FIX 4.4 : Allocation Report Ack <AT> message

Structure | Related Messages

Description

The Allocation Report Ack <AT> (aka Allocation Claim Ack) message is used to acknowledge the receipt of and provide status for an Allocation Report <AS> message.

It is possible that multiple Allocation Report Ack <AT> messages can be generated for a single Allocation Report <AS> message to acknowledge the receipt and then to detail the acceptance or rejection of the Allocation Report <AS> message.

It is recommended, when appropriate, that the MatchStatus <573> field be used in the Allocation Report Ack <AT> to denote whether any financial details provided in the Allocation Report <AS> with AllocStatus <87> of 'Accepted' were matched by the Initiator. If a match takes place and succeeds, then the Match Status will be '0'(Compared and affirmed). If the match takes place and fails, or no match takes place, then the Match Status will be '1'(Uncompared or unaffirmed).

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = AT
755 AllocReportID Y
70 AllocID Y
Component Block - <Parties> N

Insert here the set of "<Parties>" (firm identification) fields

793 SecondaryAllocID N

Optional second identifier for the allocation report being acknowledged (need not be unique)

75 TradeDate N
60 TransactTime Y

Date/Time Allocation Report Ack <AT> generated

87 AllocStatus Y

Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed).

88 AllocRejCode N

Required for AllocStatus <87> = 1 ( block level reject) and for AllocStatus <87> 2 (account level reject) if the individual accounts and reject reasons are not provided in this message

794 AllocReportType N
808 AllocIntermedReqType N

Required if AllocReportType <794> = 8 (Request to Intermediary)

Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)

573 MatchStatus N

Denotes whether the financial details provided on the Allocation Report <AS> were successfully matched.

460 Product N
167 SecurityType N
58 Text N

Can include explanation for AllocRejCode <88> = 7 (other)

354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

78 NoAllocs N

This repeating group is optionally used for messages with AllocStatus <87> = 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 <87> has any other value.

Indicates number of allocation groups to follow.

=> 79 AllocAccount N

Required if NoAllocs <78> > 0. Must be first field in repeating group.

=> 661 AllocAcctIDSource N
=> 366 AllocPrice N

Used when performing 'executed price' vs. 'average price' allocations (e.g. Japan). AllocAccount <79> plus AllocPrice <366> form a unique Allocs entry. Used in lieu of AllocAvgPx <153>.

=> 467 IndividualAllocID N
=> 776 IndividualAllocRejCode N

Required if NoAllocs <78> > 0.

=> 161 AllocText N

Free format text field related to this AllocAccount <79> (can be used here to hold text relating to the rejection of this AllocAccount <79>)

=> 360 EncodedAllocTextLen N

Must be set if EncodedAllocText <361> field is specified and must immediately precede it.

=> 361 EncodedAllocText N

Encoded (non-ASCII characters) representation of the AllocText <161> field in the encoded format specified via the MessageEncoding <347> field.

<MessageTrailer> Y

 

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