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 Component | Field Name | FIXML name | Req'd | Comments | Depr. |
---|
![]() | Component | StandardHeader | BaseHeader | ![]() |
MsgType = AE |
![]() | Component | ApplicationSequenceControl | ApplSeqCtrl |
![]() | 571 | TradeReportID | @RptID |
TradeReportID is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID. The alternative to a message-chain model is an entity-based model in which TradeID is used to identify a trade. In this case, TradeID is required and TradeReportID can be optionally specified. | ||
![]() | 1003 | TradeID | @TrdID | |||
![]() | 1040 | SecondaryTradeID | @TrdID2 | |||
![]() | 1041 | FirmTradeID | @FirmTrdID | |||
![]() | 1042 | SecondaryFirmTradeID | @FirmTrdID2 | |||
![]() | 487 | TradeReportTransType | @TransTyp |
Identifies Trade Report message transaction type. | ||
![]() | 856 | TradeReportType | @RptTyp | |||
![]() | 939 | TrdRptStatus | @TrdRptStat |
Status of Trade Report In 3 party listed derivatives model used to convey status of a trade to a counterparty. Used specifically in a "claim" model. | ||
![]() | 568 | TradeRequestID | @ReqID |
Request ID if the Trade Capture Report is in response to a Trade Capture Report Request | ||
![]() | 828 | TrdType | @TrdTyp | |||
![]() | 829 | TrdSubType | @TrdSubTyp | |||
![]() | 855 | SecondaryTrdType | @TrdTyp2 | |||
![]() | 1123 | TradeHandlingInstr | @TrdHandlInst | |||
![]() | 1124 | OrigTradeHandlingInstr | @OrigTrdHandlInst | |||
![]() | 1125 | OrigTradeDate | @OrigTrdDt |
Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer | ||
![]() | 1126 | OrigTradeID | @OrigTrdID |
Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer | ||
![]() | 1127 | OrigSecondaryTradeID | @OrignTrdID2 |
Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer | ||
![]() | 830 | TransferReason | @TrnsfrRsn | |||
![]() | 150 | ExecType | @ExecTyp |
Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports | ||
![]() | 748 | TotNumTradeReports | @TotNumTrdRpts |
Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request | ||
![]() | 912 | LastRptRequested | @LastRptReqed |
Indicates if this is the last report in the response to a Trade Capture Report Request | ||
![]() | 325 | UnsolicitedIndicator | @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. | ||
![]() | 263 | SubscriptionRequestType | @SubReqTyp |
Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default | ||
![]() | 572 | TradeReportRefID | @RptRefID |
The TradeReportID that is being referenced for some action, such as correction or cancellation | ||
![]() | 881 | SecondaryTradeReportRefID | @RptRefID2 | Depr FIX.5.0 | ||
![]() | 818 | SecondaryTradeReportID | @RptID2 | Depr FIX.5.0 | ||
![]() | 820 | TradeLinkID | @LinkID |
Used to associate a group of trades together. Useful for average price calculations. | ||
![]() | 880 | TrdMatchID | @MtchID | |||
![]() | 17 | ExecID | @ExecID |
Market (Exchange) assigned Execution Identifier | ||
![]() | 527 | SecondaryExecID | @ExecID2 | |||
![]() | 378 | ExecRestatementReason | @ExecRstmtRsn |
Reason for restatement | ||
![]() | 570 | PreviouslyReported | @PrevlyRpted |
Indicates if the trade capture report was previously reported to the counterparty | ||
![]() | 423 | PriceType | @PxTyp |
Can be used to indicate cabinet trade pricing |
![]() | Component | RootParties | Pty |
Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. |
![]() | 1015 | AsOfIndicator | @AsOfInd |
Indicates if the trade is an outtrade from a previous day. | ||
![]() | 716 | SettlSessID | @SetSesID | |||
![]() | 717 | SettlSessSubID | @SetSesSub | |||
![]() | 1430 | VenueType | @VenuTyp | |||
![]() | 1300 | MarketSegmentID | @MktSegID | |||
![]() | 1301 | MarketID | @MktID |
![]() | Component | Instrument | Instrmt | ![]() |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
![]() | Component | FinancingDetails | FinDetls |
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" |
![]() | 854 | QtyType | @QtyTyp |
![]() | Component | YieldData | Yield |
Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" |
![]() | Component | UndInstrmtGrp | Undly |
![]() | 822 | UnderlyingTradingSessionID | @UndSesID | |||
![]() | 823 | UnderlyingTradingSessionSubID | @UndSesSub | |||
![]() | 32 | LastQty | @LastQty | ![]() |
Trade Quantity. | |
![]() | 31 | LastPx | @LastPx | ![]() |
Trade Price. | |
![]() | 1056 | CalculatedCcyLastQty | @CalcCcyLastQty | |||
![]() | 15 | Currency | @Ccy |
Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout | ||
![]() | 120 | SettlCurrency | @SettlCcy |
Contra currency of the deal. Used to qualify CalculatedCcyLastQty | ||
![]() | 669 | LastParPx | @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. | ||
![]() | 194 | LastSpotRate | @LastSpotRt |
Applicable for F/X orders | ||
![]() | 195 | LastForwardPoints | @LastFwdPnts |
Applicable for F/X orders | ||
![]() | 1071 | LastSwapPoints | @LastSwapPnts | |||
![]() | 30 | LastMkt | @LastMkt | |||
![]() | 75 | TradeDate | @TrdDt |
Used when reporting other than current day trades. | ||
![]() | 715 | ClearingBusinessDate | @BizDt | |||
![]() | 6 | AvgPx | @AvgPx |
Average Price - if present then the LastPx will contain the original price on the execution |
![]() | Component | SpreadOrBenchmarkCurveData | SprdBnchmkCurve |
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" |
![]() | 819 | AvgPxIndicator | @AvgPxInd |
Average Pricing indicator |
![]() | Component | PositionAmountData | Amt |
Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" |
![]() | 442 | MultiLegReportingType | @MLegRptTyp |
Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties. | ||
![]() | 824 | TradeLegRefID | @TrdLegRefID |
Reference to the leg of a multileg instrument to which this trade refers Used when MultiLegReportingType = 2 (Single Leg of a Multileg security) |
![]() | Component | TrdInstrmtLegGrp | TrdLeg |
Number of legs Identifies a Multi-leg Execution if present and non-zero. |
![]() | 60 | TransactTime | @TxnTm |
Time the transaction represented by this Trade Capture Report occurred. Execution Time of trade. Also describes the time of block trades. |
![]() | Component | TrdRegTimestamps | TrdRegTS |
![]() | 63 | SettlType | @SettlTyp | |||
![]() | 64 | SettlDate | @SettlDt |
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. | ||
![]() | 987 | UnderlyingSettlementDate | @StlDt |
The settlement date for the underlying instrument of a derivatives security. | ||
![]() | 573 | MatchStatus | @MtchStat | |||
![]() | 574 | MatchType | @MtchTyp |
![]() | Component | TrdCapRptSideGrp | RptSide | ![]() |
Number of sides |
![]() | 1188 | Volatility | @Vol | |||
![]() | 1380 | DividendYield | @DividendYield | |||
![]() | 1190 | RiskFreeRate | @RFR | |||
![]() | 1382 | CurrencyRatio | @CurrencyRatio | |||
![]() | 797 | CopyMsgIndicator | @CopyMsgInd |
Indicates drop copy. |
![]() | Component | TrdRepIndicatorsGrp | TrdRepIndicatorsGrp |
Number of trade reporting indicators following |
![]() | 852 | PublishTrdIndicator | @PubTrdInd | Depr FIX.5.0 | ||
![]() | 1390 | TradePublishIndicator | @TrdPubInd | |||
![]() | 853 | ShortSaleReason | @ShrtSaleRsn | |||
![]() | 994 | TierCode | @TierCD |
Indicates the algorithm (tier) used to match a trade | ||
![]() | 1011 | MessageEventSource | @MsgEvtSrc |
Used to identify the event or source which gave rise to a message | ||
![]() | 779 | LastUpdateTime | @LastUpdateTm |
Used to indicate reports after a specific time | ||
![]() | 991 | RndPx | @RndPx |
Specifies the rounded price to quoted precision. | ||
![]() | 1132 | TZTransactTime | @TZTransactTime | |||
![]() | 1134 | ReportedPxDiff | @ReportedPxDiff |
The reason(s) for the price difference should be stated by using field (Tag 828 ) TrdType and, if required, field (Tag 829) TrdSubType as well | ||
![]() | 381 | GrossTradeAmt | @GrossTrdAmt |
(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. | ||
![]() | 1328 | RejectText | @RejTxt | |||
![]() | 1329 | FeeMultiplier | @FeeMult |
![]() | Component | StandardTrailer | ![]() |
|