TradeCaptureReport Message

<TrdCaptRpt/>

Tag Field Name AbbrName Req'd Comments
StandardHeader Hdr Yes MsgType = AE
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.
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.
568 TradeRequestID ReqID Request ID if the Trade Capture Report is in response to a Trade Capture Report Request
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
748 TotNumTradeReports TotNumTrdRpts Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request
912 LastRptRequested LastRptReqed Indicates if this is the last report in the response to a Trade Capture Report Request
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.
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
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.
880 TrdMatchID MtchID
17 ExecID ExecID Exchanged assigned Execution ID (Trade Identifier)
39 OrdStatus OrdStat Status of order as of this trade report
527 SecondaryExecID ExecID2
378 ExecRestatementReason ExecRstmtRsn Reason for restatement
570 PreviouslyReported PrevlyRpted Indicates if the trade capture report was previously reported to the counterparty
423 PriceType PxTyp Can be used to indicate cabinet trade pricing
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"
FinancingDetails FinDetls Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
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.
854 QtyType QtyTyp
YieldData Yield Insert here the set of "YieldData" fields defined in "Common Components of Application Messages"
UndInstrmtGrp Undly
822 UnderlyingTradingSessionID UndSesID
823 UnderlyingTradingSessionSubID UndSesSub
32 LastQty LastQty Yes Trade Quantity.
31 LastPx LastPx Yes Trade Price.
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.
194 LastSpotRate LastSpotRt Applicable for F/X orders
195 LastForwardPoints LastFwdPnts Applicable for F/X orders
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
SpreadOrBenchmarkCurveData SprdBnchmkCurve Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
819 AvgPxIndicator AvgPxInd Average Pricing indicator
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.
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)
TrdInstrmtLegGrp TrdLeg Number of legs
Identifies a Multi-leg Execution if present and non-zero.
60 TransactTime TxnTm Time the transaction represented by this Trade Capture Report occurred
TrdRegTimestamps TrdRegTS
63 SettlType SettlTyp
64 SettlDate SettlDt Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
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
1188 Volatility Vol
1380 DividendYield DividendYield
1190 RiskFreeRate RFR
1382 CurrencyRatio CurrencyRatio
797 CopyMsgIndicator CopyMsgInd Indicates drop copy.
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