| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 63 | AD | TrdCaptRptReq |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.4.3 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | BaseHeader | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 568 | TradeRequestID | ReqID | required | SYNOPSIS:
Trade Capture Report Request ID
|
| 1003 | TradeID | TrdID | optional | SYNOPSIS:
The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.
|
| 1040 | SecondaryTradeID | TrdID2 | optional | SYNOPSIS:
Used to carry an internal trade entity ID which may or may not be reported to the firm
|
| 1041 | FirmTradeID | FirmTrdID | 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
|
| 1042 | SecondaryFirmTradeID | FirmTrdID2 | optional | SYNOPSIS:
Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary
|
| 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.
|
| 527 | SecondaryExecID | ExecID2 | 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.
|
| 17 | ExecID | ExecID | 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).
|
| 150 | ExecType | ExecTyp | optional | SYNOPSIS:
Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled).
|
| 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 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. |
| 829 | TrdSubType | TrdSubTyp | optional | SYNOPSIS:
Further qualification to the trade type
|
| 1849 | OffsetInstruction | OfstInst | optional | SYNOPSIS:
Indicates the trade is a result of an offset or onset.
|
| 1123 | TradeHandlingInstr | TrdHandlInst | optional | SYNOPSIS:
Specified how the TradeCaptureReport(35=AE) should be handled by the respondent.
|
| 830 | TransferReason | TrnsfrRsn | optional | SYNOPSIS:
Reason trade is being transferred
|
| 855 | SecondaryTrdType | TrdTyp2 | 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.
|
| 820 | TradeLinkID | LinkID | optional | SYNOPSIS:
Used to link a group of trades together.
|
| 880 | TrdMatchID | MtchID | 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 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: |
| 2066 | UndInstrmtGrp | Undly | optional | SYNOPSIS: ELABORATION: |
| 2019 | InstrmtLegGrp | Leg | optional | SYNOPSIS: ELABORATION: |
| 2069 | TrdCapDtGrp | TrdCapDt | optional | SYNOPSIS: ELABORATION: |
| 715 | ClearingBusinessDate | BizDt | optional | SYNOPSIS:
The business date for which the trade is expected to be cleared.
|
| 336 | TradingSessionID | SesID | optional | SYNOPSIS:
Identifier for a trading session.
A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.
To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336).
Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.
|
| 625 | TradingSessionSubID | SesSub | optional | SYNOPSIS:
Optional market assigned sub identifier for a trading phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility
|
| 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 (see Volume : "Glossary" for value definitions)
|
| 442 | MultiLegReportingType | MLegRptTyp | optional | SYNOPSIS:
Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported.
|
| 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.
Details specified via ResponseDestination (726).
|
| 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(58) field.
|
| 1011 | MessageEventSource | MsgEvtSrc | 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)
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |