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Message

AllocationReport (AS)

ID78
PedigreeAdded FIX.4.4, Updated EP291
Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the AllocationReport(35=AS) message (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.
Field
Name
Type
Req'd
Comments
Pedigree
StandardHeader
StandardHeader
Y
MsgType = AS
Added FIX.4.4
755
AllocReportID
String
Y
Unique identifier for this message
Added FIX.4.4
70
AllocID
String
Added FIX.4.4
2758
AllocRequestID
String
May be used to link to a previously submitted AllocationInstructionAlertRequest(35=DU).
Added EP241
71
AllocTransType
AllocTransTypeCodeSet
Y
Added FIX.4.4
Updated EP285
795
AllocReportRefID
String
Required for AllocTransType = Replace or Cancel
Added FIX.4.4
796
AllocCancReplaceReason
AllocCancReplaceReasonCodeSet
Required for AllocTransType = Replace or Cancel
Gives the reason for replacing or cancelling the allocation report
Added FIX.4.4
793
SecondaryAllocID
String
Optional second identifier for this allocation instruction (need not be unique)
Added FIX.4.4
1730
AllocGroupID
String
Group identifier assigned by the clearinghouse
Added EP118
2771
PreviousAllocGroupID
String
May be used to identify the previous AllocGroupID(1730) being changed by this message when AllocGroupStatus(2767)=3 (Changed).
Added EP241
2759
GroupAmount
Amt
Added EP241
2767
AllocGroupStatus
AllocGroupStatusCodeSet
Added EP241
1728
FirmGroupID
String
Firm assigned entity identifier for the allocation
Added EP118
794
AllocReportType
AllocReportTypeCodeSet
Y
Specifies the purpose or type of Allocation Report message
Added FIX.4.4
87
AllocStatus
AllocStatusCodeSet
Y
Added FIX.4.4
88
AllocRejCode
AllocRejCodeCodeSet
Required for AllocStatus = 1 (rejected)
Added FIX.4.4
72
RefAllocID
String
Required for AllocTransType = Replace or Cancel
Added FIX.4.4
1738
AllocReversalStatus
AllocReversalStatusCodeSet
Can be used for reporting on status of reversal transaction when AllocReportType(794) is 18 (Alleged reversal) or 17 (Reversal).
Added EP118
808
AllocIntermedReqType
AllocIntermedReqTypeCodeSet
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
196
AllocLinkID
String
Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"
Added FIX.4.4
197
AllocLinkType
AllocLinkTypeCodeSet
Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
Added FIX.4.4
466
BookingRefID
String
Added FIX.4.4
715
ClearingBusinessDate
LocalMktDate
Indicates Clearing Business Date for which transaction will be settled.
Added EP-1
828
TrdType
TrdTypeCodeSet
Indicates trade type of allocation.
Added EP-1
Updated EP285
829
TrdSubType
TrdSubTypeCodeSet
Indicates trade subtype of allocation.
Added EP-1
Updated EP285
855
SecondaryTrdType
TrdTypeCodeSet
Added EP237
2896
TertiaryTrdType
TrdTypeCodeSet
Added EP285
1937
TradeContinuation
TradeContinuationCodeSet
Added EP237
2374
TradeContinuationText
String
Added EP258
2372
EncodedTradeContinuationTextLen
Length
Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.
Added EP258
2371
EncodedTradeContinuationText
data
Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.
Added EP258
442
MultiLegReportingType
MultiLegReportingTypeCodeSet
Indicates MultiLegReportType of original trade marked for allocation.
Added EP-1
582
CustOrderCapacity
CustOrderCapacityCodeSet
Indicates CTI of original trade marked for allocation.
Added EP-1
578
TradeInputSource
String
Indicates input source of original trade marked for allocation.
Added EP-1
991
RndPx
Price
Specifies the rounded price to quoted precision.
Added EP-1
1011
MessageEventSource
String
Used to identify the event or source which gave rise to a message.
Added EP-1
579
TradeInputDevice
String
Specific device number, terminal number or station where trade was entered
Added EP-1
819
AvgPxIndicator
AvgPxIndicatorCodeSet
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
1731
AvgPxGroupID
String
Firm designated group identifier for average pricing
Added EP118
857
AllocNoOrdersType
AllocNoOrdersTypeCodeSet
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
OrdAllocGrp
OrdAllocGrp
Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
Added FIX.4.4
ExecAllocGrp
ExecAllocGrp
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
570
PreviouslyReported
PreviouslyReportedCodeSet
Added FIX.4.4
700
ReversalIndicator
Boolean
Added FIX.4.4
574
MatchType
MatchTypeCodeSet
Added FIX.4.4
54
Side
SideCodeSet
Y
Added FIX.4.4
Instrument
Instrument
Y
Insert 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
InstrumentExtension
InstrumentExtension
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
Added FIX.4.4
FinancingDetails
FinancingDetails
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
Added FIX.4.4
UndInstrmtGrp
UndInstrmtGrp
Added FIX.4.4
InstrmtLegGrp
InstrmtLegGrp
Added FIX.4.4
53
Quantity
Qty
Y
Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book
Added FIX.4.4
854
QtyType
QtyTypeCodeSet
Added FIX.4.4
1736
AllocGroupQuantity
Qty
Added EP118
1737
AllocGroupRemainingQuantity
Qty
Added EP118
30
LastMkt
Exchange
Market of the executions.
Added FIX.4.4
229
TradeOriginationDate
LocalMktDate
Added FIX.4.4
336
TradingSessionID
String
Added FIX.4.4
625
TradingSessionSubID
TradingSessionSubIDCodeSet
Added FIX.4.4
423
PriceType
PriceTypeCodeSet
Added FIX.4.4
PriceQualifierGrp
PriceQualifierGrp
Added EP230
6
AvgPx
Price
Y
For 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
860
AvgParPx
Price
Added FIX.4.4
SpreadOrBenchmarkCurveData
SpreadOrBenchmarkCurveData
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
Added FIX.4.4
15
Currency
Currency
Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.
Added FIX.4.4
2897
CurrencyCodeSource
CurrencyCodeSourceCodeSet
Added EP273
74
AvgPxPrecision
int
Absence of this field indicates that default precision arranged by the broker/institution is to be used
Added FIX.4.4
Parties
Parties
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Added FIX.4.4
75
TradeDate
LocalMktDate
Y
Added FIX.4.4
60
TransactTime
UTCTimestamp
Date/time when allocation is generated
Added FIX.4.4
63
SettlType
SettlTypeCodeSet
Added FIX.4.4
64
SettlDate
LocalMktDate
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
775
BookingType
BookingTypeCodeSet
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
381
GrossTradeAmt
Amt
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
238
Concession
Amt
Added FIX.4.4
237
TotalTakedown
Amt
Added FIX.4.4
118
NetMoney
Amt
Expressed in same currency as AvgPx. Sum of AllocNetMoney.
For FX expressed in terms of Currency(15).
Added FIX.4.4
Updated EP82
77
PositionEffect
PositionEffectCodeSet
Added FIX.4.4
754
AutoAcceptIndicator
Boolean
Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House
Added FIX.4.4
58
Text
String
Added FIX.4.4
354
EncodedTextLen
Length
Must be set if EncodedText field is specified and must immediately precede it.
Added FIX.4.4
355
EncodedText
data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
Added FIX.4.4
1328
RejectText
String
Added EP298
1664
EncodedRejectTextLen
Length
Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
Added EP298
1665
EncodedRejectText
data
Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
Added EP298
157
NumDaysInterest
int
Applicable for Convertible Bonds and fixed income
Added FIX.4.4
158
AccruedInterestRate
Percentage
Applicable for Convertible Bonds and fixed income
Added FIX.4.4
159
AccruedInterestAmt
Amt
Sum of AllocAccruedInterestAmt within repeating group.
Added FIX.4.4
540
TotalAccruedInterestAmt
Amt
Added FIX.4.4
Deprecated FIX.4.4
738
InterestAtMaturity
Amt
Added FIX.4.4
920
EndAccruedInterestAmt
Amt
For repurchase agreements the accrued interest on termination.
Added FIX.4.4
921
StartCash
Amt
For repurchase agreements the start (dirty) cash consideration
Added FIX.4.4
922
EndCash
Amt
For repurchase agreements the end (dirty) cash consideration
Added FIX.4.4
650
LegalConfirm
LegalConfirmCodeSet
Added FIX.4.4
Stipulations
Stipulations
Added FIX.4.4
YieldData
YieldData
Added FIX.4.4
RegulatoryTradeIDGrp
RegulatoryTradeIDGrp
Added EP179
TrdRegTimestamps
TrdRegTimestamps
Added EP291
PositionAmountData
PositionAmountData
Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
Added EP-1
1031
CustOrderHandlingInst
CustOrderHandlingInstCodeSet
Added EP133
1032
OrderHandlingInstSource
OrderHandlingInstSourceCodeSet
Added EP133
892
TotNoAllocs
int
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
893
LastFragment
LastFragmentCodeSet
Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Added FIX.4.4
AllocGrp
AllocGrp
Conditionally required except when AllocTransType(71) = 2 (Cancel).
Added FIX.4.4
Updated EP291
RateSource
RateSource
Added EP82
1430
VenueType
VenueTypeCodeSet
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
2334
RefRiskLimitCheckID
String
Conditionally required when RefRiskLimitCheckIDType(2335) is specified.
Added EP180
Updated EP192
2335
RefRiskLimitCheckIDType
RefRiskLimitCheckIDTypeCodeSet
Conditionally required when RefRiskLimitCheckID(2334) is specified.
Added EP180
Updated EP192
2343
RiskLimitCheckStatus
RiskLimitCheckStatusCodeSet
Added EP192
StandardTrailer
StandardTrailer
Y
Added FIX.4.4

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