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.

Added in protocol FIX.4.4

See in: FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = AS Y FIX.4.4
755 AllocReportID Unique identifier for this message Y FIX.4.4
70 AllocID FIX.4.4
71 AllocTransType i.e. New, Cancel, Replace Y FIX.4.4
795 AllocReportRefID Required for AllocTransType = Replace or Cancel FIX.4.4
796 AllocCancReplaceReason Required for AllocTransType = Replace or Cancel
Gives the reason for replacing or cancelling the allocation report
FIX.4.4
793 SecondaryAllocID Optional second identifier for this allocation instruction (need not be unique) FIX.4.4
794 AllocReportType Specifies the purpose or type of Allocation Report message Y FIX.4.4
87 AllocStatus Y FIX.4.4
88 AllocRejCode Required for AllocStatus = 1 (rejected) FIX.4.4
72 RefAllocID Required for AllocTransType = Replace or Cancel FIX.4.4
808 AllocIntermedReqType Required if AllocReportType = 8 (Request to Intermediary)
Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
FIX.4.4
196 AllocLinkID Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X “Netting” or “Swaps” FIX.4.4
197 AllocLinkType Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. FIX.4.4
466 BookingRefID FIX.4.4
715 ClearingBusinessDate Indicates Clearing Business Date for which transaction will be settled. FIX.4.4
828 TrdType Indicates Trade Type of Allocation. FIX.4.4
829 TrdSubType Indicates TradeSubType of Allocation. Necessary for defining groups. FIX.4.4
442 MultiLegReportingType Indicates MultiLegReportType of original trade marked for allocation. FIX.4.4
582 CustOrderCapacity Indicates CTI of original trade marked for allocation. FIX.4.4
578 TradeInputSource Indicates input source of original trade marked for allocation. FIX.4.4
991 RndPx Specifies the rounded price to quoted precision. FIX.4.4
1011 MessageEventSource Used to identify the event or source which gave rise to a message. FIX.4.4
579 TradeInputDevice Specific device number, terminal number or station where trade was entered FIX.4.4
819 AvgPxIndicator Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. FIX.4.4
857 AllocNoOrdersType Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not. FIX.4.4
ImplicitBlockRepeating OrdAllocGrp Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 FIX.4.4
ImplicitBlockRepeating ExecAllocGrp 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. FIX.4.4
570 PreviouslyReported FIX.4.4
700 ReversalIndicator FIX.4.4
574 MatchType FIX.4.4
54 Side Y FIX.4.4
Block Instrument Insert here the set of “Instrument” (symbology) fields defined in “Common Components of Application Messages” Y FIX.4.4
Block InstrumentExtension Insert here the set of “InstrumentExtension” fields defined in “Common Components of Application Messages” FIX.4.4
Block FinancingDetails Insert here the set of “FinancingDetails” fields defined in “Common Components of Application Messages” FIX.4.4
OptimisedImplicitBlockRepeating UndInstrmtGrp FIX.4.4
OptimisedImplicitBlockRepeating InstrmtLegGrp FIX.4.4
53 Quantity Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book Y FIX.4.4
854 QtyType FIX.4.4
30 LastMkt Market of the executions. FIX.4.4
229 TradeOriginationDate FIX.4.4
336 TradingSessionID FIX.4.4
625 TradingSessionSubID FIX.4.4
423 PriceType FIX.4.4
6 AvgPx For F/X orders, should be the “all-in” rate (spot rate adjusted for forward points). Y FIX.4.4
860 AvgParPx FIX.4.4
Block SpreadOrBenchmarkCurveData Insert here the set of “SpreadOrBenchmarkCurveData” fields defined in “Common Components of Application Messages” FIX.4.4
15 Currency Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. FIX.4.4
74 AvgPxPrecision Absence of this field indicates that default precision arranged by the broker/institution is to be used FIX.4.4
BlockRepeating Parties Insert here the set of “Parties” (firm identification) fields defined in “Common Components of Application Messages” FIX.4.4
75 TradeDate Y FIX.4.4
60 TransactTime Date/time when allocation is generated FIX.4.4
63 SettlType FIX.4.4
64 SettlDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.4
775 BookingType 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. FIX.4.4
381 GrossTradeAmt Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). FIX.4.4
238 Concession FIX.4.4
237 TotalTakedown FIX.4.4
118 NetMoney Expressed in same currency as AvgPx. Sum of AllocNetMoney. FIX.4.4
77 PositionEffect FIX.4.4
754 AutoAcceptIndicator Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House FIX.4.4
58 Text FIX.4.4
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.4.4
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.4
157 NumDaysInterest Applicable for Convertible Bonds and fixed income FIX.4.4
158 AccruedInterestRate Applicable for Convertible Bonds and fixed income FIX.4.4
159 AccruedInterestAmt Sum of AllocAccruedInterestAmt within repeating group. FIX.4.4
540 TotalAccruedInterestAmt FIX.4.4 Y
738 InterestAtMaturity FIX.4.4
920 EndAccruedInterestAmt For repurchase agreements the accrued interest on termination. FIX.4.4
921 StartCash For repurchase agreements the start (dirty) cash consideration FIX.4.4
922 EndCash For repurchase agreements the end (dirty) cash consideration FIX.4.4
650 LegalConfirm FIX.4.4
BlockRepeating Stipulations FIX.4.4
Block YieldData FIX.4.4
BlockRepeating PositionAmountData Insert here here the set of “Position Amount Data” fields defined in “Common Components of Application Messages” FIX.4.4
892 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.
FIX.4.4
893 LastFragment Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. FIX.4.4
ImplicitBlockRepeating AllocGrp Conditionally required except when AllocTransType = Cancel, or when AllocType = “Ready-to-book” or “Warehouse instruction” FIX.4.4
Block StandardTrailer Y FIX.4.4