Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Code Set

TrdSubTypeCodeSet

ID829
Typeint
PedigreeAdded FIX.4.4, Updated EP289
Further qualification to the trade type defined in TrdType(828).
NameValueSynopsisElaborationPedigree
CMTA0CMTAAdded EP4
InternalTransferOrAdjustment1Internal transfer or adjustmentAdded EP4
ExternalTransferOrTransferOfAccount2External transfer or transfer of accountAdded EP4
RejectForSubmittingSide3Reject for submitting sideAdded EP4
AdvisoryForContraSide4Advisory for contra sideAdded EP4
OffsetDueToAnAllocation5Offset due to an allocationAdded EP5
OnsetDueToAnAllocation6Onset due to an allocationAdded EP5, Updated EP95
DifferentialSpread7Differential spreadAdded EP5
ImpliedSpreadLegExecutedAgainstAnOutright8Implied spread leg executed against an outrightAdded EP5
TransactionFromExercise9Transaction from exerciseAdded EP5
TransactionFromAssignment10Transaction from assignmentAdded EP5
ACATS11ACATSAdded EP8
OffHoursTrade33Off Hours TradeAdded EP61
OnHoursTrade34On Hours TradeAdded EP61
OTCQuote35OTC QuoteAdded EP61
ConvertedSWAP36Converted SWAPAdded EP-1
WashTrade40Wash TradeAdded EP101
TradeAtSettlement41Trade at Settlement (TAS)Identifies a trade that will be priced using the settlement price.Added EP107, Updated EP227
AuctionTrade42Auction TradeMutually exclusive with TrdSubType(829) = 50 (Balancing).Added EP114, Updated EP227
TradeAtMarker43Trade at Marker (TAM)Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice.Added EP107, Updated EP227
CreditDefault44Default (Credit Event)Added EP165
CreditRestructuring45Restructuring (credit event)Added EP165
Merger46Merger (succession event)Added EP165
SpinOff47Spin-off (succession event)Added EP165
MultilateralCompression48Multilateral compressionUsed to identify a special case of compression between multiple parties, e.g. for netted or portfolio trades.Added EP201, Updated EP269
Balancing50BalancingIdentifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.
Mutually exclusive with TrdSubType(829) = 42 =(Auction).
Added EP227
BasisTradeIndexClose51Basis Trade index Close (BTIC)The marketplace name given to Trade at Marker (TAM) transactions in equity index futures.Added EP227
TradeAtCashOpen52Trade At Cash Open (TACO)The marketplace name given to trading futures based on an opening quote of the underlying cash market.Added EP243
TrdSubmitVenueClrSettl53Trade submitted to venue for clearing and settlementIdentifies trades brought on a trading venue purely for clearing and settlement purposes.Added EP268
BilateralCompression54Bilateral compressionUsed to identify a special case of compression between two parties, e.g. for netted or portfolio trades.Added EP269
MiFID Values
NameValueSynopsisElaborationPedigree
AI14AI (Automated input facility disabled in response to an exchange request.)Added EP26
B15B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)Added EP26
K16K (Transaction using block trade facility.)Added EP26
LC17LC (Correction submitted more than three days after publication of the original trade report.)Added EP26
M18M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)Added EP26
N19N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)Added EP26
NM20NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)
Added EP26
NR21NR (Non-risk transaction in a SEATS security other than an AIM security)Added EP26
P22P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)Added EP26
PA23PA (Protected transaction notification)Added EP26
PC24PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)Added EP26
PN25PN (Worked principal notification for a portfolio transaction which includes order book securities)Added EP26
R26R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)
Added EP26
RO27RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)Added EP26
RT28RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)Added EP26
SW29SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))Added EP26
T30T (If reporting a single protected transaction)Added EP26
WN31WN (Worked principal notification for a single order book security)Added EP26
WT32WT (Worked principal transaction (other than a portfolio transaction))Added EP26
CrossedTrade37Crossed Trade (X)Added EP-1
InterimProtectedTrade38Interim Protected Trade (I)Added EP-1
LargeInScale39Large in Scale (L)Added EP-1

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