Message TradeCaptureReport Scenario base

SYNOPSIS: The Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system. - Sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Used to report unmatched and matched trades.

ID MsgType Abbr Flow
64AETrdCaptRpt

Pedigree

Added EP Updated EP Deprecated EP
FIX.4.3FIX.5.0SP2192

Responses

None

Members

TradeCaptureReport base members
ID Name Abbr Presence Description
1024StandardHeaderBaseHeaderrequiredSYNOPSIS: The standard FIX message header
ELABORATION:
1057ApplicationSequenceControlApplSeqCtrloptionalSYNOPSIS: The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block.
ELABORATION:
571TradeReportIDRptID optional SYNOPSIS: Unique identifier of trade capture report
1003TradeIDTrdID optional SYNOPSIS: The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.
1040SecondaryTradeIDTrdID2 optional SYNOPSIS: Used to carry an internal trade entity ID which may or may not be reported to the firm
1041FirmTradeIDFirmTrdID optional SYNOPSIS: The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary
1042SecondaryFirmTradeIDFirmTrdID2 optional SYNOPSIS: Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary
2489PackageIDPackageID optional SYNOPSIS: Identifier assigned to a collection of trades so that they can be analyzed as one atomic unit for risk assessment and clearing.
2490TradeNumberTrdNum optional SYNOPSIS: Ordinal number of the trade within a series of related trades.
487TradeReportTransTypeTransTyp optional SYNOPSIS: Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char)
856TradeReportTypeRptTyp optional SYNOPSIS: Type of Trade Report
939TrdRptStatusTrdRptStat optional SYNOPSIS: Trade Report Status
568TradeRequestIDReqID optional SYNOPSIS: Trade Capture Report Request ID
828TrdTypeTrdTyp optional SYNOPSIS: Type of trade assigned to a trade.
ELABORATION: Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it.
829TrdSubTypeTrdSubTyp optional SYNOPSIS: Further qualification to the trade type
855SecondaryTrdTypeTrdTyp2 optional SYNOPSIS: Type of trade assigned to a trade. Used in addition to TrdType(828). Must not be used when only one trade type needs to be assigned.
2896TertiaryTrdTypeTrdTyp3 optional SYNOPSIS: Type of trade assigned to a trade. Used in addition to TrdType(828) and SecondaryTrdType(855). Must not be used when only one additional trade type needs to be assigned.
2667AlgorithmicTradeIndicatorAlgoTrdInd optional SYNOPSIS: Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention.
1849OffsetInstructionOfstInst optional SYNOPSIS: Indicates the trade is a result of an offset or onset.
2206TradePriceConditionGrpTrdPxCondsoptionalSYNOPSIS: Price conditions associated with a trade that impact trade price.
ELABORATION:
1123TradeHandlingInstrTrdHandlInst optional SYNOPSIS: Specified how the TradeCaptureReport(35=AE) should be handled by the respondent.
1124OrigTradeHandlingInstrOrigTrdHandlInst optional SYNOPSIS: Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123)
1125OrigTradeDateOrigTrdDt optional SYNOPSIS: Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer
1126OrigTradeIDOrigTrdID optional SYNOPSIS: Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer
1127OrigSecondaryTradeIDOrignTrdID2 optional SYNOPSIS: Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer
830TransferReasonTrnsfrRsn optional SYNOPSIS: Reason trade is being transferred
150ExecTypeExecTyp optional SYNOPSIS: Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled).
748TotNumTradeReportsTotNumTrdRpts optional SYNOPSIS: Total number of trade reports returned.
912LastRptRequestedLastRptReqed optional SYNOPSIS: Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD).
1028ManualOrderIndicatorManOrdInd optional SYNOPSIS: Indicates if an order, quote or trade was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software).
325UnsolicitedIndicatorUnsol optional SYNOPSIS: Indicates whether or not message is being sent as a result of a subscription request or not.
263SubscriptionRequestTypeSubReqTyp optional SYNOPSIS: Subscription Request Type
572TradeReportRefIDRptRefID optional SYNOPSIS: Reference identifier used with CANCEL and REPLACE transaction types.
881SecondaryTradeReportRefIDTrdRptRefID2 optional SYNOPSIS: Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal).
818SecondaryTradeReportIDTrdRptID2 optional SYNOPSIS: Secondary trade report identifier - can be used to associate an additional identifier with a trade.
820TradeLinkIDLinkID optional SYNOPSIS: Used to link a group of trades together.
880TrdMatchIDMtchID optional SYNOPSIS: Identifier assigned to a trade by a matching system.
17ExecIDExecID optional SYNOPSIS: Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=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).
19ExecRefIDExecRefID optional SYNOPSIS: Reference identifier used with Trade, Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int)
527SecondaryExecIDExecID2 optional SYNOPSIS: Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system.
378ExecRestatementReasonExecRstmtRsn optional SYNOPSIS: The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel.
2347RegulatoryTransactionTypeRegTxnTyp optional SYNOPSIS: Specifies the regulatory mandate or rule that the transaction complies with.
2220RegulatoryTradeIDGrpRegTrdIDoptionalSYNOPSIS: The RegulatoryTradeIDGrp is a repeating component within the TradeCaptureReport message used to report the source, value and relationship of multiple identifiers for the same trade or position. This component can be used to meet regulatory trade reporting requirements where identifiers such as the Unique Swaps Identifier (USI) in the US or the Unique Trade Identifier (UTI) in Europe and Canada are required to be reported, showing the chaining of these identifiers as needed.
ELABORATION:
570PreviouslyReportedPrevlyRpted optional SYNOPSIS: Indicates if the transaction was previously reported to the counterparty or market.
423PriceTypePxTyp optional SYNOPSIS: Code to represent the price type.
ELABORATION: For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions.
1074PriceQualifierGrpPxQualoptionalSYNOPSIS: The PriceQualifierGrp component clarifies the composition of the price when standard market practice for the security calls for a price that is atypical when traded in other markets, or when a price can be expressed in more than one way.
ELABORATION:
549CrossTypeCrssTyp optional SYNOPSIS: Type of cross being submitted to a market
1031RootPartiesPtyoptionalSYNOPSIS: The RootParties component block is a version of the Parties component block used to provide root information regarding the owning and entering parties of a transaction.
ELABORATION:
1015AsOfIndicatorAsOfInd optional SYNOPSIS: A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day.
716SettlSessIDSetSesID optional SYNOPSIS: Identifies a specific settlement session
717SettlSessSubIDSetSesSub optional SYNOPSIS: SubID value associated with SettlSessID(716)
1430VenueTypeVenuTyp optional SYNOPSIS: Identifies the type of venue where a trade was executed
1300MarketSegmentIDMktSegID optional SYNOPSIS: Identifies the market segment
1301MarketIDMktID optional SYNOPSIS: Identifies the market
2375TaxonomyTypeTxnmyTyp optional SYNOPSIS: The type of identification taxonomy used to identify the security.
1003InstrumentInstrmtrequiredSYNOPSIS: 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:
1004InstrumentExtensionInstrmtExtoptionalSYNOPSIS: The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.
ELABORATION:
1002FinancingDetailsFinDetlsoptionalSYNOPSIS: Component block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) 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:
4027PaymentGrpPmtoptionalSYNOPSIS: The PaymentGrp is a repeating component used to report additional payments or bullet payments.
ELABORATION: This component is positioned outside the Instrument component as it is used to specify payments based on the price and terms of the contract, e.g. upfront fee, premium amount, security lending fee and contract-based rebates. When PaymentFrequencyUnit(43103) and PaymentFrequencyPeriod(43102) are specified the payments are deemed to be periodic for the specified PaymentType(40213).
854QtyTypeQtyTyp optional SYNOPSIS: Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
1022YieldDataYieldoptionalSYNOPSIS: The YieldData component block conveys yield information for a given Fixed Income security.
ELABORATION:
2066UndInstrmtGrpUndlyoptionalSYNOPSIS:
ELABORATION:
1066RelatedInstrumentGrpReltdInstrmtoptionalSYNOPSIS: The RelatedInstrumentGrp is a repeating component at the same hierarchical level as the Instrument component, describing relationships and linkages between the Instrument, UnderlyingInstrument and InstrumentLeg entries. If all instances of the UnderlyingInstrument in the message are true underliers of the Instrument then the RelatedInstrumentGrp component is not needed. If any instance of the UnderlyingInstrument has a different relationship, e.g. underlier of an InstrumentLeg, stream, equity equivalent or nearest exchange-traded contract or there are multiple instances of InstrumentLeg, then an entry for every relationship should be included in this component. When the RelatedInstrumentGrp appears within a repeating group, each entry only apply to the Instrument component at the same hierarchical level. In messages, such as Email(35=C) and News(35=B), where Instrument and the InstrumentLeg are within their repeating groups, the RelatedInstrumentGrp component may be used to link legs and underliers to their appropriate base Instrument.
ELABORATION: For simple relationships such as identifying a "hedges for" security the entry simply defines the symbol or identifier of an externally known security. For relationships within strategies and swaps the entry refers up through one of the "related to" fields to the Instrument, InstrumentLeg, UnderlyingInstrument, stream or dividend period with which the related security has correlation. It then points down through RelatedSecurityID(1650) or RelatedSymbol(1649) to an UnderlyingInstrument instance in the current message defining the related security. The nature of the relationship is given in RelatedInstrumentType(1648).
2191CollateralAmountGrpCollAmtoptionalSYNOPSIS: The Collateral Amount Group component block is a repeating group that provides the current value of the collateral type on deposit. The currency of the collateral value may be optionally included.
ELABORATION:
2868CollateralizationValueDateCollztnValuDt optional SYNOPSIS: Date when the collateral is to be assessed or assigned.
1062RateSourceRtSrcoptionalSYNOPSIS:
ELABORATION:
2268TransactionAttributeGrpTxnAttrboptionalSYNOPSIS: The TransactionAttributeGrp component block is a repeating group that may be used to provide additional transaction attributes for the trade and other post-trade events.
ELABORATION:
822UnderlyingTradingSessionIDUndSesID optional SYNOPSIS: Trading Session in which the underlying instrument trades
823UnderlyingTradingSessionSubIDUndSesSub optional SYNOPSIS: Trading Session sub identifier in which the underlying instrument trades
32LastQtyLastQty optional SYNOPSIS: Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int)
1828LastQtyVarianceLastQtyVarnc optional SYNOPSIS: When LastQty is an estimated value, e.g. for a Repo “circled” trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final.
2301LastQtyChangedQtyChngd optional SYNOPSIS: The positive or negative change in quantity when this report is a trade correction or continuation.
2368LastMultipliedQtyLastMultdQty optional SYNOPSIS: Expresses the quantity bought or sold when LastQty(32) is expressed in number of contracts. Used in addition to LastQty(32). It is the product of LastQty(32) and ContractMultiplier(231).
2367TotalTradeQtyTotTrdQty optional SYNOPSIS: Expresses the total quantity traded over the life of the contract when LastQty(32) is repeated periodically over the term of the contract. The value is the product of LastQty(32) and TradingUnitPeriodMultiplier(2353).
2370TotalTradeMultipliedQtyTotTrdMultdQty optional SYNOPSIS: Expresses the total trade quantity in units where ContractMultiplier(231) is not 1. The value is the product of TotalTradeQty(2367) and ContractMultiplier(231).
31LastPxLastPx optional SYNOPSIS: Price of this (last) fill.
631MidPxMidPx optional SYNOPSIS: Mid price/rate. For OTC swaps this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive.
1522DifferentialPriceDiffPx optional SYNOPSIS: Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that MultiLegReportingType(442) will be set to 2 (Individual leg of a multi-leg security) in this case. Also used in pricing Trade at Settlement (TAS) and Trade At Marker (TAM) contracts for which the value is the negotiated currency offset either at settlement (TAS) or at time specified in the product definition (TAM). The final contract price is specified in LastPx(31).
1056CalculatedCcyLastQtyCalcCcyLastQty optional SYNOPSIS: Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx.
2762PriceMarkupPxMrkup optional SYNOPSIS: Price offset of the markup denominated in the price type of the trade.
ELABORATION: The field is expressed in a value that can simply be added to or subtracted from the (clean) price to reach the marked- up price. E.g., a percent of par price of 98 marked up to 98.5 should be 0.5, an FX rate of 1.17936 marked up to 1.19 should be 0.01064, a stock price of 22.75 marked up to 22.9 should be 0.15, etc.
1075AveragePriceDetailAvgPxDetloptionalSYNOPSIS: The AveragePriceDetail component provides average pricing details in a trade report, including the average pricing model and the start and end times of averaging period.
ELABORATION:
15CurrencyCcy optional SYNOPSIS: Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.
120SettlCurrencySettlCcy optional SYNOPSIS: Currency code of settlement denomination.
2366SettlPriceFxRateCalcSettlPxFxRtCalc optional SYNOPSIS: Specifies whether LastPx(31) [TradeCaptureReport] or SettlPrice(730) [PositionReport] should be multiplied or divided.
669LastParPxLastParPx optional SYNOPSIS: Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type. Usage: Execution Report and Allocation Report repeating executions block (from sellside).
194LastSpotRateLastSpotRt optional SYNOPSIS: F/X spot rate.
195LastForwardPointsLastFwdPnts optional SYNOPSIS: F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
1071LastSwapPointsLastSwapPnts optional SYNOPSIS: For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199
2349PricePrecisionPxPrcsn optional SYNOPSIS: Specifies the price decimal precision of the instrument.
ELABORATION: For FX, this specifies the pip size in which forward points are calculated. Point (pip) size varies by currency pair. Major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01.
30LastMktLastMkt 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"
ELABORATION: In the context of ESMA RTS 1 Annex I, Table 3, Field 6 "Venue of Execution" it is required that the "venue where the transaction was executed" be identified using ISO 10383 (MIC). Additionally, ESMA requires the use of "MIC code 'XOFF' for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is not executed on a trading venue, systematic internaliser or organized trading platform outside of the Union. Use 'SINT' for financial instruments admitted to trading or traded on a trading venue, where the transaction is executed on a systematic internaliser."
1596ClearingTradePriceClrTrdPx optional SYNOPSIS: Alternate clearing price
1740TradePriceNegotiationMethodTrdPxNegottnMeth optional SYNOPSIS: Method used for negotiation of contract price.
1743LastUpfrontPriceLastUpfrontPx optional SYNOPSIS: Price used to determine upfront payment for swaps contracts reported for a deal (trade).
1741UpfrontPriceTypeUpfrontPxTyp optional SYNOPSIS: Type of price used to determine upfront payment for swaps contracts.
75TradeDateTrdDt optional SYNOPSIS: Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).
715ClearingBusinessDateBizDt optional SYNOPSIS: The business date for which the trade is expected to be cleared.
2870ClearingPortfolioIDClrPrtflioID optional SYNOPSIS: When the transaction is cleared and included in a portfolio of transactions this identifies the portfolio by its unique identifier.
ELABORATION: In the context of EU SFTR reporting this applies to cleared transactions grouped in a portfolio for which margins are exchanged.
6AvgPxAvgPx 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 (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.
1018SpreadOrBenchmarkCurveDataSprdBnchmkCurveoptionalSYNOPSIS: The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.
ELABORATION:
1731AvgPxGroupIDAvgPxGrpID optional SYNOPSIS: Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group.
819AvgPxIndicatorAvgPxInd optional SYNOPSIS: Average pricing indicator.
2085ValuationDateValDt optional SYNOPSIS: The valuation date of the trade.
2086ValuationTimeValTm optional SYNOPSIS: The valuation time of the trade.
2087ValuationBusinessCenterValBizCtr optional SYNOPSIS: Identifies the business center whose calendar is used for valuation, e.g. "GLOB". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
1014PositionAmountDataAmtoptionalSYNOPSIS: 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:
442MultiLegReportingTypeMLegRptTyp optional SYNOPSIS: Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported.
824TradeLegRefIDTrdLegRefID optional SYNOPSIS: Reference to the leg of a multileg instrument to which this trade refers
2063TrdInstrmtLegGrpTrdLegoptionalSYNOPSIS:
ELABORATION:
60TransactTimeTxnTm optional SYNOPSIS: Timestamp when the business transaction represented by the message occurred.
1020TrdRegTimestampsTrdRegTSoptionalSYNOPSIS: 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:
63SettlTypeSettlTyp 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. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
64SettlDateSettlDt 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)
2878TerminationDateTmntnDt optional SYNOPSIS: The date of a contract's early termination or other post-trade event when the event is prior to the contract natural end or maturity not defined as part of the security's reference data or contractual terms/agreement.
987UnderlyingSettlementDateStlDt optional SYNOPSIS: Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments.
573MatchStatusMtchStat optional SYNOPSIS: The status of this trade with respect to matching or comparison.
2405ExecMethodExecMeth optional SYNOPSIS: Specifies how the transaction was executed, e.g. via an automated execution platform or other method.
574MatchTypeMtchTyp optional SYNOPSIS: The point in the matching process at which this trade was matched.
2207TradeQtyGrpQtyoptionalSYNOPSIS: Quantities of the trade that have been processed and the type of processing that has occurred for that trade quantity.
ELABORATION:
2061TrdCapRptSideGrpRptSiderequiredSYNOPSIS:
ELABORATION:
1188VolatilityVol optional SYNOPSIS: Annualized volatility for option model calculations
1189TimeToExpirationTmToExp optional SYNOPSIS: Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year.
1380DividendYieldDividendYield optional SYNOPSIS: The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models.
1190RiskFreeRateRFR optional SYNOPSIS: Interest rate. Usually some form of short term rate.
811PriceDeltaPxDelta optional SYNOPSIS: The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. This value is normally between -1.0 and 1.0.
1382CurrencyRatioCurrencyRatio optional SYNOPSIS: Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7
797CopyMsgIndicatorCopyMsgInd optional SYNOPSIS: Indicates whether or not this message is a drop copy of another message.
2113TrdRepIndicatorsGrpTrdRepIndicatorsGrpoptionalSYNOPSIS:
ELABORATION:
2524TradeReportingIndicatorTrdRptngInd optional SYNOPSIS: Used between parties to convey trade reporting status.
ELABORATION: In the context of regulatory reporting, this field may be used by the reporting party (e.g. party obligated to report to regulators) to inform their trading counterparty or other interested parties the trade reporting status.
852PublishTrdIndicatorPubTrdInd optional SYNOPSIS: Indicates if a trade should be reported via a market reporting service.
1390TradePublishIndicatorTrdPubInd optional SYNOPSIS: Indicates if a trade should be or has been published via a market publication service. The indicator governs all publication services of the recipient. Replaces PublishTrdIndicator(852).
1072TrdRegPublicationGrpTrdRegPublctnoptionalSYNOPSIS: The TrdRegPublicationGrp component is used to express trade publication reasons that are required by regulatory agencies. Reasons may include deferrals, exemptions, waivers, etc.
ELABORATION: Under the MiFID II regulation, this is used for indicating the reduction of pre- ("waivers") or post-trade transparency. In cases where a trade has been made outside an open order book venue or publication of trade data has been deferred, pertinent reason indicators are set in the TrdRegPublicationReason(2670) to further qualify the TrdRegPublicationType(2669).
853ShortSaleReasonShrtSaleRsn optional SYNOPSIS: Reason for short sale.
994TierCodeTierCD optional SYNOPSIS: The Tier the trade was matched by the clearing system.
1011MessageEventSourceMsgEvtSrc optional SYNOPSIS: Used to identify the event or source which gave rise to a message. Valid values will be based on an exchange's implementation. Example values are: "MQM" (originated at Firm Back Office) "Clear" (originated in Clearing System) "Reg" (static data generated via Register request)
779LastUpdateTimeLastUpdateTm optional SYNOPSIS: Timestamp of last update to data item (or creation if no updates made since creation).
991RndPxRndPx optional SYNOPSIS: Specifies average price rounded to quoted precision.
1132TZTransactTimeTZTransactTime optional SYNOPSIS: Transact time in the local date-time stamp with a TZ offset to UTC identified
1134ReportedPxDiffReportedPxDiff optional SYNOPSIS: Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, field 829 TrdSubType
381GrossTradeAmtGrossTrdAmt optional SYNOPSIS: Total amount traded expressed in units of currency - usually quantity * price. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size).
2369TotalGrossTradeAmtTotGrossTrdAmt optional SYNOPSIS: Expresses the full total monetary value of the traded contract. The value is the product of LastPx(31) and TotalTradeQty(2367) or TotalTradeMultipliedQty(2370), if priced in units instead of contracts.
751TradeReportRejectReasonRejRsn optional SYNOPSIS: Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values.
1328RejectTextRejTxt optional SYNOPSIS: Identifies the reason for rejection.
1664EncodedRejectTextLenEncRejTxtLen optional SYNOPSIS: Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field.
1665EncodedRejectTextEncRejTxt optional SYNOPSIS: Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field.
1329FeeMultiplierFeeMult optional SYNOPSIS: This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms.
1832ClearedIndicatorClrd optional SYNOPSIS: Indicates whether the trade or position being reported was cleared through a clearing organization.
1924ClearingIntentionClrIntn optional SYNOPSIS: Specifies the party's or parties' intention to clear the trade.
1925TradeClearingInstructionClrngInstrctn optional SYNOPSIS: Specifies the eligibility of this trade for clearing and central counterparty processing.
1926BackloadedTradeIndicatorBackTrdInd optional SYNOPSIS: Indicates that the trade being reported occurred in the past and is still in effect or active.
1927ConfirmationMethodCnfmMeth optional SYNOPSIS: Specifies how a trade was confirmed.
1928MandatoryClearingIndicatorMandClrInd optional SYNOPSIS: An indication that the trade is flagged for mandatory clearing.
4185MandatoryClearingJurisdictionGrpMandClrJrsdctnoptionalSYNOPSIS: MandatoryClearingJurisdictionGrp is a repeating component of TradeCaptureReport used to specify the set of jurisdictions to which mandatory clearing applies.
ELABORATION:
1929MixedSwapIndicatorMixedSwapInd optional SYNOPSIS: An indication that the trade is a mixed swap.
ELABORATION: In the context of CFTC , a "Mixed swap" is defined in the Commodity Exchange Act (CEA) section 1a(47)(D) as an instrument that is in part a swap subject to the jurisdiction of the CFTC, and in part a security-based swap subject to the jurisdiction of the SEC. When reporting the additional Swap Data Repositories must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 12 (Additional domestic trade repository) and PartySub-IDType(803) = 70 (Location or jurisdiction).
2527MultiAssetSwapIndicatorMAsstSwapInd optional SYNOPSIS: Indicates a swap that does not have one easily identifiable primary underlying asset, but instead involves multiple underlying assets within one trade repository's jurisdiction that belong to different asset classes.
ELABORATION:
2526InternationalSwapIndicatorIntlSwapInd optional SYNOPSIS: Identifies the swap trade as an "international" transaction.
ELABORATION: In the context of CFTC Regulation 45.3(h), an international swap is required by U.S. law and the law of another jurisdiction to be reported both to a US Swaps Data Repository and to a different trade repository registered within the other jurisdiction. The additional SDRs must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 11 (Additional international trade repository) and PartySubIDType(803) = 70 (Location or jurisdiction).
1930OffMarketPriceIndicatorOffMktPxInd optional SYNOPSIS: An indication that the price is off-market.
1931VerificationMethodVerfctnMeth optional SYNOPSIS: Indication of how a trade was verified.
1932ClearingRequirementExceptionClrReqmtExcptn optional SYNOPSIS: Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1).
1933IRSDirectionIRSDirctn optional SYNOPSIS: Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap.
1934RegulatoryReportTypeRegRptTyp optional SYNOPSIS: Type of regulatory report.
2869RegulatoryReportTypeBusinessDateRegRptTypBizDt optional SYNOPSIS: The business date on which the event identified in RegulatoryReportType(1934) took place.
ELABORATION: In the context of EU SFTR reports with a RegulatoryReportType(1934) value 7 (Post-trade valuation), 31 (Collateral update) or 32 (Margin update), the business date on which the business event took place, which results in the information contained in the report.
1935VoluntaryRegulatoryReportVolntyRegRpt optional SYNOPSIS: Used in conjunction with RegulatoryReportType(1934) to indicate whether the trade report is a voluntary regulatory report. If not specified, the default for a regulatory report is "N". When VoluntaryRegulatoryReport(1935)=Y it is recommended that one of the parties to the trade be identified as the voluntary reporting party through PartySubIDType(803) = 63 (Voluntary reporting entity).
1936TradeCollateralizationTrdCollztn optional SYNOPSIS: Specifies how the trade is collateralized.
ELABORATION: In the context of Dodd-Frank, all values shown except for 4 (Net exposure) apply. In the context of ESMA EU SFTR reporting only the values 1 (Uncollateralized), 3 (Fully collateralized) and 4 (Net exposure) apply.
1937TradeContinuationTrdContntn optional SYNOPSIS: Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties.
2387TradeContingencyCntgncy optional SYNOPSIS: Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist.
2302TradeVersionTrdVer optional SYNOPSIS: Specifies the version of a trade or contract. This is used by systems or trading platforms in conjunction with TradeID(1003) to uniquely identify the version of a trade or contract. If used the conditions for a change of version are subject to bilateral agreement. It is recommended to change the version only for significant updates to the business entity rather than for minor changes to trade details or systematic distribution of reports. Examples where the version would change are trade quantity modification, customer account assignment or trade novation.
2303HistoricalReportIndicatorHistrclRpt optional SYNOPSIS: Indicates that the trade or event being reported occurred in the past and the trade is terminated or no longer active.
2596DeltaCrossedDeltaCrssd optional SYNOPSIS: Indicates that the party has taken a position on both a put and a call on the same underlying asset.
2374TradeContinuationTextTrdContntnTxt optional SYNOPSIS: Free form text to specify additional trade continuation information or data.
2372EncodedTradeContinuationTextLenEncTrdContntnTextLen optional SYNOPSIS: Byte length of encoded (non-ASCII characters) EncodedTradeContinuationText(2371) field.
2371EncodedTradeContinuationTextEncTrdContntnText optional SYNOPSIS: Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the TradeContinuationText(2374) field.
2373IntraFirmTradeIndicatorIntraFirmTrdInd optional SYNOPSIS: Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties.
ELABORATION: In the context of EMIR this refers to Regulation (EU) 648/2012 Article 3 "intragroup transactions" section 1 which states: "In relation to a non-financial counterparty, an intragroup transaction is an OTC derivative contract entered into with another counterparty which is part of the same group provided that both counterparties are included in the same consolidation on a full basis and they are subject to an appropriate centralised risk evaluation, measurement and control procedures and that counterparty is established in the Union or, if it is established in a third country, the Commission has adopted an implementing act under Article 13(2) in respect of that third country. Canada's similar requirement is under Appendix A to OSC Rule 91-507."
2525AffiliatedFirmsTradeIndicatorAffltdFirmsTrdInd optional SYNOPSIS: Indicates whether the transaction or position was entered into between two affiliated firms. I.e. one counterparty has an ownership interest in the other counterparty but less than the majority interest.
ELABORATION: This trade attribute was identified under and applies to the Canadian CSA trade reporting regulations.
2234AttachmentGrpAttchmntoptionalSYNOPSIS: The AttachmentGrp component provides the ability to attach other media type documents to a FIX message for transmission. The media type can be any of the media types (previously referred to as MIME types) that are listed by IANA (www.iana.org) [RFC2046]. The AttachmentGrp is intended to be used to attach documents in other formats, such as PDF, TIFF, and Microsoft Word, for example to a FIX message. Note when the AttachmentGrp is used within a business message, such as the TradeCaptureReport(35=AE), the attachment should supplement the data already contained in the business message It is not intended to replace the content of the business message. The standard fields within the business message should be populated, even if they duplicate data expressed within the attachment(s).
ELABORATION:
2343RiskLimitCheckStatusRiskLmtChkStat optional SYNOPSIS: Indicates the status of the risk limit check performed on a trade.
1025StandardTrailerTrlrrequiredSYNOPSIS: The standard FIX message trailer
ELABORATION: