Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process.
Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP2, FIX.5.0SP2 EP240.
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
Block | StandardHeader | MsgType = AW | Y | FIX.4.4 | |
Block | ApplicationSequenceControl | FIX.5.0 | |||
833 | AsgnRptID | Unique identifier for the Assignment report | Y | FIX.4.4 | |
832 | TotNumAssignmentReports | Total Number of Assignment Reports being returned to a firm | FIX.4.4 | ||
912 | LastRptRequested | FIX.4.4 | |||
BlockRepeating | Parties | Clearing Organization Clearing Firm Contra Clearing Organization Contra Clearing Firm Position Account |
Y | FIX.4.4 | |
1 | Account | Customer Account | FIX.4.4 | ||
581 | AccountType | Type of account associated with the order (Origin) | FIX.4.4 | ||
Block | Instrument | CFI Code – Market Indicator (col 4) used to indicate Market of Assignment | FIX.4.4 | ||
15 | Currency | FIX.4.4 | |||
ImplicitBlockRepeating | InstrmtLegGrp | Number of legs that make up the Security | FIX.4.4 | ||
OptimisedImplicitBlockRepeating | UndInstrmtGrp | Number of legs that make up the Security | FIX.4.4 | ||
BlockRepeating | PositionQty | “Insert here here the set of “Position Qty” fields defined in “Common Components of Application Messages” | 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 | ||
834 | ThresholdAmount | FIX.4.4 | |||
730 | SettlPrice | Settlement Price of Option | FIX.4.4 | ||
731 | SettlPriceType | Values = Final, Theoretical | FIX.4.4 | ||
732 | UnderlyingSettlPrice | Settlement Price of Underlying | FIX.4.4 | ||
734 | PriorSettlPrice | FIX.4.4 | |||
432 | ExpireDate | Expiration Date of Option | FIX.4.4 | ||
744 | AssignmentMethod | Method under which assignment was conducted | FIX.4.4 | ||
745 | AssignmentUnit | Quantity Increment used in performing assignment | FIX.4.4 | ||
746 | OpenInterest | Open interest that was eligible for assignment | FIX.4.4 | ||
747 | ExerciseMethod | Exercise Method used to in performing assignment Values = Automatic, Manual |
FIX.4.4 | ||
716 | SettlSessID | Settlement Session – EOD or Intraday | FIX.4.4 | ||
717 | SettlSessSubID | Settlement Session enumerator | FIX.4.4 | ||
715 | ClearingBusinessDate | Business date of assignment | Y | 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 | ||
Block | StandardTrailer | Y | FIX.4.4 |