[This message was posted by Jim Kaye of Bank of America Merrill Lynch <[email protected]> to the "Allocations" discussion forum at http://fixprotocol.org/discuss/13. You can reply to it on-line at http://fixprotocol.org/discuss/read/ef1bb598 - PLEASE DO NOT REPLY BY MAIL.]
Hello, It's been a while since I looked at this, but if my memory serves me correctly, the InstrmtLegGrp part of the message is part of the general 'instrument component block' which the allocation message will use to describe the instrument, in exactly the same way as you would on, say, a new order single. The allocations themselves are stored in the allocation repeating group part of the message, just as they would be for a single-leg instrument. What this does mean of course is that you can't allocate the individual legs in different ways (unless somebody since has identified a way to do this). Note that the AllocLinkId structure is there simply to support fragmentation of a single logical message into a number of physical messages (for systems that can't handle very large messages). Every InstrmntLegGrp block would need to be the same across each of those fragments. Hope this helps Jim. > Hi > This question was posted about 6 years ago but there were no replies - > hopefully there is some more insight on this now. > I'd like to understand the best approach is to specifying post trade > allocations on multileg orders - initially FX Swaps but this should also be > valid for more complex multileg orders. > > I'm looking at the 5.0SP2 specification but any help on use with previous > version is appreciated. > Looking at the AllocationInstruction message there seems to be an > InstrmtLegGrp component. There is also the AllocLinkID to link more than one > allocation instruction together. Functionally I think it would be easier to > use 1 allocation instruction containing all the legs within it but that would > make the use of AllocLinkID redundant. > > Any experience/thoughts/help greatly appreciated. > > thanks > J [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] -- You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en.
