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.5.0, FIX.5.0SP1, 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 | Components of Application Messages”. For NDFs, fixing date (specified in MaturityDate (541)) is required. Fixing time (specified in MaturityTime (1079)) is optional. |
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 FX orders, should be the “all-in” rate (spot rate adjusted for forward points), expressed in terms of Currency (15). | 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. Required for NDFs to specify the “value date”. |
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 (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. | FIX.4.4 | ||
| 238 | Concession | FIX.4.4 | |||
| 237 | TotalTakedown | FIX.4.4 | |||
| 118 | NetMoney | Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX expressed in terms of Currency (15). |
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 | ||
| BlockRepeating | RateSource | FIX.5.0SP1 (82) | |||
| Block | StandardTrailer | Y | FIX.4.4 |