Please be aware that beginning June 1st for trade date June 2nd 2014 a new FIXML tag will be added to Allocation Instruction Alerts and Allocation Reports. The new tag, @TrueAvgPx, will only be present when an average priced claimed allocation is sub-allocated as a give-up. It will not be present when an average priced claimed allocation is sub-allocated to the average price system. This tag represents the True Average Price without rounding, which is not currently populated anywhere on these type of messages. This tag will begin populating in the New Release environment on May 21st 2014.
For the full text of this advisory, please click here.