The TrdMatchSideGrp component conveys all trade sides for a single instance of the InstrmtMatchSideGrp component.
Pedigree Added EP150
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Repeating Group 1890 | NoTrdMatchSides |
| 54 | Side | Side | Required if NoTrdMatchSides(1890) > 0. | Added EP150 | |
| 1427 | SideExecID | SideExecID | Added EP150 | ||
| 1900 | SideExecRefID | ExecRefID | Added EP150 | ||
| 1506 | SideTradeID | TrdID | Added EP150 | ||
| 1005 | SideTradeReportID | RptID | Added EP150 | ||
| 1428 | OrderDelay | OrdDelay | Added EP150 | ||
| 1429 | OrderDelayUnit | OrdDelayUnit | Added EP150 | ||
| 1009 | SideLastQty | SideQty | Required if NoTrdMatchSides(1890) > 0. Used to indicate the matched quantity for this trade side as a result of the match event. | Added EP150 | |
| 1597 | SideClearingTradePrice | ClrTrdPx | Added EP150 | ||
| 1599 | SidePriceDifferential | SidePxDiff | Added EP150 | ||
| 1598 | SideClearingTradePriceType | ClrTrdPxType | Added EP150 | ||
| 1006 | SideFillStationCd | FillStationCd | Added EP150 | ||
| 1007 | SideReasonCd | RsnCD | Added EP150 | ||
| 1008 | SideTrdSubTyp | TrdSubTyp | Added EP150 | ||
| 430 | NetGrossInd | NetGrossInd | Added EP150 | ||
| 1154 | SideCurrency | Ccy | Added EP150 | ||
| 1155 | SideSettlCurrency | SettlCcy | Added EP150 | ||
| Component(-) | Parties | Pty | Required if NoTrdMatchSides(1890) > 0. | Added EP150 |
| Repeating Group 453 | NoPartyIDs | Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries |
| 448 | PartyID | ID | Required if NoPartyIDs(453) > 0. Identification of the party. | Added FIX.4.3 Updated EP204 | |
| 447 | PartyIDSource | Src | Required if NoPartyIDs(453) > 0. Used to identify classification source. | Added FIX.4.3 Updated EP204 | |
| 452 | PartyRole | R | Required if NoPartyIDs(453) > 0. Identifies the type of PartyID(448). | Added FIX.4.3 Updated EP204 | |
| 2376 | PartyRoleQualifier | Qual | Added EP179 | ||
| Component(-) | PtysSubGrp | Sub | Repeating group of Party sub-identifiers. | Added FIX.4.4 |
| Repeating Group 802 | NoPartySubIDs | Number of PartySubID (523)and PartySubIDType (803) entries |
| 523 | PartySubID | ID | Added FIX.4.4 | ||
| 803 | PartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 578 | TradeInputSource | InptSrc | Added EP150 | ||
| 579 | TradeInputDevice | InptDev | Added EP150 | ||
| 376 | ComplianceID | ComplianceID | Added EP150 | ||
| 2404 | ComplianceText | ComplianceTxt | Added EP185 | ||
| 2351 | EncodedComplianceTextLen | EncComplianceTxtLen | Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. | Added EP185 | |
| 2352 | EncodedComplianceText | EncComplianceTxt | Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. | Added EP185 | |
| 377 | SolicitedFlag | SolFlag | Added EP150 | ||
| 582 | CustOrderCapacity | CustCpcty | Added EP150 | ||
| 943 | TimeBracket | TmBkt | Added EP150 | ||
| 77 | PositionEffect | PosEfct | For use in derivatives omnibus accounting. | Added EP150 | |
| 825 | ExchangeRule | ExchRule | Added EP150 | ||
| 826 | TradeAllocIndicator | AllocInd | Added EP150 | ||
| 591 | PreallocMethod | PreallocMeth | Added EP150 | ||
| 70 | AllocID | AllocID | Added EP150 | ||
| Component(-) | TrdAllocGrp | Alloc | Added EP150 |
| Repeating Group 78 | NoAllocs | Number of repeating AllocAccount (79)/AllocPrice (366) entries. |
| 79 | AllocAccount | Acct | Required if NoAllocs(78) > 0. | Added FIX.4.4 Updated EP141 | |
| 661 | AllocAcctIDSource | ActIDSrc | Added FIX.4.4 | ||
| 736 | AllocSettlCurrency | AllocSettlCcy | Added FIX.4.4 | ||
| 467 | IndividualAllocID | IndAllocID | Added FIX.4.4 | ||
| 1593 | ParentAllocID | ParentAllocID | Added EP107 | ||
| 2727 | AllocLegRefID | LegRefID | The field may not be used in any message where there are no legs. | Added EP234 | |
| Component(-) | AllocRegulatoryTradeIDGrp | RegTrdID | Added EP161 |
| Repeating Group 1908 | NoAllocRegulatoryTradeIDs | Number of regulatory IDs in the repeating group. |
| 1909 | AllocRegulatoryTradeID | ID | Required if NoAllocRegulatoryTradeIDs(1908) > 0. | Added EP161 | |
| 1910 | AllocRegulatoryTradeIDSource | Src | Added EP161 | ||
| 1911 | AllocRegulatoryTradeIDEvent | Evnt | Added EP161 | ||
| 1912 | AllocRegulatoryTradeIDType | Typ | Added EP161 | ||
| 2406 | AllocRegulatoryLegRefID | LegRefID | This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. | Added EP181 | |
| 2399 | AllocRegulatoryTradeIDScope | Scope | Added EP181 |
| end Repeating Group |
| end Component |
| 1729 | FirmMnemonic | FirmMnem | Added EP141 | ||
| Component(-) | NestedParties2 | Pty | Added FIX.4.4 Updated EP141 |
| Repeating Group 756 | NoNested2PartyIDs | Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries |
| 757 | Nested2PartyID | ID | Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. | Added FIX.4.4 | |
| 758 | Nested2PartyIDSource | Src | Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. | Added FIX.4.4 | |
| 759 | Nested2PartyRole | R | Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. | Added FIX.4.4 | |
| 2381 | Nested2PartyRoleQualifier | Qual | Added EP179 | ||
| Component(-) | NstdPtys2SubGrp | Sub | Repeating group of Nested2Party sub-identifiers. | Added FIX.4.4 |
| Repeating Group 806 | NoNested2PartySubIDs | Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. |
| 760 | Nested2PartySubID | ID | Added FIX.4.4 | ||
| 807 | Nested2PartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 209 | AllocHandlInst | HandlInst | Added EP245 | ||
| 80 | AllocQty | Qty | Added FIX.4.4 | ||
| 2515 | AllocCalculatedCcyQty | CalcCcyQty | Added EP193 | ||
| 1752 | CustodialLotID | CstdlLotID | Only used for specific lot trades. | Added EP127 | |
| 1753 | VersusPurchaseDate | VSPDt | Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. | Added EP127 | |
| 1754 | VersusPurchasePrice | VSPPx | Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. | Added EP127 | |
| 1755 | CurrentCostBasis | CurCostBasis | Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified | Added EP127 | |
| 993 | AllocCustomerCapacity | CustCpcty | Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. | Added FIX.4.4 | |
| 1002 | AllocMethod | Meth | Added FIX.4.4 Updated EP141 | ||
| 989 | SecondaryIndividualAllocID | IndAllocID2 | Added FIX.4.4 Updated EP141 | ||
| 1136 | AllocClearingFeeIndicator | ClrFeeInd | Added FIX.4.4 | ||
| Component(-) | TradeAllocAmtGrp | Amt | Added EP141 |
| Repeating Group 1844 | NoTradeAllocAmts | Number of trade allocation amount entries. |
| 1845 | TradeAllocAmtType | Typ | Required if NoTradeAllocAmts(1844) > 0. | Added EP141 | |
| 1846 | TradeAllocAmt | Amt | Required if NoTradeAllocAmts(1844) > 0. | Added EP141 | |
| 1847 | TradeAllocCurrency | Ccy | Added EP141 | ||
| 1850 | TradeAllocAmtReason | Rsn | Added EP141 |
| end Repeating Group |
| end Component |
| 1840 | TradeAllocStatus | Stat | Added EP141 | ||
| 1735 | AllocationRollupInstruction | AllocRollupInst | Added EP141 | ||
| 161 | AllocText | Txt | Added EP141 | ||
| 360 | EncodedAllocTextLen | EncAllocTextLen | Added EP141 | ||
| 361 | EncodedAllocText | EncAllocText | Added EP141 | ||
| 1732 | FirmAllocText | FirmTxt | Added EP141 | ||
| 1733 | EncodedFirmAllocTextLen | EncFirmTxtLen | Added EP141 | ||
| 1734 | EncodedFirmAllocText | EncFirmTxt | Added EP141 | ||
| 2392 | AllocRefRiskLimitCheckID | RefRiskLmtChkID | Added EP180 | ||
| 2393 | AllocRefRiskLimitCheckIDType | RefRiskLmtChkIDTyp | Added EP180 | ||
| Component(-) | AllocCommissionDataGrp | CommData | Added EP204 |
| Repeating Group 2653 | NoAllocCommissions | Number of commissions in the repeating group. |
| 2654 | AllocCommissionAmount | Amt | Required if NoAllocCommissions(2653) > 0. If the commission is based on a percentage of trade quantity or a factor of unit of measure, AllocCommissionRate(2660) and AllocCommissionUnitOfMeasure(2658) may also be specified as appropriate. | Added EP204 | |
| 2655 | AllocCommissionAmountType | Typ | Required if NoAllocCommissions(2653) > 0. | Added EP204 | |
| 2726 | AllocCommissionAmountSubType | SubTyp | Added EP233 | ||
| 2656 | AllocCommissionBasis | Basis | Required if NoAllocCommissions(2653) > 0. | Added EP204 | |
| 2657 | AllocCommissionCurrency | Ccy | Added EP204 | ||
| 2658 | AllocCommissionUnitOfMeasure | UOM | Added EP204 | ||
| 2659 | AllocCommissionUnitOfMeasureCurrency | UOMCcy | Added EP204 | ||
| 2660 | AllocCommissionRate | Rt | Added EP204 | ||
| 2661 | AllocCommissionSharedIndicator | SharedInd | Added EP204 | ||
| 2662 | AllocCommissionAmountShared | AmtShared | If specified, AllocCommissionSharedIndicator(2661) must be set to Y. | Added EP204 | |
| 2663 | AllocCommissionLegRefID | LegRefID | This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. | Added EP204 | |
| 2664 | AllocCommissionDesc | Desc | Added EP204 | ||
| 2665 | EncodedAllocCommissionDescLen | EncDescLen | Must be set if EncodedAllocCommissionDesc(2666) is specified and must immediately precede it. | Added EP204 | |
| 2666 | EncodedAllocCommissionDesc | EncDesc | Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. | Added EP204 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 1072 | SideGrossTradeAmt | SideGrossTradeAmt | Added EP150 | ||
| 1057 | AggressorIndicator | AgrsrInd | Added EP150 | ||
| 1139 | ExchangeSpecialInstructions | ExchSpeclInstr | Added EP150 | ||
| 1690 | SideShortSaleExemptionReason | ShrtSaleExmptnRsn | Added EP150 | ||
| 1115 | OrderCategory | OrdCat | Added EP150 | ||
| 819 | AvgPxIndicator | AvgPxInd | Added EP150 | ||
| 1731 | AvgPxGroupID | AvgPxGrpID | Added EP150 | ||
| 1898 | SideMarketSegmentID | MktSegID | Can be used if the match event results in matches across different market segments for this side. | Added EP150 | |
| 1899 | SideVenueType | VenuTyp | Can be used if the match event results in matches across different venue types for this side. | Added EP150 | |
| 635 | ClearingFeeIndicator | ClrFeeInd | Added EP150 |
| Component(-) | TradeReportOrderDetail | TrdRptOrdDetl | Added EP150 |
| 37 | OrderID | OrdID | Added EP77 | ||
| 198 | SecondaryOrderID | OrdID2 | Added EP77 | ||
| 11 | ClOrdID | ClOrdID | In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). | Added EP77 Updated EP95 | |
| 526 | SecondaryClOrdID | ClOrdID2 | In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). | Added EP77 Updated EP95 | |
| 66 | ListID | ListID | Added EP77 | ||
| 1080 | RefOrderID | RefOrdID | Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs. | Added EP77 | |
| 1081 | RefOrderIDSource | RefOrdIDSrc | Added EP77 | ||
| 1431 | RefOrdIDReason | RefOrdIDRsn | The reason for updating the RefOrdID | Added EP77 | |
| Component(-) | RelatedOrderGrp | ReltdOrd | Added EP259 |
| Repeating Group 73 | NoOrders | Indicates number of orders to be combined for average pricing and allocation. |
| 2887 | RelatedOrderID | ID | Required if NoOrders(73) > 0. | Added EP259 | |
| 2888 | RelatedOrderIDSource | Src | The same value must be used for all orders having the same OrderRelationship(2890) value. | Added EP259 | |
| 2836 | RelatedOrderTime | Tm | Added EP259 | ||
| 2889 | RelatedOrderQty | Qty | Added EP259 | ||
| 2890 | OrderRelationship | Rltnshp | May be used to explicitly express the type of relationship or to provide orders having different relationships. | Added EP259 | |
| 2835 | OrderOriginationFirmID | OrigntnFirmID | May be used when aggregating orders that were originally submitted by different firms, e.g. due to a merger or acquisition. | Added EP259 |
| end Repeating Group |
| end Component |
| 1091 | PreTradeAnonymity | PrTrdAnon | Added EP101 | ||
| 40 | OrdType | OrdTyp | Order type from the order associated with the trade | Added EP77 | |
| 44 | Price | Px | Order price at time of trade | Added EP77 | |
| 99 | StopPx | StopPx | Stop/Limit order price | Added EP77 | |
| 18 | ExecInst | ExecInst | Execution Instruction from the order associated with the trade | Added EP77 | |
| 39 | OrdStatus | OrdStat | Status of order as of this trade report | Added EP77 |
| Component(-) | OrderQtyData | OrdQty | Order quantity at time of trade | Added EP77 |
| 38 | OrderQty | Qty | One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. | Added FIX.4.3 | |
| 152 | CashOrderQty | Cash | One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate monetary quantityfor the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. | Added FIX.4.3 | |
| 516 | OrderPercent | Pct | For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. | Added FIX.4.3 | |
| 468 | RoundingDirection | RndDir | For CIV - Optional | Added FIX.4.3 | |
| 469 | RoundingModulus | RndMod | For CIV - Optional | Added FIX.4.3 |
| end Component |
| 151 | LeavesQty | LeavesQty | Added EP77 | ||
| 14 | CumQty | CumQty | Added EP77 | ||
| 59 | TimeInForce | TmInForce | Added EP77 | ||
| 126 | ExpireTime | ExpireTm | The order expiration date/time in UTC | Added EP77 | |
| Component(-) | MatchingInstructions | MtchgInst | Added EP99 |
| Repeating Group 1624 | NoMatchInst | Number of Instructions in the <MatchingInstructions> repeating group. |
| 1625 | MatchInst | Inst | Required if NoMatchInst > 0. | Added EP99 | |
| 1673 | MatchInstMarketID | MktID | Added EP99 | ||
| 1626 | MatchAttribTagID | ID | Required if NoMatchInst > 0. | Added EP99 | |
| 1627 | MatchAttribValue | Valu | Required if NoMatchInst > 0. | Added EP99 |
| end Repeating Group |
| end Component |
| 2362 | SelfMatchPreventionID | SlfMtchPrvntnID | May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. | Added EP211 | |
| 1629 | ExposureDuration | ExpsreDur | The (minimum or suggested) period of time a quoted price is to be tradable before it becomes indicative. (i.e. quoted price becomes off-the-wire). | Added EP100 Updated EP159 | |
| 1916 | ExposureDurationUnit | ExpsreDurUnit | Added EP159 |
| Component(-) | DisplayInstruction | DsplyInstr | Added EP77 |
| 1138 | DisplayQty | DisplayQty | Added FIX.4.4 | ||
| 1082 | SecondaryDisplayQty | SecDspQty | Added FIX.4.4 | ||
| 1608 | InitialDisplayQty | InitDsplyQty | Only to be used in the ExecutionReport | Added EP115 | |
| 2828 | CurrentDisplayPrice | CurDspPx | Added EP253 | ||
| 1083 | DisplayWhen | DspWhn | Added FIX.4.4 | ||
| 1084 | DisplayMethod | DspMthd | Added FIX.4.4 | ||
| 1085 | DisplayLowQty | DsplLwQty | Required when DisplayMethod = 3 | Added FIX.4.4 | |
| 1086 | DisplayHighQty | DisplayHighQty | Required when DisplayMethod = 3 | Added FIX.4.4 | |
| 1087 | DisplayMinIncr | DspMinIncr | Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3 | Added FIX.4.4 | |
| 1088 | RefreshQty | RfrshQty | Required when DisplayMethod = 2 | Added FIX.4.4 |
| end Component |
| 528 | OrderCapacity | Cpcty | Added EP77 | ||
| 529 | OrderRestrictions | Rstctions | Added EP77 | ||
| 775 | BookingType | BkngTyp | Added EP78 | ||
| 1432 | OrigCustOrderCapacity | OrigCustOrdCpcty | Added EP77 | ||
| 1724 | OrderOrigination | OrdOrigntn | Added EP222 | ||
| Component(-) | OrderAttributeGrp | OrdAttrib | Added EP222 |
| Repeating Group 2593 | NoOrderAttributes | Number of order attribute entries. |
| 2594 | OrderAttributeType | Typ | Required if NoOrderAttributes(2593) > 0. | Added EP222 | |
| 2595 | OrderAttributeValue | Val | Required if NoOrderAttributes(2593) > 0. | Added EP222 |
| end Repeating Group |
| end Component |
| 2704 | ExDestinationType | ExDestTyp | Added EP228 | ||
| 821 | OrderInputDevice | OrdInptDev | Added EP77 | ||
| 1093 | LotType | LotTyp | Added EP77 | ||
| 483 | TransBkdTime | TransBkdTm | Added EP77 | ||
| 586 | OrigOrdModTime | OrigOrdModTm | Added EP77 | ||
| 2766 | OrderPercentOfTotalVolume | TotVolPct | Added EP240 |
| end Component |
| Component(-) | TrdInstrmtLegExecGrp | LegExec | Added EP150 |
| Repeating Group 1892 | NoLegExecs | Number of instrument leg executions. |
| 654 | LegRefID | RefID | Required if NoLegExecs(1892) > 0. | Added EP150 | |
| 1893 | LegExecID | ExecID | Added EP150 | ||
| 1901 | LegExecRefID | ExecRefID | Added EP150 | ||
| 1894 | LegTradeID | TrdID | Added EP150 | ||
| 1895 | LegTradeReportID | RptID | Added EP150 | ||
| 685 | LegOrderQty | OrdQty | Added EP150 | ||
| 564 | LegPositionEffect | PosEfct | Can be used to specify the position effect for the leg if it is different from the position effect of the overall multileg security. | Added EP150 | |
| 565 | LegCoveredOrUncovered | Cover | Can be used to specify whether the option is a cover, if it is different from the overall multileg security. | Added EP150 | |
| Component(-) | NestedParties3 | Pty | Added EP150 |
| Repeating Group 948 | NoNested3PartyIDs | Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries |
| 949 | Nested3PartyID | ID | Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. | Added FIX.4.4 | |
| 950 | Nested3PartyIDSource | Src | Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. | Added FIX.4.4 | |
| 951 | Nested3PartyRole | R | Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. | Added FIX.4.4 | |
| 2382 | Nested3PartyRoleQualifier | Qual | Added EP179 |
| Component(-) | NstdPtys3SubGrp | Sub | Repeating group of Nested3Party sub-identifiers. | Added FIX.4.4 |
| Repeating Group 952 | NoNested3PartySubIDs | Number of Nested3PartySubIDs (953) entries |
| 953 | Nested3PartySubID | ID | Added FIX.4.4 | ||
| 954 | Nested3PartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| 637 | LegLastPx | LastPx | Added EP150 | ||
| 686 | LegPriceType | PxTyp | Added EP150 | ||
| 675 | LegSettlCurrency | SettlCcy | Added EP150 | ||
| 1689 | LegShortSaleExemptionReason | ShrtSaleExmptnRsn | Added EP150 | ||
| 1418 | LegLastQty | LastQty | Added EP150 | ||
| 1591 | LegQtyType | QtyTyp | Added EP150 |
| end Repeating Group |
| end Component |
| 1031 | CustOrderHandlingInst | CustOrdHdlInst | Added EP150 | ||
| 1032 | OrderHandlingInstSource | OrdHndlInstSrc | Added EP150 | ||
| 58 | Text | Txt | Can be used to include text included in the order submission. | Added EP150 | |
| 354 | EncodedTextLen | EncTxtLen | Added EP150 | ||
| 355 | EncodedText | EncTxt | Added EP150 |
| end Repeating Group |
|