Code Set TrdSubTypeCodeSet Scenario base

SYNOPSIS: Further qualification to the trade type

ID Datatype
829int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
829001CMTA0SYNOPSIS: CMTA
FIX.4.44
829002InternalTransferOrAdjustment1SYNOPSIS: Internal transfer or adjustment
FIX.4.44
829003ExternalTransferOrTransferOfAccount2SYNOPSIS: External transfer or transfer of account
FIX.4.44
829004RejectForSubmittingSide3SYNOPSIS: Reject for submitting side
FIX.4.44
829005AdvisoryForContraSide4SYNOPSIS: Advisory for contra side
FIX.4.44
829006OffsetDueToAnAllocation5SYNOPSIS: Offset due to an allocation
FIX.4.45
829007OnsetDueToAnAllocation6SYNOPSIS: Onset due to an allocation
FIX.4.45FIX.5.0SP195
829008DifferentialSpread7SYNOPSIS: Differential spread
FIX.4.45
829009ImpliedSpreadLegExecutedAgainstAnOutright8SYNOPSIS: Implied spread leg executed against an outright
FIX.4.45
829010TransactionFromExercise9SYNOPSIS: Transaction from exercise
FIX.4.45
829011TransactionFromAssignment10SYNOPSIS: Transaction from assignment
FIX.4.45
829012ACATS11SYNOPSIS: ACATS
FIX.4.48
829013OffHoursTrade33SYNOPSIS: Off Hours Trade
FIX.5.061
829014OnHoursTrade34SYNOPSIS: On Hours Trade
FIX.5.061
829015OTCQuote35SYNOPSIS: OTC Quote
FIX.5.061
829016ConvertedSWAP36SYNOPSIS: Converted SWAP
FIX.5.0
829017WashTrade40SYNOPSIS: Wash Trade
FIX.5.0SP2101
829018TradeAtSettlement41SYNOPSIS: Trade at Settlement (TAS)
ELABORATION: Identifies a trade that will be priced using the settlement price.
FIX.5.0SP2107FIX.5.0SP2227
829019AuctionTrade42SYNOPSIS: Auction Trade
ELABORATION: Mutually exclusive with TrdSubType(829) = 50 (Balancing).
FIX.5.0SP2114FIX.5.0SP2227
829020TradeAtMarker43SYNOPSIS: Trade at Marker (TAM)
ELABORATION: 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.
FIX.5.0SP2107FIX.5.0SP2227
829021CreditDefault44SYNOPSIS: Default (Credit Event)
FIX.5.0SP2165
829022CreditRestructuring45SYNOPSIS: Restructuring (credit event)
FIX.5.0SP2165
829023Merger46SYNOPSIS: Merger (succession event)
FIX.5.0SP2165
829024SpinOff47SYNOPSIS: Spin-off (succession event)
FIX.5.0SP2165
829025MultilateralCompression48SYNOPSIS: Multilateral compression
ELABORATION: Used to identify a special case of compression between multiple parties, e.g. for netted or portfolio trades.
FIX.5.0SP2201FIX.Latest269
829026Balancing50SYNOPSIS: Balancing
ELABORATION: Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers. Mutually exclusive with TrdSubType(829) = 42 =(Auction).
FIX.5.0SP2227
829027BasisTradeIndexClose51SYNOPSIS: Basis Trade index Close (BTIC)
ELABORATION: The marketplace name given to Trade at Marker (TAM) transactions in equity index futures.
FIX.5.0SP2227
829028TradeAtCashOpen52SYNOPSIS: Trade At Cash Open (TACO)
ELABORATION: The marketplace name given to trading futures based on an opening quote of the underlying cash market.
FIX.5.0SP2243
829029TrdSubmitVenueClrSettl53SYNOPSIS: Trade submitted to venue for clearing and Identifies
ELABORATION: Identifies trades brought on a trading venue purely for clearing and settlement purposes.
FIX.Latest268
829030BilateralCompression54SYNOPSIS: Bilateral compression
ELABORATION: Used to identify a special case of compression between two parties, e.g. for netted or portfolio trades.
FIX.Latest269
829031AI14SYNOPSIS: AI (Automated input facility disabled in response to an exchange request.)
FIX.4.426
829032B15SYNOPSIS: B (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.)
FIX.4.426
829033K16SYNOPSIS: K (Transaction using block trade facility.)
FIX.4.426
829034LC17SYNOPSIS: LC (Correction submitted more than three days after publication of the original trade report.)
FIX.4.426
829035M18SYNOPSIS: M (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.)
FIX.4.426
829036N19SYNOPSIS: N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)
FIX.4.426
829037NM20SYNOPSIS: NM ( 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.)
FIX.4.426
829038NR21SYNOPSIS: NR (Non-risk transaction in a SEATS security other than an AIM security)
FIX.4.426
829039P22SYNOPSIS: P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)
FIX.4.426
829040PA23SYNOPSIS: PA (Protected transaction notification)
FIX.4.426
829041PC24SYNOPSIS: PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)
FIX.4.426
829042PN25SYNOPSIS: PN (Worked principal notification for a portfolio transaction which includes order book securities)
FIX.4.426
829043R26SYNOPSIS: R ( (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).)
FIX.4.426
829044RO27SYNOPSIS: RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)
FIX.4.426
829045RT28SYNOPSIS: RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)
FIX.4.426
829046SW29SYNOPSIS: SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))
FIX.4.426
829047T30SYNOPSIS: T (If reporting a single protected transaction)
FIX.4.426
829048WN31SYNOPSIS: WN (Worked principal notification for a single order book security)
FIX.4.426
829049WT32SYNOPSIS: WT (Worked principal transaction (other than a portfolio transaction))
FIX.4.426
829050CrossedTrade37SYNOPSIS: Crossed Trade (X)
FIX.5.0
829051InterimProtectedTrade38SYNOPSIS: Interim Protected Trade (I)
FIX.5.0
829052LargeInScale39SYNOPSIS: Large in Scale (L)
FIX.5.0