Tag | Field Name | AbbrName | Req'd | Comments | ||
---|---|---|---|---|---|---|
StandardHeader | Hdr | Yes | MsgType = AR |
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571 | TradeReportID | RptID | Unique identifier for the Trade Capture Report |
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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 | Indicates action to take on trade |
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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 | ||||
RootParties | Pty | Insert here the set of "Root Parties" (firm identification) fields defined in "common components of application messages" Range of values on report: | ||||
150 | ExecType | ExecTyp | Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports |
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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) The SecondaryTradeReportID that is being referenced for some action, such as correction or cancelation |
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939 | TrdRptStatus | TrdRptStat | Status of Trade Report |
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751 | TradeReportRejectReason | RejRsn | Reason for Rejection of Trade Report |
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818 | SecondaryTradeReportID (Deprecated in FIX.5.0) | TrdRptID2 | (Deprecated from this message as of FIX.5.0) | |||
263 | SubscriptionRequestType | SubReqTyp | Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default |
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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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527 | SecondaryExecID | ExecID2 | ||||
39 | OrdStatus | OrdStat | ||||
378 | ExecRestatementReason | ExecRstmtRsn | ||||
570 | PreviouslyReported | PrevlyRpted | ||||
423 | PriceType | PxTyp | ||||
822 | UnderlyingTradingSessionID | UndSesID | ||||
823 | UnderlyingTradingSessionSubID | UndSesSub | ||||
716 | SettlSessID | SetSesID | Intraday(ITD), Regular Trading Hours(EOD), | |||
717 | SettlSessSubID | SetSesSub | ||||
854 | QtyType | QtyTyp | ||||
32 | LastQty | LastQty | ||||
31 | LastPx | LastPx | ||||
Instrument | Instrmt | Yes | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
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669 | LastParPx | LastParPx | ||||
1056 | CalculatedCcyLastQty | CalcCcyLastQty | ||||
1071 | LastSwapPoints | LastSwapPnts | ||||
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 | |||
194 | LastSpotRate | LastSpotRt | ||||
195 | LastForwardPoints | LastFwdPnts | ||||
30 | LastMkt | LastMkt | ||||
75 | TradeDate | TrdDt | ||||
715 | ClearingBusinessDate | BizDt | ||||
6 | AvgPx | AvgPx | ||||
819 | AvgPxIndicator | AvgPxInd | ||||
442 | MultiLegReportingType | MLegRptTyp | ||||
824 | TradeLegRefID | TrdLegRefID | ||||
60 | TransactTime | TxnTm | Time ACK was issued by matching system, trading system or counterparty |
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63 | SettlType | SettlTyp | ||||
UndInstrmtGrp | Undly | |||||
573 | MatchStatus | MtchStat | ||||
574 | MatchType | MtchTyp | ||||
797 | CopyMsgIndicator | CopyMsgInd | ||||
TrdRepIndicatorsGrp | TrdRepIndicatorsGrp | |||||
852 | PublishTrdIndicator (Deprecated in FIX.5.0) | PubTrdInd | (Deprecated from this message as of FIX.5.0) | |||
1390 | TradePublishIndicator | TrdPubInd | ||||
853 | ShortSaleReason | ShrtSaleRsn | ||||
TrdInstrmtLegGrp | TrdLeg | |||||
TrdRegTimestamps | TrdRegTS | |||||
725 | ResponseTransportType | RspTransportTyp | Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. |
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726 | ResponseDestination | RspDest | URI destination name. Used if ResponseTransportType is out-of-band. |
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58 | Text | Txt | May be used by the executing market to record any execution Details that are particular to that market |
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354 | EncodedTextLen | EncTxtLen | Must be set if EncodedText field is specified and must immediately precede it. |
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355 | EncodedText | EncTxt | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
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1015 | AsOfIndicator | AsOfInd | Indicates if the trade is an outtrade from a previous day | |||
635 | ClearingFeeIndicator | ClrFeeInd | ||||
PositionAmountData | Amt | Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" | ||||
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. | |||
TrdCapRptAckSideGrp | RptSide | |||||
1135 | RptSys | RptSys | ||||
381 | GrossTradeAmt | GrossTrdAmt | ||||
64 | SettlDate | SettlDt | ||||
1329 | FeeMultiplier | FeeMult | ||||
StandardTrailer | Trlr | Yes |