | 1 |
| Tag | Name | Type | Description | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType |
|---|---|---|---|---|---|---|---|---|---|---|
| 1728 | FirmGroupID | String | Firm assigned group allocation entity identifier. | FirmGrpID | 0 | |||||
| 1729 | FirmMnemonic | String | Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). | FirmMnem | 0 | |||||
| 1730 | AllocGroupID | String | Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price. | GrpID | 0 | |||||
| 1731 | AvgPxGroupID | String | Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group. | AvgPxGrpID | 0 | |||||
| 1732 | FirmAllocText | String | 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. | FirmTxt | 0 | |||||
| 1733 | EncodedFirmAllocTextLen | Length | Byte length of encoded (non-ASCII characters) EncodedFirmAllocText (1734) field. | 1734 | EncFirmTxtLen | 1 | ||||
| 1734 | EncodedFirmAllocText | data | 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. | EncFirmTxt | 1 | |||||
| 1735 | AllocationRollupInstruction | int | An indicator to override the normal procedure to roll up allocations for the same Take-up Firm. | AllocRollupInst | 0 | |||||
| 1736 | AllocGroupQuantity | Qty | Indicates the total quantity of an allocation group. Includes any allocated quantity. | GrpQty | 0 | |||||
| 1737 | AllocGroupRemainingQuantity | Qty | Indicates the remaining quantity of an allocation group that has not yet been allocated. | RemQty | 0 | |||||
| 1738 | AllocReversalStatus | int | Identifies the status of a reversal transaction. | RvrslStat | 0 |
| Tag | Value | SymbolicName | Group | Sort | Description | Definition |
|---|---|---|---|---|---|---|
| 87 | 0 | 0 | Accepted (successfully processed) | |||
| 87 | 1 | 1 | Block level reject | |||
| 87 | 2 | 2 | Account level reject | |||
| 87 | 3 | 3 | Received (received not yet processed) | |||
| 87 | 4 | 4 | Incomplete | |||
| 87 | 5 | 5 | Rejected by intermediary | |||
| 87 | 6 | 6 | Allocation pending | |||
| 87 | 7 | 7 | Reversed | |||
| 626 | 3 | 3 | Sellside calculated using preliminary (includes MiscFees and NetMoney) (Replaced) | |||
| 626 | 4 | 4 | Sellside calculatedd without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) | |||
| 626 | 5 | 5 | Ready-To-Book single order | |||
| 626 | 6 | 6 | Buyside Ready-To-Book - combined set of orders (replaced) | |||
| 626 | 7 | 7 | Warehouse instruction | |||
| 626 | 8 | 8 | Request to intermediary | |||
| 626 | 12 | 12 | Incomplete group | |||
| 626 | 13 | 13 | Complete group | |||
| 794 | 2 | 1 | Preliminary request to intermediary | |||
| 794 | 3 | 2 | Sellside calculated using preliminary (includes MiscFees and NetMoney) | |||
| 794 | 4 | 3 | Sellside calculated without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) | |||
| 794 | 5 | 4 | Warehouse recap | |||
| 794 | 8 | 5 | Request to intermediary | |||
| 857 | 0 | Not specified | ||||
| 857 | 1 | Explicit list provided |
| Tag | Value | SymbolicName | Group | Sort | Description | Definition |
|---|---|---|---|---|---|---|
| 87 | 8 | CancelledByIntermediary | 8 | Cancelled by intermediary | ||
| 87 | 9 | Claimed | 9 | Claimed | ||
| 87 | 10 | Refused | 10 | Refused | ||
| 87 | 11 | PendingGiveUpApproval | 11 | Pending give-up approval | ||
| 87 | 12 | Cancelled | 12 | Cancelled | ||
| 87 | 13 | PendingTakeUpApproval | 13 | Pending take-up approval | ||
| 87 | 14 | ReversalPending | 14 | Reversal pending | ||
| 452 | 95 | GiveupTradingFirm | 95 | Give-up (trading) firm | ||
| 452 | 96 | TakeupTradingFirm | 96 | Take-up (trading) firm | ||
| 452 | 97 | GiveupClearingFirm | 97 | Give-up clearing firm | ||
| 452 | 98 | TakeupClearingFirm | 98 | Take-up clearing firm | ||
| 626 | 15 | ReopenGroup | 15 | Reopen group | ||
| 626 | 16 | CancelGroup | 16 | Cancel group | ||
| 626 | 17 | Giveup | 17 | Give-up | ||
| 626 | 18 | Takeup | 18 | Take-up | ||
| 626 | 19 | RefuseTakeup | 19 | Refuse take-up | ||
| 626 | 20 | InitiateReversal | 20 | Initiate reversal | ||
| 626 | 21 | Reverse | 21 | Reverse | ||
| 626 | 22 | RefuseReversal | 22 | Refuse reversal | ||
| 626 | 23 | SubAllocationGiveup | 23 | Sub-allocation give-up | ||
| 626 | 24 | ApproveGiveup | 24 | Approve give-up | ||
| 626 | 25 | ApproveTakeup | 25 | Approve take-up | ||
| 794 | 15 | Giveup | 15 | Give-up | ||
| 794 | 16 | Takeup | 16 | Take-up | ||
| 794 | 17 | Reversal | 17 | Reversal | ||
| 794 | 18 | Alleged | 18 | Alleged reversal | ||
| 794 | 19 | SubAllocationGiveup | 19 | Sub-allocation give-up | ||
| 796 | 3 | CancelledByGiveupFirm | 3 | Cancelled by give-up firm | ||
| 1735 | 0 | Rollup | Roll up | |||
| 1735 | 1 | DoNotRollUp | Do not roll up | |||
| 1738 | 0 | Completed | 0 | Completed | ||
| 1738 | 1 | Refused | 1 | Refused | ||
| 1738 | 2 | Cancelled | 2 | Cancelled |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 19 | 857 | 0 | 12 | 0 | Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. |
| 19 | 754 | Indicates if Allocation has been automatically accepted on behalf of the Take-up Firm by the Clearing House | |||
| 19 | ExecAllocGrp | 0 | 23 | 0 | 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. |
| 78 | 857 | 0 | 16 | 0 | Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. |
| 78 | ExecAllocGrp | 0 | 27 | 0 | 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. |
| 98 | 857 | 0 | 12 | 0 | 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. |
| 98 | ExecAllocGrp | 0 | 23 | 0 | 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. |
| 98 | 53 | 0 | 41 | 0 | 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). |
| 2003 | 78 | 0 | 1 | 0 | |
| 2014 | 124 | 0 | 1 | 0 | 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. |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 19 | 1730 | 0 | 10.1 | 0 | Group identifier assigned by the clearinghouse |
| 19 | 1728 | 0 | 10.2 | 0 | Firm assigned entity identifier for the allocation |
| 19 | 1731 | 0 | 81.11 | 0 | Firm designated group identifier for average pricing |
| 24 | 1730 | 0 | 4.1 | 0 | Group identifier assigned by the clearinghouse |
| 24 | 1728 | 0 | 4.2 | 0 | Firm assigned entity identifier for the allocation |
| 24 | 1731 | 0 | 4.3 | 0 | Firm designated group identifier for average pricing |
| 78 | 1730 | 0 | 7.1 | 0 | Group identifier assigned by the clearinghouse |
| 78 | 1728 | 0 | 7.2 | 0 | Firm assigned entity identifier for the allocation |
| 78 | 1738 | 0 | 11.1 | 0 | Can be used for reporting on status of reversal transaction when AllocReportType(794) is 18 (Alleged reversal) or 17 (Reversal). |
| 78 | 1731 | 0 | 15.81 | 0 | Firm designated group identifier for average pricing |
| 78 | 1736 | 0 | 46.1 | 0 | |
| 78 | 1737 | 0 | 46.2 | 0 | |
| 79 | 1730 | 0 | 5.1 | 0 | Group identifier assigned by the clearinghouse |
| 79 | 1728 | 0 | 5.2 | 0 | Firm assigned entity identifier for the allocation |
| 79 | 1731 | 0 | 5.3 | 0 | Firm designated group identifier for average pricing |
| 98 | 1730 | 0 | 10.1 | 0 | Group identifier assigned by the clearinghouse |
| 98 | 1728 | 0 | 10.2 | 0 | Firm assigned entity identifier for the allocation |
| 98 | 1736 | 0 | 42.1 | 0 | Indicates the total quantity of an allocation group. Includes any allocated quantity. |
| 98 | 1737 | 0 | 42.2 | 0 | Indicates the remaining quantity of an allocation group that has not yet been allocated. |
| 98 | 87 | 0 | 55.1 | 0 | Identifies status of allocation. |
| 98 | 1731 | 0 | 81.11 | 0 | Firm designated group identifier for average pricing. |
| 2003 | 1729 | 1 | 7.01 | 0 | Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). |
| 2003 | 1735 | 1 | 8.3 | 0 | An indicator to override the normal procedure to roll up allocations for the same Carry Firm. |
| 2003 | 1732 | 1 | 14.1 | 0 | |
| 2003 | 1733 | 1 | 14.2 | 0 | |
| 2003 | 1734 | 1 | 14.3 | 0 | |
| 2002 | 1593 | 1 | 5.1 | 0 | |
| 2002 | 1729 | 1 | 5.2 | 0 | |
| 2002 | 1732 | 1 | 9.01 | 0 | |
| 2002 | 1733 | 1 | 9.02 | 0 | |
| 2002 | 1734 | 1 | 9.03 | 0 |