| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 64 | AE | TrdCaptRpt |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.3 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | Hdr | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 571 | TradeReportID | RptID | required | SYNOPSIS:
Unique identifier of trade capture report
|
| 487 | TradeReportTransType | TransTyp | optional | SYNOPSIS:
Identifies Trade Report message transaction type
(Prior to FIX 4.4 this field was of type char)
|
| 856 | TradeReportType | RptTyp | optional | SYNOPSIS:
Type of Trade Report
|
| 568 | TradeRequestID | ReqID | optional | SYNOPSIS:
Trade Capture Report Request ID
|
| 828 | TrdType | TrdTyp | optional | SYNOPSIS:
Type of Trade
|
| 829 | TrdSubType | TrdSubTyp | optional | SYNOPSIS:
Further qualification to the trade type
|
| 855 | SecondaryTrdType | TrdTyp2 | optional | SYNOPSIS:
Additional TrdType (see tag 828) assigned to a trade by trade match system.
|
| 830 | TransferReason | TrnsfrRsn | optional | SYNOPSIS:
Reason trade is being transferred
|
| 150 | ExecType | ExecTyp | optional | SYNOPSIS:
Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled)
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
|
| 748 | TotNumTradeReports | TotNumTrdRpts | optional | SYNOPSIS:
Total number of trade reports returned.
|
| 912 | LastRptRequested | LastRptReqed | optional | SYNOPSIS:
Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request.
|
| 325 | UnsolicitedIndicator | Unsol | optional | SYNOPSIS:
Indicates whether or not message is being sent as a result of a subscription request or not.
|
| 263 | SubscriptionRequestType | SubReqTyp | optional | SYNOPSIS:
Subscription Request Type
|
| 572 | TradeReportRefID | RptRefID | optional | SYNOPSIS:
Reference identifier used with CANCEL and REPLACE transaction types.
|
| 881 | SecondaryTradeReportRefID | TrdRptRefID2 | optional | SYNOPSIS:
Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal).
|
| 818 | SecondaryTradeReportID | TrdRptID2 | optional | SYNOPSIS:
Secondary trade report identifier - can be used to associate an additional identifier with a trade.
|
| 820 | TradeLinkID | LinkID | optional | SYNOPSIS:
Used to link a group of trades together. Useful for linking a group of trades together for average price calculations.
|
| 880 | TrdMatchID | TrdMtchID | optional | SYNOPSIS:
Identifier assigned to a trade by a matching system.
|
| 17 | ExecID | ExecID | optional | SYNOPSIS:
Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int)
|
| 39 | OrdStatus | OrdStat | optional | SYNOPSIS:
Identifies current status of order.
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
(see Volume : "Glossary" for value definitions)
|
| 527 | SecondaryExecID | ExecID2 | optional | SYNOPSIS:
Assigned by the party which accepts the order. Can be used to provide the ExecID (7) used by an exchange or executing system.
|
| 378 | ExecRestatementReason | ExecRstmtRsn | optional | SYNOPSIS:
Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.
|
| 570 | PreviouslyReported | PrevlyRpted | required | SYNOPSIS:
Indicates if the trade capture report was previously reported to the counterparty
|
| 423 | PriceType | PxTyp | optional | SYNOPSIS:
Code to represent the price type
|
| 1003 | Instrument | Instrmt | required | SYNOPSIS:
The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.
ELABORATION: |
| 1002 | FinancingDetails | FinDetls | optional | SYNOPSIS:
Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.
ELABORATION: |
| 1011 | OrderQtyData | OrdQty | optional | SYNOPSIS:
The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).
ELABORATION: |
| 854 | QtyType | QtyTyp | optional | SYNOPSIS:
Type of quantity specified in a quantity field
|
| 1022 | YieldData | Yield | optional | SYNOPSIS:
The YieldData component block conveys yield information for a given Fixed Income security.
ELABORATION: |
| 2066 | UndInstrmtGrp | Undly | optional | SYNOPSIS: ELABORATION: |
| 822 | UnderlyingTradingSessionID | UndSesID | optional | SYNOPSIS:
Trading Session in which the underlying instrument trades
|
| 823 | UnderlyingTradingSessionSubID | UndSesSub | optional | SYNOPSIS:
Trading Session sub identifier in which the underlying instrument trades
|
| 32 | LastQty | LastQty | required | SYNOPSIS:
Quantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int)
|
| 31 | LastPx | LastPx | required | SYNOPSIS:
Price of this (last) fill.
|
| 669 | LastParPx | LastParPx | optional | SYNOPSIS:
Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (3) is expressed in Yield, Spread, Discount or any other type.
Usage: Execution Report and Allocation Report repeating executions block (from sellside).
|
| 194 | LastSpotRate | LastSpotRt | optional | SYNOPSIS:
F/X spot rate.
|
| 195 | LastForwardPoints | LastFwdPnts | optional | SYNOPSIS:
F/X forward points added to LastSpotRate (94). May be a negative value.
|
| 30 | LastMkt | LastMkt | optional | SYNOPSIS:
Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C"
|
| 75 | TradeDate | TrdDt | required | SYNOPSIS:
Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade).
|
| 715 | ClearingBusinessDate | BizDt | optional | SYNOPSIS:
The "Clearing Business Date" referred to by this maintenance request.
|
| 6 | AvgPx | AvgPx | optional | SYNOPSIS:
Calculated average price of all fills on this order.
For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (3). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.
|
| 1018 | SpreadOrBenchmarkCurveData | SprdBnchmkCurve | optional | SYNOPSIS:
The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.
ELABORATION: |
| 819 | AvgPxIndicator | AvgPxInd | optional | SYNOPSIS:
Average Pricing Indicator
|
| 1014 | PositionAmountData | Amt | optional | SYNOPSIS:
The PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position.
ELABORATION: |
| 442 | MultiLegReportingType | MLEGRptTyp | optional | SYNOPSIS:
Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).
|
| 824 | TradeLegRefID | TrdLegRefID | optional | SYNOPSIS:
Reference to the leg of a multileg instrument to which this trade refers
|
| 2063 | TrdInstrmtLegGrp | TrdLeg | optional | SYNOPSIS: ELABORATION: |
| 60 | TransactTime | TxnTm | required | SYNOPSIS:
Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")
|
| 1020 | TrdRegTimestamps | TrdRegTS | optional | SYNOPSIS:
The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc.
ELABORATION: |
| 63 | SettlType | SettlTyp | optional | SYNOPSIS:
Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
|
| 64 | SettlDate | SettlDt | optional | SYNOPSIS:
Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement)
|
| 573 | MatchStatus | MtchStat | optional | SYNOPSIS:
The status of this trade with respect to matching or comparison
|
| 574 | MatchType | MtchTyp | optional | SYNOPSIS:
The point in the matching process at which this trade was matched
|
| 2061 | TrdCapRptSideGrp | RptSide | required | SYNOPSIS: ELABORATION: |
| 797 | CopyMsgIndicator | CopyMsgInd | optional | SYNOPSIS:
Indicates whether or not this message is a drop copy of another message.
|
| 852 | PublishTrdIndicator | PubTrdInd | optional | SYNOPSIS:
Indicates if a trade should be reported via a market reporting service.
|
| 853 | ShortSaleReason | ShrtSaleRsn | optional | SYNOPSIS:
Reason for short sale
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |