| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 77 | AR | TrdCaptRptAck |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.4 |
| 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
|
| 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 | required | 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" ***
|
| 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).
|
| 939 | TrdRptStatus | TrdRptStat | optional | SYNOPSIS:
Trade Report Status
|
| 751 | TradeReportRejectReason | RptRejRsn | optional | SYNOPSIS:
Reason Trade Capture Request was rejected.
4000+ Reserved and available for bi-laterally agreed upon user-defined values
|
| 818 | SecondaryTradeReportID | TrdRptID2 | optional | SYNOPSIS:
Secondary trade report identifier - can be used to associate an additional identifier with a trade.
|
| 263 | SubscriptionRequestType | SubReqTyp | optional | SYNOPSIS:
Subscription Request Type
|
| 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)
|
| 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.
|
| 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: |
| 60 | TransactTime | TxnTm | optional | 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: |
| 725 | ResponseTransportType | RspTransportTyp | optional | SYNOPSIS:
Identifies how the response to the request should be transmitted
|
| 726 | ResponseDestination | RspDest | optional | SYNOPSIS:
URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination.
See "Appendix 6-B FIX Fields Based Upon Other Standards"
|
| 58 | Text | Txt | optional | SYNOPSIS:
Free format text string
(Note: this field does not have a specified maximum length)
|
| 354 | EncodedTextLen | EncTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedText (355) field.
|
| 355 | EncodedText | EncTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.
|
| 2063 | TrdInstrmtLegGrp | TrdLeg | optional | SYNOPSIS: ELABORATION: |
| 635 | ClearingFeeIndicator | ClrFeeInd | optional | SYNOPSIS:
Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
|
| 528 | OrderCapacity | Cpcty | optional | SYNOPSIS:
Designates the capacity of the firm placing the order
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
|
| 529 | OrderRestrictions | Rstctions | optional | SYNOPSIS:
Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
|
| 582 | CustOrderCapacity | CustCpcty | optional | SYNOPSIS:
Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
|
| 1 | Account | Acct | optional | SYNOPSIS:
Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.
|
| 660 | AcctIDSource | AcctIDSrc | optional | SYNOPSIS:
Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
|
| 581 | AccountType | AcctTyp | optional | SYNOPSIS:
Type of account associated with an order
|
| 77 | PositionEffect | PosEfct | optional | SYNOPSIS:
Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
|
| 591 | PreallocMethod | PreallocMeth | optional | SYNOPSIS:
Indicates the method of preallocation.
|
| 2060 | TrdAllocGrp | Alloc | optional | SYNOPSIS: ELABORATION: |
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |