The Trade Capture Report message can be:
• Used to report trades between counterparties.
• Can be sent unsolicited between counterparties.
• Sent as a reply to a Trade Capture Report Request.
• Can be used to report unmatched and matched trades.

Added in protocol FIX.4.3

See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = AE Y FIX.4.3
571 TradeReportID Unique identifier for the Trade Capture Report Y FIX.4.3
487 TradeReportTransType Identifies Trade Report message transaction type. FIX.4.3
568 TradeRequestID Request ID if the Trade Capture Report is in response to a Trade Capture Report Request FIX.4.3
150 ExecType Type of Execution being reported:
Uses subset of ExecType for Trade Capture Reports
Y FIX.4.3
572 TradeReportRefID The TradeReportID that is being referenced for some action, such as correction or cancellation FIX.4.3
17 ExecID Exchanged assigned Execution ID (Trade Identifier) FIX.4.3
527 SecondaryExecID FIX.4.3
378 ExecRestatementReason Reason for restatement FIX.4.3
570 PreviouslyReported Indicates if the trade capture report was previously reported to the counterparty Y FIX.4.3
Block Instrument Insert here the set of “Instrument” (symbology) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES” Y FIX.4.3
Block OrderQtyData Insert here the set of “OrderQtyData” fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES”
Note: OrderQty (38) field is required unless rejecting or an order ack for a CashOrderQty or PercentOrder.
FIX.4.3
32 LastShares Quantity (e.g. shares) bought/sold on this (last) fill. Not required ExecType = Order Status When required, should be “0” for non-fills (“fill” defined as ExecType=Trade) unless noted below.
If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for.
Y FIX.4.3
31 LastPx Price of this (last) fill. Not required for ExecType = Order Status Should represent the “all-in” (LastSpotRate + LastForwardPoints) rate for F/X orders. ). When required, should be “0” for non-fills (“fill” defined as ExecType=Trade New) unless noted below.
If ExecType=Stopped, represents the price stopped/guaranteed/protected at.
Y FIX.4.3
194 LastSpotRate Applicable for F/X orders FIX.4.3
195 LastForwardPoints Applicable for F/X orders FIX.4.3
30 LastMkt FIX.4.3
75 TradeDate Used when reporting other than current day trades. Y FIX.4.3
60 TransactTime Time the transaction represented by this ExecutionReport occurred Y FIX.4.3
63 SettlmntTyp FIX.4.3
64 FutSettDate Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. FIX.4.3
573 MatchStatus FIX.4.3
574 MatchType FIX.4.3
552 NoSides Number of sides Y FIX.4.3
54 Side Y FIX.4.3
37 OrderID OrderID is required to be unique for each chain of orders. Y FIX.4.3
198 SecondaryOrderID Can be used to provide order id used by exchange or executing system. FIX.4.3
11 ClOrdID Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders). FIX.4.3
BlockRepeating Parties Insert here the set of “Parties” (firm identification) fields defined in “COMMON COMPONENTS OF APPLICATION MESSAGES”
Range of values on report:
FIX.4.3
1 Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary FIX.4.3
581 AccountType Specifies type of account FIX.4.3
81 ProcessCode Used to specify Step-out trades FIX.4.3
575 OddLot FIX.4.3
576 NoClearingInstructions FIX.4.3
577 ClearingInstruction FIX.4.3
635 ClearingFeeIndicator FIX.4.3
578 TradeInputSource FIX.4.3
579 TradeInputDevice FIX.4.3
15 Currency FIX.4.3
376 ComplianceID FIX.4.3
377 SolicitedFlag FIX.4.3
528 OrderCapacity FIX.4.3
529 OrderRestrictions FIX.4.3
582 CustOrderCapacity FIX.4.3
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.4.3
336 TradingSessionID FIX.4.3
625 TradingSessionSubID FIX.4.3
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.4.3
381 GrossTradeAmt FIX.4.3
157 NumDaysInterest FIX.4.3
230 ExDate FIX.4.3
158 AccruedInterestRate FIX.4.3
159 AccruedInterestAmt FIX.4.3
238 Concession FIX.4.3
237 TotalTakedown FIX.4.3
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.4.3
119 SettlCurrAmt Used to report results of forex accommodation trade FIX.4.3
120 SettlCurrency Used to report results of forex accommodation trade FIX.4.3
155 SettlCurrFxRate Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency FIX.4.3
156 SettlCurrFxRateCalc Specifies whether the SettlCurrFxRate should be multiplied or divided FIX.4.3
77 OpenClose For use in derivatives omnibus accounting FIX.4.3
58 Text May be used by the executing market to record any execution Details that are particular to that market FIX.4.3
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.4.3
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.3
442 MultiLegReportingType Default is a single security if not specified. FIX.4.3
518 NoContAmts Number of contract details in this message
** Nested Repeating Group follows **
FIX.4.3
519 ContAmtType Must be first field in the repeating group. FIX.4.3
520 ContAmtValue FIX.4.3
521 ContAmtCurr FIX.4.3
136 NoMiscFees Required if any miscellaneous fees are reported. Indicates number of repeating entries
** Nested Repeating Group follows **
FIX.4.3
137 MiscFeeAmt Required if NoMiscFees > 0 FIX.4.3
138 MiscFeeCurr Required if NoMiscFees > 0 FIX.4.3
139 MiscFeeType Required if NoMiscFees > 0 FIX.4.3
Block StandardTrailer Y FIX.4.3