| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| StandardHeader | Yes |
MsgType = AR | |||
| 571 | TradeReportID | No | Unique identifier for the Trade Capture Report | ||
| 1003 | TradeID | No | |||
| 1040 | SecondaryTradeID | No | |||
| 1041 | FirmTradeID | No | |||
| 1042 | SecondaryFirmTradeID | No | |||
| 487 | TradeReportTransType | No |
Identifies Trade Report message transaction type. | ||
| 856 | TradeReportType | No |
Indicates action to take on trade | ||
| 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 | |||
| RootParties | No | Insert here the set of "Root Parties" (firm identification) fields defined in "common components of application messages" Range of values on report: | |||
| 150 | ExecType | No | Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports | ||
| 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 |
The SecondaryTradeReportID that is being referenced for some action, such as correction or cancelation | ||
| 939 | TrdRptStatus | No |
Status of Trade Report | ||
| 751 | TradeReportRejectReason | No |
Reason for Rejection of Trade Report | ||
| 818 | SecondaryTradeReportID (Deprecated in FIX.5.0) | No | |||
| 263 | SubscriptionRequestType | No |
Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default | ||
| 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) | ||
| 527 | SecondaryExecID | No | |||
| 39 | OrdStatus | No | |||
| 378 | ExecRestatementReason | No | |||
| 570 | PreviouslyReported | No | |||
| 423 | PriceType | No | |||
| 822 | UnderlyingTradingSessionID | No | |||
| 823 | UnderlyingTradingSessionSubID | No | |||
| 716 | SettlSessID | No | Intraday(ITD), Regular Trading Hours(EOD), | ||
| 717 | SettlSessSubID | No | |||
| 854 | QtyType | No | |||
| 32 | LastQty | No | |||
| 31 | LastPx | No | |||
| Instrument | Yes |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |||
| 669 | LastParPx | No | |||
| 1056 | CalculatedCcyLastQty | No | |||
| 1071 | LastSwapPoints | No | |||
| 194 | LastSpotRate | No | |||
| 195 | LastForwardPoints | No | |||
| 30 | LastMkt | No | |||
| 75 | TradeDate | No | |||
| 715 | ClearingBusinessDate | No | |||
| 6 | AvgPx | No | |||
| 819 | AvgPxIndicator | No | |||
| 442 | MultiLegReportingType | No | |||
| 824 | TradeLegRefID | No | |||
| 60 | TransactTime | No |
Time ACK was issued by matching system, trading system or counterparty | ||
| 63 | SettlType | No | |||
| UndInstrmtGrp | No | ||||
| 573 | MatchStatus | No | |||
| 574 | MatchType | No | |||
| 797 | CopyMsgIndicator | No | |||
| 852 | PublishTrdIndicator | No | |||
| 853 | ShortSaleReason | No | |||
| TrdInstrmtLegGrp | No | ||||
| TrdRegTimestamps | No | ||||
| 725 | ResponseTransportType | No |
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. | ||
| 726 | ResponseDestination | No |
URI destination name. Used if ResponseTransportType is out-of-band. | ||
| 58 | Text | No |
May be used by the executing market to record any execution Details that are particular to that market | ||
| 354 | EncodedTextLen | No |
Must be set if EncodedText field is specified and must immediately precede it. | ||
| 355 | EncodedText | No |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | ||
| 1015 | AsOfIndicator | No | Indicates if the trade is an outtrade from a previous day | ||
| 635 | ClearingFeeIndicator | No | |||
| PositionAmountData | No | Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" | |||
| 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. | ||
| TrdCapRptAckSideGrp | No | ||||
| 1135 | RptSys | No | |||
| 381 | GrossTradeAmt | No | |||
| 64 | SettlDate | No | |||
| StandardTrailer | Yes | ||||