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Re: FIX.4.2 Aggregated Allocation support on the sell side
Scott Atwell / American Century Investments <>
14 Oct 2008 1:59PM ET

I'm on the buyside, but we have a lot of brokers who support this for us with 4.2 and lower. Aggregating all of the executions for one or more orders into a single message (the "block trade") which is then split out amongst one or more accounts (the "shapes" or "splits") is by definition what the Allocation message represents.

> Hello
>
> A brief query to those working on the sell side, is there wide support
> for the concept of FIX4.2 Allocation messages from the buyside, which
> effectively aggregate all executions received from a single trade into a
> single message.
>
> From a brief scan of the site this looks like it may be officially
> handled only in later versions of the protocol.
>
> Regards Jim

FIX.4.2 Aggregated Allocation support on the sell side
jim whitehead / Fidessa Latent Zero   14 Oct 2008 12:16PM ET

Re: FIX.4.2 Aggregated Allocation support on the sell side
Scott Atwell / American Century Investments   14 Oct 2008 1:59PM ET