Orchimate 1.3.1 /

OrchestraFIX42EP282

Orchestra Hub

Y

MsgType = J

Y

Y

Required for AllocTransType = Calculated, Replace, or Cancel

Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"

Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.

Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).

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.

Y

Y

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.

Specifies the month and year of maturity. Required if MaturityDay is specified.

Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.

For Options.

For Options.

For Options.

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

For Fixed Income.

Can be used to identify the security.

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

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

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

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

Y

Total number of shares allocated to all accounts

Market of the executions.

Y

For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).

Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.

Absence of this field indicates that default precision arranged by the broker/institution is to be used

Y

Date/time when allocation is generated

Absence of this field is interpreted as Regular

"Settlement Date". Required with SettlmntTyp other than regular

Expressed in same currency as AvgPx. Sum of (AllocShares * AllocAvgPx or AllocPrice).

Expressed in same currency as AvgPx. Sum of AllocNetMoney.

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

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

Applicable for Convertible Bonds and fixed income

Applicable for Convertible Bonds and fixed income

Indicates number of allocation groups to follow.