FIX.Latest_EP287 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
ComponentStandardHeaderHdrYMsgType = 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
71AllocTransTypeTransTypYAdded FIX.4.4 Updated EP285
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 EP-1
828TrdTypeTrdTyp Indicates trade type of allocation.Added EP-1 Updated EP285
829TrdSubTypeTrdSubTyp Indicates trade subtype of allocation.Added EP-1 Updated EP285
855SecondaryTrdTypeTrdTyp2 Added EP237
2896TertiaryTrdTypeTrdTyp3 Added EP285
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 EP-1
582CustOrderCapacityCustCpcty Indicates CTI of original trade marked for allocation.Added EP-1
578TradeInputSourceInptSrc Indicates input source of original trade marked for allocation.Added EP-1
991RndPxRndPx Specifies the rounded price to quoted precision.Added EP-1
1011MessageEventSourceMsgEvtSrc Used to identify the event or source which gave rise to a message.Added EP-1
579TradeInputDeviceInptDev Specific device number, terminal number or station where trade was enteredAdded EP-1
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 EP-1
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
ComponentInstrumentInstrmtYInsert here the set of Instrument (symbology) fields defined in Common Components 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 EP282
ComponentInstrumentExtensionInstrmtExt Insert here the set of InstrumentExtension fields defined in Common Components of Application MessagesAdded FIX.4.4
ComponentFinancingDetailsFinDetls Insert here the set of FinancingDetails fields defined in Common Components of Application MessagesAdded FIX.4.4
ComponentUndInstrmtGrpUndly Added FIX.4.4
ComponentInstrmtLegGrpLeg Added FIX.4.4
53QuantityQtyYTotal quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-BookAdded FIX.4.4
854QtyTypeQtyTyp Added FIX.4.4
1736AllocGroupQuantityGrpQty Added EP118
1737AllocGroupRemainingQuantityRemQty Added EP118
30LastMktLastMkt Market of the executions.Added FIX.4.4
229TradeOriginationDateOrignDt Added FIX.4.4
336TradingSessionIDSesID Added FIX.4.4
625TradingSessionSubIDSesSub Added FIX.4.4
423PriceTypePxTyp Added FIX.4.4
ComponentPriceQualifierGrpPxQual Added EP230
6AvgPxAvgPxYFor FX orders, should be the all-in rate (spot rate adjusted for forward points), expressed in terms of Currency(15).Added FIX.4.4 Updated EP82
860AvgParPxAvgParPx Added FIX.4.4
ComponentSpreadOrBenchmarkCurveDataSprdBnchmkCurve Insert here the set of SpreadOrBenchmarkCurveData fields defined in Common Components of Application MessagesAdded FIX.4.4
15CurrencyCcy Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.Added FIX.4.4
2897CurrencyCodeSourceCcySrc Added EP273
74AvgPxPrecisionAvgPxPrcsn Absence of this field indicates that default precision arranged by the broker/institution is to be usedAdded FIX.4.4
ComponentPartiesPty Insert here the set of Parties (firm identification) fields defined in Common Components of Application MessagesAdded FIX.4.4
75TradeDateTrdDtYAdded FIX.4.4
60TransactTimeTxnTm Date/time when allocation is generatedAdded FIX.4.4
63SettlTypeSettlTyp Added FIX.4.4
64SettlDateSettlDt Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
Required for NDFs to specify the value date.
Added FIX.4.4 Updated EP82
775BookingTypeBkngTyp Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.Added FIX.4.4
381GrossTradeAmtGrossTrdAmt Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as percent of par price.Added FIX.4.4 Updated EP82
238ConcessionConcession Added FIX.4.4
237TotalTakedownTotTakedown Added FIX.4.4
118NetMoneyNetMny Expressed in same currency as AvgPx. Sum of AllocNetMoney.
For FX expressed in terms of Currency(15).
Added FIX.4.4 Updated EP82
77PositionEffectPosEfct Added FIX.4.4
754AutoAcceptIndicatorAutoAcceptInd Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing HouseAdded FIX.4.4
58TextTxt Added FIX.4.4
354EncodedTextLenEncTxtLen Must be set if EncodedText field is specified and must immediately precede it.Added FIX.4.4
355EncodedTextEncTxt Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.Added FIX.4.4
157NumDaysInterestNumDaysInt Applicable for Convertible Bonds and fixed incomeAdded FIX.4.4
158AccruedInterestRateAcrdIntRt Applicable for Convertible Bonds and fixed incomeAdded FIX.4.4
159AccruedInterestAmtAcrdIntAmt Sum of AllocAccruedInterestAmt within repeating group.Added FIX.4.4
540TotalAccruedInterestAmtTotAcrdIntAmt Added FIX.4.4 Deprecated FIX.4.4
738InterestAtMaturityIntAtMat Added FIX.4.4
920EndAccruedInterestAmtEndAcrdIntAmt For repurchase agreements the accrued interest on termination.Added FIX.4.4
921StartCashStartCsh For repurchase agreements the start (dirty) cash considerationAdded FIX.4.4
922EndCashEndCsh For repurchase agreements the end (dirty) cash considerationAdded FIX.4.4
650LegalConfirmLegalCnfm Added FIX.4.4
ComponentStipulationsStip Added FIX.4.4
ComponentYieldDataYield Added FIX.4.4
ComponentRegulatoryTradeIDGrpRegTrdID Added EP179
ComponentPositionAmountDataAmt Insert here here the set of Position Amount Data fields defined in Common Components of Application MessagesAdded EP-1
1031CustOrderHandlingInstCustOrdHdlInst Added EP133
1032OrderHandlingInstSourceOrdHndlInstSrc Added EP133
892TotNoAllocsTotNoAllocs Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction.
Only required where message has been fragmented.
Added FIX.4.4
893LastFragmentLastFragment Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.Added FIX.4.4
ComponentAllocGrpAlloc Conditionally required except when AllocTransType = Cancel, or when AllocType = Ready-to-book or Warehouse instructionAdded FIX.4.4
ComponentRateSourceRtSrc Added EP82
1430VenueTypeVenuTyp Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization.Added EP192
2334RefRiskLimitCheckIDRefRiskLmtChkID Conditionally required when RefRiskLimitCheckIDType(2335) is specified.Added EP180 Updated EP192
2335RefRiskLimitCheckIDTypeRefRiskLmtChkIDTyp Conditionally required when RefRiskLimitCheckID(2334) is specified.Added EP180 Updated EP192
2343RiskLimitCheckStatusRiskLmtChkStat Added EP192
ComponentStandardTrailerTrlrYAdded FIX.4.4