Appendix – AccountReporting Category

Messages

AccountSummaryReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = CQ
Component	ApplicationSequenceControl	N
1699	AccountSummaryReportID	Y
715	ClearingBusinessDate	Y
15	Currency	N	Identifies the base reporting currency used in this report.
900	TotalNetValue	N
899	MarginExcess	N
716	SettlSessID	N
717	SettlSessSubID	N
60	TransactTime	N
Component	SettlementAmountGrp	N
Component	MarginAmount	N
Component	Parties	Y	Used to identify the parties for the account (clearing organization, clearing firm, account type, etc.)
Component	CollateralAmountGrp	N
Component	PayCollectGrp	N
Component	PositionAmountData	N	Can be used to identify mark to market information for the position.
Component	StandardTrailer	N

Components

PayCollectGrp

Tag	Name	Req’d	Description
1707	NoPayCollects	N
→1708	PayCollectType	N	Required if NoPayCollects > 0.
→1709	PayCollectCurrency	N	Can be used to specify the base settlement currency if Currency(15) is not specified.
→2955	PayCollectCurrencyCodeSource	N
→2094	PayCollectFXRate	N
→2095	PayCollectFXRateCalc	N
→1710	PayAmount	N
→1711	CollectAmount	N
→1712	PayCollectMarketSegmentID	N
→1713	PayCollectMarketID	N

SettlementAmountGrp

Tag	Name	Req’d	Description
1700	NoSettlementAmounts	N
→1701	SettlementAmount	N	Required if NoSettlementAmounts > 0.
→1702	SettlementAmountCurrency	N
→2903	SettlementAmountCurrencyCodeSource	N

Appendix – Allocation Category

Messages

AllocationReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AS
755	AllocReportID	Y	Unique identifier for this message
70	AllocID	N
2758	AllocRequestID	N	May be used to link to a previously submitted AllocationInstructionAlertRequest(35=DU).
71	AllocTransType	Y	i.e. New, Cancel, Replace
795	AllocReportRefID	N	Required for AllocTransType = Replace or Cancel
796	AllocCancReplaceReason	N	Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation report
793	SecondaryAllocID	N	Optional second identifier for this allocation instruction (need not be unique)
1730	AllocGroupID	N	Group identifier assigned by the clearinghouse
2771	PreviousAllocGroupID	N	May be used to identify the previous AllocGroupID(1730) being changed by this message when AllocGroupStatus(2767)=3 (Changed).
2759	GroupAmount	N
2767	AllocGroupStatus	N
1728	FirmGroupID	N	Firm assigned entity identifier for the allocation
794	AllocReportType	Y	Specifies the purpose or type of Allocation Report message
87	AllocStatus	Y
88	AllocRejCode	N	Required for AllocStatus = 1 (rejected)
72	RefAllocID	N	Required for AllocTransType = Replace or Cancel
1738	AllocReversalStatus	N	Can be used for reporting on status of reversal transaction when AllocReportType(794) is 18 (Alleged reversal) or 17 (Reversal).
808	AllocIntermedReqType	N	Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
196	AllocLinkID	N	Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X Netting or Swaps
197	AllocLinkType	N	Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
466	BookingRefID	N
715	ClearingBusinessDate	N	Indicates Clearing Business Date for which transaction will be settled.
828	TrdType	N	Indicates Trade Type of Allocation.
829	TrdSubType	N	Indicates TradeSubType of Allocation. Necessary for defining groups.
855	SecondaryTrdType	N
1937	TradeContinuation	N
2374	TradeContinuationText	N
2372	EncodedTradeContinuationTextLen	N	Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.
2371	EncodedTradeContinuationText	N	Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.
442	MultiLegReportingType	N	Indicates MultiLegReportType of original trade marked for allocation.
582	CustOrderCapacity	N	Indicates CTI of original trade marked for allocation.
578	TradeInputSource	N	Indicates input source of original trade marked for allocation.
991	RndPx	N	Specifies the rounded price to quoted precision.
1011	MessageEventSource	N	Used to identify the event or source which gave rise to a message.
579	TradeInputDevice	N	Specific device number, terminal number or station where trade was entered
819	AvgPxIndicator	N	Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.
1731	AvgPxGroupID	N	Firm designated group identifier for average pricing
857	AllocNoOrdersType	N	Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly.
Component	OrdAllocGrp	N	Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
Component	ExecAllocGrp	N	Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs.
570	PreviouslyReported	N
700	ReversalIndicator	N
574	MatchType	N
54	Side	Y
Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages. For NDFs, fixing date (specified in MaturityDate(541)) is required. Fixing time (specified in MaturityTime(1079)) is optional.
Component	InstrumentExtension	N	Insert here the set of InstrumentExtension fields defined in Common Components of Application Messages
Component	FinancingDetails	N	Insert here the set of FinancingDetails fields defined in Common Components of Application Messages
Component	UndInstrmtGrp	N
Component	InstrmtLegGrp	N
53	Quantity	Y	Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book
854	QtyType	N
1736	AllocGroupQuantity	N
1737	AllocGroupRemainingQuantity	N
30	LastMkt	N	Market of the executions.
229	TradeOriginationDate	N
336	TradingSessionID	N
625	TradingSessionSubID	N
423	PriceType	N
Component	PriceQualifierGrp	N
6	AvgPx	Y	For FX orders, should be the all-in rate (spot rate adjusted for forward points), expressed in terms of Currency(15).
860	AvgParPx	N
Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData fields defined in Common Components of Application Messages
15	Currency	N	Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.
2897	CurrencyCodeSource	N
74	AvgPxPrecision	N	Absence of this field indicates that default precision arranged by the broker/institution is to be used
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages
75	TradeDate	Y
60	TransactTime	N	Date/time when allocation is generated
63	SettlType	N
64	SettlDate	N	Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the value date.
775	BookingType	N	Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
381	GrossTradeAmt	N	Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as percent of par price.
238	Concession	N
237	TotalTakedown	N
118	NetMoney	N	Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX expressed in terms of Currency(15).
77	PositionEffect	N
754	AutoAcceptIndicator	N	Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House
58	Text	N
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.
157	NumDaysInterest	N	Applicable for Convertible Bonds and fixed income
158	AccruedInterestRate	N	Applicable for Convertible Bonds and fixed income
159	AccruedInterestAmt	N	Sum of AllocAccruedInterestAmt within repeating group.
738	InterestAtMaturity	N
920	EndAccruedInterestAmt	N	For repurchase agreements the accrued interest on termination.
921	StartCash	N	For repurchase agreements the start (dirty) cash consideration
922	EndCash	N	For repurchase agreements the end (dirty) cash consideration
650	LegalConfirm	N
Component	Stipulations	N
Component	YieldData	N
Component	RegulatoryTradeIDGrp	N
Component	PositionAmountData	N	Insert here here the set of Position Amount Data fields defined in Common Components of Application Messages
1031	CustOrderHandlingInst	N
1032	OrderHandlingInstSource	N
892	TotNoAllocs	N	Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented.
893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component	AllocGrp	N	Conditionally required except when AllocTransType = Cancel, or when AllocType = Ready-to-book or Warehouse instruction
Component	RateSource	N
1430	VenueType	N	Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization.
2334	RefRiskLimitCheckID	N	Conditionally required when RefRiskLimitCheckIDType(2335) is specified.
2335	RefRiskLimitCheckIDType	N	Conditionally required when RefRiskLimitCheckID(2334) is specified.
2343	RiskLimitCheckStatus	N
Component	StandardTrailer	Y

AllocationReportAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AT
755	AllocReportID	Y
70	AllocID	N
2758	AllocRequestID	N	May be used to link to a previously submitted AllocationInstructionAlertRequest(35=DU) message.
715	ClearingBusinessDate	N	Indicates Clearing Business Date for which transaction will be settled.
819	AvgPxIndicator	N	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	N
71	AllocTransType	N
Component	Instrument	N
Component	Parties	N
793	SecondaryAllocID	N	Optional second identifier for the allocation report being acknowledged (need not be unique)
1730	AllocGroupID	N	Group identifier assigned by the clearinghouse
1728	FirmGroupID	N	Firm assigned entity identifier for the allocation
1731	AvgPxGroupID	N	Firm designated group identifier for average pricing
75	TradeDate	N
60	TransactTime	N	Date/Time Allocation Report Ack generated
87	AllocStatus	N	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	N	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	N
808	AllocIntermedReqType	N	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	N	Denotes whether the financial details provided on the Allocation Report were successfully matched.
1031	CustOrderHandlingInst	N
1032	OrderHandlingInstSource	N
58	Text	N	Can include explanation for AllocRejCode = 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.
1328	RejectText	N
1664	EncodedRejectTextLen	N	EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
Component	RegulatoryTradeIDGrp	N
Component	AllocAckGrp	N	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.
Component	StandardTrailer	Y

AllocationInstructionAlert Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BM
70	AllocID	Y	Unique identifier for this allocation instruction alert message
71	AllocTransType	Y	i.e. New, Cancel, Replace
626	AllocType	Y	Specifies the purpose or type of Allocation message
2758	AllocRequestID	N	Identifier of the request this message is responding to when responding to an AllocationInstructionAlertRequest(35=DU).
793	SecondaryAllocID	N	Optional second identifier for this allocation instruction (need not be unique)
72	RefAllocID	N	Required for AllocTransType = Replace or Cancel
796	AllocCancReplaceReason	N	Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction
808	AllocIntermedReqType	N	Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
196	AllocLinkID	N	Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X Netting or Swaps
197	AllocLinkType	N	Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
1730	AllocGroupID	N	Group identifier assigned by the clearinghouse
1728	FirmGroupID	N	Firm assigned entity identifier for the allocation
466	BookingRefID	N	Can be used with AllocType= Ready-To-Book
857	AllocNoOrdersType	N	Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components , or not identified explicitly.
Component	OrdAllocGrp	N	Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
Component	ExecAllocGrp	N	Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs.
570	PreviouslyReported	N
700	ReversalIndicator	N
574	MatchType	N
54	Side	Y
Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in common components of application messages
Component	InstrumentExtension	N	Insert here the set of InstrumentExtension fields defined in common components of application messages
Component	FinancingDetails	N	Insert here the set of FinancingDetails fields defined in common components of application messages
Component	UndInstrmtGrp	N
Component	InstrmtLegGrp	N
53	Quantity	N	When not using allocation groups, this is the total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book. When using allocation groups, this is the quantity added or removed when trades are added to or removed from an allocation group. To remove quantity from the allocation group a negative value is specified in Quantity(53). When the allocation group quantity is unchanged, such as when AllocType(626) changes from 12(Incomplete group) to 13(Complete group) , the value for Quantity(53) should be zero (0).
854	QtyType	N
1736	AllocGroupQuantity	N
1737	AllocGroupRemainingQuantity	N
2759	GroupAmount	N
2760	GroupRemainingAmount	N
30	LastMkt	N	Market of the executions.
229	TradeOriginationDate	N
336	TradingSessionID	N
625	TradingSessionSubID	N
423	PriceType	N
Component	PriceQualifierGrp	N
6	AvgPx	N	For F/X orders, should be the all-in rate (spot rate adjusted for forward points). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group.
860	AvgParPx	N
332	HighPx	N	Maybe used to indicate the highest price within the specified allocation group.
333	LowPx	N	Maybe used to indicate the lowest price within the specified allocation group.
Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData fields defined in common components of application messages
15	Currency	N	Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.
2897	CurrencyCodeSource	N
74	AvgPxPrecision	N	Absence of this field indicates that default precision arranged by the broker/institution is to be used
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in common components of application messages
75	TradeDate	Y
60	TransactTime	N	Date/time when allocation is generated
87	AllocStatus	N	Identifies status of allocation.
63	SettlType	N
64	SettlDate	N	Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
775	BookingType	N	Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
381	GrossTradeAmt	N	Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice).
238	Concession	N
237	TotalTakedown	N
118	NetMoney	N	Expressed in same currency as AvgPx. Sum of AllocNetMoney.
77	PositionEffect	N
754	AutoAcceptIndicator	N	Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House
58	Text	N
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.
157	NumDaysInterest	N	Applicable for Convertible Bonds and fixed income
158	AccruedInterestRate	N	Applicable for Convertible Bonds and fixed income
159	AccruedInterestAmt	N	Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest)
738	InterestAtMaturity	N
920	EndAccruedInterestAmt	N	For repurchase agreements the accrued interest on termination.
921	StartCash	N	For repurchase agreements the start (dirty) cash consideration
922	EndCash	N	For repurchase agreements the end (dirty) cash consideration
650	LegalConfirm	N
Component	Stipulations	N
Component	YieldData	N
Component	PositionAmountData	N	Insert here here the set of Position Amount Data fields defined in Common Components of Application Messages
892	TotNoAllocs	N	Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented.
893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component	AllocGrp	N	Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocType= Ready-To-Book or Warehouse instruction.
819	AvgPxIndicator	N	Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.
1731	AvgPxGroupID	N	Firm designated group identifier for average pricing.
715	ClearingBusinessDate	N	Indicates Clearing Business Date for which transaction will be settled.
828	TrdType	N	Indicates Trade Type of Allocation.
829	TrdSubType	N	Indicates TradeSubType of Allocation. Necessary for defining groups.
582	CustOrderCapacity	N	Indicates CTI of original trade marked for allocation.
578	TradeInputSource	N	Indicates input source of original trade marked for allocation.
442	MultiLegReportingType	N	Indicates MultiLegReportType of original trade marked for allocation.
1011	MessageEventSource	N	Used to identify the event or source which gave rise to a message.
991	RndPx	N	Specifies the rounded price to quoted precision.
1031	CustOrderHandlingInst	N
1032	OrderHandlingInstSource	N
Component	StandardTrailer	Y

AllocationInstructionAlertRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType(35)=DU
2758	AllocRequestID	N	Unique identifier for this message. If used, other allocation messages may link to the request through this field.
1730	AllocGroupID	N
1731	AvgPxGroupID	N
75	TradeDate	N
Component	Parties	N
Component	StandardTrailer	Y

AllocationInstructionAlertRequestAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DV
2758	AllocRequestID	Y	Used when responding to an AllocationInstructionAlertRequest(35=DU).
2768	AllocRequestStatus	Y
1328	RejectText	N	May be used to further describe rejection reasons when AllocRequestStatus(2768)=1 (Rejected).
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

AllocationInstruction Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = J
70	AllocID	Y	Unique identifier for this allocation instruction message
2758	AllocRequestID	N	May be used to link to a previously submitted AllocationInstructionAlertRequest(35=DU) message.
71	AllocTransType	Y	i.e. New, Cancel, Replace
626	AllocType	Y	Specifies the purpose or type of Allocation message
793	SecondaryAllocID	N	Optional second identifier for this allocation instruction (need not be unique)
72	RefAllocID	N	Required for AllocTransType = Replace or Cancel
796	AllocCancReplaceReason	N	Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction
808	AllocIntermedReqType	N	Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
196	AllocLinkID	N	Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X Netting or Swaps
197	AllocLinkType	N	Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
1730	AllocGroupID	N	Group identifier assigned by the clearinghouse
1728	FirmGroupID	N	Group identifier assigned by the firm.
466	BookingRefID	N	Can be used with AllocType= Ready-To-Book
857	AllocNoOrdersType	N	Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly.
Component	OrdAllocGrp	N	Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
Component	ExecAllocGrp	N	Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs.
570	PreviouslyReported	N
700	ReversalIndicator	N
574	MatchType	N
54	Side	Y
Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages. For NDFs fixing date and time can be optionally specified using MaturityDate and MaturityTime.
Component	InstrumentExtension	N	Insert here the set of InstrumentExtension fields defined in Common Components of Application Messages
Component	FinancingDetails	N	Insert here the set of FinancingDetails fields defined in Common Components of Application Messages
Component	UndInstrmtGrp	N
Component	InstrmtLegGrp	N
53	Quantity	Y	Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book
854	QtyType	N
30	LastMkt	N	Market of the executions.
229	TradeOriginationDate	N
336	TradingSessionID	N
625	TradingSessionSubID	N
423	PriceType	N
Component	PriceQualifierGrp	N
6	AvgPx	N	For FX orders, should be the all-in rate (spot rate adjusted for forward points), expressed in terms of Currency(15). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group.
860	AvgParPx	N
Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData fields defined in Common Components of Application Messages
15	Currency	N	Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted.
2897	CurrencyCodeSource	N
74	AvgPxPrecision	N	Absence of this field indicates that default precision arranged by the broker/institution is to be used
2795	OffshoreIndicator	N
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages
75	TradeDate	Y
60	TransactTime	N	Date/time when allocation is generated
63	SettlType	N
64	SettlDate	N	Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the value date.
775	BookingType	N	Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
381	GrossTradeAmt	N	Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as percent of par price.
238	Concession	N
237	TotalTakedown	N
118	NetMoney	N	Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX, if specified, expressed in terms of Currency(15).
77	PositionEffect	N
754	AutoAcceptIndicator	N	Indicates if Allocation has been automatically accepted on behalf of the Take-up Firm by the Clearing House
58	Text	N
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.
157	NumDaysInterest	N	Applicable for Convertible Bonds and fixed income
158	AccruedInterestRate	N	Applicable for Convertible Bonds and fixed income
159	AccruedInterestAmt	N	Applicable for Convertible Bonds and fixed income
738	InterestAtMaturity	N
920	EndAccruedInterestAmt	N	For repurchase agreements the accrued interest on termination.
921	StartCash	N	For repurchase agreements the start (dirty) cash consideration
922	EndCash	N	For repurchase agreements the end (dirty) cash consideration
650	LegalConfirm	N
Component	Stipulations	N
Component	YieldData	N
Component	RegulatoryTradeIDGrp	N
Component	PositionAmountData	N	Insert here here the set of Position Amount Data fields defined in Common Components of Application Messages
892	TotNoAllocs	N	Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented.
893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component	AllocGrp	N	Conditionally required except when AllocTransType = Cancel, or when AllocType = Ready-to-book or Warehouse instruction
819	AvgPxIndicator	N	Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.
1731	AvgPxGroupID	N	Firm designated group identifier for average pricing
715	ClearingBusinessDate	N	Indicates Clearing Business Date for which transaction will be settled.
828	TrdType	N	Indicates Trade Type of Allocation.
829	TrdSubType	N	Indicates TradeSubType of Allocation. Necessary for defining groups.
855	SecondaryTrdType	N
1937	TradeContinuation	N
2374	TradeContinuationText	N
2372	EncodedTradeContinuationTextLen	N	Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.
2371	EncodedTradeContinuationText	N	Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.
582	CustOrderCapacity	N	Indicates CTI of original trade marked for allocation.
578	TradeInputSource	N	Indicates input source of original trade marked for allocation.
442	MultiLegReportingType	N	Indicates MultiLegReportType of original trade marked for allocation.
1011	MessageEventSource	N	Used to identify the event or source which gave rise to a message.
991	RndPx	N	Specifies the rounded price to quoted precision.
Component	RateSource	N
1430	VenueType	N	Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization.
2334	RefRiskLimitCheckID	N	Conditionally required when RefRiskLimitCheckIDType(2335) is specified.
2335	RefRiskLimitCheckIDType	N	Conditionally required when RefRiskLimitCheckID(2334) is specified.
2343	RiskLimitCheckStatus	N
Component	StandardTrailer	Y

AllocationInstructionAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = P
70	AllocID	Y
2758	AllocRequestID	N	May be used to link to a previously submitted AllocationInstructionAlertRequest(35=DU) message.
Component	Instrument	N
Component	Parties	N
793	SecondaryAllocID	N	Optional second identifier for the allocation instruction being acknowledged (need not be unique)
1730	AllocGroupID	N	Group identifier assigned by the clearinghouse
1728	FirmGroupID	N	Firm assigned entity identifier for the allocation
1731	AvgPxGroupID	N	Firm designated group identifier for average pricing
75	TradeDate	N
60	TransactTime	N	Date/Time Allocation Instruction Ack generated
87	AllocStatus	Y	Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed).
88	AllocRejCode	N	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
626	AllocType	N
808	AllocIntermedReqType	N	Required if AllocType = 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 Instruction were successfully matched.
58	Text	N	Can include explanation for AllocRejCode = 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.
1328	RejectText	N
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
Component	RegulatoryTradeIDGrp	N
Component	AllocAckGrp	N	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 when AllocStatus has any other value. Indicates number of allocation groups to follow.
Component	StandardTrailer	Y

Components

AllocAckGrp

Tag	Name	Req’d	Description
78	NoAllocs	N
→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).
→1047	AllocPositionEffect	N
→467	IndividualAllocID	N
→1593	ParentAllocID	N
→1729	FirmMnemonic	N
→1832	ClearedIndicator	N	Used to communicate the status of central clearing workflow.
→2727	AllocLegRefID	N	The field may not be used in any message where there are no legs.
→Component	AllocRegulatoryTradeIDGrp	N
→776	IndividualAllocRejCode	N	Required if NoAllocs(78) > 0 and AllocStatus(87) = 2 (Account level reject).
→Component	NestedParties	N
→209	AllocHandlInst	N
→161	AllocText	N	Can be used here to hold text relating to the rejection of this AllocAccount(366))
→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.
→1732	FirmAllocText	N
→1733	EncodedFirmAllocTextLen	N	Must be set if EncodedFirmAllocText(1734) field is specified and must immediately precede it.
→1734	EncodedFirmAllocText	N	Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field.
→989	SecondaryIndividualAllocID	N
→993	AllocCustomerCapacity	N
→992	IndividualAllocType	N
→80	AllocQty	N
→2515	AllocCalculatedCcyQty	N
→1752	CustodialLotID	N	Only used for specific lot trades.
→1753	VersusPurchaseDate	N	Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified.
→1754	VersusPurchasePrice	N	Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified.
→1755	CurrentCostBasis	N	Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified
→2770	AllocAvgPxGroupID	N
→2769	AllocAvgPxIndicator	N

AllocGrp

Tag	Name	Req’d	Description
78	NoAllocs	N
→79	AllocAccount	N	May specify the broker of credit if ProcessCode(81) is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the executing broker. Required if NoAllocs(78) > 0. Must be first field in repeating group. Conditionally required except when for AllocTransType(71) = 2 (Cancel), or when AllocType(626) = 5 (Ready-To-Book single order) or 7 (Warehouse instruction).
→661	AllocAcctIDSource	N
→573	MatchStatus	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).
→80	AllocQty	N	Conditionally required except when for AllocTransType=Cancel, or when AllocType= Ready-To-Book or Warehouse instruction.
→2515	AllocCalculatedCcyQty	N
→1752	CustodialLotID	N	Only used for specific lot trades.
→1753	VersusPurchaseDate	N	Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified.
→1754	VersusPurchasePrice	N	Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified.
→1755	CurrentCostBasis	N	Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified
→467	IndividualAllocID	N
→1729	FirmMnemonic	N	Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier).
→1593	ParentAllocID	N
→2727	AllocLegRefID	N	The field may not be used in any message where there are no legs.
→Component	AllocRegulatoryTradeIDGrp	N
→81	ProcessCode	N
→989	SecondaryIndividualAllocID	N	Can be used by an intermediary to specify an allocation ID assigned by the intermediary’s system.
→1002	AllocMethod	N	Specifies the method under which a trade quantity was allocated.
→1735	AllocationRollupInstruction	N	An indicator to override the normal procedure to roll up allocations for the same Carry Firm.
→993	AllocCustomerCapacity	N	Can be used for granular reporting of separate allocation detail within a single trade report or allocation message.
→1047	AllocPositionEffect	N
→992	IndividualAllocType	N
→Component	NestedParties	N	Insert here the set of Nested Parties (firm identification nested within additional repeating group) fields defined in Common Components of Application Messages Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc. Note: this field can be used for settlement location (PSET) information.
→208	NotifyBrokerOfCredit	N
→209	AllocHandlInst	N
→161	AllocText	N	Free format text field related to this AllocAccount
→360	EncodedAllocTextLen	N	Must be set if EncodedAllocText field is specified and must immediately precede it.
→361	EncodedAllocText	N	Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field.
→1732	FirmAllocText	N
→1733	EncodedFirmAllocTextLen	N
→1734	EncodedFirmAllocText	N
→Component	CommissionData	N
→Component	AllocCommissionDataGrp	N	Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed.
→153	AllocAvgPx	N	AvgPx for this AllocAccount. For F/X orders, should be the all-in rate (spot rate adjusted for forward points) for this allocation, expressed in terms of Currency(15). For Fixed Income always express value as percent of par.
→154	AllocNetMoney	N	NetMoney for this AllocAccount ((AllocQty * AllocAvgPx) – Commission – sum of MiscFeeAmt + AccruedInterestAmt) if a Sell. ((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy. For FX, if specified, expressed in terms of Currency(15).
→2300	AllocGrossTradeAmt	N
→737	AllocSettlCurrAmt	N	AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from overall Currency
→736	AllocSettlCurrency	N	AllocSettlCurrency for this AllocAccount if different from overall Currency. Required if AllocSettlCurrAmt is specified. Required for NDFs.
→2927	AllocSettlCurrencyCodeSource	N
→155	SettlCurrFxRate	N	Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency
→156	SettlCurrFxRateCalc	N	Specifies whether the SettlCurrFxRate should be multiplied or divided
→742	AllocAccruedInterestAmt	N	Applicable for Convertible Bonds and fixed income
→741	AllocInterestAtMaturity	N	Applicable for securities that pay interest in lump-sum at maturity
→Component	MiscFeesGrp	N
→Component	ClrInstGrp	N
→635	ClearingFeeIndicator	N
→780	AllocSettlInstType	N	Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived. Absence of this field implies use of default instructions.
→Component	SettlInstructionsData	N	Insert here the set of SettlInstructionsData fields defined in Common Components of Application Messages Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3.
→2392	AllocRefRiskLimitCheckID	N	Conditionally required when AllocRefRiskLimitCheckIDType(2393) is specified.
→2393	AllocRefRiskLimitCheckIDType	N	Conditionally required when AllocRefRiskLimitCheckID(2392) is specified.
→2483	AllocRiskLimitCheckStatus	N
→2761	AllocGroupAmount	N
→2770	AllocAvgPxGroupID	N
→2769	AllocAvgPxIndicator	N
→Component	TradeAllocAmtGrp	N

Appendix – CollateralManagement Category

Messages

CollateralRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AX
894	CollReqID	Y	Unique identifier for collateral request
895	CollAsgnReason	Y	Reason collateral assignment is being requested
60	TransactTime	Y
126	ExpireTime	N	Time until when Respondent has to assign collateral
Component	Parties	N
1	Account	N	Customer Account
581	AccountType	N	Type of account associated with the order (Origin)
11	ClOrdID	N	Identifier of order for which collateral is required
37	OrderID	N	Identifier of order for which collateral is required
198	SecondaryOrderID	N	Identifier of order for which collateral is required
526	SecondaryClOrdID	N	Identifier of order for which collateral is required
Component	ExecCollGrp	N	Executions for which collateral is required
Component	TrdCollGrp	N	Trades for which collateral is required
Component	Instrument	N	Instrument that was traded for which collateral is required
Component	FinancingDetails	N	Details of the Agreement and Deal
64	SettlDate	N
53	Quantity	N
854	QtyType	N
15	Currency	N
2897	CurrencyCodeSource	N
Component	InstrmtLegGrp	N	Number of legs that make up the Security
Component	UndInstrmtCollGrp	N	Number of legs that make up the Security
899	MarginExcess	N
900	TotalNetValue	N
901	CashOutstanding	N
Component	TrdRegTimestamps	N	Insert here the set of TrdRegTimestamps fields defined in Common Components of Application Messages
54	Side	N
Component	MiscFeesGrp	N	Required if any miscellaneous fees are reported.
44	Price	N
423	PriceType	N
159	AccruedInterestAmt	N
920	EndAccruedInterestAmt	N
921	StartCash	N
922	EndCash	N
Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData fields defined in Common Components of Application Messages
Component	Stipulations	N	Insert here the set of Stipulations fields defined in Common Components of Application Messages
336	TradingSessionID	N	Trading Session in which trade occurred
625	TradingSessionSubID	N	Trading Session Subid in which trade occurred
716	SettlSessID	N
717	SettlSessSubID	N
715	ClearingBusinessDate	N
58	Text	N
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.
Component	StandardTrailer	Y

CollateralAssignment Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AY
902	CollAsgnID	Y	Unique Identifer for collateral assignment
894	CollReqID	N	Identifer of CollReqID to which the Collateral Assignment is in response
895	CollAsgnReason	Y	Reason for collateral assignment
903	CollAsgnTransType	Y	Collateral Transaction Type
907	CollAsgnRefID	N	Collateral assignment to which this transaction refers
60	TransactTime	Y
126	ExpireTime	N	For an Initial assignment, time by which a response is expected
Component	Parties	N
1	Account	N	Customer Account
581	AccountType	N	Type of account associated with the order (Origin)
11	ClOrdID	N	Identifier of order for which collateral is required
37	OrderID	N	Identifier of order for which collateral is required
198	SecondaryOrderID	N	Identifier of order for which collateral is required
526	SecondaryClOrdID	N	Identifier of order for which collateral is required
Component	ExecCollGrp	N	Executions for which collateral is required
Component	TrdCollGrp	N	Trades for which collateral is required
Component	Instrument	N
Component	FinancingDetails	N
64	SettlDate	N	Can be used to provide the value date of the collateral transaction where the deposit or withdrawal is for a specific future date.
53	Quantity	N
854	QtyType	N
15	Currency	N
2897	CurrencyCodeSource	N
Component	InstrmtLegGrp	N	Number of legs that make up the Security
Component	UndInstrmtCollGrp	N	Number of legs that make up the Security
899	MarginExcess	N
900	TotalNetValue	N
901	CashOutstanding	N
Component	TrdRegTimestamps	N	Insert here the set of TrdRegTimestamps fields defined in Common Components of Application Messages
54	Side	N
Component	MiscFeesGrp	N	Required if any miscellaneous fees are reported.
44	Price	N
423	PriceType	N
159	AccruedInterestAmt	N
920	EndAccruedInterestAmt	N
921	StartCash	N
922	EndCash	N
Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData fields defined in Common Components of Application Messages
Component	Stipulations	N	Insert here the set of Stipulations fields defined in Common Components of Application Messages
Component	SettlInstructionsData	N	Insert here the set of SettlInstructionsData fields defined in Common Components of Application Messages
336	TradingSessionID	N	Trading Session in which trade occurred
625	TradingSessionSubID	N	Trading Session Subid in which trade occurred
716	SettlSessID	N
717	SettlSessSubID	N
2486	WireReference	N
75	TradeDate	N
2485	TransactionID	N	The unique transaction entity identifier assigned by counterparty to the transaction receiving this message, if known.
2484	FirmTransactionID	N	The unique transaction entity identifier assigned by the firm sending the CollateralAssignment(35=AY).
715	ClearingBusinessDate	N	The clearing business date of the collateral assignment.
2517	CollateralRequestLinkID	N
2519	TotNumCollateralRequests	N
2518	CollateralRequestNumber	N
2516	CollateralRequestInstruction	N	Values are custom to a particular implementation and will be maintained externally.
58	Text	N
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.
Component	StandardTrailer	Y

CollateralResponse Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AZ
904	CollRespID	Y	Unique identifer for the collateral response
902	CollAsgnID	N	Conditionally required when responding to a Collateral Assignment message
894	CollReqID	N	Identifer of CollReqID to which the Collateral Assignment is in response
895	CollAsgnReason	N	Conditionally required when responding to a Collateral Assignment message
903	CollAsgnTransType	N	Collateral Transaction Type – not recommended because it causes confusion
905	CollAsgnRespType	Y	Collateral Assignment Response Type
906	CollAsgnRejectReason	N	Conditionally required when CollAsgnRespType(905) = 3 (Rejected).
60	TransactTime	Y
1043	CollApplType	N
291	FinancialStatus	N	Tells whether security has been restricted.
715	ClearingBusinessDate	N	The clearing business date of the assignment. The date on which the transaction was entered.
Component	Parties	N
1	Account	N	Customer Account
581	AccountType	N	Type of account associated with the order (Origin)
11	ClOrdID	N	Identifier of order for which collateral is required
37	OrderID	N	Identifier of order for which collateral is required
198	SecondaryOrderID	N	Identifier of order for which collateral is required
526	SecondaryClOrdID	N	Identifier of order for which collateral is required
Component	ExecCollGrp	N	Executions for which collateral is required
Component	TrdCollGrp	N	Trades for which collateral is required
Component	Instrument	N
Component	FinancingDetails	N
64	SettlDate	N	Can be used to specify the value date of the collateral transaction where the transaction is for a specific future date (e.g. to be settled on a future date).
53	Quantity	N
854	QtyType	N
15	Currency	N
2897	CurrencyCodeSource	N
Component	InstrmtLegGrp	N	Number of legs that make up the Security
Component	UndInstrmtCollGrp	N	Number of legs that make up the Security
899	MarginExcess	N
900	TotalNetValue	N
901	CashOutstanding	N
Component	CollateralAmountGrp	N
Component	TrdRegTimestamps	N
54	Side	N
Component	MiscFeesGrp	N	Required if any miscellaneous fees are reported.
44	Price	N
423	PriceType	N
159	AccruedInterestAmt	N
920	EndAccruedInterestAmt	N
921	StartCash	N
922	EndCash	N
Component	SpreadOrBenchmarkCurveData	N
Component	Stipulations	N
2486	WireReference	N
75	TradeDate	N
2485	TransactionID	N	The unique transaction entity identifier assigned by the firm sending the CollateralResponse(35=AZ).
2484	FirmTransactionID	N	The unique transaction entity identifier assigned by the counterparty to the transaction, if known. Echoes the value from CollateralAssignment(35=AY) if provided.
2517	CollateralRequestLinkID	N
2519	TotNumCollateralRequests	N
2518	CollateralRequestNumber	N
2516	CollateralRequestInstruction	N	Values are custom to a particular implementation and will be maintained externally.
58	Text	N
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.
2520	WarningText	N	Conditionally required when CollAsgnRespType(905) = 5 (Completed with warning).
2522	EncodedWarningTextLen	N	Must be set if EncodedWarningText(2521) field is specified and must immediately precede it.
2521	EncodedWarningText	N	Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding field.
1328	RejectText	N	Conditionally required when CollAsgnRespType(905) = 3 (Rejected).
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

CollateralReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BA
908	CollRptID	Y	Unique Identifer for collateral report
909	CollInquiryID	N	Identifier for the collateral inquiry to which this message is a reply
60	TransactTime	N
1043	CollApplType	N	Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis.
291	FinancialStatus	N	Tells whether security has been restricted.
910	CollStatus	Y	Collateral status
911	TotNumReports	N
912	LastRptRequested	N
Component	Parties	N
1	Account	N	Customer Account
581	AccountType	N	Type of account associated with the order (Origin)
11	ClOrdID	N	Identifier of order for which collateral is required
37	OrderID	N	Identifier of order for which collateral is required
198	SecondaryOrderID	N	Identifier of order for which collateral is required
526	SecondaryClOrdID	N	Identifier of order for which collateral is required
Component	ExecCollGrp	N	Executions for which collateral is required
Component	TrdCollGrp	N	Trades for which collateral is required
Component	Instrument	N
Component	FinancingDetails	N
64	SettlDate	N
53	Quantity	N
854	QtyType	N
15	Currency	N
2897	CurrencyCodeSource	N
Component	InstrmtLegGrp	N
Component	UndInstrmtGrp	N
899	MarginExcess	N
900	TotalNetValue	N
901	CashOutstanding	N
Component	CollateralAmountGrp	N
2868	CollateralizationValueDate	N
1936	TradeCollateralization	N
Component	RegulatoryTradeIDGrp	N
Component	TrdRegTimestamps	N
54	Side	N
Component	MiscFeesGrp	N	Required if any miscellaneous fees are reported.
44	Price	N
423	PriceType	N
159	AccruedInterestAmt	N
920	EndAccruedInterestAmt	N
921	StartCash	N
922	EndCash	N
Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData fields defined in Common Components of Application Messages
Component	Stipulations	N	Insert here the set of Stipulations fields defined in Common Components of Application Messages
Component	SettlInstructionsData	N	Insert here the set of SettlInstructionsData fields defined in Common Components of Application Messages
336	TradingSessionID	N	Trading Session in which trade occurred
625	TradingSessionSubID	N	Trading Session Subid in which trade occurred
716	SettlSessID	N
717	SettlSessSubID	N
1934	RegulatoryReportType	N
2869	RegulatoryReportTypeBusinessDate	N	May be used when the business event date differs from when the regulatory report is actually being submitted (typically specified in TrdRegTimestamps component).
715	ClearingBusinessDate	N	The clearing business date of the report.
2486	WireReference	N
75	TradeDate	N
2485	TransactionID	N	The unique transaction entity identifier assigned by the firm sending the CollateralReport(35=BA).
2484	FirmTransactionID	N	The unique transaction entity identifier assigned by the counterparty to the transaction receiving this message, if known.
Component	FundingSourceGrp	N
Component	TransactionAttributeGrp	N
58	Text	N
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.
Component	StandardTrailer	Y

CollateralInquiry Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BB
909	CollInquiryID	Y	Unique identifier for this message.
Component	CollInqQualGrp	N	Number of qualifiers to inquiry
263	SubscriptionRequestType	N	Used to subscribe / unsubscribe for collateral status reports. If the field is absent, the default will be snapshot request only – no subscription.
725	ResponseTransportType	N	Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726	ResponseDestination	N	URI destination name. Used if ResponseTransportType is out-of-band.
Component	Parties	N
1	Account	N	Customer Account
581	AccountType	N	Type of account associated with the order (Origin)
11	ClOrdID	N	Identifier of order for which collateral is required
37	OrderID	N	Identifier of order for which collateral is required
198	SecondaryOrderID	N	Identifier of order for which collateral is required
526	SecondaryClOrdID	N	Identifier of order for which collateral is required
Component	ExecCollGrp	N	Executions for which collateral is required
Component	TrdCollGrp	N	Trades for which collateral is required
Component	Instrument	N	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages.
Component	FinancingDetails	N	Insert here the set of FinancingDetails fields defined in Common Components of Application Messages
64	SettlDate	N
53	Quantity	N
854	QtyType	N
15	Currency	N
2897	CurrencyCodeSource	N
Component	InstrmtLegGrp	N	Number of legs that make up the Security
Component	UndInstrmtGrp	N	Number of legs that make up the Security
899	MarginExcess	N
900	TotalNetValue	N
901	CashOutstanding	N
Component	TrdRegTimestamps	N	Insert here the set of TrdRegTimestamps fields defined in Common Components of Application Messages
54	Side	N
44	Price	N
423	PriceType	N
159	AccruedInterestAmt	N
920	EndAccruedInterestAmt	N
921	StartCash	N
922	EndCash	N
Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData fields defined in Common Components of Application Messages
Component	Stipulations	N	Insert here the set of Stipulations fields defined in Common Components of Application Messages
Component	SettlInstructionsData	N	Insert here the set of SettlInstructionsData fields defined in Common Components of Application Messages
336	TradingSessionID	N	Trading Session in which trade occurred
625	TradingSessionSubID	N	Trading Session Subid in which trade occurred
716	SettlSessID	N
717	SettlSessSubID	N
715	ClearingBusinessDate	N
58	Text	N
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.
Component	StandardTrailer	Y

CollateralInquiryAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BG
909	CollInquiryID	Y	Identifier for the collateral inquiry to which this message is a reply
945	CollInquiryStatus	Y	Status of the Collateral Inquiry referenced by CollInquiryID
946	CollInquiryResult	N	Result of the Collateral Inquriy referenced by CollInquiryID – specifies any errors or warnings
Component	CollInqQualGrp	N	Number of qualifiers to inquiry
911	TotNumReports	N	Total number of reports generated in response to this inquiry
Component	Parties	N
1	Account	N	Customer Account
581	AccountType	N	Type of account associated with the order (Origin)
11	ClOrdID	N	Identifier of order for which collateral is required
37	OrderID	N	Identifier of order for which collateral is required
198	SecondaryOrderID	N	Identifier of order for which collateral is required
526	SecondaryClOrdID	N	Identifier of order for which collateral is required
Component	ExecCollGrp	N	Executions for which collateral is required
Component	TrdCollGrp	N	Trades for which collateral is required
Component	Instrument	N	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages.
Component	FinancingDetails	N	Insert here the set of FinancingDetails fields defined in Common Components of Application Messages
64	SettlDate	N
53	Quantity	N
854	QtyType	N
15	Currency	N
2897	CurrencyCodeSource	N
Component	InstrmtLegGrp	N	Number of legs that make up the Security
Component	UndInstrmtGrp	N	Number of legs that make up the Security
336	TradingSessionID	N	Trading Session in which trade occurred
625	TradingSessionSubID	N	Trading Session Subid in which trade occurred
716	SettlSessID	N
717	SettlSessSubID	N
715	ClearingBusinessDate	N
725	ResponseTransportType	N	Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726	ResponseDestination	N	URI destination name. Used if ResponseTransportType is out-of-band.
58	Text	N
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.
Component	StandardTrailer	Y

CollateralReportAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y
908	CollRptID	Y	Identifer of the CollateralReport(35=BA) being acknowledged.
60	TransactTime	N
2488	CollRptStatus	Y
2487	CollRptRejectReason	N	Conditionally required when CollRptStatus(2488) = 2 (Rejected).
1328	RejectText	N	Conditionally required when CollRptStatus(2488) = 2 (Rejected).
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
Component	Parties	N
58	Text	N
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.
Component	StandardTrailer	Y

Components

CollInqQualGrp

Tag	Name	Req’d	Description
938	NoCollInquiryQualifier	N
→896	CollInquiryQualifier	N	Required if NoCollInquiryQualifier > 0 Type of collateral inquiry

ExecCollGrp

Tag	Name	Req’d	Description
124	NoExecs	N
→17	ExecID	N	Required if NoExecs > 0

FundingSourceGrp

Tag	Name	Req’d	Description
2849	NoFundingSources	N
→2846	FundingSource	N	Required if NoFundingSources(2849) > 0.
→2848	FundingSourceMarketValue	N
→2847	FundingSourceCurrency	N
→2954	FundingSourceCurrencyCodeSource	N

TrdCollGrp

Tag	Name	Req’d	Description
897	NoTrades	N
→571	TradeReportID	N	Required if NoTrades > 0

UndInstrmtCollGrp

Tag	Name	Req’d	Description
711	NoUnderlyings	N
→Component	UnderlyingInstrument	N	Insert here the set of Underlying Instrument fields defined in Common Components of Application Messages Required if NoUnderlyings > 0
→944	CollAction	N	Required if NoUnderlyings > 0

Appendix – Confirmation Category

Messages

Confirmation Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AK
664	ConfirmID	Y	Unique ID for this message
772	ConfirmRefID	N	Mandatory if ConfirmTransType is Replace or Cancel
859	ConfirmReqID	N	Only used when this message is used to respond to a confirmation request (to which this ID refers)
666	ConfirmTransType	Y	New, Cancel or Replace
773	ConfirmType	Y	Denotes whether this message represents a confirmation or a trade status message
797	CopyMsgIndicator	N	Denotes whether or not this message represents copy confirmation (or status message) Absence of this field indicates message is not a drop copy.
650	LegalConfirm	N	Denotes whether this message represents the legally binding confirmation Absence of this field indicates message is not a legal confirm.
665	ConfirmStatus	Y
573	MatchStatus	N
940	AffirmStatus	N	Used to communicate an affirmed Confirmation(35=AK) status message (i.e. when ConfirmType(773) = 1 (Status)) to interested parties that need to or should receive such confirmation status message. This field must not be used when sending a Confirmation(35=AK) message that needs to be affirmed.
Component	RegulatoryTradeIDGrp	N
2390	TradeConfirmationReferenceID	N
1832	ClearedIndicator	N	Used to communicate the status of the central clearing workflow.
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages Required for fixed income Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades) Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details)
Component	OrdAllocGrp	N	Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
Component	ExecAllocGrp	N
70	AllocID	N	Used to refer to an earlier Allocation Instruction.
793	SecondaryAllocID	N	Used to refer to an earlier Allocation Instruction via its secondary identifier
467	IndividualAllocID	N	Used to refer to an allocation account within an earlier Allocation Instruction.
828	TrdType	N
829	TrdSubType	N
855	SecondaryTrdType	N
1937	TradeContinuation	N
2374	TradeContinuationText	N
2372	EncodedTradeContinuationTextLen	N	Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.
2371	EncodedTradeContinuationText	N	Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.
574	MatchType	N
60	TransactTime	Y	Represents the time this message was generated
75	TradeDate	Y
Component	TrdRegTimestamps	N	Time of last execution being confirmed by this message. Use ExecutionTimestamp(2749) in ExecAllocGrp component when there are multiple trades.
Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
Component	InstrumentExtension	N	Insert here the set of InstrumentExtension fields defined in Common Components of Application Messages
Component	FinancingDetails	N	Insert here the set of FinancingDetails fields defined in Common Components of Application Messages
Component	UndInstrmtGrp	N
Component	InstrmtLegGrp	N
Component	YieldData	N	If traded on Yield, price must be calculated to worst and the <Yield> component block must specify how calculated, redemption date and price (if not par). If traded on Price, the <Yield> component block must specify how calculated – Worst, and include redemptiondate and price (if not par).
80	AllocQty	Y	The quantity being confirmed by this message (this is at a trade level, not block or order level)
854	QtyType	N
54	Side	Y
15	Currency	N
2897	CurrencyCodeSource	N
30	LastMkt	N
Component	CpctyConfGrp	Y
79	AllocAccount	Y	Account number for the trade being confirmed by this message
661	AllocAcctIDSource	N
798	AllocAccountType	N
6	AvgPx	Y	Gross price for the trade being confirmed Always expressed in percent-of-par for Fixed Income
74	AvgPxPrecision	N	Absence of this field indicates that default precision arranged by the broker/institution is to be used
423	PriceType	N	Price type for the AvgPx field
Component	PriceQualifierGrp	N
860	AvgParPx	N
Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData fields defined in Common Components of Application Messages
861	ReportedPx	N	Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade)
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
81	ProcessCode	N	Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above.
381	GrossTradeAmt	Y	Gross trade amount for the allocated account being confirmed.
157	NumDaysInterest	N
230	ExDate	N	Optional next coupon date for Fixed Income
158	AccruedInterestRate	N
159	AccruedInterestAmt	N	Required for Fixed Income products that trade with accrued interest
738	InterestAtMaturity	N	Required for Fixed Income products that pay lump sum interest at maturity
920	EndAccruedInterestAmt	N	For repurchase agreements the accrued interest on termination.
921	StartCash	N	For repurchase agreements the start (dirty) cash consideration
922	EndCash	N	For repurchase agreements the end (dirty) cash consideration
238	Concession	N
237	TotalTakedown	N
118	NetMoney	Y
890	MaturityNetMoney	N	Net Money at maturity if Zero Coupon and maturity value is different from par value
119	SettlCurrAmt	N
120	SettlCurrency	N
2899	SettlCurrencyCodeSource	N
155	SettlCurrFxRate	N
156	SettlCurrFxRateCalc	N
63	SettlType	N
64	SettlDate	N
Component	SettlInstructionsData	N	Insert here the set of SettlInstructionsData fields defined in Common Components of Application Messages Used to communicate settlement instructions for this Confirmation.
Component	CommissionData	N
858	SharedCommission	N	Used to identify any commission shared with a third party (e.g. directed brokerage)
Component	CommissionDataGrp	N	Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed.
Component	Stipulations	N
Component	MiscFeesGrp	N	Required if any miscellaneous fees are reported.
Component	MatchExceptionGrp	N
Component	MatchingDataPointGrp	N
Component	StandardTrailer	Y

ConfirmationAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AU
664	ConfirmID	Y
75	TradeDate	Y
60	TransactTime	Y	Date/Time Allocation Instruction Ack generated
940	AffirmStatus	Y
Component	RegulatoryTradeIDGrp	N
2390	TradeConfirmationReferenceID	N
774	ConfirmRejReason	N	Conditionally required for AffirmStatus(940) = 2 (Confirm rejected).
573	MatchStatus	N	Denotes whether the financial details provided on the Confirmation were successfully matched.
Component	MatchExceptionGrp	N
Component	MatchingDataPointGrp	N
58	Text	N	Can include explanation for ConfirmRejReason(774) = 99 (Other)
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.
Component	StandardTrailer	Y

ConfirmationRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BH
859	ConfirmReqID	Y	Unique identifier for this message
773	ConfirmType	Y	Denotes whether this message is being used to request a confirmation or a trade status message
Component	OrdAllocGrp	N	Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
70	AllocID	N	Used to refer to an earlier Allocation Instruction.
793	SecondaryAllocID	N	Used to refer to an earlier Allocation Instruction via its secondary identifier
467	IndividualAllocID	N	Used to refer to an allocation account within an earlier Allocation Instruction.
60	TransactTime	Y	Represents the time this message was generated
79	AllocAccount	N	Account number for the trade being confirmed by this message
661	AllocAcctIDSource	N
798	AllocAccountType	N
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
Component	StandardTrailer	Y

Components

CpctyConfGrp

Tag	Name	Req’d	Description
862	NoCapacities	N
→528	OrderCapacity	Y	Specifies the capacity of the firm executing the order(s)
→529	OrderRestrictions	N
→863	OrderCapacityQty	N	The quantity that was executed under this capacity (e.g. quantity executed as agent, as principal etc.). If any are specified, all entries in the component must have OrderCapacityQty specified and the sum of OrderCapacityQty values must equal this message’s AllocQty.

MatchExceptionGrp

Tag	Name	Req’d	Description
2772	NoMatchExceptions	N
→2773	MatchExceptionType	N	Required if NoMatchExceptions(2772) > 0.
→2774	MatchExceptionElementType	N	Required if NoMatchExceptions(2772) > 0.
→2775	MatchExceptionElementName	N
→2776	MatchExceptionAllocValue	N
→2777	MatchExceptionConfirmValue	N
→2778	MatchExceptionToleranceValue	N
→2779	MatchExceptionToleranceValueType	N
→2780	MatchExceptionText	N
→2797	EncodedMatchExceptionTextLen	N	Must be set if EncodedMatchExceptionText(2780) field is specified and must immediately precede it.
→2798	EncodedMatchExceptionText	N	Encoded (non-ASCII characters) representation of the MatchExceptionText(2780) field in the encoded format specified via the MessageEncoding(347) field.

MatchingDataPointGrp

Tag	Name	Req’d	Description
2781	NoMatchingDataPoints	N
→2782	MatchingDataPointIndicator	N	Required if NoMatchingDataPoints(2781) > 0.
→2783	MatchingDataPointValue	N	Required if NoMatchingDataPoints(2781) > 0.
→2784	MatchingDataPointType	N	Required if NoMatchingDataPoints(2781) > 0.
→2785	MatchingDataPointName	N

Appendix – MarginRequirementManagement Category

Messages

MarginRequirementInquiry Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = CH
1635	MarginReqmtInqID	Y	Unique identifier for this message
Component	MarginReqmtInqQualGrp	Y	Type of margin requirement inquiry
263	SubscriptionRequestType	N	Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only – no subscription.
725	ResponseTransportType	N	Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726	ResponseDestination	N	URI destination name. Used if ResponseTransportType is out-of-band.
Component	Parties	N
715	ClearingBusinessDate	N	Indicates the date for which the margin is to be calculated
716	SettlSessID	N	Indicates the settlement session for which the margin is to be calculated – End Of Day or Intraday
717	SettlSessSubID	N
1639	MarginClass	N	Used to identify a group of instruments with similar risk profile.
Component	Instrument	N
60	TransactTime	N	Represents the time the inquiry was submitted
58	Text	N
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.
Component	StandardTrailer	Y

MarginRequirementInquiryAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = CI
1635	MarginReqmtInqID	Y	Unique identifier for this message
Component	MarginReqmtInqQualGrp	Y	Type of margin requirement inquiry
1640	MarginReqmtInqStatus	Y	Status of the Margin Requirement Inquiry referenced by MarginReqmtInqID
1641	MarginReqmtInqResult	N	Result of the Margin Requirement Inquiry referenced by MarginReqmtInqID – specifies any errors or warnings
911	TotNumReports	N	Total number of reports generated in response to this inquiry
263	SubscriptionRequestType	N	Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only – no subscription.
725	ResponseTransportType	N	Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726	ResponseDestination	N	URI destination name. Used if ResponseTransportType is out-of-band.
Component	Parties	N
715	ClearingBusinessDate	N	Indicates the date for which the margin is to be calculated
716	SettlSessID	N	Indicates the settlement session for which the margin is to be calculated – End Of Day or Intraday
717	SettlSessSubID	N
1639	MarginClass	N	Used to identify a group of instruments with similar risk profile.
Component	Instrument	N
60	TransactTime	N	Represents the time this message was generated
58	Text	N
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.
Component	StandardTrailer	Y

MarginRequirementReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = CJ
Component	ApplicationSequenceControl	N
1642	MarginReqmtRptID	Y	Unique identifier for this margin requirement report
1635	MarginReqmtInqID	N	Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited.
1638	MarginReqmtRptType	Y	Type of report provided
911	TotNumReports	N	Total number of reports generated in response to inquiry referenced by MarginReqmtInqID
912	LastRptRequested	N
325	UnsolicitedIndicator	N	Set to ‘Y’ if message is sent as a result of a subscription request or out of band configuration as opposed to a Margin Requirement Inquiry.
Component	Parties	N
1934	RegulatoryReportType	N
2869	RegulatoryReportTypeBusinessDate	N	May be used when the business event date differs from when the regulatory report is actually being submitted (typically specified in TrdRegTimestamps component).
Component	TrdRegTimestamps	N
715	ClearingBusinessDate	N	Indicates the date for which the margin is to be calculated
2870	ClearingPortfolioID	N
716	SettlSessID	N	Indicates the settlement session for which the margin is to be calculated – End Of Day or Intraday
717	SettlSessSubID	N
1639	MarginClass	N	Used to identify a group of instruments with similar risk profile.
15	Currency	N	Base currency of the margin requirement
2897	CurrencyCodeSource	N
Component	Instrument	N
Component	MarginAmount	Y	Margin requirement amounts
60	TransactTime	N	Represents the time this message was generated
58	Text	N
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.
Component	StandardTrailer	Y

Components

MarginReqmtInqQualGrp

Tag	Name	Req’d	Description
1636	NoMarginReqmtInqQualifier	N
→1637	MarginReqmtInqQualifier	N

Appendix – PayManagement Category

Messages

PayManagementRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DY
2812	PayRequestID	Y
2811	PayRequestTransType	Y
2810	PayRequestRefID	N	Required for PayRequestTransType(2811)=1 (Cancel).
2807	CancelText	N	May be used to provide reason for PayRequestTransType(2811)=1 (Cancel).
2809	EncodedCancelTextLen	N	Must be set if EncodedCancelText(2808) field is specified and must immediately precede it.
2808	EncodedCancelText	N	Encoded (non-ASCII characters) representation of the CancelText(2807) field in the encoded format specified via the MessageEncoding(347) field.
715	ClearingBusinessDate	N	The business date of the request. This may carry the same date as the payment calculation date in PostTradePaymentCalculationDate(2825).
60	TransactTime	Y
58	Text	N
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.
Component	Instrument	N	May be included with minimal detail to identify the security or contract for which payments are to be made.
Component	RelatedTradeGrp	N	May be included to identify the trade(s) for which payments are to be made. Each instance identifies a separate trade.
Component	Parties	N	Identifies the parties to the contracts or trades. The account to be debited or credited is identified in the PostTradePayment component.
Component	PostTradePayment	Y
Component	SettlDetails	N
Component	StandardTrailer	Y

PayManagementRequestAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgTyp=DZ
2812	PayRequestID	Y
2813	PayRequestStatus	Y	Only PayRequestStatus(2813)=0 (Received) is applicable in this message.
Component	StandardTrailer	Y

PayManagementReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=EA
2799	PayReportID	Y
2812	PayRequestID	N	Conditionally required when responding to PayManagementRequest(35=DY).
2804	PayReportTransType	Y
2803	PayReportRefID	N	Required for PayReportTransType(2804)=1 (Replace).
2805	ReplaceText	N	May be used to provide reason for PayReportTransType(2804)=1 (Replace).
2802	EncodedReplaceTextLen	N	Must be set if EncodedReplaceText(2801) field is specified and must immediately precede it.
2801	EncodedReplaceText	N	Encoded (non-ASCII characters) representation of the ReplaceText(2805) field in the encoded format specified via the MessageEncoding(347) field.
2813	PayRequestStatus	N	PayRequestStatus(2813)=0 (Received) is not applicable in this message.
2800	PayDisputeReason	N	May be used to provide reason for PayRequestStatus(2813)=3 (Disputed).
1328	RejectText	N	May be used to elaborate the reason for rejection or dispute.
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
715	ClearingBusinessDate	N	Echos back the business date of the PayManagementRequest(35=DY) message if this report is responding to a request. When the report is sent unsolicited, this is the business date of the report. This may carry the same date as the payment calculation date in PostTradePaymentCalculationDate(2825).
60	TransactTime	Y
58	Text	N
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.
Component	Instrument	N	May be included with minimal detail to identify the security or contract for which payments are to be made.
Component	RelatedTradeGrp	N	May be included to identify the trade(s) for which payments are to be made. Each instance identifies a separate trade.
Component	Parties	N	Identifies the parties to the contracts or trades. The account to be debited or credited is identified in the PostTradePayment component.
Component	PostTradePayment	Y
Component	SettlDetails	N
Component	StandardTrailer	Y

PayManagementReportAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	N	MsgType=EB
2799	PayReportID	Y
2806	PayReportStatus	Y
2800	PayDisputeReason	N	May be used to provide reason for PayReportStatus(2806)=3 (Disputed).
1328	RejectText	N	May be used to elaborate the reason for rejection or dispute.
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

Components

PostTradePayment

Tag	Name	Req’d	Description
2824	PostTradePaymentType	Y
2817	PostTradePaymentAmount	Y
2818	PostTradePaymentCurrency	N
2956	PostTradePaymentCurrencyCodeSource	N
2825	PostTradePaymentCalculationDate	Y	The date payment calculations are made. This may be earlier than the date in ClearingBusinessDate(715). When the report is sent unsolicited, this is the payment calculation date as determined by report sender.
2826	PostTradePaymentValueDate	Y	The date the payment is legally confirmed to settle.
2827	PostTradePaymentFinalValueDate	N	The actual payment date in the event it differs from the date specified in PostTradePaymentValueDate(2826).
2819	PostTradePaymentDebitOrCredit	Y
2816	PostTradePaymentAccount	Y
2821	PostTradePaymentID	N
2820	PostTradePaymentDesc	N
2815	EncodedPostTradePaymentDescLen	N	Must be set if EncodedPostTradePaymentDesc(2814) field is specified and must immediately precede it.
2814	EncodedPostTradePaymentDesc	N	Encoded (non-ASCII characters) representation of the PostTradePaymentDesc(2820) field in the encoded format specified via the MessageEncoding(347) field.
2822	PostTradePaymentLinkID	N
2823	PostTradePaymentStatus	N	Used when PayReportTransType(2804)=2 (Status) to report actual payment status from payment service (i.e. after payment or remittance instruction with payment service).

Appendix – PositionMaintenance Category

Messages

PositionMaintenanceRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AL
710	PosReqID	N	Unique identifier for the position maintenance request as assigned by the submitter. Conditionally required when used in a request/reply scenario (i.e. not required in batch scenario)
709	PosTransType	Y
712	PosMaintAction	Y
713	OrigPosReqRefID	N	Reference to the PosReqID of a previous maintenance request that is being replaced or canceled.
714	PosMaintRptRefID	N	Reference to a PosMaintRptID from a previous Position Maintenance Report that is being replaced or canceled.
715	ClearingBusinessDate	Y	The Clearing Business Date referred to by this maintenance request
64	SettlDate	N
716	SettlSessID	N
717	SettlSessSubID	N
Component	Parties	Y	The Following PartyRoles can be specified: ClearingOrganization Clearing Firm Position Account
1	Account	N
660	AcctIDSource	N
581	AccountType	N	Type of account associated with the order (Origin)
Component	Instrument	Y
15	Currency	N
2897	CurrencyCodeSource	N
Component	InstrmtLegGrp	N	Specifies the number of legs that make up the Security
Component	RelatedInstrumentGrp	N
Component	UndInstrmtGrp	N	Specifies the number of underlying legs that make up the Security
Component	TrdgSesGrp	N	Specifies the number of repeating TradingSessionIDs
60	TransactTime	N	Time this order request was initiated/released by the trader, trading system, or intermediary.
Component	PositionQty	Y
Component	PositionAmountData	N
718	AdjustmentType	N	Type of adjustment to be applied, used for PCS & PAJ Delta_plus, Delta_minus, Final, If Adjustment Type is null, the request will be processed as Margin Disposition
719	ContraryInstructionIndicator	N	Boolean – if Y then indicates you are requesting a position maintenance that acting
720	PriorSpreadIndicator	N	Boolean – Y indicates you are requesting rollover of prior day’s spread submissions
834	ThresholdAmount	N
58	Text	N
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.
120	SettlCurrency	N
2899	SettlCurrencyCodeSource	N
Component	StandardTrailer	Y

PositionMaintenanceReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AM
721	PosMaintRptID	Y	Unique identifier for this position report
709	PosTransType	Y
2618	PositionID	N	Unique identifier for this position entity.
710	PosReqID	N	Unique identifier for the position maintenance request associated with this report
712	PosMaintAction	Y
713	OrigPosReqRefID	N	Reference to the PosReqID of a previous maintenance request that is being replaced or canceled.
722	PosMaintStatus	N	Status of PositionMaintenanceRequest. Condtionally required when responding to a PositionMaintenanceRequest.
723	PosMaintResult	N
715	ClearingBusinessDate	Y	The Clearing Business Date covered by this request
2084	PreviousClearingBusinessDate	N	The business date previous to the clearing business date referred to by this maintenance request.
2085	ValuationDate	N	Valuation date of the position(s) in this report.
2086	ValuationTime	N	Valuation time of the position(s) in this report.
2087	ValuationBusinessCenter	N	Business center of ValuationDate(2085) and ValuationTime(2086). Single value only.
1592	DiscountFactor	N	For a forward position this is an appropriate value to discount the mark to market amount from the contract’s maturity date back to present value.
1328	RejectText	N
1664	EncodedRejectTextLen	N
1665	EncodedRejectText	N
716	SettlSessID	N
717	SettlSessSubID	N
1832	ClearedIndicator	N
1833	ContractRefPosType	N
1834	PositionCapacity	N
2101	TerminatedIndicator	N
979	InputSource	N
Component	Parties	N	Position Account
1	Account	N
660	AcctIDSource	N
581	AccountType	N	Type of account associated with the order (Origin)
714	PosMaintRptRefID	N	Reference to a PosMaintRptID (Tag 721) from a previous Position Maintenance Report that is being replaced or canceled
Component	Instrument	Y
15	Currency	N
2897	CurrencyCodeSource	N
64	SettlDate	N
120	SettlCurrency	N
2899	SettlCurrencyCodeSource	N
719	ContraryInstructionIndicator	N	Can be set to true when a position maintenance request is being performed contrary to current money position, i.e. for an exercise of an out of the money position or an abandonement (do not exercise ) of an in the money position
720	PriorSpreadIndicator	N
Component	InstrmtLegGrp	N	Specifies the number of legs that make up the Security
Component	RelatedInstrumentGrp	N
Component	UndInstrmtGrp	N	Specifies the number of underlying legs that make up the Security
Component	TrdgSesGrp	N	Specifies the number of repeating TradingSessionIDs
60	TransactTime	N	Time this order request was initiated/released by the trader, trading system, or intermediary. Conditionally required except when requests for reports are processed in batch, transaction time is not available, or when PosReqID is not present.
Component	PositionQty	N	Conditionally required when PosMaintAction(712) = 1(New), 2(Replace) or 4(Reverse).
Component	PositionAmountData	N	Insert here here the set of Position Amount Data fields defined in Common Components of Application Messages
Component	RegulatoryTradeIDGrp	N	The source, value and relationship of multiple trade identifiers for the same trade, e.g. Unique Swap Identifiers.
Component	PaymentGrp	N	Additional payments or bullet payments.
718	AdjustmentType	N	Type of adjustment to be applied Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only
834	ThresholdAmount	N
Component	RelatedTradeGrp	N
58	Text	N
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.
Component	StandardTrailer	Y

RequestForPositions Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AN
710	PosReqID	Y	Unique identifier for the Request for Positions as assigned by the submitter
724	PosReqType	Y
573	MatchStatus	N
263	SubscriptionRequestType	N	Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
120	SettlCurrency	N
2899	SettlCurrencyCodeSource	N
Component	Parties	Y	Position Account
1	Account	N
660	AcctIDSource	N
581	AccountType	N	Type of account associated with the order (Origin)
Component	Instrument	N
15	Currency	N
2897	CurrencyCodeSource	N
Component	InstrmtLegGrp	N	Specifies the number of legs that make up the Security
Component	UndInstrmtGrp	N	Specifies the number of underlying legs that make up the Security
715	ClearingBusinessDate	Y	The Clearing Business Date referred to by this request
64	SettlDate	N
716	SettlSessID	N
717	SettlSessSubID	N
Component	TrdgSesGrp	N	Specifies the number of repeating TradingSessionIDs
60	TransactTime	Y	Time this order request was initiated/released by the trader, trading system, or intermediary.
725	ResponseTransportType	N	Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726	ResponseDestination	N	URI destination name. Used if ResponseTransportType is out-of-band.
58	Text	N
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.
Component	StandardTrailer	Y

RequestForPositionsAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AO
721	PosMaintRptID	Y	Unique identifier for this position report
710	PosReqID	N	Unique identifier for the Request for Position associated with this report This field should not be provided if the report was sent unsolicited.
911	TotNumReports	N
325	UnsolicitedIndicator	N	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.
728	PosReqResult	Y
729	PosReqStatus	Y
724	PosReqType	N
573	MatchStatus	N
715	ClearingBusinessDate	N
263	SubscriptionRequestType	N
716	SettlSessID	N
717	SettlSessSubID	N
120	SettlCurrency	N
2899	SettlCurrencyCodeSource	N
Component	Parties	Y	Position Account
1	Account	N
660	AcctIDSource	N
581	AccountType	N	Type of account associated with the order (Origin)
Component	Instrument	N
15	Currency	N
2897	CurrencyCodeSource	N
Component	InstrmtLegGrp	N	Specifies the number of legs that make up the Security
Component	UndInstrmtGrp	N	Specifies the number of underlying legs that make up the Security
725	ResponseTransportType	N	Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726	ResponseDestination	N	URI destination name. Used if ResponseTransportType is out-of-band.
58	Text	N
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.
Component	StandardTrailer	Y

PositionReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AP
Component	ApplicationSequenceControl	N
721	PosMaintRptID	Y	Unique identifier for this position report
2618	PositionID	N	Unique identifier for this position entity.
710	PosReqID	N	Unique identifier for the Request for Positions associated with this report This field should not be provided if the report was sent unsolicited.
724	PosReqType	N	Will be 7=Net Position if the report contains net position information for margin requirements.
2364	PosReportAction	N
1635	MarginReqmtInqID	N	Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited.
263	SubscriptionRequestType	N	Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
911	TotNumReports	N
912	LastRptRequested	N
728	PosReqResult	N	Result of a Request for Position
325	UnsolicitedIndicator	N	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.
1934	RegulatoryReportType	N
2869	RegulatoryReportTypeBusinessDate	N	May be used when the business event date differs from when the regulatory report is actually being submitted (typically specified in TrdRegTimestamps component).
Component	TransactionAttributeGrp	N
Component	TrdRegTimestamps	N
715	ClearingBusinessDate	Y	The Clearing Business Date referred to by this maintenance request
2084	PreviousClearingBusinessDate	N	The business date previous to the clearing business date referred to by this maintenance request.
2870	ClearingPortfolioID	N
716	SettlSessID	N
717	SettlSessSubID	N
423	PriceType	N
120	SettlCurrency	N
2899	SettlCurrencyCodeSource	N
1011	MessageEventSource	N	Used to identify the event or source which gave rise to a message
1832	ClearedIndicator	N
1833	ContractRefPosType	N
1834	PositionCapacity	N
2101	TerminatedIndicator	N
2878	TerminationDate	N
2373	IntraFirmTradeIndicator	N
1937	TradeContinuation	N
2374	TradeContinuationText	N
2372	EncodedTradeContinuationTextLen	N	Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.
2371	EncodedTradeContinuationText	N	Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.
1936	TradeCollateralization	N
Component	Parties	Y	Position Account
1	Account	N	Account may also be specified through via Parties Block using Party Role 27 which signifies Account
660	AcctIDSource	N
581	AccountType	N	Type of account associated with the order (Origin). Account may also be specified through via Parties Block using Party Role 27 which signifies Account
2375	TaxonomyType	N
Component	Instrument	N
Component	FinancingDetails	N
15	Currency	N
2897	CurrencyCodeSource	N
64	SettlDate	N	Position Settlement Date
730	SettlPrice	N
2366	SettlPriceFxRateCalc	N	Expresses whether to multiply or divide SettlPrice(730) to arrive at the amount reported in PosAmt(708).
2365	SettlForwardPoints	N
1886	SettlPriceUnitOfMeasure	N
1887	SettlPriceUnitOfMeasureCurrency	N
2960	SettlPriceUnitOfMeasureCurrencyCodeSource	N
731	SettlPriceType	N	Values = Final, Theoretical
734	PriorSettlPrice	N
1595	PositionContingentPrice	N
1592	DiscountFactor	N	For a forward position this is an appropriate value to discount the mark to market amount from the contract’s maturity date back to present value.
2085	ValuationDate	N	Valuation date of the position(s) in this report
2086	ValuationTime	N	Valuation time of the position(s) in this report
2087	ValuationBusinessCenter	N	Business center of ValuationDate(2085) and ValuationTime(2086). Single value only.
573	MatchStatus	N	Used to indicate if a Position Report is matched or unmatched
Component	InstrmtLegGrp	N	Specifies the number of legs that make up the Security
Component	RelatedInstrumentGrp	N
Component	CollateralAmountGrp	N
2868	CollateralizationValueDate	N
Component	PosUndInstrmtGrp	N	Specifies the number of underlying legs that make up the Security
60	TransactTime	N
Component	PositionQty	N	Insert here the set of Position Qty fields defined in Common Components of Application Messages
Component	PositionAmountData	N	Insert here the set of Position Amount Data fields defined in Common Components of Application Messages
Component	RegulatoryTradeIDGrp	N
Component	PaymentGrp	N
506	RegistStatus	N	RegNonRegInd
743	DeliveryDate	N
1434	ModelType	N
811	PriceDelta	N
Component	RelatedTradeGrp	N
58	Text	N
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.
Component	StandardTrailer	Y

AssignmentReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AW
Component	ApplicationSequenceControl	N
833	AsgnRptID	Y	Unique identifier for the Assignment report
710	PosReqID	N	If specified,the identifier of the RequestForPositions(MsgType=AN) to which this message is sent in response.
832	TotNumAssignmentReports	N	Total Number of Assignment Reports being returned to a firm
912	LastRptRequested	N
Component	Parties	Y	Clearing Organization Clearing Firm Contra Clearing Organization Contra Clearing Firm Position Account
1	Account	N	Customer Account
581	AccountType	N	Type of account associated with the order (Origin)
Component	Instrument	N	CFI Code – Market Indicator (col 4) used to indicate Market of Assignment
15	Currency	N
2897	CurrencyCodeSource	N
Component	InstrmtLegGrp	N	Number of legs that make up the Security
Component	UndInstrmtGrp	N	Number of legs that make up the Security
Component	PositionQty	N	Insert here here the set of PositionQty fields defined in Common Components of Application Messages.
Component	PositionAmountData	N	Insert here the set of PositionAmountData fields defined in Common Components of Application Messages.
834	ThresholdAmount	N
730	SettlPrice	N	Settlement Price of Option
731	SettlPriceType	N	Values = Final, Theoretical
732	UnderlyingSettlPrice	N	Settlement Price of Underlying
734	PriorSettlPrice	N
1595	PositionContingentPrice	N
432	ExpireDate	N	Expiration Date of Option
744	AssignmentMethod	N	Method under which assignment was conducted
745	AssignmentUnit	N	Quantity Increment used in performing assignment
746	OpenInterest	N	Open interest that was eligible for assignment
747	ExerciseMethod	N	Exercise Method used to in performing assignment Values = Automatic, Manual
716	SettlSessID	N
717	SettlSessSubID	N
715	ClearingBusinessDate	Y	Business date of assignment
58	Text	N
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.
Component	StandardTrailer	Y

AdjustedPositionReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BL
721	PosMaintRptID	Y	Unique identifier for this Adjusted Position report
724	PosReqType	N
715	ClearingBusinessDate	Y	The Clearing Business Date referred to by this maintenance request
716	SettlSessID	N
714	PosMaintRptRefID	N
Component	Parties	Y	Position Account
Component	PositionQty	Y	Insert here here the set of Position Qty fields defined in Common Components of Application Messages
Component	InstrmtGrp	N
730	SettlPrice	N	Settlement Price
734	PriorSettlPrice	N	Prior Settlement Price
Component	StandardTrailer	Y

ContraryIntentionReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BO
Component	ApplicationSequenceControl	N
977	ContIntRptID	Y	Unique identifier for the Contrary Intention report
60	TransactTime	N	Time the contrary intention was received by clearing organization.
978	LateIndicator	N	Indicates if the contrary intention was received after the exchange imposed cutoff time
979	InputSource	N	Source of the contrary intention
715	ClearingBusinessDate	Y	Business date of contrary intention
Component	Parties	Y	Clearing Organization Clearing Firm Position Account
Component	ExpirationQty	Y	Expiration Quantities
Component	Instrument	Y
Component	UndInstrmtGrp	N
58	Text	N
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.
Component	StandardTrailer	Y

PositionTransferInstruction Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = DL
2436	TransferInstructionID	Y	Submitting, cancelling, changing, accepting, and declining a transfer are all considered separate instructions, and each must have a unique ID. Chaining of firm generated IDs is not supported; TransferID(2437) assigned by the CCP must be used when sending an instruction referencing a previously submitted transfer.
2437	TransferID	N	Conditionally required when responding to a PositionTransferReport(35=DN) message (e.g. when accepting or declining a transfer) or performing an action on a transfer (e.g. cancel or replace).
2439	TransferTransType	N
2440	TransferType	N
2441	TransferScope	N
Component	Parties	Y	Specifies the source of the position transfer, e.g. the transferor.
Component	TargetParties	Y	Specifies the target of the position transfer.
715	ClearingBusinessDate	N	Business date the transfer would clear.
75	TradeDate	N	Trade date associated with the position being transferred.
60	TransactTime	N
Component	Instrument	N	If not specified, indicates the transfer is for all instruments.
Component	UndInstrmtGrp	N
Component	PositionQty	N	Position to transfer from the perspective of the source party prior to the transfer. If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified.
1596	ClearingTradePrice	N	Price at which the position is transferred.
15	Currency	N
2897	CurrencyCodeSource	N
423	PriceType	N
Component	PositionAmountData	N	Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer.
58	Text	N
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.
Component	StandardTrailer	Y

PositionTransferInstructionAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DM
2436	TransferInstructionID	Y	The identifier of the PositionTransferInstruction(35=DL) this message is responding to.
2437	TransferID	N	Optional when responding to a new transfer. When responding to a PositionTransferInstruction(35=DM) accepting, declining, or cancelling a transfer already initiated, this field can echo the TransferID(2437) sent.
2439	TransferTransType	N
2440	TransferType	N
2442	TransferStatus	N
2443	TransferRejectReason	N	Conditionally required when TransferStatus(2442) = 1(Rejected by intermediary).
2441	TransferScope	N
Component	Parties	N	Specifies the source of the position transfer, e.g. the transferor.
Component	TargetParties	N	Specifies the target of the position transfer.
60	TransactTime	N
1328	RejectText	N
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
58	Text	N
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.
Component	StandardTrailer	Y

PositionTransferReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = DN
2436	TransferInstructionID	N	Conditionally required when sent in response to a PositionTransferInstruction(35=DM).
2438	TransferReportID	Y
2437	TransferID	Y
2439	TransferTransType	Y
2444	TransferReportType	Y
2442	TransferStatus	Y
2443	TransferRejectReason	N	Conditionally required when TransferStatus(2422) = 1(Rejected by intermediary).
2441	TransferScope	N
Component	Parties	Y	Specifies the source of the position transfer, e.g. the transferor.
Component	TargetParties	Y	Specifies the target of the position transfer.
715	ClearingBusinessDate	N	Business date the transfer would clear.
75	TradeDate	N	Trade date associated with the position being transferred.
60	TransactTime	N
Component	Instrument	N	If not specified, indicates the transfer is for all instruments.
Component	UndInstrmtGrp	N
Component	PositionQty	N	Position to transfer from the perspective of the source party prior to the transfer. If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified.
1596	ClearingTradePrice	N	Price at which the position is transferred.
15	Currency	N
2897	CurrencyCodeSource	N
423	PriceType	N
Component	PositionAmountData	N	Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer.
1328	RejectText	N
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
58	Text	N
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.
Component	StandardTrailer	N

Components

ExpirationQty

Tag	Name	Req’d	Description
981	NoExpiration	N
→982	ExpirationQtyType	N	Required if NoExpiration > 1
→983	ExpQty	N

PosUndInstrmtGrp

Tag	Name	Req’d	Description
711	NoUnderlyings	N
→Component	UnderlyingInstrument	N	Insert here the set of Underlying Instrument (underlying symbology) fields defined in Common Components of Application Messages Required if NoUnderlyings > 0
→732	UnderlyingSettlPrice	N
→733	UnderlyingSettlPriceType	N	Values = Final, Theoretical
→1037	UnderlyingDeliveryAmount	N
→Component	UnderlyingAmount	N	Insert here the set of Underlying Amount fields defined in Common Components of Application Messages

PositionQty

Tag	Name	Req’d	Description
702	NoPositions	N
→703	PosType	N	Required if NoPositions > 1
→704	LongQty	N
→705	ShortQty	N
→1654	CoveredQty	N	Short quantity that is considered covered, e.g. used for short option position
→706	PosQtyStatus	N
→976	QuantityDate	N	Date associated with the quantity being reported
→1836	PosQtyUnitOfMeasure	N
→1835	PosQtyUnitOfMeasureCurrency	N
→2936	PosQtyUnitOfMeasureCurrencyCodeSource	N
→Component	NestedParties	N	Optional repeating group – used to associate or distribute position to a specific party other than the party that currently owns the position.

UnderlyingAmount

Tag	Name	Req’d	Description
984	NoUnderlyingAmounts	N
→985	UnderlyingPayAmount	N	Amount to pay in order to receive the underlying instrument.
→986	UnderlyingCollectAmount	N	Amount to collect in order to deliver the underlying instrument.
→987	UnderlyingSettlementDate	N	Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments.
→988	UnderlyingSettlementStatus	N	Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument.

Appendix – RegistrationInstruction Category

Messages

RegistrationInstructions Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = o (lowercase O)
513	RegistID	Y
715	ClearingBusinessDate	N
514	RegistTransType	Y
508	RegistRefID	Y	Required for Cancel and Replace RegistTransType messages
11	ClOrdID	N	Unique identifier of the order as assigned by institution or intermediary to which Registration relates
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages
1	Account	N
660	AcctIDSource	N
493	RegistAcctType	N
495	TaxAdvantageType	N
517	OwnershipType	N
Component	RgstDtlsGrp	N	Number of registration details in this message (number of repeating groups to follow)
Component	RgstDistInstGrp	N	Number of Distribution instructions in this message (number of repeating groups to follow)
Component	StandardTrailer	Y

RegistrationInstructionsResponse Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = p (lowercase P)
513	RegistID	Y	Unique identifier of the original Registration Instructions details
514	RegistTransType	Y	Identifies original Registration Instructions transaction type
508	RegistRefID	Y	Required for Cancel and Replace RegistTransType messages
11	ClOrdID	N	Unique identifier of the order as assigned by institution or intermediary.
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages
1	Account	N
660	AcctIDSource	N
506	RegistStatus	Y
507	RegistRejReasonCode	N
496	RegistRejReasonText	N
Component	StandardTrailer	Y

Components

RgstDistInstGrp

Tag	Name	Req’d	Description
510	NoDistribInsts	N
→477	DistribPaymentMethod	N	Must be first field in the repeating group if NoDistribInsts > 0.
→512	DistribPercentage	N
→478	CashDistribCurr	N
→498	CashDistribAgentName	N
→499	CashDistribAgentCode	N
→500	CashDistribAgentAcctNumber	N
→501	CashDistribPayRef	N
→502	CashDistribAgentAcctName	N

RgstDtlsGrp

Tag	Name	Req’d	Description
473	NoRegistDtls	N
→509	RegistDtls	N	Must be first field in the repeating group
→511	RegistEmail	N
→474	MailingDtls	N
→482	MailingInst	N
→Component	NestedParties	N	Insert here the set of Nested Parties (firm identification nested within additional repeating group) fields defined in Common Components of Application Messages Used for NestedPartyRole=InvestorID
→522	OwnerType	N
→486	DateOfBirth	N
→475	InvestorCountryOfResidence	N

Appendix – SettlementInstruction Category

Messages

SettlementInstructionRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AV
791	SettlInstReqID	Y	Unique message ID
60	TransactTime	Y	Date/Time this request message was generated
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages Used here for party whose instructions this message is requesting and (optionally) for settlement location Not required if database identifiers are being used to request settlement instructions. Required otherwise.
79	AllocAccount	N	Should not be populated if StandInstDbType is populated
661	AllocAcctIDSource	N	Required if AllocAccount populated Should not be populated if StandInstDbType is populated
54	Side	N	Should not be populated if StandInstDbType is populated
460	Product	N	Should not be populated if StandInstDbType is populated
167	SecurityType	N	Should not be populated if StandInstDbType is populated
461	CFICode	N	Should not be populated if StandInstDbType is populated
2891	UPICode	N	Should not be populated if StandInstDbType is populated
120	SettlCurrency	N	Should not be populated if StandInstDbType is populated
2899	SettlCurrencyCodeSource	N
168	EffectiveTime	N	Should not be populated if StandInstDbType is populated
126	ExpireTime	N	Should not be populated if StandInstDbType is populated
779	LastUpdateTime	N	Should not be populated if StandInstDbType is populated
169	StandInstDbType	N	Should not be populated if any of AllocAccount through to LastUpdateTime are populated
170	StandInstDbName	N	Should not be populated if any of AllocAccount through to LastUpdateTime are populated
171	StandInstDbID	N	The identifier of the standing instructions within the database specified in StandInstDbType Required if StandInstDbType populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated
Component	StandardTrailer	Y

SettlementObligationReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BQ
Component	ApplicationSequenceControl	N
715	ClearingBusinessDate	N
1153	SettlementCycleNo	N	Settlement cycle in which the settlement obligation was generated
1160	SettlObligMsgID	Y	Unique identifier for this message
1159	SettlObligMode	Y	Used to identify the reporting mode of the settlement obligation which is either preliminary or final
58	Text	N	Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message.
354	EncodedTextLen	N
355	EncodedText	N
60	TransactTime	N	Time when the Settlemnt Obligation Report was created.
Component	SettlObligationInstructions	Y
Component	StandardTrailer	Y

SettlementInstructions Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = T
777	SettlInstMsgID	Y	Unique identifier for this message
791	SettlInstReqID	N	Only used when this message is used to respond to a settlement instruction request (to which this ID refers)
160	SettlInstMode	Y	1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing , 4=Specific Order, 5=Reject SSI request
792	SettlInstReqRejCode	N	Required for SettlInstMode = 5. Used to provide reason for rejecting a Settlement Instruction Request message.
58	Text	N	Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message.
354	EncodedTextLen	N
355	EncodedText	N
11	ClOrdID	N	Required for SettlInstMode(160) = 4 and when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID.
60	TransactTime	Y	Date/time this message was generated
Component	SettlInstGrp	N	Required except where SettlInstMode is 5=Reject SSI request
Component	StandardTrailer	Y

Components

SettlInstGrp

Tag	Name	Req’d	Description
778	NoSettlInst	N
→162	SettlInstID	N	Unique ID for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request
→163	SettlInstTransType	N	New, Replace, Cancel or Restate Required except where SettlInstMode is 5=Reject SSI request
→214	SettlInstRefID	N	Required where SettlInstTransType is Cancel or Replace
→Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages Used here for settlement location. Also used for executing broker for CIV settlement instructions
→54	Side	N	Can be used for SettleInstMode 1 if SSIs are being provided for a particular side.
→460	Product	N	Can be used for SettleInstMode 1 if SSIs are being provided for a particular product.
→167	SecurityType	N	Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as alternative to CFICode).
→461	CFICode	N	Can be used for SettleInstMode 1 if SSIs are being provided for a particular CFI (as identified by CFI code).
→2891	UPICode	N	Can be used for SettleInstMode 1 if SSIs are being provided for a particular UPI (as identified by UPI code).
→120	SettlCurrency	N	Can be used for SettleInstMode 1 if SSIs are being provided for a particular settlement currency
→2899	SettlCurrencyCodeSource	N
→168	EffectiveTime	N	Effective (start) date/time for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request
→126	ExpireTime	N	Termination date/time for this settlement instruction.
→779	LastUpdateTime	N	Date/time this settlement instruction was last updated (or created if not updated since creation). Required except where SettlInstMode is 5=Reject SSI request
→Component	SettlInstructionsData	N	Insert here the set of SettlInstructionsData fields defined in Common Components of Application Messages
→492	PaymentMethod	N	For use with CIV settlement instructions
→476	PaymentRef	N	For use with CIV settlement instructions
→488	CardHolderName	N	For use with CIV settlement instructions
→489	CardNumber	N	For use with CIV settlement instructions
→503	CardStartDate	N	For use with CIV settlement instructions
→490	CardExpDate	N	For use with CIV settlement instructions
→491	CardIssNum	N	For use with CIV settlement instructions
→504	PaymentDate	N	For use with CIV settlement instructions
→505	PaymentRemitterID	N	For use with CIV settlement instructions

SettlObligationInstructions

Tag	Name	Req’d	Description
1165	NoSettlOblig	N
→430	NetGrossInd	N
→1161	SettlObligID	N	Unique ID for this settlement instruction
→1162	SettlObligTransType	N	New, Replace, Cancel, or Restate
→1163	SettlObligRefID	N	Required where SettlObligTransType(1162) is Cancel or Replace. The SettlObligID(1161) of the settlement obligation being canceled or replaced.
→1157	CcyAmt	N	Net flow of currency 1
→119	SettlCurrAmt	N	Net flow of currency 2
→15	Currency	N	Currency 1 in the stated currency pair, the dealt currency
→2897	CurrencyCodeSource	N
→120	SettlCurrency	N	Currency 2 in the stated currency pair, the contra currency
→2899	SettlCurrencyCodeSource	N
→155	SettlCurrFxRate	N	Derived rate of Ccy2 per Ccy1 based on netting
→64	SettlDate	N	Value Date
→Component	Instrument	N	Used to express the instrument in which settlement is taking place
→Component	Parties	N
→168	EffectiveTime	N	Effective (start) date/time for this settlement instruction
→126	ExpireTime	N	Termination date/time for this settlement instruction.
→779	LastUpdateTime	N	Date/time this settlement instruction was last updated (or created if not updated since creation).
→Component	SettlDetails	N	Conveys settlement account details reported as part of obligation

Appendix – SettlementStatusManagement Category

Messages

SettlementStatusRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType(35)=EC
2965	SettlStatusRequestID	Y	Unique identifier assigned by sender of this message.
263	SubscriptionRequestType	Y
Component	Parties	N
Component	RegulatoryTradeIDGrp	N	May be used to specify the UTI (ISO 23897) of the trade this status request is for. Either RegulatoryTradeIDGrp or SettlTradeDetails must be present.
Component	SettlTradeDetails	N	May be used to provide trade details to look-up the trade this status request is for. Either RegulatoryTradeIDGrp or SettlTradeDetails must be present.
60	TransactTime	Y
58	Text	N
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.
Component	StandardTrailer	Y

SettlementStatusRequestAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType(35)=ED
2965	SettlStatusRequestID	Y	Identifier of SettlementStatusRequest(35=EC) message being responded to.
2966	SettlStatusRequestStatus	Y
1328	RejectText	N
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

SettlementStatusReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType(35)=EE
2967	SettlStatusReportID	Y	Unique identifier assigned by sender of this message.
2965	SettlStatusRequestID	N	Identifier of SettlementStatusRequest(35=EC) message being responded to.
2968	SettlStatus	Y
2969	SettlStatusReason	N	May be used when additional settlement status reason is available.
2970	SettlStatusReasonText	N	May be used to provide additional textual status reason accompanying SettlStatusReason(2969).
2971	EncodedSettlStatusReasonTextLen	N	Must be set if EncodedSettlStatusReasonText(2972) is specified and must immediately precede it.
2972	EncodedSettlStatusReasonText	N	Encoded (non-ASCII characters) representation of SettlStatusReasonText(2970) field in the encoded format specified via the MessageEncoding(347) field.
Component	Parties	N
Component	RegulatoryTradeIDGrp	N	May be used to specify the UTI (ISO 23897) of the trade this status report is for. Either RegulatoryTradeIDGrp or SettleTradeDetails must be present.
Component	SettlTradeDetails	N	May be used to provide trade details this status report is for. Either RegulatoryTradeIDGrp or SettlTradeDetails must be present.
60	TransactTime	Y
58	Text	N
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.
Component	StandardTrailer	Y

SettlementStatusReportAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType(35)=EF
2967	SettlStatusReportID	Y	Identifier of SettlementStatusReport(35=EE) message being responded to.
2973	SettlStatusReportStatus	Y
1328	RejectText	N
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	N

Components

SettlTradeDetails

Tag	Name	Req’d	Description
664	ConfirmID	N	May be used to identify the trade via the known Confirmation(35=AK) message.
70	AllocID	N	May be used to identify the trade via the known AllocationInstruction(35=J) message.
467	IndividualAllocID	N	May be used to identify the trade via a specific allocated account instance of an AllocationInstruction(35=J) this IndividualAllocID(467) is part of. If specified AllocID(70) should be specified.
793	SecondaryAllocID	N	May be used to identify the trade via a specific allocated account instance of an AllocationInstruction(35=J) this SecondaryAllocID(793) is part of. If specified AllocID(70) should be specified.
79	AllocAccount	N
75	TradeDate	N
Component	Instrument	N
80	AllocQty	N
54	Side	N
6	AvgPx	N
423	PriceType	N
860	AvgParPx	N
381	GrossTradeAmt	N
118	NetMoney	N
15	Currency	N
2897	CurrencyCodeSource	N
854	QtyType	N
Component	NestedParties	N
64	SettlDate	N
119	SettlCurrAmt	N
120	SettlCurrency	N
2899	SettlCurrencyCodeSource	N
Component	SettlInstructionsData	N

Appendix – TradeCapture Category

Messages

TradeCaptureReportRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AD
568	TradeRequestID	Y	Unique identifier for the trade request.
1003	TradeID	N
1040	SecondaryTradeID	N
1041	FirmTradeID	N
1042	SecondaryFirmTradeID	N
569	TradeRequestType	Y
263	SubscriptionRequestType	N	If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default.
571	TradeReportID	N	Can be used to request a specific trade report.
527	SecondaryExecID	N	To request all trades based on secondary execution identifier
17	ExecID	N
150	ExecType	N	Can be used to request all trades of a specific execution type.
37	OrderID	N
11	ClOrdID	N
573	MatchStatus	N
828	TrdType	N	Can be used to request all trades of a specific trade type.
829	TrdSubType	N	Can be used to request all trades of a specific trade sub type.
1849	OffsetInstruction	N
1123	TradeHandlingInstr	N
830	TransferReason	N	Can be used to request all trades for a specific transfer reason.
855	SecondaryTrdType	N	Can be used to request all trades of a specific secondary trade type.
820	TradeLinkID	N	Can be used to request all trades of a specific trade link identifier.
880	TrdMatchID	N	Can be used to request a trade matching a specific TrdMatchID(880).
Component	Parties	N	Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.) ExecutingBroker ClearingFirm ContraBroker ContraClearingFirm SettlementLocation – depository, CSD, or other settlement party ExecutingTrader InitiatingTrader OrderOriginator
Component	Instrument	N
Component	InstrumentExtension	N
Component	FinancingDetails	N
Component	UndInstrmtGrp	N
Component	InstrmtLegGrp	N
Component	TrdCapDtGrp	N	Number of date ranges provided (must be 1 or 2 if specified)
715	ClearingBusinessDate	N	Can be used to request trades for a specific clearing business date.
336	TradingSessionID	N	Can be used to request trades for a specific trading session.
625	TradingSessionSubID	N	Can be used to request trades for a specific trading session.
943	TimeBracket	N	Can be used to request trades within a specific time bracket.
54	Side	N	Can be used to request trades for a specific side of a trade.
442	MultiLegReportingType	N	Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument.
578	TradeInputSource	N	Can be used to requests trades that were submitted from a specific trade input source.
579	TradeInputDevice	N	Can be used to request trades that were submitted from a specific trade input device.
725	ResponseTransportType	N
726	ResponseDestination	N
58	Text	N	Used to match specific values within Text(58) fields.
354	EncodedTextLen	N
355	EncodedText	N
1011	MessageEventSource	N
Component	StandardTrailer	Y

TradeCaptureReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AE
Component	ApplicationSequenceControl	N
571	TradeReportID	N	TradeReportID(571) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID(572). The alternative to a message-chain model is an entity-based model in which TradeID(1003) is used to identify a trade. In this case, TradeID(1003) is required and TradeReportID(571) can be optionally specified.
1003	TradeID	N
1040	SecondaryTradeID	N
1041	FirmTradeID	N
1042	SecondaryFirmTradeID	N
2489	PackageID	N
2490	TradeNumber	N
487	TradeReportTransType	N
856	TradeReportType	N
939	TrdRptStatus	N	Status of the trade report. In 3-party listed derivatives model, this is used to convey status of a trade to a counterparty. Used specifically in a give-up (also known as claim) model.
568	TradeRequestID	N	Identifier for the trade capture report request associated with this trade capture report.
828	TrdType	N
829	TrdSubType	N
855	SecondaryTrdType	N	Conditionally requires presence of TrdType(828).
2896	TertiaryTrdType	N	Conditionally requires presence of SecondaryTrdType(855).
2961	AnonymousTradeIndicator	N
2667	AlgorithmicTradeIndicator	N
1849	OffsetInstruction	N
Component	TradePriceConditionGrp	N
1123	TradeHandlingInstr	N
1124	OrigTradeHandlingInstr	N
1125	OrigTradeDate	N
1126	OrigTradeID	N
1127	OrigSecondaryTradeID	N
830	TransferReason	N
150	ExecType	N	Type of execution being reported. Uses subset of ExecType(150) for trade capture reports.
748	TotNumTradeReports	N
912	LastRptRequested	N
1028	ManualOrderIndicator	N	May be used to indicate manual reporting of the trade.
325	UnsolicitedIndicator	N	Set to ‘Y’ if message is sent as a result of a subscription request or out of band configuration.
263	SubscriptionRequestType	N	If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default.
572	TradeReportRefID	N	The TradeReportID(571) that is being referenced for trade correction or cancelation.
820	TradeLinkID	N
880	TrdMatchID	N
17	ExecID	N	Market (exchange) assigned execution identifier as provided in the ExecutionReport(35=8) message. Conditionally required if ExecRefID(19) is present and refers to the new execution identifer assigned by the market (exchange).
19	ExecRefID	N	Reference to an execution identifier previously assigned by the market (exchange). If specified, ExecID(17) is required.
527	SecondaryExecID	N
378	ExecRestatementReason	N
2347	RegulatoryTransactionType	N
Component	RegulatoryTradeIDGrp	N
570	PreviouslyReported	N
423	PriceType	N	Can be used to indicate cabinet trade pricing.
Component	PriceQualifierGrp	N
549	CrossType	N
Component	RootParties	N	Used for acting parties that applies to the whole message, not individual legs, sides, etc.
1015	AsOfIndicator	N
716	SettlSessID	N
717	SettlSessSubID	N
1430	VenueType	N
1300	MarketSegmentID	N
1301	MarketID	N
2375	TaxonomyType	N
Component	Instrument	Y
Component	InstrumentExtension	N
Component	FinancingDetails	N
Component	PaymentGrp	N
854	QtyType	N
Component	YieldData	N
Component	UndInstrmtGrp	N
Component	RelatedInstrumentGrp	N
Component	CollateralAmountGrp	N
2868	CollateralizationValueDate	N
Component	RateSource	N
Component	TransactionAttributeGrp	N
822	UnderlyingTradingSessionID	N
823	UnderlyingTradingSessionSubID	N
32	LastQty	N	Conditionally required except when reporting trades to parties who will derive trade level quantity from the leg level information for multi-legged trades
1828	LastQtyVariance	N
2301	LastQtyChanged	N
2368	LastMultipliedQty	N
2367	TotalTradeQty	N
2370	TotalTradeMultipliedQty	N
31	LastPx	N	Conditionally required except when reporting trades to parties who will derive trade level price from the leg level information for multi-legged trades
631	MidPx	N
1522	DifferentialPrice	N	Used to specify the differential price when reporting the individual leg of a spread trade.
1056	CalculatedCcyLastQty	N
2762	PriceMarkup	N	Dealer’s markup of market price to LastPx(31).
Component	AveragePriceDetail	N
15	Currency	N	Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmt(381).
2897	CurrencyCodeSource	N
120	SettlCurrency	N	Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056).
2899	SettlCurrencyCodeSource	N
2366	SettlPriceFxRateCalc	N	For FX trades expresses whether to multiply or divide LastPx(31) to arrive at GrossTradeAmt(381).
669	LastParPx	N
194	LastSpotRate	N	Applicable for F/X orders
195	LastForwardPoints	N	Applicable for F/X orders
1071	LastSwapPoints	N
2349	PricePrecision	N
30	LastMkt	N
1596	ClearingTradePrice	N	Used when clearing price differs from execution price.
1740	TradePriceNegotiationMethod	N
1743	LastUpfrontPrice	N	Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount).
1741	UpfrontPriceType	N
75	TradeDate	N	Used when reporting other than current day trades.
715	ClearingBusinessDate	N
2870	ClearingPortfolioID	N
6	AvgPx	N	If used then the LastPx(31) will contain the original price on the execution.
Component	SpreadOrBenchmarkCurveData	N
1731	AvgPxGroupID	N
819	AvgPxIndicator	N
2085	ValuationDate	N
2086	ValuationTime	N
2087	ValuationBusinessCenter	N
Component	PositionAmountData	N
442	MultiLegReportingType	N	Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties.
824	TradeLegRefID	N	Reference to the leg of a multileg instrument to which this trade refers. Used when MultiLegReportingType(442) = 2 (Individual leg of a multileg security).
Component	TrdInstrmtLegGrp	N	Identifies a multileg execution if present and non-zero.
60	TransactTime	N	Time the transaction represented by when this TradeCaptureReport(35=AE) occurred. Execution time of trade. Also describes the time of block trades.
Component	TrdRegTimestamps	N
63	SettlType	N
64	SettlDate	N	Takes precedence over SettlType(63) value and conditionally required/omitted for specific SettlType(63) values.
2878	TerminationDate	N
987	UnderlyingSettlementDate	N	The settlement date for the underlying instrument of a derivatives security.
573	MatchStatus	N
2405	ExecMethod	N
574	MatchType	N
Component	TradeQtyGrp	N
Component	TrdCapRptSideGrp	Y
1188	Volatility	N
1189	TimeToExpiration	N
1380	DividendYield	N
1190	RiskFreeRate	N
811	PriceDelta	N
1382	CurrencyRatio	N
797	CopyMsgIndicator	N
Component	TrdRepIndicatorsGrp	N
2524	TradeReportingIndicator	N
1390	TradePublishIndicator	N
Component	TrdRegPublicationGrp	N
853	ShortSaleReason	N
994	TierCode	N	Indicates the algorithm (tier) used to match a trade.
1011	MessageEventSource	N
779	LastUpdateTime	N	Used to indicate reports after a specific time.
991	RndPx	N	Specifies the rounded price to quoted precision.
1132	TZTransactTime	N
1134	ReportedPxDiff	N
381	GrossTradeAmt	N	(LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as percent of par price.
2369	TotalGrossTradeAmt	N
751	TradeReportRejectReason	N	Indicates the reason that a trade report was rejected.
1328	RejectText	N
1664	EncodedRejectTextLen	N
1665	EncodedRejectText	N
1329	FeeMultiplier	N
1832	ClearedIndicator	N
1924	ClearingIntention	N
1925	TradeClearingInstruction	N
1926	BackloadedTradeIndicator	N
1927	ConfirmationMethod	N
1928	MandatoryClearingIndicator	N
Component	MandatoryClearingJurisdictionGrp	N
1929	MixedSwapIndicator	N
2527	MultiAssetSwapIndicator	N
2526	InternationalSwapIndicator	N
1930	OffMarketPriceIndicator	N
1931	VerificationMethod	N
1932	ClearingRequirementException	N
1933	IRSDirection	N
1934	RegulatoryReportType	N
2869	RegulatoryReportTypeBusinessDate	N	May be used when the business event date differs from when the regulatory report is actually being submitted (typically specified in TrdRegTimestamps component).
1935	VoluntaryRegulatoryReport	N
2963	MultiJurisdictionReportingIndicator	N
1936	TradeCollateralization	N
1937	TradeContinuation	N
2387	TradeContingency	N
2302	TradeVersion	N
2303	HistoricalReportIndicator	N
2596	DeltaCrossed	N
2374	TradeContinuationText	N
2372	EncodedTradeContinuationTextLen	N	Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.
2371	EncodedTradeContinuationText	N	Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.
2373	IntraFirmTradeIndicator	N
2525	AffiliatedFirmsTradeIndicator	N
Component	AttachmentGrp	N
2343	RiskLimitCheckStatus	N
Component	StandardTrailer	Y

TradeCaptureReportRequestAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AQ
568	TradeRequestID	Y	Identifier for the trade request
1003	TradeID	N
1040	SecondaryTradeID	N
1041	FirmTradeID	N
1042	SecondaryFirmTradeID	N
569	TradeRequestType	Y
263	SubscriptionRequestType	N	Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
748	TotNumTradeReports	N	Number of trade reports returned
749	TradeRequestResult	Y	Result of Trade Request
750	TradeRequestStatus	Y	Status of Trade Request
Component	Instrument	N	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
Component	InstrumentExtension	N
Component	UndInstrmtGrp	N
Component	InstrmtLegGrp	N	Number of legs NoLegs > 0 identifies a Multi-leg Execution
442	MultiLegReportingType	N	Specify type of multileg reporting to be returned.
725	ResponseTransportType	N	Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726	ResponseDestination	N	URI destination name. Used if ResponseTransportType is out-of-band.
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.
1011	MessageEventSource	N	Used to identify the event or source which gave rise to a message
Component	StandardTrailer	Y

TradeCaptureReportAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AR
571	TradeReportID	N
1003	TradeID	N
1040	SecondaryTradeID	N
1041	FirmTradeID	N
1042	SecondaryFirmTradeID	N
487	TradeReportTransType	N
856	TradeReportType	N	Indicates action to take on trade.
828	TrdType	N
829	TrdSubType	N
855	SecondaryTrdType	N
1849	OffsetInstruction	N
1123	TradeHandlingInstr	N
1124	OrigTradeHandlingInstr	N
1125	OrigTradeDate	N
1126	OrigTradeID	N
1127	OrigSecondaryTradeID	N
830	TransferReason	N
Component	RootParties	N
150	ExecType	N	Type of execution being reported. Uses subset of ExecType(150) for trade capture reports.
572	TradeReportRefID	N	The TradeReportID(571) that is being referenced for trade correction or cancelation.
939	TrdRptStatus	N	Status of trade report.
1523	TrdAckStatus	N
751	TradeReportRejectReason	N
1328	RejectText	N	Reason description for rejecting the TradeCaptureReport(35=AE).
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
263	SubscriptionRequestType	N	If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default.
820	TradeLinkID	N
880	TrdMatchID	N
17	ExecID	N	Exchanged assigned execution identifier (trade identifier).
527	SecondaryExecID	N
378	ExecRestatementReason	N
570	PreviouslyReported	N
423	PriceType	N
Component	PriceQualifierGrp	N
549	CrossType	N
822	UnderlyingTradingSessionID	N
823	UnderlyingTradingSessionSubID	N
716	SettlSessID	N
717	SettlSessSubID	N
854	QtyType	N
32	LastQty	N
31	LastPx	N
1430	VenueType	N
1300	MarketSegmentID	N
1301	MarketID	N
Component	Instrument	Y
Component	InstrumentExtension	N
Component	FinancingDetails	N
669	LastParPx	N
1056	CalculatedCcyLastQty	N
1071	LastSwapPoints	N
2762	PriceMarkup	N	Dealer’s markup of market price to LastPx(31).
Component	AveragePriceDetail	N
15	Currency	N	Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmt(381).
2897	CurrencyCodeSource	N
120	SettlCurrency	N	Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056).
2899	SettlCurrencyCodeSource	N
194	LastSpotRate	N
195	LastForwardPoints	N
30	LastMkt	N
75	TradeDate	N
715	ClearingBusinessDate	N
6	AvgPx	N
1731	AvgPxGroupID	N
819	AvgPxIndicator	N
442	MultiLegReportingType	N
824	TradeLegRefID	N
60	TransactTime	N	Time this message was issued by matching system, trading system or counterparty.
63	SettlType	N
Component	UndInstrmtGrp	N
573	MatchStatus	N
574	MatchType	N
797	CopyMsgIndicator	N
Component	TrdRepIndicatorsGrp	N
1390	TradePublishIndicator	N
853	ShortSaleReason	N
Component	TrdInstrmtLegGrp	N
Component	TrdRegTimestamps	N
725	ResponseTransportType	N
726	ResponseDestination	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N
1015	AsOfIndicator	N
635	ClearingFeeIndicator	N
Component	PositionAmountData	N
994	TierCode	N	Indicates the algorithm (tier) used to match a trade.
1011	MessageEventSource	N
779	LastUpdateTime	N	Used to indicate reports after a specific time.
991	RndPx	N	Specifies the rounded price to quoted precision.
Component	TradeQtyGrp	N
Component	TrdCapRptAckSideGrp	N
1135	RptSys	N
381	GrossTradeAmt	N	(LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as percent of par price.
64	SettlDate	N
1329	FeeMultiplier	N
2343	RiskLimitCheckStatus	N
Component	StandardTrailer	Y

TradeMatchReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DC
Component	ApplicationSequenceControl	N
880	TrdMatchID	Y	Unique identifier common for all trades included in a match event.
574	MatchType	N
856	TradeReportType	N
715	ClearingBusinessDate	N
828	TrdType	N
829	TrdSubType	N
75	TradeDate	N	Used when reporting other than current day trades.
1301	MarketID	N
1300	MarketSegmentID	N
336	TradingSessionID	N
625	TradingSessionSubID	N
1430	VenueType	N
1888	TradeMatchTimestamp	N
60	TransactTime	N	Time of the match event or transaction that resulted in this match report.
442	MultiLegReportingType	N	Differentiates match events involving complex instruments (MultiLegReportingType(442)=3(multileg security)) from those only involving simple instruments (MultiLegReportingType(442)=1(single security)). MultiLegReportingType(442)=2(individual leg of multileg security) should not be used.
Component	InstrmtMatchSideGrp	N	Conditionally required when TradeReportType(856) = Submit(0).
Component	StandardTrailer	Y

TradeMatchReportAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DD
Component	ApplicationSequenceControl	N
880	TrdMatchID	Y	Identifier of the TradeMatchReport(35=DC) being acknowledged.
1896	TradeMatchAckStatus	Y
1897	TradeMatchRejectReason	N	Conditionally required when TradeMatchAckStatus(1896) = Rejected(2).
1328	RejectText	N
1664	EncodedRejectTextLen	N
1665	EncodedRejectText	N
58	Text	N
354	EncodedTextLen	N
355	EncodedText	N
Component	StandardTrailer	Y

Components

AveragePriceDetail

Tag	Name	Req’d	Description
2763	AveragePriceType	N
2764	AveragePriceStartTime	N	Required if AveragePriceType(2763)=2 (Percent of volume average price) or 0 (Time weighted average price).
2765	AveragePriceEndTime	N	Required if AveragePriceType(2763)=2 (Percent of volume average price) or 0 (Time weighted average price).

InstrmtMatchSideGrp

Tag	Name	Req’d	Description
1889	NoInstrmtMatchSides	N
→Component	Instrument	N	Required if NoInstrmtMatchSides(1889) > 0.
→Component	InstrmtLegGrp	N	LegID(1788) in the InstrmtLegGrp component can be used to reference individual leg executions referenced in the TrdInstrmtLegExecGrp component with LegRefID(654).
→Component	UndInstrmtGrp	N
→1891	TrdMatchSubID	N
→53	Quantity	N	Total quantity for this instrument in this match event. This is the cumulative sum of LastQty(32) for all match steps for this instrument.
→15	Currency	N
→2897	CurrencyCodeSource	N
→120	SettlCurrency	N
→2899	SettlCurrencyCodeSource	N
→854	QtyType	N
→32	LastQty	N	Required if NoInstrmtMatchSides(1889) > 0. Trade quantity for this instrument within this match step. The value is the greater of the sum of SideLastQty(1009) of each side (i.e. buy or sell) for each TrdMatchSideGrp instance within the current InstrmtMatchSideGrp instance.
→423	PriceType	N
→31	LastPx	N	Required if NoInstrmtMatchSides(1889) > 0.
→30	LastMkt	N
→Component	TrdMatchSideGrp	N	Required if NoInstrmtMatchSides(1889) > 0.

LegPositionAmountData

Tag	Name	Req’d	Description
1586	NoLegPosAmt	N
→1587	LegPosAmt	N	Conditionally required if NoLegPosAmt > 0.
→1588	LegPosAmtType	N
→1589	LegPosCurrency	N
→2938	LegPosCurrencyCodeSource	N
→1590	LegPosAmtReason	N

MandatoryClearingJurisdictionGrp

Tag	Name	Req’d	Description
41312	NoMandatoryClearingJurisdictions	N
→41313	MandatoryClearingJurisdiction	N	Required if NoNoMandatoryClearingJurisdictions(41312) > 0.

RelatedPositionGrp

Tag	Name	Req’d	Description
1861	NoRelatedPositions	N
→1862	RelatedPositionID	N	Required if NoRelatedPositions(1861) > 0.
→1863	RelatedPositionIDSource	N
→1864	RelatedPositionDate	N

SideCollateralAmountGrp

Tag	Name	Req’d	Description
2691	NoSideCollateralAmounts	N
→2702	SideCurrentCollateralAmount	N	Required if NoSideCollateralAmounts(2691) > 0.
→2695	SideCollateralCurrency	N	Can be used to specify the currency of SideCollateralAmount(2702) if Currency(15) is not specified or is not the same.
→2930	SideCollateralCurrencyCodeSource	N
→2694	SideCollateralAmountType	N
→2696	SideCollateralFXRate	N
→2697	SideCollateralFXRateCalc	N
→2701	SideCollateralType	N
→2693	SideCollateralAmountMarketSegmentID	N
→2692	SideCollateralAmountMarketID	N
→2703	SideHaircutIndicator	N
→2700	SideCollateralPortfolioID	N
→2699	SideCollateralPercentOverage	N
→2698	SideCollateralMarketPrice	N
→2862	SideCollateralReinvestmentRate	N	When multiple instances of the SideCollateralReinvestmentGrp component are present this field specifies the average reinvestment rate.
→Component	SideCollateralReinvestmentGrp	N
→2863	SideUnderlyingRefID	N	May be used to indicate that this entry applies to the underlying collateral instrument being referenced by the value in UnderlyingID(2874).

SideCollateralReinvestmentGrp

Tag	Name	Req’d	Description
2864	NoSideCollateralReinvestments	N
→2867	SideCollateralReinvestmentType	N	Required if NoSideCollateralReinvestments(2864) > 0.
→2865	SideCollateralReinvestmentAmount	N
→2866	SideCollateralReinvestmentCurrency	N
→2932	SideCollateralReinvestmentCurrencyCodeSource	N

SideRegulatoryTradeIDGrp

Tag	Name	Req’d	Description
1971	NoSideRegulatoryTradeIDs	N
→1972	SideRegulatoryTradeID	N	Required if NoSideRegulatoryTradeIDs(1971) > 0.
→1973	SideRegulatoryTradeIDSource	N
→1974	SideRegulatoryTradeIDEvent	N
→1975	SideRegulatoryTradeIDType	N
→2416	SideRegulatoryLegRefID	N	This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg.
→2398	SideRegulatoryTradeIDScope	N

SideTrdRegTS

Tag	Name	Req’d	Description
1016	NoSideTrdRegTS	N
→1012	SideTrdRegTimestamp	N
→1013	SideTrdRegTimestampType	N
→1014	SideTrdRegTimestampSrc	N

TradePositionQty

Tag	Name	Req’d	Description
702	NoPositions	N
→703	PosType	N	Required if NoPositions > 0.
→704	LongQty	N
→705	ShortQty	N
→1654	CoveredQty	N
→706	PosQtyStatus	N
→976	QuantityDate	N

TradeQtyGrp

Tag	Name	Req’d	Description
1841	NoTradeQtys	N
→1842	TradeQtyType	N	Required if NoTradeQty(1841) > 0.
→1843	TradeQty	N	Required if NoTradeQty(1841) > 0.

TradeReportOrderDetail

Tag	Name	Req’d	Description
37	OrderID	N
198	SecondaryOrderID	N
11	ClOrdID	N	In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i).
526	SecondaryClOrdID	N	In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i).
66	ListID	N
1080	RefOrderID	N	Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs.
1081	RefOrderIDSource	N
1431	RefOrdIDReason	N	The reason for updating the RefOrdID
Component	RelatedOrderGrp	N
1091	PreTradeAnonymity	N
40	OrdType	N	Order type from the order associated with the trade
44	Price	N	Order price at time of trade
99	StopPx	N	Stop/Limit order price
18	ExecInst	N	Execution Instruction from the order associated with the trade
39	OrdStatus	N	Status of order as of this trade report
Component	OrderQtyData	N	Order quantity at time of trade
151	LeavesQty	N
14	CumQty	N
59	TimeInForce	N
126	ExpireTime	N	The order expiration date/time in UTC
Component	MatchingInstructions	N
2362	SelfMatchPreventionID	N	May be used as an alternative to MatchingInstructions when the identifier does not appear in another field.
2964	SelfMatchPreventionInstruction	N
1629	ExposureDuration	N	The (minimum or suggested) period of time a quoted price is to be tradable before it becomes indicative. (i.e. quoted price becomes off-the-wire).
1916	ExposureDurationUnit	N
Component	DisplayInstruction	N
528	OrderCapacity	N
529	OrderRestrictions	N
775	BookingType	N
1432	OrigCustOrderCapacity	N
1724	OrderOrigination	N
Component	OrderAttributeGrp	N
2704	ExDestinationType	N
821	OrderInputDevice	N
1093	LotType	N
483	TransBkdTime	N
586	OrigOrdModTime	N
2766	OrderPercentOfTotalVolume	N

TrdAllocGrp

Tag	Name	Req’d	Description
78	NoAllocs	N
→79	AllocAccount	N	Required if NoAllocs(78) > 0.
→661	AllocAcctIDSource	N
→736	AllocSettlCurrency	N
→2927	AllocSettlCurrencyCodeSource	N
→467	IndividualAllocID	N
→1593	ParentAllocID	N
→2727	AllocLegRefID	N	The field may not be used in any message where there are no legs.
→Component	AllocRegulatoryTradeIDGrp	N
→1729	FirmMnemonic	N
→Component	NestedParties2	N
→209	AllocHandlInst	N
→80	AllocQty	N
→2515	AllocCalculatedCcyQty	N
→1752	CustodialLotID	N	Only used for specific lot trades.
→1753	VersusPurchaseDate	N	Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified.
→1754	VersusPurchasePrice	N	Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified.
→1755	CurrentCostBasis	N	Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified
→993	AllocCustomerCapacity	N	Can be used for granular reporting of separate allocation detail within a single trade report or allocation message.
→1002	AllocMethod	N
→989	SecondaryIndividualAllocID	N
→1136	AllocClearingFeeIndicator	N
→Component	TradeAllocAmtGrp	N
→1840	TradeAllocStatus	N
→1735	AllocationRollupInstruction	N
→161	AllocText	N
→360	EncodedAllocTextLen	N
→361	EncodedAllocText	N
→1732	FirmAllocText	N
→1733	EncodedFirmAllocTextLen	N
→1734	EncodedFirmAllocText	N
→2392	AllocRefRiskLimitCheckID	N
→2393	AllocRefRiskLimitCheckIDType	N
→Component	AllocCommissionDataGrp	N

TrdCapDtGrp

Tag	Name	Req’d	Description
580	NoDates	N
→75	TradeDate	N	Used when reporting other than current day trades. Conditionally required if NoDates > 0
→779	LastUpdateTime	N
→60	TransactTime	N	To request trades for a specific time.

TrdCapRptAckSideGrp

Tag	Name	Req’d	Description
552	NoSides	N
→54	Side	Y	Required when NoSides(552) > 0.
→1427	SideExecID	N
→1506	SideTradeID	N
→1507	SideOrigTradeID	N
→1428	OrderDelay	N
→1429	OrderDelayUnit	N
→Component	Parties	N
→1	Account	N
→660	AcctIDSource	N
→581	AccountType	N
→Component	LimitAmts	N	Insert here the set of LimitAmts field defined in Common Components
→81	ProcessCode	N
→Component	ClrInstGrp	N
→2671	SideTradeReportingIndicator	N
→578	TradeInputSource	N
→579	TradeInputDevice	N
→376	ComplianceID	N
→2404	ComplianceText	N
→2351	EncodedComplianceTextLen	N	Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.
→2352	EncodedComplianceText	N	Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.
→377	SolicitedFlag	N
→582	CustOrderCapacity	N
→336	TradingSessionID	N
→625	TradingSessionSubID	N
→943	TimeBracket	N
→430	NetGrossInd	N
→1154	SideCurrency	N
→2901	SideCurrencyCodeSource	N
→1155	SideSettlCurrency	N
→2902	SideSettlCurrencyCodeSource	N
→Component	CommissionData	N
→Component	CommissionDataGrp	N	Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed.
→157	NumDaysInterest	N
→230	ExDate	N
→158	AccruedInterestRate	N
→159	AccruedInterestAmt	N
→738	InterestAtMaturity	N
→920	EndAccruedInterestAmt	N
→921	StartCash	N
→922	EndCash	N
→238	Concession	N
→237	TotalTakedown	N
→118	NetMoney	N
→119	SettlCurrAmt	N
→155	SettlCurrFxRate	N
→156	SettlCurrFxRateCalc	N
→77	PositionEffect	N
→752	SideMultiLegReportingType	N
→Component	ContAmtGrp	N
→Component	Stipulations	N
→Component	MiscFeesGrp	N
→825	ExchangeRule	N
→Component	SettlDetails	N	Conveys settlement account details reported as part of obligation.
→826	TradeAllocIndicator	N
→1730	AllocGroupID	N
→2771	PreviousAllocGroupID	N	Identifies the previous AllocGroupID(1730) being changed when AllocGroupStatus(2767)=3 (Changed).
→2759	GroupAmount	N
→2767	AllocGroupStatus	N
→1853	SideAvgPxIndicator	N
→1854	SideAvgPxGroupID	N
→1852	SideAvgPx	N
→591	PreallocMethod	N
→70	AllocID	N
→Component	TrdAllocGrp	N
→1072	SideGrossTradeAmt	N
→1057	AggressorIndicator	N
→1009	SideLastQty	N
→1005	SideTradeReportID	N
→1006	SideFillStationCd	N
→1007	SideReasonCd	N
→83	RptSeq	N
→1008	SideTrdSubType	N
→1115	OrderCategory	N
→1851	StrategyLinkID	N
→Component	TradeReportOrderDetail	N	Details of the order associated with this side of the trade.
→Component	SideTrdRegTS	N
→1031	CustOrderHandlingInst	N
→1032	OrderHandlingInstSource	N
→Component	RelatedTradeGrp	N
→Component	RelatedPositionGrp	N
→2344	SideRiskLimitCheckStatus	N

TrdCapRptSideGrp

Tag	Name	Req’d	Description
552	NoSides	N
→54	Side	Y	Required when NoSides(552) > 0.
→2102	ShortMarkingExemptIndicator	N
→1427	SideExecID	N
→1428	OrderDelay	N
→1429	OrderDelayUnit	N
→1009	SideLastQty	N
→1597	SideClearingTradePrice	N	Used to indicate a side specific alternate clearing price.
→1599	SidePriceDifferential	N	Used to indicate the Price Differential between the first and second leg of a complex instrument.
→1598	SideClearingTradePriceType	N	Used to indicate whether the trade is clearing using execution price (LastPx) or alternate clearing price (ClrTrdPx)
→1005	SideTradeReportID	N
→1506	SideTradeID	N
→1507	SideOrigTradeID	N
→1006	SideFillStationCd	N
→1007	SideReasonCd	N
→83	RptSeq	N
→1008	SideTrdSubType	N
→430	NetGrossInd	N
→1154	SideCurrency	N
→2901	SideCurrencyCodeSource	N
→1155	SideSettlCurrency	N
→2902	SideSettlCurrencyCodeSource	N
→Component	Parties	N
→Component	PartyDetailGrp	N	PartyDetailID(1619) must reference an existing entry in Parties component or a previous entry in RelatedPartyDetailGrp. The instance must have the same role as the referenced entry. The embedded RelatedPartyDetailID(1563) should introduce a new party identifier not previously reported.
→1	Account	N	Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary.
→660	AcctIDSource	N
→581	AccountType	N
→522	OwnerType	N
→Component	LimitAmts	N	Insert here the set of LimitAmts fields defined in Common Components
→81	ProcessCode	N	Used to specify Step-out trades.
→Component	ClrInstGrp	N
→635	ClearingFeeIndicator	N
→Component	SideRegulatoryTradeIDGrp	N
→2671	SideTradeReportingIndicator	N	May be used to bilaterally inform counterparty of trade reporting status for this side of the trade.
→2418	FirmTradeEventID	N
→578	TradeInputSource	N
→579	TradeInputDevice	N
→376	ComplianceID	N
→2404	ComplianceText	N
→2351	EncodedComplianceTextLen	N	Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.
→2352	EncodedComplianceText	N	Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.
→377	SolicitedFlag	N
→582	CustOrderCapacity	N	The customer capacity for this trade
→336	TradingSessionID	N	Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionID(336) then applies to all sides of the trade.
→625	TradingSessionSubID	N	Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID(625) then applies to all sides of the trade.
→943	TimeBracket	N
→2356	RemunerationIndicator	N
→Component	CommissionData	N
→Component	CommissionDataGrp	N	Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed.
→157	NumDaysInterest	N
→230	ExDate	N
→158	AccruedInterestRate	N
→159	AccruedInterestAmt	N
→738	InterestAtMaturity	N
→920	EndAccruedInterestAmt	N	For repurchase agreements the accrued interest on termination.
→921	StartCash	N	For repurchase agreements the start (dirty) cash consideration.
→922	EndCash	N	For repurchase agreements the end (dirty) cash consideration.
→238	Concession	N
→237	TotalTakedown	N
→118	NetMoney	N	Value expressed in the currency reflected by the Currency(15) field.
→119	SettlCurrAmt	N
→155	SettlCurrFxRate	N
→156	SettlCurrFxRateCalc	N
→77	PositionEffect	N	Can be used for derivatives omnibus accounting.
→58	Text	N	Can 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
→752	SideMultiLegReportingType	N	Can be used to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument.
→Component	ContAmtGrp	N
→Component	Stipulations	N
→Component	MiscFeesGrp	N
→825	ExchangeRule	N
→826	TradeAllocIndicator	N
→1848	TradeAllocGroupInstruction	N
→1730	AllocGroupID	N
→2771	PreviousAllocGroupID	N	Identifies the previous AllocGroupID(1730) being changed by this message when AllocGroupStatus(2767)=3 (Changed).
→2759	GroupAmount	N
→2767	AllocGroupStatus	N
→1853	SideAvgPxIndicator	N
→1854	SideAvgPxGroupID	N
→1852	SideAvgPx	N
→591	PreallocMethod	N
→70	AllocID	N	Used to assign an ID to the block of preallocations.
→Component	TrdAllocGrp	N
→Component	SideTrdRegTS	N
→Component	SettlDetails	N	Conveys settlement account details reported as part of obligation.
→1072	SideGrossTradeAmt	N
→1057	AggressorIndicator	N
→1139	ExchangeSpecialInstructions	N
→1690	SideShortSaleExemptionReason	N	Optional when Side (54) = 6 (Sell short exempt)
→1115	OrderCategory	N
→1444	SideLiquidityInd	N
→1851	StrategyLinkID	N
→Component	TradeReportOrderDetail	N	Order details for the order associated with this side of the trade.
→1031	CustOrderHandlingInst	N
→1032	OrderHandlingInstSource	N
→Component	TradePositionQty	N
→Component	RelatedTradeGrp	N
→Component	RelatedPositionGrp	N
→1980	BlockTrdAllocIndicator	N
→2344	SideRiskLimitCheckStatus	N
→29	LastCapacity	N	In the context of regulatory trade reporting, this specifies the trading capacity of the reporting party.
→2334	RefRiskLimitCheckID	N
→2335	RefRiskLimitCheckIDType	N
→2361	CompressionGroupID	N
→Component	SideCollateralAmountGrp	N

TrdInstrmtLegExecGrp

Tag	Name	Req’d	Description
1892	NoLegExecs	N
→654	LegRefID	N	Required if NoLegExecs(1892) > 0.
→1893	LegExecID	N
→1901	LegExecRefID	N
→1894	LegTradeID	N
→1895	LegTradeReportID	N
→685	LegOrderQty	N
→564	LegPositionEffect	N	Can be used to specify the position effect for the leg if it is different from the position effect of the overall multileg security.
→565	LegCoveredOrUncovered	N	Can be used to specify whether the option is a cover, if it is different from the overall multileg security.
→Component	NestedParties3	N
→637	LegLastPx	N
→686	LegPriceType	N
→675	LegSettlCurrency	N
→2900	LegSettlCurrencyCodeSource	N
→1689	LegShortSaleExemptionReason	N
→1418	LegLastQty	N
→1591	LegQtyType	N

TrdInstrmtLegGrp

Tag	Name	Req’d	Description
555	NoLegs	N
→Component	InstrumentLeg	N	Required if NoLegs(555) > 0.
→Component	LegFinancingDetails	N
→Component	LegPositionAmountData	N
→685	LegOrderQty	N	Quantity ordered for this leg as provided during order entry.
→2346	LegMidPx	N
→690	LegSwapType	N	Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg.
→990	LegReportID	N	Additional attribute to store the trade or trade report identifier of the leg.
→1152	LegNumber	N	Allow sequencing of legs for a strategy to be captured.
→Component	LegStipulations	N
→2680	LegAccount	N
→1817	LegClearingAccountType	N	Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component.
→564	LegPositionEffect	N	Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component.
→565	LegCoveredOrUncovered	N	Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component.
→Component	NestedParties	N
→587	LegSettlType	N
→588	LegSettlDate	N	Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date).
→637	LegLastPx	N	Used to report the execution price assigned to the leg of the multileg instrument.
→686	LegPriceType	N	Indicates the price type provided with each leg of a multi-leg trade
→675	LegSettlCurrency	N
→2900	LegSettlCurrencyCodeSource	N
→1073	LegLastForwardPoints	N
→1074	LegCalculatedCcyLastQty	N
→1075	LegGrossTradeAmt	N	For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts – LegContractMultiplier(231) is required in this case.
→1689	LegShortSaleExemptionReason	N	Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component.
→1379	LegVolatility	N
→1381	LegDividendYield	N
→1383	LegCurrencyRatio	N
→1384	LegExecInst	N
→1418	LegLastQty	N	Quantity executed for this leg.
→1591	LegQtyType	N	Leg quantity type to be specified at the leg level. Can be different for each leg.
→2358	LegLastMultipliedQty	N
→2357	LegTotalTradeQty	N
→2360	LegTotalTradeMultipliedQty	N
→2359	LegTotalGrossTradeAmt	N
→2492	LegDifferentialPrice	N

TrdMatchSideGrp

Tag	Name	Req’d	Description
1890	NoTrdMatchSides	N
→54	Side	N	Required if NoTrdMatchSides(1890) > 0.
→1427	SideExecID	N
→1900	SideExecRefID	N
→1506	SideTradeID	N
→1005	SideTradeReportID	N
→1428	OrderDelay	N
→1429	OrderDelayUnit	N
→1009	SideLastQty	N	Required if NoTrdMatchSides(1890) > 0. Used to indicate the matched quantity for this trade side as a result of the match event.
→1597	SideClearingTradePrice	N
→1599	SidePriceDifferential	N
→1598	SideClearingTradePriceType	N
→1006	SideFillStationCd	N
→1007	SideReasonCd	N
→1008	SideTrdSubType	N
→430	NetGrossInd	N
→1154	SideCurrency	N
→2901	SideCurrencyCodeSource	N
→1155	SideSettlCurrency	N
→2902	SideSettlCurrencyCodeSource	N
→Component	Parties	N	Required if NoTrdMatchSides(1890) > 0.
→578	TradeInputSource	N
→579	TradeInputDevice	N
→376	ComplianceID	N
→2404	ComplianceText	N
→2351	EncodedComplianceTextLen	N	Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.
→2352	EncodedComplianceText	N	Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.
→377	SolicitedFlag	N
→582	CustOrderCapacity	N
→943	TimeBracket	N
→77	PositionEffect	N	For use in derivatives omnibus accounting.
→825	ExchangeRule	N
→826	TradeAllocIndicator	N
→591	PreallocMethod	N
→70	AllocID	N
→Component	TrdAllocGrp	N
→1072	SideGrossTradeAmt	N
→1057	AggressorIndicator	N
→1139	ExchangeSpecialInstructions	N
→1690	SideShortSaleExemptionReason	N
→1115	OrderCategory	N
→819	AvgPxIndicator	N
→1731	AvgPxGroupID	N
→1898	SideMarketSegmentID	N	Can be used if the match event results in matches across different market segments for this side.
→1899	SideVenueType	N	Can be used if the match event results in matches across different venue types for this side.
→635	ClearingFeeIndicator	N
→Component	TradeReportOrderDetail	N
→Component	TrdInstrmtLegExecGrp	N
→1031	CustOrderHandlingInst	N
→1032	OrderHandlingInstSource	N
→58	Text	N	Can be used to include text included in the order submission.
→354	EncodedTextLen	N
→355	EncodedText	N

TrdRepIndicatorsGrp

Tag	Name	Req’d	Description
1387	NoTrdRepIndicators	N
→1388	TrdRepPartyRole	N
→1389	TrdRepIndicator	N

Appendix – TradeManagement Category

Messages

TradeAggregationRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DW
2786	TradeAggregationRequestID	Y	Unique identifier for the message.
2787	TradeAggregationRequestRefID	N	Required when TradeAggregationTransType(2788)=1 (Cancel) or 2 (Replace)
2788	TradeAggregationTransType	Y
2789	AggregatedQty	N
15	Currency	N
2897	CurrencyCodeSource	N
6	AvgPx	N
54	Side	Y
2349	PricePrecision	N
Component	OrderAggregationGrp	N	Maybe used to specify the IDs of the orders being aggregated together.
Component	ExecutionAggregationGrp	N	Maybe used to specify the IDs of the execution fills being aggregated together.
1	Account	N
Component	Instrument	Y
Component	Parties	N
Component	StandardTrailer	Y

TradeAggregationReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DX
2792	TradeAggregationReportID	Y	Unique identifier for the report message.
2786	TradeAggregationRequestID	N	Unique identifier for the TradeAggregationRequest(35=DW) message being responded to.
2790	TradeAggregationRequestStatus	Y
1003	TradeID	N	Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted). The trade identifier for the group of aggregated trades.
2791	TradeAggregationRejectReason	N
2789	AggregatedQty	N	Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted).
6	AvgPx	N
2793	AvgSpotRate	N
2794	AvgForwardPoints	N
64	SettlDate	N
Component	Instrument	N	Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted).
54	Side	N	Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted).
1328	RejectText	N
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
Component	StandardTrailer	Y

Components

ExecutionAggregationGrp

Tag	Name	Req’d	Description
124	NoExecs	N
→32	LastQty	N	Required if NoExecs(124) > 0
→17	ExecID	N	Either ExecID(17) or TradeID(1003) must be specified.
→1003	TradeID	N	Either ExecID(17) or TradeID(1003) must be specified.
→31	LastPx	N

OrderAggregationGrp

Tag	Name	Req’d	Description
73	NoOrders	N
→11	ClOrdID	N	Required if NoOrders(73) > 0.
→37	OrderID	N
→38	OrderQty	N	Required if NoOrders(73) > 0.
→799	OrderAvgPx	N

Appendix – Common Category

Components

AllocCommissionDataGrp

Tag	Name	Req’d	Description
2653	NoAllocCommissions	N
→2654	AllocCommissionAmount	N	Required if NoAllocCommissions(2653) > 0. If the commission is based on a percentage of trade quantity or a factor of unit of measure, AllocCommissionRate(2660) and AllocCommissionUnitOfMeasure(2658) may also be specified as appropriate.
→2655	AllocCommissionAmountType	N	Required if NoAllocCommissions(2653) > 0.
→2726	AllocCommissionAmountSubType	N
→2656	AllocCommissionBasis	N	Required if NoAllocCommissions(2653) > 0.
→2657	AllocCommissionCurrency	N
→2925	AllocCommissionCurrencyCodeSource	N
→2658	AllocCommissionUnitOfMeasure	N
→2659	AllocCommissionUnitOfMeasureCurrency	N
→2926	AllocCommissionUnitOfMeasureCurrencyCodeSource	N
→2660	AllocCommissionRate	N
→2661	AllocCommissionSharedIndicator	N
→2662	AllocCommissionAmountShared	N	If specified, AllocCommissionSharedIndicator(2661) must be set to Y.
→2663	AllocCommissionLegRefID	N	This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg.
→2664	AllocCommissionDesc	N
→2665	EncodedAllocCommissionDescLen	N	Must be set if EncodedAllocCommissionDesc(2666) is specified and must immediately precede it.
→2666	EncodedAllocCommissionDesc	N	Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field.

AllocRegulatoryTradeIDGrp

Tag	Name	Req’d	Description
1908	NoAllocRegulatoryTradeIDs	N
→1909	AllocRegulatoryTradeID	N	Required if NoAllocRegulatoryTradeIDs(1908) > 0.
→1910	AllocRegulatoryTradeIDSource	N
→1911	AllocRegulatoryTradeIDEvent	N
→1912	AllocRegulatoryTradeIDType	N
→2406	AllocRegulatoryLegRefID	N	This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg.
→2399	AllocRegulatoryTradeIDScope	N

ClrInstGrp

Tag	Name	Req’d	Description
576	NoClearingInstructions	N
→577	ClearingInstruction	N	Required if NoClearingInstructions > 0

CollateralAmountGrp

Tag	Name	Req’d	Description
1703	NoCollateralAmounts	N
→1704	CurrentCollateralAmount	N	Required if NoCollateralAmounts(1703) > 0.
→1705	CollateralCurrency	N	Can be used to specify the currency of CollateralAmount(1704) if Currency(15) is not specified or is not the same.
→2929	CollateralCurrencyCodeSource	N
→2632	CollateralAmountType	N
→2090	CollateralFXRate	N
→2091	CollateralFXRateCalc	N
→1706	CollateralType	N
→2092	CollateralAmountMarketSegmentID	N
→2093	CollateralAmountMarketID	N
→1902	HaircutIndicator	N
→2350	CollateralPortfolioID	N
→2690	CollateralPercentOverage	N
→2689	CollateralMarketPrice	N
→2840	CollateralReinvestmentRate	N	May be used to specify the average reinvestment rate when there are multiple instances of the CollateralReinvestmentGrp.
→Component	CollateralReinvestmentGrp	N
→2841	UnderlyingRefID	N	May be used to indicate that this entry applies to the underlying collateral instrument being referenced by the value in UnderlyingID(2874).

CollateralReinvestmentGrp

Tag	Name	Req’d	Description
2845	NoCollateralReinvestments	N
→2844	CollateralReinvestmentType	N	Required if NoCollateralReinvestments(2845) > 0.
→2842	CollateralReinvestmentAmount	N
→2843	CollateralReinvestmentCurrency	N
→2931	CollateralReinvestmentCurrencyCodeSource	N

DlvyInstGrp

Tag	Name	Req’d	Description
85	NoDlvyInst	N
→165	SettlInstSource	N
→787	DlvyInstType	N
→Component	SettlParties	N

ExecAllocGrp

Tag	Name	Req’d	Description
124	NoExecs	N
→32	LastQty	N	Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0
→17	ExecID	N
→527	SecondaryExecID	N
→31	LastPx	N	Price of individual execution. Required if NoExecs > 0. For FX, if specified, expressed in terms of Currency(15).
→669	LastParPx	N	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
→29	LastCapacity	N	Used to identify whether the trade was executed on an agency or principal basis.
→1003	TradeID	N
→1041	FirmTradeID	N
→880	TrdMatchID	N	Used to identify the match event resulting in the execution or trade.
→2749	ExecutionTimestamp	N
→2524	TradeReportingIndicator	N
→Component	TrdRegPublicationGrp	N
→Component	TradePriceConditionGrp	N

MarginAmount

Tag	Name	Req’d	Description
1643	NoMarginAmt	N
→1645	MarginAmt	N
→1644	MarginAmtType	N	Total margin requirement if not provided
→1646	MarginAmtCcy	N	Can be used to specify the base settlement currency if Currency(15) is not specified.
→2088	MarginAmtFXRate	N
→2089	MarginAmtFXRateCalc	N
→1714	MarginAmountMarketSegmentID	N
→1715	MarginAmountMarketID	N
→2851	MarginDirection	N

OrdAllocGrp

Tag	Name	Req’d	Description
73	NoOrders	N
→11	ClOrdID	N	Order identifier assigned by client if order(s) were electronically delivered over FIX (or otherwise assigned a ClOrdID) and executed. If order(s) were manually delivered (or otherwise not delivered over FIX) this field should contain string MANUAL. Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order. Required when NoOrders(73) > 0 and must be the first repeating field in the group.
→37	OrderID	N
→198	SecondaryOrderID	N	Can be used to provide order id used by exchange or executing system.
→526	SecondaryClOrdID	N
→66	ListID	N	Required for List Orders.
→Component	NestedParties2	N	Insert here the set of NestedParties2 fields defined in Common Components of Application Messages This is used to identify the executing broker for step in/give in trades
→38	OrderQty	N
→799	OrderAvgPx	N	Average price for this order. For FX, if specified, expressed in terms of Currency(15).
→800	OrderBookingQty	N	Quantity of this order that is being booked out by this message (will be equal to or less than this order’s OrderQty) Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field)
→40	OrdType	N

PositionAmountData

Tag	Name	Req’d	Description
753	NoPosAmt	N
→707	PosAmtType	N
→708	PosAmt	N
→2096	PosAmtStreamDesc	N	Used when the PosAmt(708) value corresponds to a specific stream in of a swap.
→1055	PositionCurrency	N
→2937	PositionCurrencyCodeSource	N
→2097	PositionFXRate	N
→2098	PositionFXRateCalc	N
→1585	PosAmtReason	N
→2099	PosAmtMarketSegmentID	N
→2100	PosAmtMarketID	N
→2876	PosAmtPrice	N
→2877	PosAmtPriceType	N

SettlDetails

Tag	Name	Req’d	Description
1158	NoSettlDetails	N
→1164	SettlObligSource	N	Indicates the Source of the Settlement Instructions
→169	StandInstDbType	N
→170	StandInstDbName	N
→171	StandInstDbID	N
→Component	SettlParties	N	Carries settlement account information

SettlInstructionsData

Tag	Name	Req’d	Description
172	SettlDeliveryType	N	Required if AllocSettlInstType = 1 or 2
169	StandInstDbType	N	Required if AllocSettlInstType = 3 (should not be populated otherwise)
170	StandInstDbName	N	Required if AllocSettlInstType = 3 (should not be populated otherwise)
171	StandInstDbID	N	Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise)
Component	DlvyInstGrp	N	Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise)

SettlParties

Tag	Name	Req’d	Description
781	NoSettlPartyIDs	N
→782	SettlPartyID	N	Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0.
→783	SettlPartyIDSource	N	Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0.
→784	SettlPartyRole	N	Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0.
→2389	SettlPartyRoleQualifier	N
→Component	SettlPtysSubGrp	N	Repeating group of SettlParty sub-identifiers.

SettlPtysSubGrp

Tag	Name	Req’d	Description
801	NoSettlPartySubIDs	N
→785	SettlPartySubID	N
→786	SettlPartySubIDType	N

TradeAllocAmtGrp

Tag	Name	Req’d	Description
1844	NoTradeAllocAmts	N
→1845	TradeAllocAmtType	N	Required if NoTradeAllocAmts(1844) > 0.
→1846	TradeAllocAmt	N	Required if NoTradeAllocAmts(1844) > 0.
→1847	TradeAllocCurrency	N
→2933	TradeAllocCurrencyCodeSource	N
→1850	TradeAllocAmtReason	N

TransactionAttributeGrp

Tag	Name	Req’d	Description
2871	NoTransactionAttributes	N
→2872	TransactionAttributeType	N	Required if NoTransactionAttributes(2871) > 0.
→2873	TransactionAttributeValue	N