Tag | Field Name | AbbrName | Req'd | Comments | ||
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StandardHeader | Hdr | Yes | MsgType = AE |
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ApplicationSequenceControl | ApplSeqCtrl | |||||
571 | TradeReportID | RptID | TradeReportID is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID. The alternative to a message-chain model is an entity-based model in which TradeID is used to identify a trade. In this case, TradeID is required and TradeReportID can be optionally specified. | |||
1003 | TradeID | TrdID | ||||
1040 | SecondaryTradeID | TrdID2 | ||||
1041 | FirmTradeID | FirmTrdID | ||||
1042 | SecondaryFirmTradeID | FirmTrdID2 | ||||
487 | TradeReportTransType | TransTyp | Identifies Trade Report message transaction type. |
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856 | TradeReportType | RptTyp | ||||
939 | TrdRptStatus | TrdRptStat | Status of Trade Report In 3 party listed derivatives model used to convey status of a trade to a counterparty. Used specifically in a "claim" model. |
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568 | TradeRequestID | ReqID | Request ID if the Trade Capture Report is in response to a Trade Capture Report Request |
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828 | TrdType | TrdTyp | ||||
829 | TrdSubType | TrdSubTyp | ||||
855 | SecondaryTrdType | TrdTyp2 | ||||
1123 | TradeHandlingInstr | TrdHandlInst | ||||
1124 | OrigTradeHandlingInstr | OrigTrdHandlInst | ||||
1125 | OrigTradeDate | OrigTrdDt | Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer | |||
1126 | OrigTradeID | OrigTrdID | Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer | |||
1127 | OrigSecondaryTradeID | OrignTrdID2 | Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer | |||
830 | TransferReason | TrnsfrRsn | ||||
150 | ExecType | ExecTyp | Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports |
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748 | TotNumTradeReports | TotNumTrdRpts | Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request |
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912 | LastRptRequested | LastRptReqed | Indicates if this is the last report in the response to a Trade Capture Report Request |
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325 | UnsolicitedIndicator | Unsol | 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. |
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263 | SubscriptionRequestType | SubReqTyp | Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default | |||
572 | TradeReportRefID | RptRefID | The TradeReportID that is being referenced for some action, such as correction or cancelation |
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881 | SecondaryTradeReportRefID (Deprecated in FIX.5.0) | TrdRptRefID2 | (Deprecated from this message as of FIX.5.0) | |||
818 | SecondaryTradeReportID (Deprecated in FIX.5.0) | TrdRptID2 | (Deprecated from this message as of FIX.5.0) | |||
820 | TradeLinkID | LinkID | Used to associate a group of trades together. Useful for average price calculations. |
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880 | TrdMatchID | MtchID | ||||
17 | ExecID | ExecID | Exchanged assigned Execution ID (Trade Identifier) |
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39 | OrdStatus | OrdStat | Status of order as of this trade report |
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527 | SecondaryExecID | ExecID2 | ||||
378 | ExecRestatementReason | ExecRstmtRsn | Reason for restatement |
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570 | PreviouslyReported | PrevlyRpted | Indicates if the trade capture report was previously reported to the counterparty |
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423 | PriceType | PxTyp | Can be used to indicate cabinet trade pricing |
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RootParties | Pty | Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. | ||||
1015 | AsOfIndicator | AsOfInd | Indicates if the trade is an outtrade from a previous day. | |||
716 | SettlSessID | SetSesID | Intraday(ITD), Regular Trading Hours(EOD), | |||
717 | SettlSessSubID | SetSesSub | ||||
Instrument | Instrmt | Yes | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
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FinancingDetails | FinDetls | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" |
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OrderQtyData | OrdQty | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty field is required unless rejecting or an order ack for a CashOrderQty or PercentOrder. |
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854 | QtyType | QtyTyp | ||||
YieldData | Yield | Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" |
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UndInstrmtGrp | Undly | |||||
822 | UnderlyingTradingSessionID | UndSesID | ||||
823 | UnderlyingTradingSessionSubID | UndSesSub | ||||
32 | LastQty | LastQty | Yes | Trade Quantity. |
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31 | LastPx | LastPx | Yes | Trade Price. |
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1056 | CalculatedCcyLastQty | CalcCcyLastQty | ||||
15 | Currency | Ccy | Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout | |||
120 | SettlCurrency | SettlCcy | Contra currency of the deal. Used to qualify CalculatedCcyLastQty | |||
669 | LastParPx | LastParPx | Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. |
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194 | LastSpotRate | LastSpotRt | Applicable for F/X orders |
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195 | LastForwardPoints | LastFwdPnts | Applicable for F/X orders |
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1071 | LastSwapPoints | LastSwapPnts | ||||
30 | LastMkt | LastMkt | ||||
75 | TradeDate | TrdDt | Used when reporting other than current day trades. | |||
715 | ClearingBusinessDate | BizDt | ||||
6 | AvgPx | AvgPx | Average Price - if present then the LastPx will contain the original price on the execution |
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SpreadOrBenchmarkCurveData | SprdBnchmkCurve | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" |
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819 | AvgPxIndicator | AvgPxInd | Average Pricing indicator |
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PositionAmountData | Amt | Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" | ||||
442 | MultiLegReportingType | MLegRptTyp | Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties. |
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824 | TradeLegRefID | TrdLegRefID | Reference to the leg of a multileg instrument to which this trade refers Used when MultiLegReportingType = 2 (Single Leg of a Multileg security) |
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TrdInstrmtLegGrp | TrdLeg | Number of legs Identifies a Multi-leg Execution if present and non-zero. |
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60 | TransactTime | TxnTm | Time the transaction represented by this Trade Capture Report occurred |
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TrdRegTimestamps | TrdRegTS | |||||
63 | SettlType | SettlTyp | ||||
64 | SettlDate | SettlDt | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. |
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987 | UnderlyingSettlementDate | StlDt | The settlement date for the underlying instrument of a derivatives security. | |||
573 | MatchStatus | MtchStat | ||||
574 | MatchType | MtchTyp | ||||
1115 | OrderCategory | OrdCat | ||||
TrdCapRptSideGrp | RptSide | Yes | Number of sides |
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1188 | Volatility | Vol | ||||
1380 | DividendYield | DividendYield | ||||
1190 | RiskFreeRate | RFR | ||||
1382 | CurrencyRatio | CurrencyRatio | ||||
797 | CopyMsgIndicator | CopyMsgInd | Indicates drop copy. |
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TrdRepIndicatorsGrp | TrdRepIndicatorsGrp | Number of trade reporting indicators following | ||||
852 | PublishTrdIndicator (Deprecated in FIX.5.0) | PubTrdInd | (Deprecated from this message as of FIX.5.0) | |||
1390 | TradePublishIndicator | TrdPubInd | ||||
853 | ShortSaleReason | ShrtSaleRsn | ||||
994 | TierCode | TierCD | Indicates the algorithm (tier) used to match a trade | |||
1011 | MessageEventSource | MsgEvtSrc | Used to identify the event or source which gave rise to a message | |||
779 | LastUpdateTime | LastUpdateTm | Used to indicate reports after a specific time | |||
991 | RndPx | RndPx | Specifies the rounded price to quoted precision. | |||
1132 | TZTransactTime | TZTransactTime | ||||
1134 | ReportedPxDiff | ReportedPxDiff | The reason(s) for the price difference should be stated by using field (Tag 828 ) TrdType and, if required, field (Tag 829) TrdSubType as well | |||
381 | GrossTradeAmt | GrossTrdAmt | ||||
1328 | RejectText | RejTxt | ||||
1329 | FeeMultiplier | FeeMult | ||||
StandardTrailer | Trlr | Yes |