FIX.4.4 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

• 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  FIX.4.3

Expand Components | Collapse Components

Field or ComponentField NameFIXML nameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = AE

 
571TradeReportID@RptID

Unique identifier for the Trade Capture Report

 
487TradeReportTransType@TransTyp 

Identifies Trade Report message transaction type.

 
856TradeReportType@RptTyp  
568TradeRequestID@ReqID 

Request ID if the Trade Capture Report is in response to a Trade Capture Report Request

 
828TrdType@TrdTyp  
829TrdSubType@TrdSubTyp  
855SecondaryTrdType@TrdTyp2  
830TransferReason@TrnsfrRsn  
150ExecType@ExecTyp 

Type of Execution being reported:

Uses subset of ExecType for Trade Capture Reports

 
748TotNumTradeReports@TotNumTrdRpts 

Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request

 
912LastRptRequested@LastRptReqed 

Indicates if this is the last report in the response to a Trade Capture Report Request

 
325UnsolicitedIndicator@Unsol 

Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request.

 
263SubscriptionRequestType@SubReqTyp 

Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default

 
572TradeReportRefID@RptRefID 

The TradeReportID that is being referenced for some action, such as correction or cancellation

 
881SecondaryTradeReportRefID@RptRefID2  
818SecondaryTradeReportID@RptID2  
820TradeLinkID@LinkID 

Used to associate a group of trades together. Useful for average price calculations.

 
880TrdMatchID@TrdMtchID  
17ExecID@ExecID 

Exchanged assigned Execution ID (Trade Identifier)

 
39OrdStatus@OrdStat 

Status of order as of this trade report

 
527SecondaryExecID@ExecID2  
378ExecRestatementReason@ExecRstmtRsn 

Reason for restatement

 
570PreviouslyReported@PrevlyRpted

Indicates if the trade capture report was previously reported to the counterparty

 
423PriceType@PxTyp 

Can be used to indicate cabinet trade pricing

 
ComponentInstrumentInstrmt

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

 
ComponentFinancingDetailsFinDetls 

Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"

 
ComponentOrderQtyDataOrdQty 

Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"

Note: OrderQty field is required unless rejecting or an order ack for a CashOrderQty or PercentOrder.

 
854QtyType@QtyTyp  
ComponentYieldDataYield 

Insert here the set of "YieldData" fields defined in "Common Components of Application Messages"

 
ComponentUndInstrmtGrpUndly  
822UnderlyingTradingSessionID@UndSesID  
823UnderlyingTradingSessionSubID@UndSesSub  
32LastQty@LastQty

Trade Quantity.

 
31LastPx@LastPx

Trade Price.

 
669LastParPx@LastParPx 

Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par.

 
194LastSpotRate@LastSpotRt 

Applicable for F/X orders

 
195LastForwardPoints@LastFwdPnts 

Applicable for F/X orders

 
30LastMkt@LastMkt  
75TradeDate@TrdDt

Used when reporting other than current day trades.

 
715ClearingBusinessDate@BizDt  
6AvgPx@AvgPx 

Average Price - if present then the LastPx will contain the original price on the execution

 
ComponentSpreadOrBenchmarkCurveDataSprdBnchmkCurve 

Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"

 
819AvgPxIndicator@AvgPxInd 

Average Pricing indicator

 
ComponentPositionAmountDataAmt 

Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"

 
442MultiLegReportingType@MLEGRptTyp 

Type of report if multileg instrument.

Provided to support a scenario for trades of multileg instruments between two parties.

 
824TradeLegRefID@TrdLegRefID 

Reference to the leg of a multileg instrument to which this trade refers

Used when MultiLegReportingType = 2 (Single Leg of a Multileg security)

 
ComponentTrdInstrmtLegGrpTrdLeg 

Number of legs

Identifies a Multi-leg Execution if present and non-zero.

 
60TransactTime@TxnTm

Time the transaction represented by this Trade Capture Report occurred

 
ComponentTrdRegTimestampsTrdRegTS  
63SettlType@SettlTyp  
64SettlDate@SettlDt 

Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.

 
573MatchStatus@MtchStat  
574MatchType@MtchTyp  
ComponentTrdCapRptSideGrpRptSide

Number of sides

 
797CopyMsgIndicator@CopyMsgInd 

Indicates drop copy.

 
852PublishTrdIndicator@PubTrdInd  
853ShortSaleReason@ShrtSaleRsn  
ComponentStandardTrailer