Orchimate 1.2.6 /

FIX.LatestFIX.Latest_EP299

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Y

MsgType = AE

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.

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.

Identifier for the trade capture report request associated with this trade capture report.

For optional use in reporting trades.

For optional use in reporting trades.

For optional use in reporting trades. Conditionally requires presence of TrdType(828).

For optional use in reporting trades. Conditionally requires presence of SecondaryTrdType(855).

For optional use in reporting trades as alternative to the use of individual fields.

Type of execution being reported. Uses subset of ExecType(150) for trade capture reports.

May be used to indicate manual reporting of the trade.

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

If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default.

The TradeReportID(571) that is being referenced for trade correction or cancelation.

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).

Reference to an execution identifier previously assigned by the market (exchange).
If specified, ExecID(17) is required.

Can be used to indicate cabinet trade pricing.

Used for acting parties that applies to the whole message, not individual legs, sides, etc.

Y

Conditionally required except when reporting trades to parties who will derive trade level quantity from the leg level information for multi-legged trades

Conditionally required except when reporting trades to parties who will derive trade level price from the leg level information for multi-legged trades

Used to specify the differential price when reporting the individual leg of a spread trade.

Dealer's markup of market price to LastPx(31).

Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmt(381).

Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056).

For FX trades expresses whether to multiply or divide LastPx(31) to arrive at GrossTradeAmt(381).

Applicable for F/X orders

Applicable for F/X orders

Used when clearing price differs from execution price.

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).

Used when reporting other than current day trades.

If used then the LastPx(31) will contain the original price on the execution.

Type of report if multileg instrument.
Provided to support a scenario for trades of multileg instruments between two parties.

Reference to the leg of a multileg instrument to which this trade refers. Used when MultiLegReportingType(442) = 2 (Individual leg of a multileg security).

Identifies a multileg execution if present and non-zero.

Time the transaction represented by when this TradeCaptureReport(35=AE) occurred. Execution time of trade. Also describes the time of block trades.

Takes precedence over SettlType(63) value and conditionally required/omitted for specific SettlType(63) values.

The settlement date for the underlying instrument of a derivatives security.

Y

Indicates the algorithm (tier) used to match a trade.

Used to indicate reports after a specific time.

Specifies the rounded price to quoted precision.

(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.

Indicates the reason that a trade report was rejected.

May be used when the business event date differs from when the regulatory report is actually being submitted (typically specified in TrdRegTimestamps component).

Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.