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

Used in messages