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) |