FIX.4.4 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.

Note the response to the Allocation Report message is the Allocation Report Ack message. In versions of FIX prior to version 4.4, the Allocation ACK served this purpose.


Added  FIX.4.4

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Field or ComponentField NameFIXML nameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = AS

 
755AllocReportID@RptID

Unique identifier for this message

 
70AllocID@ID  
71AllocTransType@TransTyp

i.e. New, Cancel, Replace

 
795AllocReportRefID@RptRefID 

Required for AllocTransType = Replace or Cancel

 
796AllocCancReplaceReason@CxlRplcRsn 

Required for AllocTransType = Replace or Cancel

Gives the reason for replacing or cancelling the allocation report

 
793SecondaryAllocID@ID2 

Optional second identifier for this allocation instruction (need not be unique)

 
794AllocReportType@RptTyp

Specifies the purpose or type of Allocation Report message

 
87AllocStatus@Stat 
88AllocRejCode@RejCode 

Required for AllocStatus = 1 (rejected)

 
72RefAllocID@RefID 

Required for AllocTransType = Replace or Cancel

 
808AllocIntermedReqType@ImReqTyp 

Required if AllocReportType = 8 (Request to Intermediary)

Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)

 
196AllocLinkID@LinkID 

Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"

 
197AllocLinkType@LinkTyp 

Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.

 
466BookingRefID@BkngRefID  
857AllocNoOrdersType@NoOrdsTyp

Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not.

 
ComponentOrdAllocGrpOrdAlloc 

Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1

 
ComponentExecAllocGrpAllExc 

Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs.

 
570PreviouslyReported@PrevlyRpted  
700ReversalIndicator@ReversalInd  
574MatchType@MtchTyp  
54Side@Side 
ComponentInstrumentInstrmt

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

 
ComponentInstrumentExtensionInstrmtExt 

Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"

 
ComponentFinancingDetailsFinDetls 

Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"

 
ComponentUndInstrmtGrpUndly  
ComponentInstrmtLegGrpLeg  
53Quantity@Qty

Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book

 
854QtyType@QtyTyp  
30LastMkt@LastMkt 

Market of the executions.

 
229TradeOriginationDate@OrignDt  
336TradingSessionID@SesID  
625TradingSessionSubID@SesSub  
423PriceType@PxTyp  
6AvgPx@AvgPx

For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).

 
860AvgParPx@AvgParPx  
ComponentSpreadOrBenchmarkCurveDataSprdBnchmkCurve 

Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"

 
15Currency@Ccy 

Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.

 
74AvgPxPrecision@AvgPxPrcsn 

Absence of this field indicates that default precision arranged by the broker/institution is to be used

 
ComponentPartiesPty 

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

 
75TradeDate@TrdDt 
60TransactTime@TxnTm 

Date/time when allocation is generated

 
63SettlType@SettlTyp  
64SettlDate@SettlDt 

Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.

 
775BookingType@BkngTyp 

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.

 
381GrossTradeAmt@GrossTrdAmt 

Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice).

 
238Concession@Concession  
237TotalTakedown@TotTakedown  
118NetMoney@NetMny 

Expressed in same currency as AvgPx. Sum of AllocNetMoney.

 
77PositionEffect@PosEfct  
754AutoAcceptIndicator@AutoAcceptInd 

Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House

 
58Text@Txt  
354EncodedTextLen@EncTxtLen 

Must be set if EncodedText field is specified and must immediately precede it.

 
355EncodedText@EncTxt 

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

 
157NumDaysInterest@NumDaysInt 

Applicable for Convertible Bonds and fixed income

 
158AccruedInterestRate@AcrdIntRt 

Applicable for Convertible Bonds and fixed income

 
159AccruedInterestAmt@AcrdIntAmt 

Sum of AllocAccruedInterestAmt within repeating group.

 
540TotalAccruedInterestAmt@TotAcrdIntAmt 

(Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group.

 
738InterestAtMaturity@IntAtMat  
920EndAccruedInterestAmt@EndAcrdIntAmt 

For repurchase agreements the accrued interest on termination.

 
921StartCash@StartCsh 

For repurchase agreements the start (dirty) cash consideration

 
922EndCash@EndCsh 

For repurchase agreements the end (dirty) cash consideration

 
650LegalConfirm@LegalCnfm  
ComponentStipulationsStip  
ComponentYieldDataYield  
892TotNoAllocs@TotNoAllocs 

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.

 
893LastFragment@LastFragment 

Indicates whether this is the last fragment in a sequence of message fragments.

Only required where message has been fragmented.

 
ComponentAllocGrpAlloc 

Indicates number of allocation groups to follow.

Not required for AllocTransType=Cancel

Not required for AllocReportType= "Warehouse recap".

 
ComponentStandardTrailer