| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| StandardHeader | Yes |
MsgType = AE | |||
| 571 | TradeReportID | No | TradeReportID is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID. The alternative to a message-chain model is an entity-based model in which TradeID is used to identify a trade. In this case, TradeID is required and TradeReportID can be optionally specified. | ||
| 1003 | TradeID | No | |||
| 1040 | SecondaryTradeID | No | |||
| 1041 | FirmTradeID | No | |||
| 1042 | SecondaryFirmTradeID | No | |||
| 487 | TradeReportTransType | No |
Identifies Trade Report message transaction type. | ||
| 856 | TradeReportType | No | |||
| 939 | TrdRptStatus | No | Status of Trade Report In 3 party listed derivatives model used to convey status of a trade to a counterparty. Used specifically in a "claim" model. | ||
| 568 | TradeRequestID | No |
Request ID if the Trade Capture Report is in response to a Trade Capture Report Request | ||
| 828 | TrdType | No | |||
| 829 | TrdSubType | No | |||
| 855 | SecondaryTrdType | No | |||
| 1123 | TradeHandlingInstr | No | |||
| 1124 | OrigTradeHandlingInstr | No | |||
| 1125 | OrigTradeDate | No | Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer | ||
| 1126 | OrigTradeID | No | Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer | ||
| 1127 | OrigSecondaryTradeID | No | Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer | ||
| 830 | TransferReason | No | |||
| 150 | ExecType | No |
Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports | ||
| 748 | TotNumTradeReports | No |
Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request | ||
| 912 | LastRptRequested | No |
Indicates if this is the last report in the response to a Trade Capture Report Request | ||
| 325 | UnsolicitedIndicator | No |
Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. | ||
| 263 | SubscriptionRequestType | No | Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default | ||
| 572 | TradeReportRefID | No |
The TradeReportID that is being referenced for some action, such as correction or cancelation | ||
| 881 | SecondaryTradeReportRefID (Deprecated in FIX.5.0) | No | |||
| 818 | SecondaryTradeReportID (Deprecated in FIX.5.0) | No | |||
| 820 | TradeLinkID | No |
Used to associate a group of trades together. Useful for average price calculations. | ||
| 880 | TrdMatchID | No | |||
| 17 | ExecID | No |
Exchanged assigned Execution ID (Trade Identifier) | ||
| 39 | OrdStatus | No |
Status of order as of this trade report | ||
| 527 | SecondaryExecID | No | |||
| 378 | ExecRestatementReason | No |
Reason for restatement | ||
| 570 | PreviouslyReported | No | Indicates if the trade capture report was previously reported to the counterparty | ||
| 423 | PriceType | No |
Can be used to indicate cabinet trade pricing | ||
| RootParties | No | Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. | |||
| 1015 | AsOfIndicator | No | Indicates if the trade is an outtrade from a previous day. | ||
| 716 | SettlSessID | No | Intraday(ITD), Regular Trading Hours(EOD), | ||
| 717 | SettlSessSubID | No | |||
| Instrument | Yes |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |||
| FinancingDetails | No |
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" | |||
| OrderQtyData | No |
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. | |||
| 854 | QtyType | No | |||
| YieldData | No |
Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" | |||
| UndInstrmtGrp | No | ||||
| 822 | UnderlyingTradingSessionID | No | |||
| 823 | UnderlyingTradingSessionSubID | No | |||
| 32 | LastQty | Yes |
Trade Quantity. | ||
| 31 | LastPx | Yes |
Trade Price. | ||
| 1056 | CalculatedCcyLastQty | No | |||
| 669 | LastParPx | No |
Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. | ||
| 194 | LastSpotRate | No |
Applicable for F/X orders | ||
| 195 | LastForwardPoints | No |
Applicable for F/X orders | ||
| 1071 | LastSwapPoints | No | |||
| 30 | LastMkt | No | |||
| 75 | TradeDate | Yes |
Used when reporting other than current day trades. | ||
| 715 | ClearingBusinessDate | No | |||
| 6 | AvgPx | No |
Average Price - if present then the LastPx will contain the original price on the execution | ||
| SpreadOrBenchmarkCurveData | No |
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" | |||
| 819 | AvgPxIndicator | No |
Average Pricing indicator | ||
| PositionAmountData | No | Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" | |||
| 442 | MultiLegReportingType | No |
Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties. | ||
| 824 | TradeLegRefID | No |
Reference to the leg of a multileg instrument to which this trade refers Used when MultiLegReportingType = 2 (Single Leg of a Multileg security) | ||
| TrdInstrmtLegGrp | No |
Number of legs Identifies a Multi-leg Execution if present and non-zero. | |||
| 60 | TransactTime | No | Time the transaction represented by this Trade Capture Report occurred | ||
| TrdRegTimestamps | No | ||||
| 63 | SettlType | No | |||
| 64 | SettlDate | No |
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. | ||
| 987 | UnderlyingSettlementDate | No | The settlement date for the underlying instrument of a derivatives security. | ||
| 573 | MatchStatus | No | |||
| 574 | MatchType | No | |||
| 1115 | OrderCategory | No | |||
| TrdCapRptSideGrp | Yes |
Number of sides | |||
| 797 | CopyMsgIndicator | No |
Indicates drop copy. | ||
| 852 | PublishTrdIndicator | No | |||
| 853 | ShortSaleReason | No | |||
| 994 | TierCode | No | Indicates the algorithm (tier) used to match a trade | ||
| 1011 | MessageEventSource | No | Used to identify the event or source which gave rise to a message | ||
| 779 | LastUpdateTime | No | Used to indicate reports after a specific time | ||
| 991 | RndPx | No | Specifies the rounded price to quoted precision. | ||
| 1132 | TZTransactTime | No | |||
| 1134 | ReportedPxDiff | No | The reason(s) for the price difference should be stated by using field (Tag 828 ) TrdType and, if required, field (Tag 829) TrdSubType as well | ||
| 381 | GrossTradeAmt | No | |||
| StandardTrailer | Yes | ||||