AllocationReportAck/FIX.5.0SP2+
From FIXwiki
Message Content of AllocationReportAck (MsgType=AT)
| TagText | FieldName or ComponentName | Required | Description |
|---|---|---|---|
| StandardHeader | x | MsgType = AT
| |
| 755 | AllocReportID | x | |
| 70 | AllocID | ||
| 715 | ClearingBusinessDate | Indicates Clearing Business Date for which transaction will be settled.
| |
| 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.
| |
| 53 | Quantity | ||
| 71 | AllocTransType | ||
| Parties | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
| ||
| 793 | SecondaryAllocID | Optional second identifier for the allocation report being acknowledged (need not be unique)
| |
| 1730 | AllocGroupID | Group identifier assigned by the clearinghouse
| |
| 1728 | FirmGroupID | Firm assigned entity identifier for the allocation
| |
| 1731 | AvgPxGroupID | Firm designated group identifier for average pricing
| |
| 75 | TradeDate | ||
| 60 | TransactTime | Date/Time Allocation Report Ack generated
| |
| 87 | AllocStatus | Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed).
AllocStatus will be conditionally required in a 2-party model when used by a counterparty to convey a change in status. It will be optional in a 3-party model in which only the central counterparty may issue the status of an allocation
| |
| 88 | AllocRejCode | Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message
| |
| 794 | AllocReportType | ||
| 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)
| |
| 573 | MatchStatus | Denotes whether the financial details provided on the Allocation Report were successfully matched.
| |
| 460 | Product | ||
| 167 | SecurityType | ||
| 1031 | CustOrderHandlingInst | ||
| 1032 | OrderHandlingInstSource | ||
| 58 | Text | Can include explanation for AllocRejCode = 7 (other)
| |
| 354 | EncodedTextLen | Must be set if EncodedText field is specified and must immediately precede it.
| |
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
| |
| AllocAckGrp | This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated where AllocStatus has any other value.
Indicates number of allocation groups to follow.
| ||
| StandardTrailer | x |
Notes
Please post comments, clarifications, examples here. Click on the edit button on the right and away you go!
Don't forget to refer to the FPL Discussion Groups to back up anything you write. You will often find the authoritative statements on matters of FIX specification interpretation there. Links from FIXwiki pages to relevant discussions on the FPL site are very valuable.
For example if you were writing a clarification on how to specify the "quantity" of an order in FIX, you might add the following relevant link, http://www.fixprotocol.org/discuss/read/f5014573, to back up your points.
