Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, 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 | ||
| 1427 | SideExecID | Execution Identifier assigned by Market – used when each side of a trade is assigned its own unique ExecID | FIX.5.0SP1 (77) | ||
| 1428 | OrderDelay | FIX.5.0SP1 (77) | |||
| 1429 | OrderDelayUnit | FIX.5.0SP1 (77) | |||
| 1009 | SideLastQty | 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 | ||
| 575 | OddLot | FIX.4.4 | Y | ||
| ImplicitBlockRepeating | ClrInstGrp | FIX.4.4 | |||
| 578 | TradeInputSource | FIX.4.4 | |||
| 579 | TradeInputDevice | FIX.4.4 | |||
| 376 | ComplianceID | FIX.4.4 | |||
| 377 | SolicitedFlag | FIX.4.4 | |||
| 582 | CustOrderCapacity | The customer capacity for this trade | FIX.4.4 | ||
| 336 | TradingSessionID | Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionID then applies to all sides of the trade | FIX.4.4 | ||
| 625 | TradingSessionSubID | Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID then applies to all sides of the trade | 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 | |||
| 1115 | OrderCategory | FIX.5.0SP1 (77) | |||
| 1444 | SideLiquidityInd | FIX.5.0SP1 (81) | |||
| ImplicitBlock | TradeReportOrderDetail | Order details for the order associated with this side of the trade | FIX.5.0SP1 (77) |