TrdCapRptSideGrp Component

<RptSide>

Tag Field Name AbbrName Req'd Comments
552 NoSides NoSides Yes Number of sides
> 54 Side Side Yes
> 37 OrderID OrdID OrderID should be conditionally required when Trade Capture Report is used for back office processing.
> 198 SecondaryOrderID OrdID2 Can be used to provide order id used by exchange or executing system.
> 11 ClOrdID ClOrdID Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. In the case of quotes can be mapped to:
- QuoteMsgID(1166) of a single Quote
- QuoteID(117) of a Mass Quote
> 19 ExecRefID ExecRefID
> 526 SecondaryClOrdID ClOrdID2 Can be used to provide secondary client order identifiers associated with this trade. In the case of quotes can be mapped to:
- QuoteID(117) of a single Quote
- QuoteEntryID(299) of a Mass Quote
> 66 ListID ListID
> 1009 SideQty SideQty Used to indicate the quantity on one side of a multi-sided Trade Capture Report
> 1005 SideTradeReportID RptID Used to indicate the report ID on one side of a multi-sided Trade Capture Report
> 1006 SideFillStationCd FillStationCd Used for order routing to indicate the Fill Station Code on one side of a multi-sided Trade Capture Report
> 1007 SideReasonCd RsnCD Used to indicate the reason of a multi-sided Trade Capture Report
> 83 RptSeq RptSeq Used for order routing to indicate the fill sequence on one side of a multi-sided Trade Capture Report
> 1008 SideTrdSubTyp TrdSubTyp Used to support multi-sided orders of different trade types
> 430 NetGrossInd NetGrossInd Code to represent whether value is net (inclusive of tax) or gross.
> 1154 SideCurrency Ccy Used to Identify the Currency of the Trade Report Side.
> 1155 SideSettlCurrency SettlCcy Used to Identify the Settlement Currency of the Trade Report Side.
> Parties Pty Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Range of values on report:
> 1 Account Acct Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
> 660 AcctIDSource AcctIDSrc
> 581 AccountType AcctTyp Specifies type of account
> 81 ProcessCode ProcCode Used to specify Step-out trades
> 1093 LotType LotTyp
> 575 OddLot (Deprecated in FIX.5.0) OddLot (Deprecated from this message as of FIX.5.0)
> ClrInstGrp ClrInst
> 578 TradeInputSource InptSrc
> 579 TradeInputDevice InptDev
> 821 OrderInputDevice OrdInptDev
> 376 ComplianceID ComplianceID
> 377 SolicitedFlag SolFlag
> 528 OrderCapacity Cpcty The capacity of the participant for this trade ( principal or agent for example).
> 529 OrderRestrictions Rstctions Restrictions associated with the participant and their capacity for this trade.
> 582 CustOrderCapacity CustCpcty The customer capacity for this trade
> 40 OrdType OrdTyp Order type from the order associated with the trade
> 18 ExecInst ExecInst Execution Instruction from the order associated with the trade
> 483 TransBkdTime TransBkdTm A date and time stamp to indicate when this order was booked. For Equities, this is the time at which an order was received by an Exchange or Marketplace. For CIV, this is the time that a Fund Manager booked an order for execution at the next valuation point.
> 336 TradingSessionID SesID
> 625 TradingSessionSubID SesSub
> 943 TimeBracket TmBkt
> CommissionData Comm Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field.
> 157 NumDaysInterest NumDaysInt
> 230 ExDate ExDt
> 158 AccruedInterestRate AcrdIntRt
> 159 AccruedInterestAmt AcrdIntAmt
> 738 InterestAtMaturity IntAtMat
> 920 EndAccruedInterestAmt EndAcrdIntAmt For repurchase agreements the accrued interest on termination.
> 921 StartCash StartCsh For repurchase agreements the start (dirty) cash consideration
> 922 EndCash EndCsh For repurchase agreements the end (dirty) cash consideration
> 238 Concession Concession
> 237 TotalTakedown TotTakedown
> 118 NetMoney NetMny Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field.
> 119 SettlCurrAmt SettlCurrAmt Used to report results of forex accommodation trade
> 155 SettlCurrFxRate SettlCurrFxRt Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
> 156 SettlCurrFxRateCalc SettlCurrFxRtCalc Specifies whether the SettlCurrFxRate should be multiplied or divided
> 77 PositionEffect PosEfct For use in derivatives omnibus accounting
> 58 Text Txt May be used by the executing market to record any execution Details that are particular to that market
> 354 EncodedTextLen EncTxtLen Must be set if EncodedText field is specified and must immediately precede it.
> 355 EncodedText EncTxt Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
> 752 SideMultiLegReportingType MLegRptTyp Default is a single security if not specified.
Provided to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument.
> ContAmtGrp ContAmt
> Stipulations Stip
> MiscFeesGrp MiscFees
> 825 ExchangeRule ExchRule Used to report any exchange rules that apply to this trade.
> 826 TradeAllocIndicator AllocInd Identifies if the trade is to be allocated
> 591 PreallocMethod PreallocMeth
> 70 AllocID AllocID Used to assign an ID to the block of preallocations
> TrdAllocGrp Alloc
> SideTrdRegTS TrdRegTS Used to indicate the regulatory time stamp on one side of a multi-sided Trade Capture Report.
> SettlDetails SettlDetails Conveys settlement account details reported as part of obligation
> 1072 SideGrossTradeAmt SideGrossTradeAmt
> 1057 AggressorIndicator AgrsrInd
> 1139 ExchangeSpecialInstructions ExchSpeclInstr
Used in the following messages and components
TradeCaptureReport