Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| 552 | NoSides | Number of sides | Y | FIX.4.4 | |
| 54 | Side | Y | FIX.4.4 | ||
| 37 | OrderID | OrderID should be conditionally required when Trade Capture Report is used for back office processing. | FIX.4.4 | ||
| 198 | SecondaryOrderID | Can be used to provide order id used by exchange or executing system. | FIX.4.4 | ||
| 11 | 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 |
FIX.4.4 | ||
| 19 | ExecRefID | FIX.4.4 | |||
| 526 | SecondaryClOrdID | 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 |
FIX.4.4 | ||
| 66 | ListID | FIX.4.4 | |||
| 1009 | SideQty | Used to indicate the quantity on one side of a multi-sided Trade Capture Report | FIX.4.4 | ||
| 1005 | SideTradeReportID | Used to indicate the report ID on one side of a multi-sided Trade Capture Report | FIX.4.4 | ||
| 1006 | SideFillStationCd | Used for order routing to indicate the Fill Station Code on one side of a multi-sided Trade Capture Report | FIX.4.4 | ||
| 1007 | SideReasonCd | Used to indicate the reason of a multi-sided Trade Capture Report | FIX.4.4 | ||
| 83 | RptSeq | Used for order routing to indicate the fill sequence on one side of a multi-sided Trade Capture Report | FIX.4.4 | ||
| 1008 | SideTrdSubTyp | Used to support multi-sided orders of different trade types | FIX.4.4 | ||
| 430 | NetGrossInd | Code to represent whether value is net (inclusive of tax) or gross. | FIX.5.0 | ||
| 1154 | SideCurrency | Used to Identify the Currency of the Trade Report Side. | FIX.5.0 | ||
| 1155 | SideSettlCurrency | Used to Identify the Settlement Currency of the Trade Report Side. | FIX.5.0 | ||
| BlockRepeating | Parties | Insert here the set of “Parties” (firm identification) fields defined in “Common Components of Application Messages” Range of values on report: |
FIX.4.4 | ||
| 1 | Account | Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary | FIX.4.4 | ||
| 660 | AcctIDSource | FIX.4.4 | |||
| 581 | AccountType | Specifies type of account | FIX.4.4 | ||
| 81 | ProcessCode | Used to specify Step-out trades | FIX.4.4 | ||
| 1093 | LotType | FIX.4.4 | |||
| 575 | OddLot | FIX.4.4 | Y | ||
| ImplicitBlockRepeating | ClrInstGrp | FIX.4.4 | |||
| 578 | TradeInputSource | FIX.4.4 | |||
| 579 | TradeInputDevice | FIX.4.4 | |||
| 821 | OrderInputDevice | FIX.4.4 | |||
| 376 | ComplianceID | FIX.4.4 | |||
| 377 | SolicitedFlag | FIX.4.4 | |||
| 528 | OrderCapacity | The capacity of the participant for this trade ( principal or agent for example). | FIX.4.4 | ||
| 529 | OrderRestrictions | Restrictions associated with the participant and their capacity for this trade. | FIX.4.4 | ||
| 582 | CustOrderCapacity | The customer capacity for this trade | FIX.4.4 | ||
| 40 | OrdType | Order type from the order associated with the trade | FIX.4.4 | ||
| 18 | ExecInst | Execution Instruction from the order associated with the trade | FIX.4.4 | ||
| 483 | TransBkdTime | 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. | FIX.4.4 | ||
| 336 | TradingSessionID | FIX.4.4 | |||
| 625 | TradingSessionSubID | FIX.4.4 | |||
| 943 | TimeBracket | FIX.4.4 | |||
| Block | CommissionData | 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 (15) field. |
FIX.4.4 | ||
| 157 | NumDaysInterest | FIX.4.4 | |||
| 230 | ExDate | FIX.4.4 | |||
| 158 | AccruedInterestRate | FIX.4.4 | |||
| 159 | AccruedInterestAmt | FIX.4.4 | |||
| 738 | InterestAtMaturity | FIX.4.4 | |||
| 920 | EndAccruedInterestAmt | For repurchase agreements the accrued interest on termination. | FIX.4.4 | ||
| 921 | StartCash | For repurchase agreements the start (dirty) cash consideration | FIX.4.4 | ||
| 922 | EndCash | For repurchase agreements the end (dirty) cash consideration | FIX.4.4 | ||
| 238 | Concession | FIX.4.4 | |||
| 237 | TotalTakedown | FIX.4.4 | |||
| 118 | NetMoney | 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 (15) field. | FIX.4.4 | ||
| 119 | SettlCurrAmt | Used to report results of forex accommodation trade | FIX.4.4 | ||
| 155 | SettlCurrFxRate | Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency | FIX.4.4 | ||
| 156 | SettlCurrFxRateCalc | Specifies whether the SettlCurrFxRate should be multiplied or divided | FIX.4.4 | ||
| 77 | PositionEffect | For use in derivatives omnibus accounting | FIX.4.4 | ||
| 58 | Text | May be used by the executing market to record any execution Details that are particular to that market | FIX.4.4 | ||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.4.4 | ||
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.4 | ||
| 752 | SideMultiLegReportingType | 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. |
FIX.4.4 | ||
| ImplicitBlockRepeating | ContAmtGrp | FIX.4.4 | |||
| BlockRepeating | Stipulations | FIX.4.4 | |||
| ImplicitBlockRepeating | MiscFeesGrp | FIX.4.4 | |||
| 825 | ExchangeRule | Used to report any exchange rules that apply to this trade. | FIX.4.4 | ||
| 826 | TradeAllocIndicator | Identifies if the trade is to be allocated | FIX.4.4 | ||
| 591 | PreallocMethod | FIX.4.4 | |||
| 70 | AllocID | Used to assign an ID to the block of preallocations | FIX.4.4 | ||
| ImplicitBlockRepeating | TrdAllocGrp | FIX.4.4 | |||
| BlockRepeating | SideTrdRegTS | Used to indicate the regulatory time stamp on one side of a multi-sided Trade Capture Report. | FIX.4.4 | ||
| ImplicitBlockRepeating | SettlDetails | Conveys settlement account details reported as part of obligation | FIX.5.0 | ||
| 1072 | SideGrossTradeAmt | FIX.4.4 | |||
| 1057 | AggressorIndicator | FIX.4.4 | |||
| 1139 | ExchangeSpecialInstructions | FIX.4.4 |