| Tag | Name | Type | Description | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType |
|---|---|---|---|---|---|---|---|---|---|---|
| 751 | Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values. | |||||||||
| 854 | Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit). |
| Tag | Name | Type | Description | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType |
|---|---|---|---|---|---|---|---|---|---|---|
| 1506 | SideTradeID | String | Used to represent the trade ID for each side of the trade assigned by an intermediary. | TrdID | 0 | |||||
| 1507 | SideOrigTradeID | String | Used to capture the original trade id for each side of a trade undergoing novation to a standardized model. | OrigTrdID | 0 | |||||
| 1522 | DifferentialPrice | Price | Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that MultiLegReportingType (tag 442) will be set to 2 (Individual leg of a multi-leg security) in this case. | DiffPx | 0 | |||||
| 1523 | TrdAckStatus | int | Used to indicate the status of the trade submission (not the trade report) | TrdAckStat | 0 | |||||
| 1524 | PriceQuoteCurrency | Currency | Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. | PxQteCcy | 0 | |||||
| 1526 | UnderlyingPriceQuoteCurrency | Currency | Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. | PxQteCcy | 0 | |||||
| 1528 | LegPriceQuoteCurrency | Currency | Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. | PxQteCcy | 0 | |||||
| 1576 | DerivativePriceQuoteCurrency | Currency | Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. | PxQteCcy | 0 | |||||
| 1582 | NoSecurityClassifications | NumInGroup | Number of Security Classifications. | 1 | ||||||
| 1583 | SecurityClassificationReason | int | Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates. | Rsn | 0 | Reserved100Plus | ||||
| 1584 | SecurityClassificationValue | String | Specifies the product classification value which further details the manner in which the instrument participates in the class. | Val | 0 | |||||
| 1585 | PosAmtReason | int | Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. | Rsn | 0 | Reserved1000Plus | ||||
| 1586 | NoLegPosAmt | NumInGroup | Number of TrdInstrmtLegPosAmt values. | 1 | ||||||
| 1587 | LegPosAmt | Amt | Leg position amount. | Amt | 0 | |||||
| 1588 | LegPosAmtType | String | Type of leg position amount. | Typ | 0 | 707 | ||||
| 1589 | LegPosCurrency | Currency | Leg position currency. | Ccy | 0 | |||||
| 1590 | LegPosAmtReason | int | Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. | Rsn | 0 | 1585 | Reserved1000Plus | |||
| 1591 | LegQtyType | int | Type of quantity specified in LegQty field. LegContractMultiplier (614) is required when LegQtyType = 1 (Contracts). LegUnitOfMeasure (tag 999) and LegTimeUnit (tag 1001) are required when LegQtyType = 2 (Units of Measure per Time Unit). LegQtyType can be different for each leg. | QtyTyp | 0 | 854 | ||||
| 1592 | DiscountFactor | float | Used to calculate the present value of an amount to be paid in the future. | DiscFctr | 0 | |||||
| 1593 | ParentAllocID | String | Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn’t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations. | ParentAllocID | 0 | |||||
| 1594 | LegSecurityGroup | String | Represents the product group of a leg.This is useful in conveying multi-leg instruments where the legs may participate in separate security groups. | SecGrp | 0 |
| Tag | Value | SymbolicName | Group | Sort | Description | Definition |
|---|---|---|---|---|---|---|
| 939 | 3 | 4 | ||||
| 854 | 1 | Contracts | ||||
| 854 | 2 | Unit of Measure per Time Unit |
| Tag | Value | SymbolicName | Group | Sort | Description | Definition |
|---|---|---|---|---|---|---|
| 939 | 2 | Cancelled | 3 | Cancelled | ||
| 939 | 4 | PendingNew | 5 | Pending New | ||
| 939 | 5 | PendingCancel | 6 | Pending Cancel | ||
| 939 | 6 | PendingReplace | 7 | Pending Replace | ||
| 996 | CBM | CubicMeters | Fixed Magnitude UOM | 14 | Cubic Meters | |
| 996 | CER | CertifiedEmissionsReduction | Variable Quantity UOM | 15 | Certified Emissions Reduction | |
| 996 | PRINC | PrincipalWithRelationToDebtInstrument | Variable Quantity UOM | 16 | Principal with relation to debt instrument | |
| 1523 | 0 | Accepted | 1 | Accepted | ||
| 1523 | 1 | Rejected | 2 | Rejected | ||
| 1523 | 2 | Received | 3 | Received | ||
| 1583 | 0 | Fee | 1 | Fee | ||
| 1583 | 1 | CreditControls | 2 | Credit Controls | ||
| 1583 | 2 | Margin | 3 | Margin | ||
| 1583 | 3 | EntitlementOrEligibility | 4 | Entitlement / Eligibility | ||
| 1583 | 4 | MarketData | 5 | Market Data | ||
| 1583 | 5 | AccountSelection | 6 | Account Selection | ||
| 1583 | 6 | DeliveryProcess | 7 | Delivery Process | ||
| 1583 | 7 | Sector | 8 | Sector | ||
| 1585 | 0 | OptionsSettlement | 1 | Options settlement | ||
| 1585 | 1 | PendingErosionAdjustment | 2 | Pending erosion adjustment | ||
| 1585 | 2 | FinalErosionAdjustment | 3 | Final erosion adjustment | ||
| 1585 | 3 | TearUpCouponAmount | 4 | Tear-up coupon amount | ||
| 1585 | 4 | PriceAlignmentInterest | 5 | Price Alignment Interest | ||
| 1585 | 5 | DeliveryInvoiceCharges | 6 | Delivery invoice charges | ||
| 1585 | 6 | DeliveryStorageCharges | 7 | Delivery storage charges | ||
| 1002 | 4 | BrokerAssigned | 4 | Broker assigned | ||
| 829 | 41 | TradeAtSettlement | 41 | Trade at Settlement | ||
| 829 | 43 | TradeAtMaker | 43 | Trade at Marker | ||
| 871 | 33 | TradeAtSettlementEligibility | 34 | Trade at Settlement (TAS) Eligibility |
| ComponentID | ComponentType | CategoryID | Name | AbbrName | NotReqXML | Volume | Description |
|---|---|---|---|---|---|---|---|
| 2187 | BlockRepeating | TradeCapture | LegPositionAmountData | Amt | 0 | ||
| 2188 | BlockRepeating | Common | SecurityClassificationGrp | SecClsfnGrp | 0 |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 64 | 32 | 0 | Conditionally required except when reporting trades to parties who will derive trade level quantity from the leg level information for multi-legged trades | ||
| 64 | 31 | 0 | Conditionally required except when reporting trades to parties who will derive trade level price from the leg level information for multi-legged trades | ||
| 63 | 150 | To request all trades of a specific execution type |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 64 | 1522 | 0 | 36.01 | 0 | Used to specify the differential price when reporting the individual leg of a spread trade. |
| 64 | 751 | 0 | 144.5 | 0 | Indicates the reason that a trade report was rejected. |
| 77 | 1523 | 0 | 12.1 | 0 | |
| 63 | 527 | 0 | 6.1 | 0 | To request all trades based on secondary execution identifier |
| 37 | 560 | 0 | 4.01 | 0 | Allow result of query request to be returned to requester |
| 37 | SecurityClassificationGrp | 0 | 8 | 0 | Used to specify forms of product classifications |
| 2061 | 1506 | 1 | 7.21 | 0 | |
| 2061 | 1507 | 1 | 7.22 | 0 | |
| 2063 | LegPositionAmountData | 1 | 2.1 | 0 | |
| 2063 | 686 | 1 | 13.01 | 0 | Indicates the price type provided with each leg of a multi-leg trade |
| 2063 | 1591 | 1 | 13.406 | 0 | Leg quantity type to be specified at the leg level. Can be different for each leg. |
| 1014 | 1585 | 1 | 4 | 0 | |
| 2187 | 1586 | 0 | 1 | 0 | Number of Position Amount entries |
| 2187 | 1587 | 1 | 2 | 0 | Conditionally required if NoLegPosAmt > 0. |
| 2187 | 1588 | 1 | 3 | 0 | |
| 2187 | 1589 | 1 | 4 | 0 | |
| 2187 | 1590 | 1 | 5 | 0 | |
| 2003 | 1593 | 1 | 7.1 | 0 | |
| 2060 | 1593 | 1 | 5.1 | 0 | |
| 2094 | 1506 | 1 | 7.11 | 0 | |
| 2094 | 1507 | 1 | 7.12 | 0 | |
| 1003 | 1524 | 0 | 29.2162 | 0 | |
| 2140 | 1576 | 0 | 4.331 | 0 | |
| 1021 | 1526 | 0 | 30.4 | 0 | |
| 1005 | 1594 | 0 | 8.1 | 0 | |
| 1005 | 1528 | 0 | 29.4 | 0 | |
| 2188 | 1582 | 0 | 1 | 0 | |
| 2188 | 1583 | 1 | 2 | 0 | Conditionally required if NoSecurityClassifications > 0. |
| 2188 | 1584 | 1 | 3 | 0 | |
| 2031 | 1592 | 1 | 34.53 | 0 | |
| 2032 | 1592 | 1 | 46.43 | 0 | |
| 2055 | SecurityClassificationGrp | 1 | 3.1 | 0 | Used to specify forms of product classifications |
| 2133 | SecurityClassificationGrp | 0 | 1.4 | 0 | Used to specify forms of product classifications |
| 37 | 779 | 0 | 15.5 | 0 | Represents the time at which a security was last updated |
| 60 | 779 | 0 | 5.11 | 0 | Represents the time at which a security was last updated |
| 95 | 779 | 0 | 2.7 | 0 | Represents the time at which a security was last updated |
| 103 | 779 | 0 | 9.01 | 0 | Represents the time at which a security was last updated |