| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 63 | AD | TrdCaptRptReq |
| 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: |
| 568 | TradeRequestID | ReqID | required | SYNOPSIS:
Trade Capture Report Request ID
|
| 569 | TradeRequestType | ReqTyp | required | SYNOPSIS:
Type of Trade Capture Report
|
| 263 | SubscriptionRequestType | SubReqTyp | optional | SYNOPSIS:
Subscription Request Type
|
| 571 | TradeReportID | RptID | optional | SYNOPSIS:
Unique identifier of trade capture report
|
| 818 | SecondaryTradeReportID | TrdRptID2 | optional | SYNOPSIS:
Secondary trade report identifier - can be used to associate an additional identifier with a trade.
|
| 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)
|
| 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" ***
|
| 37 | OrderID | OrdID | optional | SYNOPSIS:
Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.
|
| 11 | ClOrdID | ClOrdID | optional | SYNOPSIS:
Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.
|
| 573 | MatchStatus | MtchStat | optional | SYNOPSIS:
The status of this trade with respect to matching or comparison
|
| 828 | TrdType | TrdTyp | optional | SYNOPSIS:
Type of Trade
|
| 829 | TrdSubType | TrdSubTyp | optional | SYNOPSIS:
Further qualification to the trade type
|
| 830 | TransferReason | TrnsfrRsn | optional | SYNOPSIS:
Reason trade is being transferred
|
| 855 | SecondaryTrdType | TrdTyp2 | optional | SYNOPSIS:
Additional TrdType (see tag 828) assigned to a trade by trade match system.
|
| 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.
|
| 1012 | Parties | Pty | optional | SYNOPSIS:
The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.
ELABORATION: |
| 1003 | Instrument | Instrmt | optional | 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: |
| 1004 | InstrumentExtension | InstrmtExt | optional | SYNOPSIS:
The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.
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: |
| 2066 | UndInstrmtGrp | Undly | optional | SYNOPSIS: ELABORATION: |
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS: ELABORATION: |
| 2069 | TrdCapDtGrp | TrdCapDt | optional | SYNOPSIS: ELABORATION: |
| 715 | ClearingBusinessDate | BizDt | optional | SYNOPSIS:
The "Clearing Business Date" referred to by this maintenance request.
|
| 336 | TradingSessionID | SesID | optional | SYNOPSIS:
Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).
|
| 625 | TradingSessionSubID | SesSub | optional | SYNOPSIS:
Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.
|
| 943 | TimeBracket | TmBkt | optional | SYNOPSIS:
A code that represents a time interval in which a fill or trade occurred.
Required for US futures markets.
|
| 54 | Side | Side | optional | SYNOPSIS:
Side of order
|
| 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.).
|
| 578 | TradeInputSource | InptSrc | optional | SYNOPSIS:
Type of input device or system from which the trade was entered.
|
| 579 | TradeInputDevice | InptDev | optional | SYNOPSIS:
Specific device number, terminal number or station where trade was entered
|
| 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.
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |