FRAMES | NO FRAMES

AllocationReport (MsgType = AS, FIXML = AllocRpt)

Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side,the Allocation Report (Claim) (AS) provides account breakdown ofan order or set of orders plus any additional follow-up front-office information developedpost-trade during the trade allocation, matching and calculation phase. In versions of FIXprior to version 4.4, this functionality was provided through the Allocation (J) message. Depending on the needs of the market and thetiming of "confirmed" status, the role of AllocationReport (AS) can be taken over in whole or in part by the Confirmation (AK) message.

Note the response to the Allocation Report (AS) message isthe Allocation Report Ack (AT) message. In versions of FIX priorto version 4.4, the Allocation ACK (P) served this purpose.

An Allocation Report (AS) message can be submitted with AllocReportType (794) of

Settlement instructions are supported on the AllocationReport (AS) message to allow the Respondent (sell-side party or carry firm) to send anoverride of its own instructions to the Initiator.

General guidelines applicable to this message:

The allocation message contains repeating fields for each order, sub-account andindividual execution. The field's relative position within the repeating group in themessage is important. For example, each instance of allocation must be in the order asshown in the message definition below.

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = AS
755 AllocReportID @RptID Y Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
70 AllocID @AllocID N

Unique identifier for allocation message.

(Prior to FIX 4.1 this field was of type int)
2758 AllocRequestID @ReqID N

May be used to link to a previously submitted AllocationInstructionAlertRequest(35=DU).
71 AllocTransType @TransTyp Y

Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***

795 AllocReportRefID @RptRefID C

Required for AllocTransType = Replace or Cancel
796 AllocCancReplaceReason @CxlRplcRsn C

Required for AllocTransType = Replace or Cancel

Gives the reason for replacing or cancelling the allocation report
793 SecondaryAllocID @AllocID2 N

Optional second identifier for this allocation instruction (need not be unique)
1730 AllocGroupID @GrpID N

Group identifier assigned by the clearinghouse
2771 PreviousAllocGroupID @PrevGrpID N

May be used to identify the previous AllocGroupID(1730) being changed by this message when AllocGroupStatus(2767)=3 (Changed).
2759 GroupAmount @GrpAmt N

Indicates the total notional units or amount of an allocation group. Includes any allocated units or amount.

Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor.

2767 AllocGroupStatus @GrpStat N

Status of the trade give-up relative to the group identified in AllocGroupID(1730).
1728 FirmGroupID @FirmGrpID N

Firm assigned entity identifier for the allocation
794 AllocReportType @RptTyp Y

Specifies the purpose or type of Allocation Report message
87 AllocStatus @Stat Y

Identifies status of allocation.
88 AllocRejCode @RejCode C

Required for AllocStatus = 1 (rejected)
72 RefAllocID @RefAllocID C

Required for AllocTransType = Replace or Cancel
1738 AllocReversalStatus @RvrslStat N

Can be used for reporting on status of reversal transaction when AllocReportType(794) is 18 (Alleged reversal) or 17 (Reversal).
808 AllocIntermedReqType @IntermedReqTyp C

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 N

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 C

Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
466 BookingRefID @BkngRefID N

Common reference passed to a post-trade booking process (e.g. industry matching utility).
715 ClearingBusinessDate @BizDt N

Indicates Clearing Business Date for which transaction will be settled.
828 TrdType @TrdTyp N

Indicates trade type of allocation.
829 TrdSubType @TrdSubTyp N

Indicates trade subtype of allocation.
855 SecondaryTrdType @TrdTyp2 N

Type of trade assigned to a trade. Used in addition to TrdType(828). Must not be used when only one trade type needs to be assigned.

2896 TertiaryTrdType @TrdTyp3 N

Type of trade assigned to a trade. Used in addition to TrdType(828) and SecondaryTrdType(855). Must not be used when only one additional trade type needs to be assigned.

1937 TradeContinuation @TrdContntn N

Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties.

2374 TradeContinuationText @TrdContntnTxt N

Free form text to specify additional trade continuation information or data.
2372 EncodedTradeContinuationTextLen @EncTrdContntnTextLen N

Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.
2371 EncodedTradeContinuationText @EncTrdContntnText N

Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.

442 MultiLegReportingType @MLegRptTyp N

Indicates MultiLegReportType of original trade marked for allocation.
582 CustOrderCapacity @CustCpcty N

Indicates CTI of original trade marked for allocation.
578 TradeInputSource @InptSrc N

Indicates input source of original trade marked for allocation.
991 RndPx @RndPx N

Specifies the rounded price to quoted precision.
1011 MessageEventSource @MsgEvtSrc N

Used to identify the event or source which gave rise to a message.
579 TradeInputDevice @InptDev N

Specific device number, terminal number or station where trade was entered
819 AvgPxIndicator @AvgPxInd N

Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.

1731 AvgPxGroupID @AvgPxGrpID N

Firm designated group identifier for average pricing
857 AllocNoOrdersType @NoOrdsTyp N

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.

<OrdAllocGrp> C Conditionally required except when AllocTransType (71) = Cancel, or when AllocType (626) = Ready-to-book or Warehouse instruction
<ExecAllocGrp> N

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.

570 PreviouslyReported @PrevlyRpted N

Indicates if the transaction was previously reported to the counterparty or market.
700 ReversalIndicator @ReversalInd N

Indicates a trade that reverses a previous trade.
574 MatchType @MtchTyp N

The point in the matching process at which this trade was matched.
54 Side @Side Y

Side of order (see Volume : "Glossary" for value definitions)
<Instrument> Y
<InstrumentExtension> N
<FinancingDetails> N
<UndInstrmtGrp> N

Free form text to specify additional information or enumeration description when a standard value does not apply.
<InstrmtLegGrp> N

Relevant settled entity matrix source.
53 Quantity @Qty Y

Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book
854 QtyType @QtyTyp N

Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).

1736 AllocGroupQuantity @GrpQty N

Indicates the total quantity of an allocation group. Includes any allocated quantity.
1737 AllocGroupRemainingQuantity @RemQty N

Indicates the remaining quantity of an allocation group that has not yet been allocated.
30 LastMkt @LastMkt N

Market of the executions.
229 TradeOriginationDate @OrignDt N

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

(prior to FIX 4.4 field was of type UTCDate)
336 TradingSessionID @SesID N

Identifier for a trading session.

A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.

To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336).

Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.
625 TradingSessionSubID @SesSub N

Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

423 PriceType @PxTyp N

Code to represent the price type.
<PriceQualifierGrp> N

Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.
6 AvgPx @AvgPx Y

For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15).
860 AvgParPx @AvgParPx N

Used to express average price as percent of par (used where AvgPx field is expressed in some other way)
<SpreadOrBenchmarkCurveData> N
15 Currency @Ccy N

Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.
2897 CurrencyCodeSource @CcySrc N

Identifies class or source of the Currency(15) value.
74 AvgPxPrecision @AvgPxPrcsn N

Absence of this field indicates that default precision arranged by the broker/institution is to be used
<Parties> N

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
75 TradeDate @TrdDt Y

Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).
60 TransactTime @TxnTm N

Date/time when allocation is generated
63 SettlType @SettlTyp N

Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)

Regular is defined as the default settlement period for the particular security on the exchange of execution.

In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.

Additionally the following patterns may be uses as well as enum values

Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0

Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0

Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0

Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0

Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
64 SettlDate @SettlDt C

Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.

Required for NDFs to specify the "value date".
775 BookingType @BkngTyp N

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 N

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.

238 Concession @Concession N

Provides the reduction in price for the secondary market in Muncipals.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
237 TotalTakedown @TotTakedown N

The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
118 NetMoney @NetMny N

Expressed in same currency as AvgPx. Sum of AllocNetMoney.

For FX expressed in terms of Currency(15).
77 PositionEffect @PosEfct N

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

754 AutoAcceptIndicator @AutoAcceptInd N

Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House
58 Text @Txt N

Free format text string

(Note: this field does not have a specified maximum length)
354 EncodedTextLen @EncTxtLen C

Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText @EncTxt C

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
1328 RejectText @RejTxt N

Identifies the reason for rejection.
1664 EncodedRejectTextLen @EncRejTxtLen N

Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665 EncodedRejectText @EncRejTxt N

Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.

157 NumDaysInterest @NumDaysInt N

Applicable for Convertible Bonds and fixed income
158 AccruedInterestRate @AcrdIntRt N

Applicable for Convertible Bonds and fixed income
159 AccruedInterestAmt @AcrdIntAmt N

Sum of AllocAccruedInterestAmt within repeating group.
540 TotalAccruedInterestAmt @TotAcrdIntAmt N

Total Amount of Accrued Interest for convertible bonds and fixed income
738 InterestAtMaturity @IntAtMat N

Amount of interest (i.e. lump-sum) at maturity.
920 EndAccruedInterestAmt @EndAcrdIntAmt N

For repurchase agreements the accrued interest on termination.
921 StartCash @StartCsh N

For repurchase agreements the start (dirty) cash consideration
922 EndCash @EndCsh N

For repurchase agreements the end (dirty) cash consideration
650 LegalConfirm @LegalCnfm N

Indicates that this message is to serve as the final and legal confirmation.
<Stipulations> N

PartyID value within an instrument party repeating group. Same values as PartyID (448)
<YieldData> N
<RegulatoryTradeIDGrp> N

Trade side of payout payer.
<TrdRegTimestamps> N

Used to report volume with a trade
<PositionAmountData> N

Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
1031 CustOrderHandlingInst @CustOrdHdlInst N

Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.

NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.

For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.

For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.
1032 OrderHandlingInstSource @OrdHndlInstSrc N

Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).

Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.
892 TotNoAllocs @TotNoAllocs N

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 N

Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
<AllocGrp> C

Conditionally required except when AllocTransType(71) = 2 (Cancel).
<RateSource> N

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries
1430 VenueType @VenuTyp N

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.

2334 RefRiskLimitCheckID @RefRiskLmtChkID N

Conditionally required when RefRiskLimitCheckIDType(2335) is specified.
2335 RefRiskLimitCheckIDType @RefRiskLmtChkIDTyp N

Conditionally required when RefRiskLimitCheckID(2334) is specified.
2343 RiskLimitCheckStatus @RiskLmtChkStat N

Indicates the status of the risk limit check performed on a trade.
<Standard Message Trailer> Y

FRAMES | NO FRAMES