| ID | 16311 |
The Allocation event should be used for ’aggregated orders’ only. When an aggregated order is partially or fully filled, these fills shall be allocated to the constituent client orders. Allocation events are recorded after all the Execution events of an aggregated order, with direct linkage to the client orders’ LOID using allocToLOID, and showing allocated quantity in the allocQty field. One Allocation event refers to one client order’s allocation, hence multiple Allocation events are expected for each aggregated order.
31 | Y | The indicator of the event type as defined by the enumeration specifications. | |||
32 | Y | The creation time of the event. In-Scope Brokers should record the most accurate time they can get closest to the actual time. | |||
36 | This field is used in conjunction with the eventDateTime, if the timestamp in eventDateTime is not granular enough to accurately reconstruct the sequence of events. | ||||
53 | Y | An identifier assigned to the top parent order which should be unique throughout its life cycle. | |||
72 | Y | Indicates the security to be traded by the order, e.g. '0001.HK'. | |||
73 | Y | Specifies the type of the ID used in the securityID field, e.g. RIC, SEDOL, ISIN, etc. as defined by the Data Standards enumeration specifications. | |||
76 | Y | Indicates whether the order is a Buy, Sell, Short Sell or Short Sell Exempt, etc. as defined by the Data Standards enumeration specifications. | |||
79 | Y | A free text string name or identifier of the primary system recording the event, e.g. OMS, Algo, etc. as defined by the In-Scope Broker. | |||
9 | Y | For aggregated orders only, an identifier generated by the broker for individual Allocation events. | |||
11 | Y | For aggregated orders only, this is the logicalOrderID of the client order being allocated to. | |||
10 | Y | For aggregated orders only, this is the quantity being allocated to a particular client order. |
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