FIX.Latest_EP269 Message

AllocationReport [type 'AS']

<AllocRpt>

Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of confirmed status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message.

Pedigree Added FIX.4.4

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderBaseHeaderYMsgType = ASAdded FIX.4.4
755AllocReportIDRptIDYUnique identifier for this messageAdded FIX.4.4
70AllocIDID Added FIX.4.4
2758AllocRequestIDReqID May be used to link to a previously submitted AllocationInstructionAlertRequest(35=DU).Added EP241
71AllocTransTypeTransTypYi.e. New, Cancel, ReplaceAdded FIX.4.4
795AllocReportRefIDRptRefID Required for AllocTransType = Replace or CancelAdded FIX.4.4
796AllocCancReplaceReasonCxlRplcRsn Required for AllocTransType = Replace or Cancel
Gives the reason for replacing or cancelling the allocation report
Added FIX.4.4
793SecondaryAllocIDID2 Optional second identifier for this allocation instruction (need not be unique)Added FIX.4.4
1730AllocGroupIDGrpID Group identifier assigned by the clearinghouseAdded EP118
2771PreviousAllocGroupIDPrevGrpID May be used to identify the previous AllocGroupID(1730) being changed by this message when AllocGroupStatus(2767)=3 (Changed).Added EP241
2759GroupAmountGrpAmt Added EP241
2767AllocGroupStatusGrpStat Added EP241
1728FirmGroupIDFirmGrpID Firm assigned entity identifier for the allocationAdded EP118
794AllocReportTypeRptTypYSpecifies the purpose or type of Allocation Report messageAdded FIX.4.4
87AllocStatusStatYAdded FIX.4.4
88AllocRejCodeRejCode Required for AllocStatus = 1 (rejected)Added FIX.4.4
72RefAllocIDRefID Required for AllocTransType = Replace or CancelAdded FIX.4.4
1738AllocReversalStatusRvrslStat Can be used for reporting on status of reversal transaction when AllocReportType(794) is 18 (Alleged reversal) or 17 (Reversal).Added EP118
808AllocIntermedReqTypeImReqTyp Required if AllocReportType = 8 (Request to Intermediary)
Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
Added FIX.4.4
196AllocLinkIDLinkID Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X Netting or SwapsAdded FIX.4.4
197AllocLinkTypeLinkTyp Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.Added FIX.4.4
466BookingRefIDBkngRefID Added FIX.4.4
715ClearingBusinessDateBizDt Indicates Clearing Business Date for which transaction will be settled.Added FIX.4.4
828TrdTypeTrdTyp Indicates Trade Type of Allocation.Added FIX.4.4
829TrdSubTypeTrdSubTyp Indicates TradeSubType of Allocation. Necessary for defining groups.Added FIX.4.4
855SecondaryTrdTypeTrdTyp2 Added EP237
1937TradeContinuationTrdContntn Added EP237
2374TradeContinuationTextTrdContntnTxt Added EP258
2372EncodedTradeContinuationTextLenEncTrdContntnTextLen Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.Added EP258
2371EncodedTradeContinuationTextEncTrdContntnText Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.Added EP258
442MultiLegReportingTypeMLegRptTyp Indicates MultiLegReportType of original trade marked for allocation.Added FIX.4.4
582CustOrderCapacityCustCpcty Indicates CTI of original trade marked for allocation.Added FIX.4.4
578TradeInputSourceInptSrc Indicates input source of original trade marked for allocation.Added FIX.4.4
991RndPxRndPx Specifies the rounded price to quoted precision.Added FIX.4.4
1011MessageEventSourceMsgEvtSrc Used to identify the event or source which gave rise to a message.Added FIX.4.4
579TradeInputDeviceInptDev Specific device number, terminal number or station where trade was enteredAdded FIX.4.4
819AvgPxIndicatorAvgPxInd Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.Added FIX.4.4
1731AvgPxGroupIDAvgPxGrpID Firm designated group identifier for average pricingAdded EP118
857AllocNoOrdersTypeNoOrdsTyp Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly.Added FIX.4.4 Updated EP118
ComponentOrdAllocGrpOrdAlloc Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1Added FIX.4.4
ComponentExecAllocGrpAllExc Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs.Added FIX.4.4 Updated EP118
570PreviouslyReportedPrevlyRpted Added FIX.4.4
700ReversalIndicatorReversalInd Added FIX.4.4
574MatchTypeMtchTyp Added FIX.4.4
54SideSideYAdded FIX.4.4
ComponentInstrumentInstrmtYComponents of Application Messages.
For NDFs, fixing date (specified in MaturityDate(541)) is required. Fixing time (specified in MaturityTime(1079)) is optional.
Added FIX.4.4 Updated EP82
ComponentInstrumentExtensionInstrmtExt Insert here the set of InstrumentExtension fields defined in Common Components of Application MessagesAdded FIX.4.4