FIX.Latest_EP287 Message

TradeCaptureReport [type 'AE']

<TrdCaptRpt>

The Trade Capture Report message can be:

- Used to report trades between counterparties.

- Used to report trades to a trade matching system.

- Sent unsolicited between counterparties.

- Sent as a reply to a Trade Capture Report Request.

- Used to report unmatched and matched trades.

Pedigree Added FIX.4.3 Updated EP192

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderHdrYMsgType = AEAdded FIX.4.3
ComponentApplicationSequenceControlApplSeqCtrl Added EP-1
571TradeReportIDRptID 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.Added FIX.4.3 Updated EP141
1003TradeIDTrdID Added EP-1
1040SecondaryTradeIDTrdID2 Added EP-1
1041FirmTradeIDFirmTrdID Added EP-1
1042SecondaryFirmTradeIDFirmTrdID2 Added EP-1
2489PackageIDPackageID Added EP192
2490TradeNumberTrdNum Added EP192
487TradeReportTransTypeTransTyp Added FIX.4.3 Updated EP141
856TradeReportTypeRptTyp Added FIX.4.4
939TrdRptStatusTrdRptStat 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.Added EP-1 Updated EP141
568TradeRequestIDReqID Identifier for the trade capture report request associated with this trade capture report.Added FIX.4.3 Updated EP141
828TrdTypeTrdTyp Added FIX.4.4
829TrdSubTypeTrdSubTyp Added FIX.4.4
855SecondaryTrdTypeTrdTyp2 Conditionally requires presence of TrdType(828).Added FIX.4.4 Updated EP268
2896TertiaryTrdTypeTrdTyp3 Conditionally requires presence of SecondaryTrdType(855).Added EP268
2961AnonymousTradeIndicatorAnonymsTrdInd Added EP274
2667AlgorithmicTradeIndicatorAlgoTrdInd Added EP216
1849OffsetInstructionOfstInst Added EP141
ComponentTradePriceConditionGrpTrdPxConds Added EP141
1123TradeHandlingInstrTrdHandlInst Added EP-1
1124OrigTradeHandlingInstrOrigTrdHandlInst Added EP-1
1125OrigTradeDateOrigTrdDt Added EP-1 Updated EP141
1126OrigTradeIDOrigTrdID Added EP-1 Updated EP141
1127OrigSecondaryTradeIDOrignTrdID2 Added EP-1 Updated EP141
830TransferReasonTrnsfrRsn Added FIX.4.4
150ExecTypeExecTyp Type of execution being reported. Uses subset of ExecType(150) for trade capture reports.Added FIX.4.3 Updated EP141
748TotNumTradeReportsTotNumTrdRpts Added FIX.4.4 Updated EP141
912LastRptRequestedLastRptReqed Added FIX.4.4 Updated EP141
1028ManualOrderIndicatorManOrdInd May be used to indicate manual reporting of the trade.Added EP264
325UnsolicitedIndicatorUnsol Set to 'Y' if message is sent as a result of a subscription request or out of band configuration.Added FIX.4.4 Updated EP141
263SubscriptionRequestTypeSubReqTyp If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default.Added FIX.4.4 Updated EP141
572TradeReportRefIDRptRefID The TradeReportID(571) that is being referenced for trade correction or cancelation.Added FIX.4.3 Updated EP141
881SecondaryTradeReportRefIDRptRefID2 Added FIX.4.4 Deprecated FIX.5.0
818SecondaryTradeReportIDRptID2 Added FIX.4.4 Deprecated FIX.5.0
820TradeLinkIDLinkID Added FIX.4.4 Updated EP141
880TrdMatchIDMtchID Added FIX.4.4
17ExecIDExecID Market (exchange) assigned execution identifier as provided in the ExecutionReport(35=8) message.
Conditionally required if ExecRefID(19) is present and refers to the new execution identifer assigned by the market (exchange).
Added FIX.4.3 Updated EP264
19ExecRefIDExecRefID Reference to an execution identifier previously assigned by the market (exchange).
If specified, ExecID(17) is required.
Added EP264
527SecondaryExecIDExecID2 Added FIX.4.3
378ExecRestatementReasonExecRstmtRsn Added FIX.4.3 Updated EP141
2347RegulatoryTransactionTypeRegTxnTyp Added EP176
ComponentRegulatoryTradeIDGrpRegTrdID Added EP161
570PreviouslyReportedPrevlyRpted Added FIX.4.3 Updated EP141
423PriceTypePxTyp Can be used to indicate cabinet trade pricing.Added FIX.4.4 Updated EP141
ComponentPriceQualifierGrpPxQual Added EP230
549CrossTypeCrssTyp Added EP101
ComponentRootPartiesPty Used for acting parties that applies to the whole message, not individual legs, sides, etc.Added EP-1 Updated EP141
1015AsOfIndicatorAsOfInd Added EP-1 Updated EP141
716SettlSessIDSetSesID Added EP-1 Updated EP95
717SettlSessSubIDSetSesSub Added EP-1
1430VenueTypeVenuTyp Added EP77
1300MarketSegmentIDMktSegID Added EP77
1301MarketIDMktID Added EP77
2375TaxonomyTypeTxnmyTyp Added EP179
ComponentInstrumentInstrmtYAdded FIX.4.3 Updated EP141
ComponentInstrumentExtensionInstrmtExt Added EP192
ComponentFinancingDetailsFinDetls Added FIX.4.4 Updated EP141
ComponentPaymentGrpPmt Added EP161
854QtyTypeQtyTyp Added FIX.4.4
ComponentYieldDataYield Added FIX.4.4 Updated EP141
ComponentUndInstrmtGrpUndly Added FIX.4.4
ComponentRelatedInstrumentGrpReltdInstrmt Added EP187
ComponentCollateralAmountGrpCollAmt Added EP179
2868CollateralizationValueDateCollztnValuDt Added EP254
ComponentRateSourceRtSrc Added EP187
ComponentTransactionAttributeGrpTxnAttrb Added EP254
822UnderlyingTradingSessionIDUndSesID Added FIX.4.4
823UnderlyingTradingSessionSubIDUndSesSub Added FIX.4.4
32LastQtyLastQty Conditionally required except when reporting trades to parties who will derive trade level quantity from the leg level information for multi-legged tradesAdded FIX.4.3 Updated EP107
1828LastQtyVarianceLastQtyVarnc Added EP132
2301LastQtyChangedQtyChngd Added EP169
2368LastMultipliedQtyLastMultdQty Added EP179
2367TotalTradeQtyTotTrdQty Added EP179
2370TotalTradeMultipliedQtyTotTrdMultdQty Added EP179
31LastPxLastPx Conditionally required except when reporting trades to parties who will derive trade level price from the leg level information for multi-legged tradesAdded FIX.4.3 Updated EP107
631MidPxMidPx Added EP175
1522DifferentialPriceDiffPx Used to specify the differential price when reporting the individual leg of a spread trade.Added EP107 Updated EP175
1056CalculatedCcyLastQtyCalcCcyLastQty Added EP-1
2762PriceMarkupPxMrkup Dealer's markup of market price to LastPx(31).Added EP240
ComponentAveragePriceDetailAvgPxDetl Added EP240
15CurrencyCcy Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmt(381).Added FIX.4.3 Updated EP271
2897CurrencyCodeSourceCcySrc Added EP273
120SettlCurrencySettlCcy Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056).Added FIX.4.3 Updated EP141
2899SettlCurrencyCodeSourceSettlCcySrc Added EP273
2366SettlPriceFxRateCalcSettlPxFxRtCalc For FX trades expresses whether to multiply or divide LastPx(31) to arrive at GrossTradeAmt(381).Added EP179
669LastParPxLastParPx Added FIX.4.4 Updated EP141
194LastSpotRateLastSpotRt Applicable for F/X ordersAdded FIX.4.3
195LastForwardPointsLastFwdPnts Applicable for F/X ordersAdded FIX.4.3
1071LastSwapPointsLastSwapPnts Added EP-1
2349PricePrecisionPxPrcsn Added EP187
30LastMktLastMkt Added FIX.4.3
1596ClearingTradePriceClrTrdPx Used when clearing price differs from execution price.Added EP111
1740TradePriceNegotiationMethodTrdPxNegottnMeth Added EP119
1743LastUpfrontPriceLastUpfrontPx 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).Added EP119
1741UpfrontPriceTypeUpfrontPxTyp Added EP119
75TradeDateTrdDt Used when reporting other than current day trades.Added FIX.4.3
715ClearingBusinessDateBizDt Added FIX.4.4
2870ClearingPortfolioIDClrPrtflioID Added EP254
6AvgPxAvgPx If used then the LastPx(31) will contain the original price on the execution.Added FIX.4.4 Updated EP141
ComponentSpreadOrBenchmarkCurveDataSprdBnchmkCurve Added FIX.4.4 Updated EP141
1731AvgPxGroupIDAvgPxGrpID Added EP141
819AvgPxIndicatorAvgPxInd Added FIX.4.4 Updated EP141
2085ValuationDateValDt Added EP169
2086ValuationTimeValTm Added EP169
2087ValuationBusinessCenterValBizCtr Added EP169
ComponentPositionAmountDataAmt Added FIX.4.4 Updated EP141
442MultiLegReportingTypeMLegRptTyp Type of report if multileg instrument.
Provided to support a scenario for trades of multileg instruments between two parties.
Added FIX.4.3
824TradeLegRefIDTrdLegRefID Reference to the leg of a multileg instrument to which this trade refers. Used when MultiLegReportingType(442) = 2 (Individual leg of a multileg security).Added FIX.4.4 Updated EP141
ComponentTrdInstrmtLegGrpTrdLeg Identifies a multileg execution if present and non-zero.Added FIX.4.4 Updated EP141
60TransactTimeTxnTm Time the transaction represented by when this TradeCaptureReport(35=AE) occurred. Execution time of trade. Also describes the time of block trades.Added FIX.4.3 Updated EP141
ComponentTrdRegTimestampsTrdRegTS Added FIX.4.4
63SettlTypeSettlTyp Added FIX.4.3
64SettlDateSettlDt Takes precedence over SettlType(63) value and conditionally required/omitted for specific SettlType(63) values.Added FIX.4.3 Updated EP141
2878TerminationDateTmntnDt Added EP254
987UnderlyingSettlementDateStlDt The settlement date for the underlying instrument of a derivatives security.Added EP-1
573MatchStatusMtchStat Added FIX.4.3
2405ExecMethodExecMeth Added EP186
574MatchTypeMtchTyp Added FIX.4.3
ComponentTradeQtyGrpQty Added EP141
ComponentTrdCapRptSideGrpRptSideYAdded FIX.4.4 Updated EP141
1188VolatilityVol Added EP-1
1189TimeToExpirationTmToExp Added EP141
1380DividendYieldDividendYield Added EP-1
1190RiskFreeRateRFR Added EP-1
811PriceDeltaPxDelta Added EP141
1382CurrencyRatioCurrencyRatio Added EP-1
797CopyMsgIndicatorCopyMsgInd Added FIX.4.4 Updated EP141
ComponentTrdRepIndicatorsGrpTrdRepIndicatorsGrp Added EP-1 Updated EP141
2524TradeReportingIndicatorTrdRptngInd Added EP264
852PublishTrdIndicatorPubTrdInd Added FIX.4.4 Deprecated FIX.5.0
1390TradePublishIndicatorTrdPubInd Added EP-1
ComponentTrdRegPublicationGrpTrdRegPublctn Added EP216
853ShortSaleReasonShrtSaleRsn Added FIX.4.4
994TierCodeTierCD Indicates the algorithm (tier) used to match a trade.Added EP-1 Updated EP141
1011MessageEventSourceMsgEvtSrc Added EP-1 Updated EP141
779LastUpdateTimeLastUpdateTm Used to indicate reports after a specific time.Added EP-1 Updated EP141
991RndPxRndPx Specifies the rounded price to quoted precision.Added EP-1
1132TZTransactTimeTZTransactTime Added EP-1
1134ReportedPxDiffReportedPxDiff Added EP-1 Updated EP141
381GrossTradeAmtGrossTrdAmt (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.Added FIX.4.3 Updated EP141
2369TotalGrossTradeAmtTotGrossTrdAmt Added EP179
751TradeReportRejectReasonRejRsn Indicates the reason that a trade report was rejected.Added EP107
1328RejectTextRejTxt Added EP-1
1664EncodedRejectTextLenEncRejTxtLen Added EP105
1665EncodedRejectTextEncRejTxt Added EP105
1329FeeMultiplierFeeMult Added EP-1
1832ClearedIndicatorClrd Added EP161
1924ClearingIntentionClrIntn Added EP161
1925TradeClearingInstructionClrngInstrctn Added EP161
1926BackloadedTradeIndicatorBackTrdInd Added EP161
1927ConfirmationMethodCnfmMeth Added EP161
1928MandatoryClearingIndicatorMandClrInd Added EP161
ComponentMandatoryClearingJurisdictionGrpMandClrJrsdctn Added EP169
1929MixedSwapIndicatorMixedSwapInd Added EP161
2527MultiAssetSwapIndicatorMAsstSwapInd Added EP193
2526InternationalSwapIndicatorIntlSwapInd Added EP193
1930OffMarketPriceIndicatorOffMktPxInd Added EP161
1931VerificationMethodVerfctnMeth Added EP161
1932ClearingRequirementExceptionClrReqmtExcptn Added EP161
1933IRSDirectionIRSDirctn Added EP161
1934RegulatoryReportTypeRegRptTyp Added EP161
2869RegulatoryReportTypeBusinessDateRegRptTypBizDt May be used when the business event date differs from when the regulatory report is actually being submitted (typically specified in TrdRegTimestamps component).Added EP254
1935VoluntaryRegulatoryReportVolntyRegRpt Added EP161
2963MultiJurisdictionReportingIndicatorMultiJrsdctnRptInd Added EP277
1936TradeCollateralizationTrdCollztn Added EP161
1937TradeContinuationTrdContntn Added EP161
2387TradeContingencyCntgncy Added EP187
2302TradeVersionTrdVer Added EP169
2303HistoricalReportIndicatorHistrclRpt Added EP169
2596DeltaCrossedDeltaCrssd Added EP208
2374TradeContinuationTextTrdContntnTxt Added EP179
2372EncodedTradeContinuationTextLenEncTrdContntnTextLen Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.Added EP179
2371EncodedTradeContinuationTextEncTrdContntnText Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.Added EP179
2373IntraFirmTradeIndicatorIntraFirmTrdInd Added EP179
2525AffiliatedFirmsTradeIndicatorAffltdFirmsTrdInd Added EP193
ComponentAttachmentGrpAttchmnt Added EP167
2343RiskLimitCheckStatusRiskLmtChkStat Added EP172
ComponentStandardTrailerTrlrYAdded FIX.4.3 Updated EP167