AllocationReport Message

<AllocRpt/>

Tag Field Name AbbrName Req'd Comments
StandardHeader Hdr Yes MsgType = AS
755 AllocReportID RptID Yes Unique identifier for this message
70 AllocID AllocID
71 AllocTransType TransTyp Yes i.e. New, Cancel, Replace
795 AllocReportRefID RptRefID Required for AllocTransType = Replace or Cancel
796 AllocCancReplaceReason CxlRplcRsn Required for AllocTransType = Replace or Cancel
Gives the reason for replacing or cancelling the allocation report
793 SecondaryAllocID AllocID2 Optional second identifier for this allocation instruction (need not be unique)
794 AllocReportType RptTyp Yes Specifies the purpose or type of Allocation Report message
87 AllocStatus Stat Yes
88 AllocRejCode RejCode Required for AllocStatus = 1 (rejected)
72 RefAllocID RefAllocID Required for AllocTransType = Replace or Cancel
808 AllocIntermedReqType IntermedReqTyp Required if AllocReportType = 8 (Request to Intermediary)
Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
196 AllocLinkID LinkID Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps"
197 AllocLinkType LinkTyp Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
466 BookingRefID BkngRefID
715 ClearingBusinessDate BizDt Indicates Clearing Business Date for which transaction will be settled.
828 TrdType TrdTyp Indicates Trade Type of Allocation.
829 TrdSubType TrdSubTyp Indicates TradeSubType of Allocation. Necessary for defining groups.
442 MultiLegReportingType MLegRptTyp Indicates MultiLegReportType of original trade marked for allocation.
582 CustOrderCapacity CustCpcty Indicates CTI of original trade marked for allocation.
578 TradeInputSource InptSrc Indicates input source of original trade marked for allocation.
991 RndPx RndPx Specifies the rounded price to quoted precision.
1011 MessageEventSource MsgEvtSrc Used to identify the event or source which gave rise to a message.
579 TradeInputDevice InptDev Specific device number, terminal number or station where trade was entered
819 AvgPxIndicator AvgPxInd Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.
857 AllocNoOrdersType 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.
OrdAllocGrp OrdAlloc Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
ExecAllocGrp AllExc 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.
570 PreviouslyReported PrevlyRpted
700 ReversalIndicator ReversalInd
574 MatchType MtchTyp
54 Side Side Yes
Instrument Instrmt Yes Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
InstrumentExtension InstrmtExt Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
FinancingDetails FinDetls Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
UndInstrmtGrp Undly
InstrmtLegGrp Leg
53 Quantity Qty Yes Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book
854 QtyType QtyTyp
30 LastMkt LastMkt Market of the executions.
229 TradeOriginationDate OrignDt
336 TradingSessionID SesID
625 TradingSessionSubID SesSub
423 PriceType PxTyp
6 AvgPx AvgPx Yes For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).
860 AvgParPx AvgParPx
SpreadOrBenchmarkCurveData SprdBnchmkCurve Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
15 Currency Ccy Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.
74 AvgPxPrecision AvgPxPrcsn Absence of this field indicates that default precision arranged by the broker/institution is to be used
Parties Pty Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
75 TradeDate TrdDt Yes
60 TransactTime TxnTm Date/time when allocation is generated
63 SettlType SettlTyp
64 SettlDate SettlDt Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
775 BookingType 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.
381 GrossTradeAmt GrossTrdAmt Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice).
238 Concession Concession
237 TotalTakedown TotTakedown
118 NetMoney NetMny Expressed in same currency as AvgPx. Sum of AllocNetMoney.
77 PositionEffect PosEfct
754 AutoAcceptIndicator AutoAcceptInd Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House
58 Text Txt
354 EncodedTextLen EncTxtLen Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText EncTxt Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
157 NumDaysInterest NumDaysInt Applicable for Convertible Bonds and fixed income
158 AccruedInterestRate AcrdIntRt Applicable for Convertible Bonds and fixed income
159 AccruedInterestAmt AcrdIntAmt Sum of AllocAccruedInterestAmt within repeating group.
540 TotalAccruedInterestAmt (Deprecated in FIX.4.4) TotAcrdIntAmt (Deprecated from this message as of FIX.4.4)
738 InterestAtMaturity IntAtMat
920 EndAccruedInterestAmt EndAcrdIntAmt For repurchase agreements the accrued interest on termination.
921 StartCash StartCsh For repurchase agreements the start (dirty) cash consideration
922 EndCash EndCsh For repurchase agreements the end (dirty) cash consideration
650 LegalConfirm LegalCnfm
Stipulations Stip
YieldData Yield
PositionAmountData Amt Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
892 TotNoAllocs 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.
893 LastFragment LastFragment Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
AllocGrp Alloc Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction"
StandardTrailer Trlr Yes