| Block |
StandardHeader |
MsgType = AE |
Y |
FIX.4.3 |
|
| Block |
ApplicationSequenceControl |
|
|
FIX.5.0 |
|
| 571 |
TradeReportID |
TradeReportID (571) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID (572). The alternative to a message-chain model is an entity-based model in which TradeID (1003) is used to identify a trade. In this case, TradeID (1003) is required and TradeReportID (571) can be optionally specified. |
|
FIX.4.3 |
|
| 1003 |
TradeID |
|
|
FIX.4.4 |
|
| 1040 |
SecondaryTradeID |
|
|
FIX.4.4 |
|
| 1041 |
FirmTradeID |
|
|
FIX.4.4 |
|
| 1042 |
SecondaryFirmTradeID |
|
|
FIX.4.4 |
|
| 2489 |
PackageID |
|
|
FIX.5.0SP2 (192) |
|
| 2490 |
TradeNumber |
|
|
FIX.5.0SP2 (192) |
|
| 487 |
TradeReportTransType |
|
|
FIX.4.3 |
|
| 856 |
TradeReportType |
|
|
FIX.4.4 |
|
| 939 |
TrdRptStatus |
Status of the trade report. In 3-party listed derivatives model, this is used to convey status of a trade to a counterparty. Used specifically in a “give-up” (also known as “claim”) model. |
|
FIX.4.4 |
|
| 568 |
TradeRequestID |
Identifier for the trade capture report request associated with this trade capture report. |
|
FIX.4.3 |
|
| 828 |
TrdType |
|
|
FIX.4.4 |
|
| 829 |
TrdSubType |
|
|
FIX.4.4 |
|
| 855 |
SecondaryTrdType |
|
|
FIX.4.4 |
|
| 2667 |
AlgorithmicTradeIndicator |
|
|
FIX.5.0SP2 (216) |
|
| 1849 |
OffsetInstruction |
|
|
FIX.5.0SP2 (141) |
|
| BlockRepeating |
TradePriceConditionGrp |
|
|
FIX.5.0SP2 (141) |
|
| 1123 |
TradeHandlingInstr |
|
|
FIX.4.4 |
|
| 1124 |
OrigTradeHandlingInstr |
|
|
FIX.4.4 |
|
| 1125 |
OrigTradeDate |
|
|
FIX.4.4 |
|
| 1126 |
OrigTradeID |
|
|
FIX.4.4 |
|
| 1127 |
OrigSecondaryTradeID |
|
|
FIX.4.4 |
|
| 830 |
TransferReason |
|
|
FIX.4.4 |
|
| 150 |
ExecType |
Type of execution being reported. Uses subset of ExecType (150) for trade capture reports. |
|
FIX.4.3 |
|
| 748 |
TotNumTradeReports |
|
|
FIX.4.4 |
|
| 912 |
LastRptRequested |
|
|
FIX.4.4 |
|
| 325 |
UnsolicitedIndicator |
Set to ‘Y’ if message is sent as a result of a subscription request or out of band configuration. |
|
FIX.4.4 |
|
| 263 |
SubscriptionRequestType |
If the field is absent, SubscriptionRequestType (263)=0(Snapshot) will be the default. |
|
FIX.4.4 |
|
| 572 |
TradeReportRefID |
The TradeReportID (571) that is being referenced for trade correction or cancelation. |
|
FIX.4.3 |
|
| 881 |
SecondaryTradeReportRefID |
|
|
FIX.4.4 |
Y |
| 818 |
SecondaryTradeReportID |
|
|
FIX.4.4 |
Y |
| 820 |
TradeLinkID |
|
|
FIX.4.4 |
|
| 880 |
TrdMatchID |
|
|
FIX.4.4 |
|
| 17 |
ExecID |
Market (exchange) assigned execution identifier. |
|
FIX.4.3 |
|
| 527 |
SecondaryExecID |
|
|
FIX.4.3 |
|
| 378 |
ExecRestatementReason |
|
|
FIX.4.3 |
|
| 2347 |
RegulatoryTransactionType |
|
|
FIX.5.0SP2 (176) |
|
| BlockRepeating |
RegulatoryTradeIDGrp |
|
|
FIX.5.0SP2 (161) |
|
| 570 |
PreviouslyReported |
|
|
FIX.4.3 |
|
| 423 |
PriceType |
Can be used to indicate cabinet trade pricing. |
|
FIX.4.4 |
|
| BlockRepeating |
PriceQualifierGrp |
|
|
FIX.5.0SP2 (230) |
|
| 549 |
CrossType |
|
|
FIX.5.0SP2 (101) |
|
| BlockRepeating |
RootParties |
Used for acting parties that applies to the whole message, not individual legs, sides, etc. |
|
FIX.4.4 |
|
| 1015 |
AsOfIndicator |
|
|
FIX.4.4 |
|
| 716 |
SettlSessID |
|
|
FIX.4.4 |
|
| 717 |
SettlSessSubID |
|
|
FIX.4.4 |
|
| 1430 |
VenueType |
|
|
FIX.5.0SP1 (77) |
|
| 1300 |
MarketSegmentID |
|
|
FIX.5.0SP1 (77) |
|
| 1301 |
MarketID |
|
|
FIX.5.0SP1 (77) |
|
| 2375 |
TaxonomyType |
|
|
FIX.5.0SP2 (179) |
|
| Block |
Instrument |
|
Y |
FIX.4.3 |
|
| Block |
InstrumentExtension |
|
|
FIX.5.0SP2 (192) |
|
| Block |
FinancingDetails |
|
|
FIX.4.4 |
|
| BlockRepeating |
PaymentGrp |
|
|
FIX.5.0SP2 (161) |
|
| 854 |
QtyType |
|
|
FIX.4.4 |
|
| Block |
YieldData |
|
|
FIX.4.4 |
|
| BlockRepeating |
UndInstrmtGrp |
|
|
FIX.4.4 |
|
| BlockRepeating |
RelatedInstrumentGrp |
|
|
FIX.5.0SP2 (187) |
|
| ImplicitBlockRepeating |
CollateralAmountGrp |
|
|
FIX.5.0SP2 (179) |
|
| BlockRepeating |
RateSource |
|
|
FIX.5.0SP2 (187) |
|
| 822 |
UnderlyingTradingSessionID |
|
|
FIX.4.4 |
|
| 823 |
UnderlyingTradingSessionSubID |
|
|
FIX.4.4 |
|
| 32 |
LastQty |
Conditionally required except when reporting trades to parties who will derive trade level quantity from the leg level information for multi-legged trades |
|
FIX.4.3 |
|
| 1828 |
LastQtyVariance |
|
|
FIX.5.0SP2 (132) |
|
| 2301 |
LastQtyChanged |
|
|
FIX.5.0SP2 (169) |
|
| 2368 |
LastMultipliedQty |
|
|
FIX.5.0SP2 (179) |
|
| 2367 |
TotalTradeQty |
|
|
FIX.5.0SP2 (179) |
|
| 2370 |
TotalTradeMultipliedQty |
|
|
FIX.5.0SP2 (179) |
|
| 31 |
LastPx |
Conditionally required except when reporting trades to parties who will derive trade level price from the leg level information for multi-legged trades |
|
FIX.4.3 |
|
| 631 |
MidPx |
|
|
FIX.5.0SP2 (175) |
|
| 1522 |
DifferentialPrice |
Used to specify the differential price when reporting the individual leg of a spread trade. |
|
FIX.5.0SP2 (107) |
|
| 1056 |
CalculatedCcyLastQty |
|
|
FIX.4.4 |
|
| 2762 |
PriceMarkup |
Dealer’s markup of market price to LastPx (31). |
|
FIX.5.0SP2 (240) |
|
| Block |
AveragePriceDetail |
|
|
FIX.5.0SP2 (240) |
|
| 15 |
Currency |
Primary currency of the specified currency pair. Used to qualify LastQty (32) and GrossTradeAmout(381). |
|
FIX.4.3 |
|
| 120 |
SettlCurrency |
Contra currency of the deal. Used to qualify CalculatedCcyLastQty (1056). |
|
FIX.4.3 |
|
| 2366 |
SettlPriceFxRateCalc |
For FX trades expresses whether to multiply or divide LastPx (31) to arrive at GrossTradeAmt (381). |
|
FIX.5.0SP2 (179) |
|
| 669 |
LastParPx |
|
|
FIX.4.4 |
|
| 194 |
LastSpotRate |
Applicable for F/X orders |
|
FIX.4.3 |
|
| 195 |
LastForwardPoints |
Applicable for F/X orders |
|
FIX.4.3 |
|
| 1071 |
LastSwapPoints |
|
|
FIX.4.4 |
|
| 2349 |
PricePrecision |
|
|
FIX.5.0SP2 (187) |
|
| 30 |
LastMkt |
|
|
FIX.4.3 |
|
| 1596 |
ClearingTradePrice |
Used when clearing price differs from execution price. |
|
FIX.5.0SP2 (111) |
|
| 1740 |
TradePriceNegotiationMethod |
|
|
FIX.5.0SP2 (119) |
|
| 1743 |
LastUpfrontPrice |
Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod (1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). |
|
FIX.5.0SP2 (119) |
|
| 1741 |
UpfrontPriceType |
|
|
FIX.5.0SP2 (119) |
|
| 75 |
TradeDate |
Used when reporting other than current day trades. |
|
FIX.4.3 |
|
| 715 |
ClearingBusinessDate |
|
|
FIX.4.4 |
|
| 6 |
AvgPx |
If used then the LastPx (31) will contain the original price on the execution. |
|
FIX.4.4 |
|
| Block |
SpreadOrBenchmarkCurveData |
|
|
FIX.4.4 |
|
| 1731 |
AvgPxGroupID |
|
|
FIX.5.0SP2 (141) |
|
| 819 |
AvgPxIndicator |
|
|
FIX.4.4 |
|
| 2085 |
ValuationDate |
|
|
FIX.5.0SP2 (169) |
|
| 2086 |
ValuationTime |
|
|
FIX.5.0SP2 (169) |
|
| 2087 |
ValuationBusinessCenter |
|
|
FIX.5.0SP2 (169) |
|
| BlockRepeating |
PositionAmountData |
|
|
FIX.4.4 |
|
| 442 |
MultiLegReportingType |
Type of report if multileg instrument.
Provided to support a scenario for trades of multileg instruments between two parties. |
|
FIX.4.3 |
|
| 824 |
TradeLegRefID |
Reference to the leg of a multileg instrument to which this trade refers. Used when MultiLegReportingType (442) = 2 (Individual leg of a multileg security). |
|
FIX.4.4 |
|
| ImplicitBlockRepeating |
TrdInstrmtLegGrp |
Identifies a multileg execution if present and non-zero. |
|
FIX.4.4 |
|
| 60 |
TransactTime |
Time the transaction represented by when this TradeCaptureReport (AE) occurred. Execution time of trade. Also describes the time of block trades. |
|
FIX.4.3 |
|
| BlockRepeating |
TrdRegTimestamps |
|
|
FIX.4.4 |
|
| 63 |
SettlType |
|
|
FIX.4.3 |
|
| 64 |
SettlDate |
Takes precedence over SettlType (63) value and conditionally required/omitted for specific SettlType (63) values. |
|
FIX.4.3 |
|
| 987 |
UnderlyingSettlementDate |
The settlement date for the underlying instrument of a derivatives security. |
|
FIX.4.4 |
|
| 573 |
MatchStatus |
|
|
FIX.4.3 |
|
| 2405 |
ExecMethod |
|
|
FIX.5.0SP2 (186) |
|
| 574 |
MatchType |
|
|
FIX.4.3 |
|
| BlockRepeating |
TradeQtyGrp |
|
|
FIX.5.0SP2 (141) |
|
| ImplicitBlockRepeating |
TrdCapRptSideGrp |
|
Y |
FIX.4.4 |
|
| 1188 |
Volatility |
|
|
FIX.5.0 |
|
| 1189 |
TimeToExpiration |
|
|
FIX.5.0SP2 (141) |
|
| 1380 |
DividendYield |
|
|
FIX.5.0 |
|
| 1190 |
RiskFreeRate |
|
|
FIX.5.0 |
|
| 811 |
PriceDelta |
|
|
FIX.5.0SP2 (141) |
|
| 1382 |
CurrencyRatio |
|
|
FIX.5.0 |
|
| 797 |
CopyMsgIndicator |
|
|
FIX.4.4 |
|
| ImplicitBlockRepeating |
TrdRepIndicatorsGrp |
|
|
FIX.5.0 |
|
| 852 |
PublishTrdIndicator |
|
|
FIX.4.4 |
Y |
| 1390 |
TradePublishIndicator |
|
|
FIX.5.0 |
|
| BlockRepeating |
TrdRegPublicationGrp |
|
|
FIX.5.0SP2 (216) |
|
| 853 |
ShortSaleReason |
|
|
FIX.4.4 |
|
| 994 |
TierCode |
Indicates the algorithm (tier) used to match a trade. |
|
FIX.4.4 |
|
| 1011 |
MessageEventSource |
|
|
FIX.4.4 |
|
| 779 |
LastUpdateTime |
Used to indicate reports after a specific time. |
|
FIX.4.4 |
|
| 991 |
RndPx |
Specifies the rounded price to quoted precision. |
|
FIX.4.4 |
|
| 1132 |
TZTransactTime |
|
|
FIX.4.4 |
|
| 1134 |
ReportedPxDiff |
|
|
FIX.4.4 |
|
| 381 |
GrossTradeAmt |
(LastQty (32) * LastPx (31) or LastParPx (669)). For Fixed Income, LastParPx (669) is used when LastPx (31) is not expressed as “percent of par” price. |
|
FIX.4.3 |
|
| 2369 |
TotalGrossTradeAmt |
|
|
FIX.5.0SP2 (179) |
|
| 751 |
TradeReportRejectReason |
Indicates the reason that a trade report was rejected. |
|
FIX.5.0SP2 (107) |
|
| 1328 |
RejectText |
|
|
FIX.5.0 |
|
| 1664 |
EncodedRejectTextLen |
|
|
FIX.5.0SP2 (105) |
|
| 1665 |
EncodedRejectText |
|
|
FIX.5.0SP2 (105) |
|
| 1329 |
FeeMultiplier |
|
|
FIX.5.0 |
|
| 1832 |
ClearedIndicator |
|
|
FIX.5.0SP2 (161) |
|
| 1924 |
ClearingIntention |
|
|
FIX.5.0SP2 (161) |
|
| 1925 |
TradeClearingInstruction |
|
|
FIX.5.0SP2 (161) |
|
| 1926 |
BackloadedTradeIndicator |
|
|
FIX.5.0SP2 (161) |
|
| 1927 |
ConfirmationMethod |
|
|
FIX.5.0SP2 (161) |
|
| 1928 |
MandatoryClearingIndicator |
|
|
FIX.5.0SP2 (161) |
|
| BlockRepeating |
MandatoryClearingJurisdictionGrp |
|
|
FIX.5.0SP2 (169) |
|
| 1929 |
MixedSwapIndicator |
|
|
FIX.5.0SP2 (161) |
|
| 2527 |
MultiAssetSwapIndicator |
|
|
FIX.5.0SP2 (193) |
|
| 2526 |
InternationalSwapIndicator |
|
|
FIX.5.0SP2 (193) |
|
| 1930 |
OffMarketPriceIndicator |
|
|
FIX.5.0SP2 (161) |
|
| 1931 |
VerificationMethod |
|
|
FIX.5.0SP2 (161) |
|
| 1932 |
ClearingRequirementException |
|
|
FIX.5.0SP2 (161) |
|
| 1933 |
IRSDirection |
|
|
FIX.5.0SP2 (161) |
|
| 1934 |
RegulatoryReportType |
|
|
FIX.5.0SP2 (161) |
|
| 1935 |
VoluntaryRegulatoryReport |
|
|
FIX.5.0SP2 (161) |
|
| 1936 |
TradeCollateralization |
|
|
FIX.5.0SP2 (161) |
|
| 1937 |
TradeContinuation |
|
|
FIX.5.0SP2 (161) |
|
| 2387 |
TradeContingency |
|
|
FIX.5.0SP2 (187) |
|
| 2302 |
TradeVersion |
|
|
FIX.5.0SP2 (169) |
|
| 2303 |
HistoricalReportIndicator |
|
|
FIX.5.0SP2 (169) |
|
| 2596 |
DeltaCrossed |
|
|
FIX.5.0SP2 (208) |
|
| 2374 |
TradeContinuationText |
|
|
FIX.5.0SP2 (179) |
|
| 2372 |
EncodedTradeContinuationTextLen |
Must be set if EncodedTradeContinuationText (2371) field is specified and must immediately precede it. |
|
FIX.5.0SP2 (179) |
|
| 2371 |
EncodedTradeContinuationText |
Encoded (non-ASCII characters) representation of the TradeContinuationText (2374) field in the encoded format specified via the MessageEncoding (347) field. |
|
FIX.5.0SP2 (179) |
|
| 2373 |
IntraFirmTradeIndicator |
|
|
FIX.5.0SP2 (179) |
|
| 2525 |
AffiliatedFirmsTradeIndicator |
|
|
FIX.5.0SP2 (193) |
|
| BlockRepeating |
AttachmentGrp |
|
|
FIX.5.0SP2 (167) |
|
| 2343 |
RiskLimitCheckStatus |
|
|
FIX.5.0SP2 (172) |
|
| Block |
StandardTrailer |
|
Y |
FIX.4.3 |
|
