Trade Capture Report

TagField NameReq'dComments
  Standard Header Y MsgType = AE
571 TradeReportID Y Unique identifier for the Trade Capture Report
487 TradeReportTransType N Identifies Trade Report message transaction type.
568 TradeRequestID N Request ID if the Trade Capture Report is in response to a Trade Capture Report Request
150 ExecType Y Type of Execution being reported:
Uses subset of ExecType for Trade Capture Reports
572 TradeReportRefID N The TradeReportID that is being referenced for some action, such as correction or cancellation
17 ExecID N Exchanged assigned Execution ID (Trade Identifier)
527 SecondaryExecID N
378 ExecRestatementReason N Reason for restatement
570 PreviouslyReported Y Indicates if the trade capture report was previously reported to the counterparty
Component block <Instrument> Y Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component block <OrderQtyData> N Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Note: OrderQty field is required unless rejecting or an order ack for a CashOrderQty or PercentOrder.
32 LastQty Y Quantity (e.g. shares) bought/sold on this (last) fill. Not required ExecType = Order Status When required, should be "0" for non-fills ("fill" defined as ExecType=Trade) unless noted below.
If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for.
31 LastPx Y Price of this (last) fill. Not required for ExecType = Order Status Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). When required, should be "0" for non-fills ("fill" defined as ExecType=Trade New) unless noted below.
If ExecType=Stopped, represents the price stopped/guaranteed/protected at.
194 LastSpotRate N Applicable for F/X orders
195 LastForwardPoints N Applicable for F/X orders
30 LastMkt N
75 TradeDate Y Used when reporting other than current day trades.
60 TransactTime Y Time the transaction represented by this ExecutionReport occurred
63 SettlmntTyp N
64 FutSettDate N Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values.
573 MatchStatus N
574 MatchType N
552 NoSides Y Number of sides
54 Side Y
37 OrderID Y OrderID is required to be unique for each chain of orders.
198 SecondaryOrderID N Can be used to provide order id used by exchange or executing system.
11 ClOrdID N Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders).
component block <Parties> N Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Range of values on report:
1 Account N Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
581 AccountType N Specifies type of account
81 ProcessCode N Used to specify Step-out trades
575 OddLot N
576 NoClearingInstructions N
577 ClearingInstruction N
635 ClearingFeeIndicator N
578 TradeInputSource N
579 TradeInputDevice N
15 Currency N
376 ComplianceID N
377 SolicitedFlag N
528 OrderCapacity N
529 OrderRestrictions N
582 CustOrderCapacity N
483 TransBkdTime N A date and time stamp to indicate when this order was booked. For Equities, this is the time at which an order was received by an Exchange or Marketplace. For CIV, this is the time that a Fund Manager booked an order for execution at the next valuation point.
336 TradingSessionID N
625 TradingSessionSubID N
Component block <CommissionData> N Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field.
381 GrossTradeAmt N
157 NumDaysInterest N
230 ExDate N
158 AccruedInterestRate N
159 AccruedInterestAmt N
238 Concession N
237 TotalTakedown N
118 NetMoney N Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field.
119 SettlCurrAmt N Used to report results of forex accommodation trade
120 SettlCurrency N Used to report results of forex accommodation trade
155 SettlCurrFxRate N Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
156 SettlCurrFxRateCalc N Specifies whether the SettlCurrFxRate should be multiplied or divided
77 PositionEffect N For use in derivatives omnibus accounting
58 Text N May be used by the executing market to record any execution Details that are particular to that market
354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
442 MultiLegReportingType N Default is a single security if not specified.
518 NoContAmts N Number of contract details in this message
** Nested Repeating Group follows **
519 ContAmtType N Must be first field in the repeating group.
520 ContAmtValue N
521 ContAmtCurr N
136 NoMiscFees N Required if any miscellaneous fees are reported. Indicates number of repeating entries
** Nested Repeating Group follows **
137 MiscFeeAmt N Required if NoMiscFees > 0
138 MiscFeeCurr N Required if NoMiscFees > 0
139 MiscFeeType N Required if NoMiscFees > 0
  Standard Trailer Y