Message
TradeCaptureReport (AE)
| ID | 64 |
| Abbr Name | TrdCaptRpt |
| Pedigree | Added FIX.4.3 |
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.
• 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.
Field | Name | Type | Req'd | Comments | Pedigree |
|---|---|---|---|---|---|
StandardHeader | Y | MsgType = AE | Added FIX.4.3 | ||
571 | Y | Unique identifier for the Trade Capture Report | Added FIX.4.3 | ||
487 | Identifies Trade Report message transaction type. | Added FIX.4.3 | |||
856 | Added FIX.4.4 | ||||
568 | Request ID if the Trade Capture Report is in response to a Trade Capture Report Request | Added FIX.4.3 | |||
828 | Added FIX.4.4 | ||||
829 | Added FIX.4.4 | ||||
855 | Added FIX.4.4 | ||||
830 | Added FIX.4.4 | ||||
150 | Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports | Added FIX.4.3 | |||
748 | Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request | Added FIX.4.4 | |||
912 | Indicates if this is the last report in the response to a Trade Capture Report Request | Added FIX.4.4 | |||
325 | 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. | Added FIX.4.4 | |||
263 | Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default | Added FIX.4.4 | |||
572 | The TradeReportID that is being referenced for some action, such as correction or cancellation | Added FIX.4.3 | |||
881 | Added FIX.4.4 | ||||
818 | Added FIX.4.4 | ||||
820 | Used to associate a group of trades together. Useful for average price calculations. | Added FIX.4.4 | |||
880 | Added FIX.4.4 | ||||
17 | Exchanged assigned Execution ID (Trade Identifier) | Added FIX.4.3 | |||
39 | Status of order as of this trade report | Added FIX.4.4 | |||
527 | Added FIX.4.3 | ||||
378 | Reason for restatement | Added FIX.4.3 | |||
570 | Y | Indicates if the trade capture report was previously reported to the counterparty | Added FIX.4.3 | ||
423 | Can be used to indicate cabinet trade pricing | Added FIX.4.4 | |||
Instrument | Y | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | Added FIX.4.3 | ||
FinancingDetails | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" | Added FIX.4.4 | |||
OrderQtyData | 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. | Added FIX.4.3 | |||
854 | Added FIX.4.4 | ||||
YieldData | Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" | Added FIX.4.4 | |||
UndInstrmtGrp | Added FIX.4.4 | ||||
822 | Added FIX.4.4 | ||||
823 | Added FIX.4.4 | ||||
32 | Y | Trade Quantity. | Added FIX.4.3 | ||
31 | Y | Trade Price. | Added FIX.4.3 | ||
669 | 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. | Added FIX.4.4 | |||
194 | Applicable for F/X orders | Added FIX.4.3 | |||
195 | Applicable for F/X orders | Added FIX.4.3 | |||
30 | Added FIX.4.3 | ||||
75 | Y | Used when reporting other than current day trades. | Added FIX.4.3 | ||
715 | Added FIX.4.4 | ||||
6 | Average Price - if present then the LastPx will contain the original price on the execution | Added FIX.4.4 | |||
SpreadOrBenchmarkCurveData | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" | Added FIX.4.4 | |||
819 | Average Pricing indicator | Added FIX.4.4 | |||
PositionAmountData | Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" | Added FIX.4.4 | |||
442 | Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties. | Added FIX.4.3 | |||
824 | Reference to the leg of a multileg instrument to which this trade refers Used when MultiLegReportingType = 2 (Single Leg of a Multileg security) | Added FIX.4.4 | |||
TrdInstrmtLegGrp | Number of legs Identifies a Multi-leg Execution if present and non-zero. | Added FIX.4.4 | |||
60 | Y | Time the transaction represented by this Trade Capture Report occurred | Added FIX.4.3 | ||
TrdRegTimestamps | Added FIX.4.4 | ||||
63 | Added FIX.4.3 | ||||
64 | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. | Added FIX.4.3 | |||
573 | Added FIX.4.3 | ||||
574 | Added FIX.4.3 | ||||
TrdCapRptSideGrp | Y | Number of sides | Added FIX.4.4 | ||
797 | Indicates drop copy. | Added FIX.4.4 | |||
852 | Added FIX.4.4 | ||||
853 | Added FIX.4.4 | ||||
StandardTrailer | Y | Added FIX.4.3 |
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