| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 139 | DC | TrdMtchRpt |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 150 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | BaseHeader | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 1057 | ApplicationSequenceControl | ApplSeqCtrl | optional | SYNOPSIS:
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: |
| 880 | TrdMatchID | MtchID | required | SYNOPSIS:
Identifier assigned to a trade by a matching system.
|
| 574 | MatchType | MtchTyp | optional | SYNOPSIS:
The point in the matching process at which this trade was matched.
|
| 856 | TradeReportType | RptTyp | optional | SYNOPSIS:
Type of Trade Report
|
| 715 | ClearingBusinessDate | BizDt | optional | SYNOPSIS:
The business date for which the trade is expected to be cleared.
|
| 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
|
| 75 | TradeDate | TrdDt | optional | SYNOPSIS:
Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).
|
| 1301 | MarketID | MktID | optional | SYNOPSIS:
Identifies the market
|
| 1300 | MarketSegmentID | MktSegID | optional | SYNOPSIS:
Identifies the market segment
|
| 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
|
| 1430 | VenueType | VenuTyp | optional | SYNOPSIS:
Identifies the type of venue where a trade was executed
|
| 1888 | TradeMatchTimestamp | MtchTS | optional | SYNOPSIS:
Timestamp of the match event. For off-exchange trades the time at which the deal was matched by the exchange.
This timestamp will be the same on all the trades and will not change when a trade is modified.
|
| 60 | TransactTime | TxnTm | optional | SYNOPSIS:
Timestamp when the business transaction represented by the message occurred.
|
| 442 | MultiLegReportingType | MLegRptTyp | optional | SYNOPSIS:
Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported.
|
| 2217 | InstrmtMatchSideGrp | InstrmtMtchSide | optional | SYNOPSIS:
The InstrmtMatchSideGrp component is used to convey all trades for a given match event reported by instrument and trade side.
ELABORATION: Each trade match report can contain any number of trades for any number of instruments. This component contains all instruments together with all of the trade sides (possibly more than two) that occurred for each instrument within the same match event. |
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |