Message TradeCaptureReport

	Field or Component	Field Name	FIXML name	Req'd	Comments	Depr.

8	BeginString		FIXT.1.1 (Always unencrypted, must be first field in message)
9	BodyLength		(Always unencrypted, must be second field in message)
35	MsgType	@MsgTyp	(Always unencrypted, must be third field in message)
1128	ApplVerID	@ApplVerID	Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
1156	ApplExtID
1129	CstmApplVerID		Used to support bilaterally agreed custom functionality
49	SenderCompID	@SID	(Always unencrypted)
56	TargetCompID	@TID	(Always unencrypted)
115	OnBehalfOfCompID	@OBID	Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
128	DeliverToCompID	@D2ID	Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
90	SecureDataLen		Required to identify length of encrypted section of message. (Always unencrypted)
91	SecureData		Required when message body is encrypted. Always immediately follows SecureDataLen field.
34	MsgSeqNum	@SeqNum	(Can be embedded within encrypted data section.)
50	SenderSubID	@SSub	(Can be embedded within encrypted data section.)
142	SenderLocationID	@SLoc	Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
57	TargetSubID	@TSub	"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)
143	TargetLocationID	@TLoc	Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
116	OnBehalfOfSubID	@OBSub	Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
144	OnBehalfOfLocationID	@OBLoc	Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
129	DeliverToSubID	@D2Sub	Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
145	DeliverToLocationID	@D2Loc	Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
43	PossDupFlag	@PosDup	Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
97	PossResend	@PosRsnd	Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
52	SendingTime	@Snt	(Can be embedded within encrypted data section.)
122	OrigSendingTime	@OrigSnt	Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)
212	XmlDataLen		Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)
213	XmlData		Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support
347	MessageEncoding	@MsgEncd	Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used.
369	LastMsgSeqNumProcessed		The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

Component

HopGrp

Hop

Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

end Component

1180	ApplID	@ApplID	Identifies the application with which a message is associated. Used only if application sequencing is in effect.
1181	ApplSeqNum	@ApplSeqNum	Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified.
1350	ApplLastSeqNum	@ApplLastSeqNum	The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified
1352	ApplResendFlag	@ApplResendFlag	Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request.

end Component

Repeating Group 1116

NoRootPartyIDs

Repeating group below should contain unique combinations of RootPartyID, RootPartyIDSource, and RootPartyRole

1117	RootPartyID	@ID	Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0.
1118	RootPartyIDSource	@Src	Used to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0.
1119	RootPartyRole	@R	Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0.

Component

RootSubParties

Sub

Repeating group of RootParty sub-identifiers.

end Repeating Group

end Component

55	Symbol	@Sym	Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.
65	SymbolSfx	@Sfx	Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.
48	SecurityID	@ID	Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.
22	SecurityIDSource	@Src	Required if SecurityID is specified.

Component

SecAltIDGrp

AID

Number of alternate Security Identifiers

460	Product	@Prod	Indicates the type of product the security is associated with (high-level category)
1227	ProductComplex	@ProdCmplx	Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc
1151	SecurityGroup	@SecGrp	An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
461	CFICode	@CFI	Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
167	SecurityType	@SecTyp	It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)
762	SecuritySubType	@SubTyp	Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.
200	MaturityMonthYear	@MMY	Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.
541	MaturityDate	@MatDt	Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract.
1079	MaturityTime	@MatTm	For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time.
966	SettleOnOpenFlag	@SettlOnOpenFlag	Indicator to determine if Instrument is Settle on Open.
1049	InstrmtAssignmentMethod	@AsgnMeth
965	SecurityStatus	@Status	Gives the current state of the instrument
224	CouponPaymentDate	@CpnPmt	Date interest is to be paid. Used in identifying Corporate Bond issues.
1449	RestructuringType	@RestrctTyp
1450	Seniority	@Snrty
1451	NotionalPercentageOutstanding	@NotlPctOut
1452	OriginalNotionalPercentageOutstanding	@OrigNotlPctOut
1457	AttachmentPoint	@AttchPnt
1458	DetachmentPoint	@DetchPnt
225	IssueDate	@Issued	Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
239	RepoCollateralSecurityType	@RepoCollSecTyp		Depr FIX.4.4
226	RepurchaseTerm	@RepoTrm		Depr FIX.4.4
227	RepurchaseRate	@RepoRt		Depr FIX.4.4
228	Factor	@Fctr	For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value
255	CreditRating	@CrdRtg
543	InstrRegistry	@Rgstry	The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.
470	CountryOfIssue	@IssuCtry	ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.
471	StateOrProvinceOfIssue	@StPrv	A two-character state or province abbreviation.
472	LocaleOfIssue	@Lcl	The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).
240	RedemptionDate	@Redeem		Depr FIX.4.4
202	StrikePrice	@StrkPx	Used for derivatives, such as options and covered warrants
947	StrikeCurrency	@StrkCcy	Used for derivatives
967	StrikeMultiplier	@StrkMult	Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
968	StrikeValue	@StrkValu	Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.
1478	StrikePriceDeterminationMethod	@StrkPxDtrmnMeth
1479	StrikePriceBoundaryMethod	@StrkPxBndryMeth
1480	StrikePriceBoundaryPrecision	@StrkPxBndryPrcsn
1481	UnderlyingPriceDeterminationMethod	@PxDtrmnMeth
206	OptAttribute	@OptAt	Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.
231	ContractMultiplier	@Mult	For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
1435	ContractMultiplierUnit	@MultTyp
1439	FlowScheduleType	@FlowSchedTyp
969	MinPriceIncrement	@MinPxIncr	Minimum price increment for the instrument. Could also be used to represent tick value.
1146	MinPriceIncrementAmount	@MinPxIncrAmt	Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]
996	UnitOfMeasure	@UOM	0
1147	UnitOfMeasureQty	@UOMQty
1191	PriceUnitOfMeasure	@PxUOM
1192	PriceUnitOfMeasureQty	@PxUOMQty
1193	SettlMethod	@SettlMeth	Settlement method for a contract. Can be used as an alternative to CFI Code value
1194	ExerciseStyle	@ExerStyle	Type of exercise of a derivatives security
1482	OptPayoutType	@OptPayoutTyp
1195	OptPayoutAmount	@OptPayAmt	Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount
1196	PriceQuoteMethod	@PxQteMeth	Method for price quotation
1197	ValuationMethod	@ValMeth	Indicates type of valuation method used.
1198	ListMethod	@ListMeth	Indicates whether the instruments are pre-listed only or can also be defined via user request
1199	CapPrice	@CapPx	Used to express the ceiling price of a capped call
1200	FloorPrice	@FlrPx	Used to express the floor price of a capped put
201	PutOrCall	@PutCall	Used to express option right
1244	FlexibleIndicator	@FlexInd	Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator
1242	FlexProductEligibilityIndicator	@FlexProdElig	Used to indicate if a product or group of product supports the creation of flexible securities
997	TimeUnit	@TmUnit	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
223	CouponRate	@CpnRt	For Fixed Income.
207	SecurityExchange	@Exch	Can be used to identify the security.
970	PositionLimit	@PosLmt	Position Limit for the instrument.
971	NTPositionLimit	@NTPosLmt	Near-term Position Limit for the instrument.
106	Issuer	@Issr
348	EncodedIssuerLen	@EncIssrLen	Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	@EncIssr	Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
107	SecurityDesc	@Desc
350	EncodedSecurityDescLen	@EncSecDescLen	Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	@EncSecDesc	Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

Component

SecurityXML

SecXML

Embedded XML document describing security.

691	Pool	@Pool	Identifies MBS / ABS pool
667	ContractSettlMonth	@CSetMo	Must be present for MBS/TBA
875	CPProgram	@CPPgm	The program under which a commercial paper is issued
876	CPRegType	@CPRegT	The registration type of a commercial paper issuance

Component

EvntGrp

Evnt

Number of repeating EventType group entries.

	873	DatedDate	@Dated		If different from IssueDate
	874	InterestAccrualDate	@IntAcrl		If different from IssueDate and DatedDate

Component

InstrumentParties

Pty

Used to identify the parties listing a specific instrument

Component

ComplexEvents

CmplxEvnt

end Component

913	AgreementDesc	@AgmtDesc	The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal
914	AgreementID	@AgmtID	A common reference to the applicable standing agreement between the principals
915	AgreementDate	@AgmtDt	A reference to the date the underlying agreement was executed.
918	AgreementCurrency	@AgmtCcy	Currency of the underlying agreement.
788	TerminationType	@TrmTyp	For Repos the timing or method for terminating the agreement.
916	StartDate	@StartDt	Settlement date of the beginning of the deal
917	EndDate	@EndDt	Repayment / repurchase date
919	DeliveryType	@DlvryTyp	Delivery or custody arrangement for the underlying securities
898	MarginRatio	@MgnRatio	Percentage of cash value that underlying security collateral must meet.

end Component

235	YieldType	@Typ
236	Yield	@Yld
701	YieldCalcDate	@CalcDt
696	YieldRedemptionDate	@RedDt
697	YieldRedemptionPrice	@RedPx
698	YieldRedemptionPriceType	@RedPxTyp

end Component

Repeating Group 711

NoUnderlyings

Number of underlyings

Component

UnderlyingInstrument

Undly

Must be provided if Number of underlyings > 0

end Repeating Group

end Component

218	Spread	@Spread	For Fixed Income
220	BenchmarkCurveCurrency	@Ccy
221	BenchmarkCurveName	@Name
222	BenchmarkCurvePoint	@Point
662	BenchmarkPrice	@Px
663	BenchmarkPriceType	@PxTyp	Must be present if BenchmarkPrice is used.
699	BenchmarkSecurityID	@SecID	The identifier of the benchmark security, e.g. Treasury against Corporate bond.
761	BenchmarkSecurityIDSource	@SecIDSrc	Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

end Component

Repeating Group 753

NoPosAmt

Number of Position Amount entries

707	PosAmtType	@Typ
708	PosAmt	@Amt
1055	PositionCurrency	@Ccy

end Repeating Group

end Component

Repeating Group 555

NoLegs

Number of legs

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

Component

InstrumentLeg

Leg

Must be provided if Number of legs > 0

687	LegQty	@Qty
690	LegSwapType	@SwapTyp	Instead of LegQty - requests that the sellside calculate LegQty based on opposite Leg
990	LegReportID	@RptID	Additional attribute to store the Trade ID of the Leg.
1152	LegNumber	@LegNo	Allow sequencing of Legs for a Strategy to be captured

Component

LegStipulations

Stip

	564	LegPositionEffect	@PosEfct		Provide if the PositionEffect for the leg is different from that specified for the overall multileg security
	565	LegCoveredOrUncovered	@Cover		Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.

Component

NestedParties

Pty

Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"

Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type

654	LegRefID	@RefID	Used to identify a specific leg.
587	LegSettlType	@SettlTyp
588	LegSettlDate	@SettlDt	Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlType values.
637	LegLastPx	@LastPx	Used to report the execution price assigned to the leg of the multileg instrument
675	LegSettlCurrency	@SettlCcy
1073	LegLastForwardPoints	@LegLastFwdPnts
1074	LegCalculatedCcyLastQty	@LegCalcCcyLastQty
1075	LegGrossTradeAmt	@LegGrossTrdAmt	For FX Futures can be used to express the notional value of a trade when LegLastQty and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier (231) is required in this case.
1379	LegVolatility	@LegVolatility
1381	LegDividendYield	@LegDividendYield
1383	LegCurrencyRatio	@LegCurrencyRatio
1384	LegExecInst	@LegExecInst
1418	LegLastQty	@LastQty

Component

TradeCapLegUnderlyingsGrp

TradeCapLegUndlyGrp

end Repeating Group

end Component

Repeating Group 768

NoTrdRegTimestamps

769	TrdRegTimestamp	@TS	Required if NoTrdRegTimestamps > 1
770	TrdRegTimestampType	@Typ	Required if NoTrdRegTimestamps > 1
771	TrdRegTimestampOrigin	@Src
1033	DeskType	@DskTyp	Type of Trading desk
1034	DeskTypeSource	@DskTypSrc
1035	DeskOrderHandlingInst	@DskOrdHndlInst

end Repeating Group

end Component

Repeating Group 552

NoSides

Number of sides

54	Side	@Side
1427	SideExecID	@SideExecID	Execution Identifier assigned by Market - used when each side of a trade is assigned its own unique ExecID
1428	OrderDelay	@OrdDelay
1429	OrderDelayUnit	@OrdDelayUnit
1009	SideLastQty	@SideQty	Used to indicate the quantity on one side of a multi-sided Trade Capture Report
1005	SideTradeReportID	@RptID	Used to indicate the report ID on one side of a multi-sided Trade Capture Report
1006	SideFillStationCd	@FillStationCd	Used for order routing to indicate the Fill Station Code on one side of a multi-sided Trade Capture Report
1007	SideReasonCd	@RsnCD	Used to indicate the reason of a multi-sided Trade Capture Report
83	RptSeq	@RptSeq	Used for order routing to indicate the fill sequence on one side of a multi-sided Trade Capture Report
1008	SideTrdSubTyp	@TrdSubTyp	Used to support multi-sided orders of different trade types
430	NetGrossInd	@NetGrossInd	Code to represent whether value is net (inclusive of tax) or gross.
1154	SideCurrency	@Ccy	Used to Identify the Currency of the Trade Report Side.
1155	SideSettlCurrency	@SettlCcy	Used to Identify the Settlement Currency of the Trade Report Side.

Component

Parties

Pty

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

Range of values on report:

1	Account	@Acct	Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
660	AcctIDSource	@AcctIDSrc
581	AccountType	@AcctTyp	Specifies type of account
81	ProcessCode	@ProcCode	Used to specify Step-out trades
575	OddLot	@OddLot		Depr FIX.5.0

Component

ClrInstGrp

ClrInst

578	TradeInputSource	@InptSrc
579	TradeInputDevice	@InptDev
376	ComplianceID	@ComplianceID
377	SolicitedFlag	@SolFlag
582	CustOrderCapacity	@CustCpcty	The customer capacity for this trade
336	TradingSessionID	@SesID	Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionID then applies to all sides of the trade
625	TradingSessionSubID	@SesSub	Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID then applies to all sides of the trade
943	TimeBracket	@TmBkt

Component

CommissionData

Comm

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

Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field.

157	NumDaysInterest	@NumDaysInt
230	ExDate	@ExDt
158	AccruedInterestRate	@AcrdIntRt
159	AccruedInterestAmt	@AcrdIntAmt
738	InterestAtMaturity	@IntAtMat
920	EndAccruedInterestAmt	@EndAcrdIntAmt	For repurchase agreements the accrued interest on termination.
921	StartCash	@StartCsh	For repurchase agreements the start (dirty) cash consideration
922	EndCash	@EndCsh	For repurchase agreements the end (dirty) cash consideration
238	Concession	@Concession
237	TotalTakedown	@TotTakedown
118	NetMoney	@NetMny	Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field.
119	SettlCurrAmt	@SettlCurrAmt	Used to report results of forex accommodation trade
155	SettlCurrFxRate	@SettlCurrFxRt	Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
156	SettlCurrFxRateCalc	@SettlCurrFxRtCalc	Specifies whether the SettlCurrFxRate should be multiplied or divided
77	PositionEffect	@PosEfct	For use in derivatives omnibus accounting
58	Text	@Txt	May be used by the executing market to record any execution Details that are particular to that market
354	EncodedTextLen	@EncTxtLen	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	@EncTxt	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
752	SideMultiLegReportingType	@MLegRptTyp	Default is a single security if not specified. Provided to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument.

Component

ContAmtGrp

ContAmt

Component

Stipulations

Stip

Component

MiscFeesGrp

MiscFees

825	ExchangeRule	@ExchRule	Used to report any exchange rules that apply to this trade.
826	TradeAllocIndicator	@AllocInd	Identifies if the trade is to be allocated
591	PreallocMethod	@PreallocMeth
70	AllocID	@AllocID	Used to assign an ID to the block of preallocations

Component

TrdAllocGrp

Alloc

Component

SideTrdRegTS

TrdRegTS

Used to indicate the regulatory time stamp on one side of a multi-sided Trade Capture Report.

Component

SettlDetails

SettlDetails

Conveys settlement account details reported as part of obligation

1072	SideGrossTradeAmt	@SideGrossTradeAmt
1057	AggressorIndicator	@AgrsrInd
1139	ExchangeSpecialInstructions	@ExchSpeclInstr
1115	OrderCategory	@OrdCat
1444	SideLiquidityInd	@LqdtyInd

Component

TradeReportOrderDetail

TrdRptOrdDetl

Order details for the order associated with this side of the trade

end Repeating Group

end Component

Repeating Group 1387

NoTrdRepIndicators

Number of trade publication indicators following

	1388	TrdRepPartyRole	@PtyRole
	1389	TrdRepIndicator	@TrdRepInd

end Repeating Group

end Component

93	SignatureLength	Required when trailer contains signature. Note: Not to be included within SecureData field
89	Signature	Note: Not to be included within SecureData field
10	CheckSum	(Always unencrypted, always last field in message)

end Component

628	HopCompID	@ID
629	HopSendingTime	@Snt
630	HopRefID	@Ref

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

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

	455	SecurityAltID	@AltID
	456	SecurityAltIDSource	@AltIDSrc

1184	SecurityXMLLen		Must be set if SecurityXML field is specified and must immediately precede it.
1185	SecurityXML		XML payload or content describing the Security information.
1186	SecurityXMLSchema	@Schema	XML Schema used to validate the XML used to describe the Security.

FIX.5.0SP2 Message

TradeCaptureReport [type 'AE']

<TrdCaptRpt>

865	EventType	@EventTyp
866	EventDate	@Dt
1145	EventTime	@Tm	Specific time of event. To be used in combination with EventDate [866]
867	EventPx	@Px
868	EventText	@Txt

1019	InstrumentPartyID	@ID	Used to identify party id related to instrument
1050	InstrumentPartyIDSource	@Src	Used to identify source of instrument party id
1051	InstrumentPartyRole	@R	Used to identify the role of instrument party id

1484	ComplexEventType	@Typ	Identifies the type of complex event. Required if NoComplexEvents > 0.
1485	ComplexOptPayoutAmount	@OptPayAmt
1486	ComplexEventPrice	@Px
1487	ComplexEventPriceBoundaryMethod	@PxBndryMeth
1488	ComplexEventPriceBoundaryPrecision	@PxBndryPrcsn
1489	ComplexEventPriceTimeType	@PxTmTyp
1490	ComplexEventCondition	@Cond	ComplexEventCondition is conditionally required when there are more than one ComplexEvent occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition which links it with the second event.

	1492	ComplexEventStartDate	@StartDt		Required if NoComplexEventDates(1491) > 0.
	1493	ComplexEventEndDate	@EndDt		Required if NoComplexEventDates(1491) > 0.

	1495	ComplexEventStartTime	@StartTm		Required if NoComplexEventTimes(1494) > 0.
	1496	ComplexEventEndTime	@EndTm		Required if NoComplexEventTimes(1494) > 0.

311	UnderlyingSymbol	@Sym
312	UnderlyingSymbolSfx	@Sfx
309	UnderlyingSecurityID	@ID
305	UnderlyingSecurityIDSource	@Src

	458	UnderlyingSecurityAltID	@AltID
	459	UnderlyingSecurityAltIDSource	@AltIDSrc

462	UnderlyingProduct	@Prod
463	UnderlyingCFICode	@CFI
310	UnderlyingSecurityType	@SecTyp
763	UnderlyingSecuritySubType	@SubTyp
313	UnderlyingMaturityMonthYear	@MMY
542	UnderlyingMaturityDate	@Mat
1213	UnderlyingMaturityTime	@MatTm
241	UnderlyingCouponPaymentDate	@CpnPmt
1453	UnderlyingRestructuringType	@RestrctTyp
1454	UnderlyingSeniority	@Snrty
1455	UnderlyingNotionalPercentageOutstanding	@NotlPctOut
1456	UnderlyingOriginalNotionalPercentageOutstanding	@OrigNotlPctOut
1459	UnderlyingAttachmentPoint	@AttchPnt
1460	UnderlyingDetachmentPoint	@DetchPnt
242	UnderlyingIssueDate	@Issued
243	UnderlyingRepoCollateralSecurityType	@RepoCollSecTyp		Depr FIX.4.4
244	UnderlyingRepurchaseTerm	@RepoTrm		Depr FIX.4.4
245	UnderlyingRepurchaseRate	@RepoRt		Depr FIX.4.4
246	UnderlyingFactor	@Fctr
256	UnderlyingCreditRating	@CrdRtg
595	UnderlyingInstrRegistry	@Rgstry
592	UnderlyingCountryOfIssue	@Ctry
593	UnderlyingStateOrProvinceOfIssue	@StOrProvnc
594	UnderlyingLocaleOfIssue	@Lcl
247	UnderlyingRedemptionDate	@Redeem		Depr FIX.4.4
316	UnderlyingStrikePrice	@StrkPx
941	UnderlyingStrikeCurrency	@StrkCcy
317	UnderlyingOptAttribute	@OptA
436	UnderlyingContractMultiplier	@Mult
1437	UnderlyingContractMultiplierUnit	@MultTyp
1441	UnderlyingFlowScheduleType	@FlowSchedTyp
998	UnderlyingUnitOfMeasure	@UOM
1423	UnderlyingUnitOfMeasureQty	@UOMQty
1424	UnderlyingPriceUnitOfMeasure	@PxUOM
1425	UnderlyingPriceUnitOfMeasureQty	@PxUOMQty
1000	UnderlyingTimeUnit	@TmUnit	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1419	UnderlyingExerciseStyle	@ExerStyle
435	UnderlyingCouponRate	@CpnRt
308	UnderlyingSecurityExchange	@Exch
306	UnderlyingIssuer	@Issr
362	EncodedUnderlyingIssuerLen	@EncUndIssrLen
363	EncodedUnderlyingIssuer	@EncUndIssr
307	UnderlyingSecurityDesc	@Desc
364	EncodedUnderlyingSecurityDescLen	@EncUndSecDescLen
365	EncodedUnderlyingSecurityDesc	@EncUndSecDesc
877	UnderlyingCPProgram	@CPPgm
878	UnderlyingCPRegType	@CPRegTyp
972	UnderlyingAllocationPercent	@AllocPct	Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.
318	UnderlyingCurrency	@Ccy	Specific to the <UnderlyingInstrument> (not in <Instrument>)
879	UnderlyingQty	@Qty	Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)
975	UnderlyingSettlementType	@SettlTyp	Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.
973	UnderlyingCashAmount	@CashAmt	Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.
974	UnderlyingCashType	@CashTyp	Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)
810	UnderlyingPx	@Px	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.
882	UnderlyingDirtyPrice	@DirtPx	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest
883	UnderlyingEndPrice	@EndPx	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
884	UnderlyingStartValue	@StartVal	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement
885	UnderlyingCurrentValue	@CurVal	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral
886	UnderlyingEndValue	@EndVal	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

	888	UnderlyingStipType	@Typ		Required if NoUnderlyingStips >0
	889	UnderlyingStipValue	@Val

1044	UnderlyingAdjustedQuantity	@AdjQty	Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).
1045	UnderlyingFXRate	@FxRate	Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).
1046	UnderlyingFXRateCalc	@FxRateCalc	Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).
1038	UnderlyingCapValue	@CapValu

1059	UnderlyingInstrumentPartyID	@ID	Used to identify party id related to instrument
1060	UnderlyingInstrumentPartyIDSource	@Src	Used to identify source of instrument party id
1061	UnderlyingInstrumentPartyRole	@R	Used to identify the role of instrument party id

	1063	UnderlyingInstrumentPartySubID	@ID
	1064	UnderlyingInstrumentPartySubIDType	@Typ

	1039	UnderlyingSettlMethod	@SetMeth
	315	UnderlyingPutOrCall	@PutCall		Used to express option right

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

600	LegSymbol	@Sym
601	LegSymbolSfx	@Sfx
602	LegSecurityID	@ID
603	LegSecurityIDSource	@Src

	605	LegSecurityAltID	@SecAltID
	606	LegSecurityAltIDSource	@SecAltIDSrc

607	LegProduct	@Prod
608	LegCFICode	@CFI
609	LegSecurityType	@SecTyp
764	LegSecuritySubType	@SecSubTyp
610	LegMaturityMonthYear	@MMY
611	LegMaturityDate	@Mat
1212	LegMaturityTime	@MatTm
248	LegCouponPaymentDate	@CpnPmt
249	LegIssueDate	@Issued
250	LegRepoCollateralSecurityType	@RepoCollSecTyp		Depr FIX.4.4
251	LegRepurchaseTerm	@RepoTrm		Depr FIX.4.4
252	LegRepurchaseRate	@RepoRt		Depr FIX.4.4
253	LegFactor	@Fctr
257	LegCreditRating	@CrdRtg
599	LegInstrRegistry	@Rgstry
596	LegCountryOfIssue	@Ctry
597	LegStateOrProvinceOfIssue	@StOrProvnc
598	LegLocaleOfIssue	@Lcl
254	LegRedemptionDate	@Redeem		Depr FIX.4.4
612	LegStrikePrice	@Strk
942	LegStrikeCurrency	@StrkCcy
613	LegOptAttribute	@OptA
614	LegContractMultiplier	@Cmult
1436	LegContractMultiplierUnit	@MultTyp
1440	LegFlowScheduleType	@FlowSchedTyp
999	LegUnitOfMeasure	@UOM
1224	LegUnitOfMeasureQty	@UOMQty
1421	LegPriceUnitOfMeasure	@PxUOM
1422	LegPriceUnitOfMeasureQty	@PxUOMQty
1001	LegTimeUnit	@TmUnit	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1420	LegExerciseStyle	@ExerStyle
615	LegCouponRate	@CpnRt
616	LegSecurityExchange	@Exch
617	LegIssuer	@Issr
618	EncodedLegIssuerLen	@EncLegIssrLen
619	EncodedLegIssuer	@EncLegIssr
620	LegSecurityDesc	@Desc
621	EncodedLegSecurityDescLen	@EncLegSecDescLen
622	EncodedLegSecurityDesc	@EncLegSecDesc
623	LegRatioQty	@RatioQty	Specific to the <InstrumentLeg> (not in <Instrument>)
624	LegSide	@Side	Specific to the <InstrumentLeg> (not in <Instrument>)
556	LegCurrency	@Ccy	Specific to the <InstrumentLeg> (not in <Instrument>)
740	LegPool	@Pool	Identifies MBS / ABS pool
739	LegDatedDate	@Dated
955	LegContractSettlMonth	@CSetMo
956	LegInterestAccrualDate	@IntAcrl
1358	LegPutOrCall	@PutCall	Used to express option right
1017	LegOptionRatio	@LegOptionRatio	LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.
566	LegPrice	@Px	Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

	688	LegStipulationType	@StipTyp		Required if NoLegStipulations >0
	689	LegStipulationValue	@StipVal

524	NestedPartyID	@ID	Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.
525	NestedPartyIDSource	@Src	Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.
538	NestedPartyRole	@R	Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

1330	UnderlyingLegSymbol	@Sym
1331	UnderlyingLegSymbolSfx	@Sfx
1332	UnderlyingLegSecurityID	@ID
1333	UnderlyingLegSecurityIDSource	@Src

	1335	UnderlyingLegSecurityAltID	@AltID
	1336	UnderlyingLegSecurityAltIDSource	@AltIDSrc

1344	UnderlyingLegCFICode	@CFI
1337	UnderlyingLegSecurityType	@SecType
1338	UnderlyingLegSecuritySubType	@SubType
1339	UnderlyingLegMaturityMonthYear	@MMY
1345	UnderlyingLegMaturityDate	@MatDt
1405	UnderlyingLegMaturityTime	@MatTm
1340	UnderlyingLegStrikePrice	@StrkPx
1391	UnderlyingLegOptAttribute	@OptAt
1343	UnderlyingLegPutOrCall	@PutCall
1341	UnderlyingLegSecurityExchange	@Exch
1392	UnderlyingLegSecurityDesc	@Desc

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

448	PartyID	@ID	Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.
447	PartyIDSource	@Src	Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
452	PartyRole	@R	Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

12	Commission	@Comm
13	CommType	@CommTyp
479	CommCurrency	@Ccy
497	FundRenewWaiv	@FundRenewWaiv

519	ContAmtType	@ContAmtTyp	Must be first field in the repeating group.
520	ContAmtValue	@ContAmtValu
521	ContAmtCurr	@ContAmtCurr

	233	StipulationType	@Typ		Required if NoStipulations >0
	234	StipulationValue	@Val

137	MiscFeeAmt	@Amt	Required if NoMiscFees > 0
138	MiscFeeCurr	@Curr
139	MiscFeeType	@Typ	Required if NoMiscFees > 0
891	MiscFeeBasis	@Basis

79	AllocAccount	@Acct	Required if NoAllocs > 0. Must be first field in repeating group.
661	AllocAcctIDSource	@ActIDSrc
736	AllocSettlCurrency	@AllocSettlCcy
467	IndividualAllocID	@IndAllocID

757	Nested2PartyID	@ID	Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.
758	Nested2PartyIDSource	@Src	Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.
759	Nested2PartyRole	@R	Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.