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FIXtags

FIX MESSAGE 35=AE

TradeCaptureReport

MsgType (35) = AETradeCaptureAdded FIX.4.3

Definition

The Trade Capture Report message can be:

  • Used to report trades between counterparties.
  • Used to report trades to a trade matching system
  • Can be sent unsolicited between counterparties.
  • Sent as a reply to a Trade Capture Report Request.
  • Can be used to report unmatched and matched trades.

Message structure 371 distinct fields

Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.

  1. StandardHeaderComponentRequired

    MsgType = AE

    StandardHeader definition & usage →

    1. 8 BeginStringStringRequired here

      FIX.4.4 (Always unencrypted, must be first field in message)

    2. 9 BodyLengthLengthRequired here

      (Always unencrypted, must be second field in message)

    3. 35 MsgTypeStringRequired here

      (Always unencrypted, must be third field in message)

    4. 49 SenderCompIDStringRequired here

      (Always unencrypted)

    5. 56 TargetCompIDStringRequired here

      (Always unencrypted)

    6. 115 OnBehalfOfCompIDString—

      Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

    7. 128 DeliverToCompIDString—

      Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

    8. 90 SecureDataLenLength—

      Required to identify length of encrypted section of message. (Always unencrypted)

    9. 91 SecureDatadata—

      Required when message body is encrypted. Always immediately follows SecureDataLen field.

    10. 34 MsgSeqNumSeqNumRequired here

      (Can be embedded within encrypted data section.)

    11. 50 SenderSubIDString—

      (Can be embedded within encrypted data section.)

    12. 142 SenderLocationIDString—

      Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

    13. 57 TargetSubIDString—

      "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

    14. 143 TargetLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

    15. 116 OnBehalfOfSubIDString—

      Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    16. 144 OnBehalfOfLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    17. 129 DeliverToSubIDString—

      Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    18. 145 DeliverToLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    19. 43 PossDupFlagBoolean—

      Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

    20. 97 PossResendBoolean—

      Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

    21. 52 SendingTimeUTCTimestampRequired here

      (Can be embedded within encrypted data section.)

    22. 122 OrigSendingTimeUTCTimestamp—

      Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

    23. 212 XmlDataLenLength—

      Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

    24. 213 XmlDatadata—

      Can contain an XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support

    25. 347 MessageEncodingString—

      Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.

    26. 369 LastMsgSeqNumProcessedSeqNum—

      The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

    27. HopRepeating groupCount tag 627—

      Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

      Hop definition & usage →

      1. 627 NoHopsGroup count—
      2. 628 HopCompIDString—
      3. 629 HopSendingTimeUTCTimestamp—
      4. 630 HopRefIDSeqNum—
  2. 571 TradeReportIDStringRequired

    Unique identifier for the Trade Capture Report

  3. 487 TradeReportTransTypeint—

    Identifies Trade Report message transaction type.

  4. 856 TradeReportTypeint—
  5. 568 TradeRequestIDString—

    Request ID if the Trade Capture Report is in response to a Trade Capture Report Request

  6. 828 TrdTypeint—
  7. 829 TrdSubTypeint—
  8. 855 SecondaryTrdTypeint—
  9. 830 TransferReasonString—
  10. 150 ExecTypechar—

    Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports

  11. 748 TotNumTradeReportsint—

    Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request

  12. 912 LastRptRequestedBoolean—

    Indicates if this is the last report in the response to a Trade Capture Report Request

  13. 325 UnsolicitedIndicatorBoolean—

    Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request.

  14. 263 SubscriptionRequestTypechar—

    Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default

  15. 572 TradeReportRefIDString—

    The TradeReportID that is being referenced for some action, such as correction or cancellation

  16. 881 SecondaryTradeReportRefIDString—
  17. 818 SecondaryTradeReportIDString—
  18. 820 TradeLinkIDString—

    Used to associate a group of trades together. Useful for average price calculations.

  19. 880 TrdMatchIDString—
  20. 17 ExecIDString—

    Exchanged assigned Execution ID (Trade Identifier)

  21. 39 OrdStatuschar—

    Status of order as of this trade report

  22. 527 SecondaryExecIDString—
  23. 378 ExecRestatementReasonint—

    Reason for restatement

  24. 570 PreviouslyReportedBooleanRequired

    Indicates if the trade capture report was previously reported to the counterparty

  25. 423 PriceTypeint—

    Can be used to indicate cabinet trade pricing

  26. InstrumentComponentRequired

    Instrument definition & usage →

    1. 55 SymbolString—

      Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.

    2. 65 SymbolSfxString—

      Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.

    3. 48 SecurityIDString—

      Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.

    4. 22 SecurityIDSourceString—

      Required if SecurityID is specified.

    5. SecAltIDGrpRepeating groupCount tag 454—

      Number of alternate Security Identifiers

      SecAltIDGrp definition & usage →

      1. 454 NoSecurityAltIDGroup count—
      2. 455 SecurityAltIDString—
      3. 456 SecurityAltIDSourceString—
    6. 460 Productint—

      Indicates the type of product the security is associated with (high-level category)

    7. 461 CFICodeString—

      Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.

    8. 167 SecurityTypeString—

      It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)

    9. 762 SecuritySubTypeString—

      Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.

    10. 200 MaturityMonthYearMonthYear—

      Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.

    11. 541 MaturityDateLocalMktDate—

      Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.

    12. 201 PutOrCallint—

      For Options.

    13. 224 CouponPaymentDateLocalMktDate—

      Date interest is to be paid. Used in identifying Corporate Bond issues.

    14. 225 IssueDateLocalMktDate—

      Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.

    15. 239 RepoCollateralSecurityTypeDeprecated FIX.4.4String—

      (Deprecated, use UnderlyingSecurityType (310) )

    16. 226 RepurchaseTermint—

      (Deprecated, use TerminationType (788) )

    17. 227 RepurchaseRatePercentage—

      (Deprecated, use Price (44) )

    18. 228 Factorfloat—

      For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

    19. 255 CreditRatingString—
    20. 543 InstrRegistryString—

      The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.

    21. 470 CountryOfIssueCountry—

      ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

    22. 471 StateOrProvinceOfIssueString—

      A two-character state or province abbreviation.

    23. 472 LocaleOfIssueString—

      The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).

    24. 240 RedemptionDateLocalMktDate—

      (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

    25. 202 StrikePricePrice—

      Used for derivatives, such as options and covered warrants

    26. 947 StrikeCurrencyCurrency—

      Used for derivatives

    27. 206 OptAttributechar—

      Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.

    28. 231 ContractMultiplierfloat—

      For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

    29. 223 CouponRatePercentage—

      For Fixed Income.

    30. 207 SecurityExchangeExchange—

      Can be used to identify the security.

    31. 106 IssuerString—
    32. 348 EncodedIssuerLenLength—

      Must be set if EncodedIssuer field is specified and must immediately precede it.

    33. 349 EncodedIssuerdata—

      Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

    34. 107 SecurityDescString—
    35. 350 EncodedSecurityDescLenLength—

      Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

    36. 351 EncodedSecurityDescdata—

      Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

    37. 691 PoolString—

      Identifies MBS / ABS pool

    38. 667 ContractSettlMonthMonthYear—

      Must be present for MBS/TBA

    39. 875 CPProgramint—

      The program under which a commercial paper is issued

    40. 876 CPRegTypeString—

      The registration type of a commercial paper issuance

    41. EvntGrpRepeating groupCount tag 864—

      Number of repeating EventType group entries.

      EvntGrp definition & usage →

      1. 864 NoEventsGroup count—
      2. 865 EventTypeint—
      3. 866 EventDateLocalMktDate—
      4. 867 EventPxPrice—
      5. 868 EventTextString—
    42. 873 DatedDateLocalMktDate—

      If different from IssueDate

    43. 874 InterestAccrualDateLocalMktDate—

      If different from IssueDate and DatedDate

  27. FinancingDetailsComponent—

    FinancingDetails definition & usage →

    1. 913 AgreementDescString—

      The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal

    2. 914 AgreementIDString—

      A common reference to the applicable standing agreement between the principals

    3. 915 AgreementDateLocalMktDate—

      A reference to the date the underlying agreement was executed.

    4. 918 AgreementCurrencyCurrency—

      Currency of the underlying agreement.

    5. 788 TerminationTypeint—

      For Repos the timing or method for terminating the agreement.

    6. 916 StartDateLocalMktDate—

      Settlement date of the beginning of the deal

    7. 917 EndDateLocalMktDate—

      Repayment / repurchase date

    8. 919 DeliveryTypeint—

      Delivery or custody arrangement for the underlying securities

    9. 898 MarginRatioPercentage—

      Percentage of cash value that underlying security collateral must meet.

  28. OrderQtyDataComponent—

    Note: OrderQty field is required unless rejecting or an order ack for a CashOrderQty or PercentOrder.

    OrderQtyData definition & usage →

    1. 38 OrderQtyQty—

      One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

    2. 152 CashOrderQtyQty—

      One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.

    3. 516 OrderPercentPercentage—

      For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.

    4. 468 RoundingDirectionchar—

      For CIV - Optional

    5. 469 RoundingModulusfloat—

      For CIV - Optional

  29. 854 QtyTypeint—
  30. YieldDataComponent—

    YieldData definition & usage →

    1. 235 YieldTypeString—
    2. 236 YieldPercentage—
    3. 701 YieldCalcDateLocalMktDate—
    4. 696 YieldRedemptionDateLocalMktDate—
    5. 697 YieldRedemptionPricePrice—
    6. 698 YieldRedemptionPriceTypeint—
  31. UndInstrmtGrpRepeating groupCount tag 711—

    UndInstrmtGrp definition & usage →

    1. 711 NoUnderlyingsGroup count—
    2. UnderlyingInstrumentComponent—

      UnderlyingInstrument definition & usage →

      1. 311 UnderlyingSymbolString—
      2. 312 UnderlyingSymbolSfxString—
      3. 309 UnderlyingSecurityIDString—
      4. 305 UnderlyingSecurityIDSourceString—
      5. UndSecAltIDGrpRepeating groupCount tag 457—

        UndSecAltIDGrp definition & usage →

        1. 457 NoUnderlyingSecurityAltIDGroup count—
        2. 458 UnderlyingSecurityAltIDString—
        3. 459 UnderlyingSecurityAltIDSourceString—
      6. 462 UnderlyingProductint—
      7. 463 UnderlyingCFICodeString—
      8. 310 UnderlyingSecurityTypeString—
      9. 763 UnderlyingSecuritySubTypeString—
      10. 313 UnderlyingMaturityMonthYearMonthYear—
      11. 542 UnderlyingMaturityDateLocalMktDate—
      12. 315 UnderlyingPutOrCallint—
      13. 241 UnderlyingCouponPaymentDateLocalMktDate—
      14. 242 UnderlyingIssueDateLocalMktDate—
      15. 243 UnderlyingRepoCollateralSecurityTypeDeprecated FIX.4.4String—

        (Deprecated, not applicable/used for Repos)

      16. 244 UnderlyingRepurchaseTermint—

        (Deprecated, not applicable/used for Repos)

      17. 245 UnderlyingRepurchaseRatePercentage—

        (Deprecated, not applicable/used for Repos)

      18. 246 UnderlyingFactorfloat—
      19. 256 UnderlyingCreditRatingString—
      20. 595 UnderlyingInstrRegistryString—
      21. 592 UnderlyingCountryOfIssueCountry—
      22. 593 UnderlyingStateOrProvinceOfIssueString—
      23. 594 UnderlyingLocaleOfIssueString—
      24. 247 UnderlyingRedemptionDateLocalMktDate—

        (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

      25. 316 UnderlyingStrikePricePrice—
      26. 941 UnderlyingStrikeCurrencyCurrency—
      27. 317 UnderlyingOptAttributechar—
      28. 436 UnderlyingContractMultiplierfloat—
      29. 435 UnderlyingCouponRatePercentage—
      30. 308 UnderlyingSecurityExchangeExchange—
      31. 306 UnderlyingIssuerString—
      32. 362 EncodedUnderlyingIssuerLenLength—
      33. 363 EncodedUnderlyingIssuerdata—
      34. 307 UnderlyingSecurityDescString—
      35. 364 EncodedUnderlyingSecurityDescLenLength—
      36. 365 EncodedUnderlyingSecurityDescdata—
      37. 877 UnderlyingCPProgramString—
      38. 878 UnderlyingCPRegTypeString—
      39. 318 UnderlyingCurrencyCurrency—

        Specific to the <UnderlyingInstrument> (not in <Instrument>)

      40. 879 UnderlyingQtyQty—

        Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)

      41. 810 UnderlyingPxPrice—

        Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.

      42. 882 UnderlyingDirtyPricePrice—

        Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

      43. 883 UnderlyingEndPricePrice—

        Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

      44. 884 UnderlyingStartValueAmt—

        Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement

      45. 885 UnderlyingCurrentValueAmt—

        Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral

      46. 886 UnderlyingEndValueAmt—

        Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

      47. UnderlyingStipulationsRepeating groupCount tag 887—

        Specific to the <UnderlyingInstrument> (not in <Instrument>)

        UnderlyingStipulations definition & usage →

        1. 887 NoUnderlyingStipsGroup count—
        2. 888 UnderlyingStipTypeString—

          Required if NoUnderlyingStips >0

        3. 889 UnderlyingStipValueString—
  32. 822 UnderlyingTradingSessionIDString—
  33. 823 UnderlyingTradingSessionSubIDString—
  34. 32 LastQtyQtyRequired

    Trade Quantity.

  35. 31 LastPxPriceRequired

    Trade Price.

  36. 669 LastParPxPrice—

    Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par.

  37. 194 LastSpotRatePrice—

    Applicable for F/X orders

  38. 195 LastForwardPointsPriceOffset—

    Applicable for F/X orders

  39. 30 LastMktExchange—
  40. 75 TradeDateLocalMktDateRequired

    Used when reporting other than current day trades.

  41. 715 ClearingBusinessDateLocalMktDate—
  42. 6 AvgPxPrice—

    Average Price - if present then the LastPx will contain the original price on the execution

  43. SpreadOrBenchmarkCurveDataComponent—

    SpreadOrBenchmarkCurveData definition & usage →

    1. 218 SpreadPriceOffset—

      For Fixed Income

    2. 220 BenchmarkCurveCurrencyCurrency—
    3. 221 BenchmarkCurveNameString—
    4. 222 BenchmarkCurvePointString—
    5. 662 BenchmarkPricePrice—
    6. 663 BenchmarkPriceTypeint—

      Must be present if BenchmarkPrice is used.

    7. 699 BenchmarkSecurityIDString—

      The identifier of the benchmark security, e.g. Treasury against Corporate bond.

    8. 761 BenchmarkSecurityIDSourceString—

      Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

  44. 819 AvgPxIndicatorint—

    Average Pricing indicator

  45. PositionAmountDataRepeating groupCount tag 753—

    PositionAmountData definition & usage →

    1. 753 NoPosAmtGroup count—

      Number of Position Amount entries

    2. 707 PosAmtTypeString—
    3. 708 PosAmtAmt—
  46. 442 MultiLegReportingTypechar—

    Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties.

  47. 824 TradeLegRefIDString—

    Reference to the leg of a multileg instrument to which this trade refers Used when MultiLegReportingType = 2 (Single Leg of a Multileg security)

  48. TrdInstrmtLegGrpRepeating groupCount tag 555—

    Number of legs Identifies a Multi-leg Execution if present and non-zero.

    TrdInstrmtLegGrp definition & usage →

    1. 555 NoLegsGroup count—
    2. InstrumentLegComponent—

      InstrumentLeg definition & usage →

      1. 600 LegSymbolString—
      2. 601 LegSymbolSfxString—
      3. 602 LegSecurityIDString—
      4. 603 LegSecurityIDSourceString—
      5. LegSecAltIDGrpRepeating groupCount tag 604—

        LegSecAltIDGrp definition & usage →

        1. 604 NoLegSecurityAltIDGroup count—
        2. 605 LegSecurityAltIDString—
        3. 606 LegSecurityAltIDSourceString—
      6. 607 LegProductint—
      7. 608 LegCFICodeString—
      8. 609 LegSecurityTypeString—
      9. 764 LegSecuritySubTypeString—
      10. 610 LegMaturityMonthYearMonthYear—
      11. 611 LegMaturityDateLocalMktDate—
      12. 248 LegCouponPaymentDateLocalMktDate—
      13. 249 LegIssueDateLocalMktDate—
      14. 250 LegRepoCollateralSecurityTypeDeprecated FIX.4.4String—

        (Deprecated, not applicable/used for Repos)

      15. 251 LegRepurchaseTermint—

        (Deprecated, not applicable/used for Repos)

      16. 252 LegRepurchaseRatePercentage—

        (Deprecated, not applicable/used for Repos)

      17. 253 LegFactorfloat—
      18. 257 LegCreditRatingString—
      19. 599 LegInstrRegistryString—
      20. 596 LegCountryOfIssueCountry—
      21. 597 LegStateOrProvinceOfIssueString—
      22. 598 LegLocaleOfIssueString—
      23. 254 LegRedemptionDateLocalMktDate—

        (Deprecated, use YieldRedemptionDate (696) in <YieldData> component block)

      24. 612 LegStrikePricePrice—
      25. 942 LegStrikeCurrencyCurrency—
      26. 613 LegOptAttributechar—
      27. 614 LegContractMultiplierfloat—
      28. 615 LegCouponRatePercentage—
      29. 616 LegSecurityExchangeExchange—
      30. 617 LegIssuerString—
      31. 618 EncodedLegIssuerLenLength—
      32. 619 EncodedLegIssuerdata—
      33. 620 LegSecurityDescString—
      34. 621 EncodedLegSecurityDescLenLength—
      35. 622 EncodedLegSecurityDescdata—
      36. 623 LegRatioQtyfloat—

        Specific to the <InstrumentLeg> (not in <Instrument>)

      37. 624 LegSidechar—

        Specific to the <InstrumentLeg> (not in <Instrument>)

      38. 556 LegCurrencyCurrency—

        Specific to the <InstrumentLeg> (not in <Instrument>)

      39. 740 LegPoolString—

        Identifies MBS / ABS pool

      40. 739 LegDatedDateLocalMktDate—
      41. 955 LegContractSettlMonthMonthYear—
      42. 956 LegInterestAccrualDateLocalMktDate—
    3. 687 LegQtyQty—
    4. 690 LegSwapTypeint—
    5. LegStipulationsRepeating groupCount tag 683—

      LegStipulations definition & usage →

      1. 683 NoLegStipulationsGroup count—
      2. 688 LegStipulationTypeString—

        Required if NoLegStipulations >0

      3. 689 LegStipulationValueString—
    6. 564 LegPositionEffectchar—
    7. 565 LegCoveredOrUncoveredint—
    8. NestedPartiesRepeating groupCount tag 539—

      NestedParties definition & usage →

      1. 539 NoNestedPartyIDsGroup count—

        Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

      2. 524 NestedPartyIDString—

        Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

      3. 525 NestedPartyIDSourcechar—

        Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

      4. 538 NestedPartyRoleint—

        Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

      5. NstdPtysSubGrpRepeating groupCount tag 804—

        Repeating group of NestedParty sub-identifiers.

        NstdPtysSubGrp definition & usage →

        1. 804 NoNestedPartySubIDsGroup count—
        2. 545 NestedPartySubIDString—
        3. 805 NestedPartySubIDTypeint—
    9. 654 LegRefIDString—
    10. 566 LegPricePrice—
    11. 587 LegSettlTypechar—
    12. 588 LegSettlDateLocalMktDate—
    13. 637 LegLastPxPrice—
  49. 60 TransactTimeUTCTimestampRequired

    Time the transaction represented by this Trade Capture Report occurred

  50. TrdRegTimestampsRepeating groupCount tag 768—

    TrdRegTimestamps definition & usage →

    1. 768 NoTrdRegTimestampsGroup count—
    2. 769 TrdRegTimestampUTCTimestamp—

      Required if NoTrdRegTimestamps > 1

    3. 770 TrdRegTimestampTypeint—

      Required if NoTrdRegTimestamps > 1

    4. 771 TrdRegTimestampOriginString—

      Optional

  51. 63 SettlTypechar—
  52. 64 SettlDateLocalMktDate—

    Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.

  53. 573 MatchStatuschar—
  54. 574 MatchTypeString—
  55. TrdCapRptSideGrpRepeating groupCount tag 552Required

    Number of sides

    TrdCapRptSideGrp definition & usage →

    1. 552 NoSidesGroup countRequired here
    2. 54 SidecharRequired here
    3. 37 OrderIDStringRequired here
    4. 198 SecondaryOrderIDString—
    5. 11 ClOrdIDString—
    6. 526 SecondaryClOrdIDString—
    7. 66 ListIDString—
    8. PartiesRepeating groupCount tag 453—

      Parties definition & usage →

      1. 453 NoPartyIDsGroup count—

        Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

      2. 448 PartyIDString—

        Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

      3. 447 PartyIDSourcechar—

        Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.

      4. 452 PartyRoleint—

        Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

      5. PtysSubGrpRepeating groupCount tag 802—

        Repeating group of Party sub-identifiers.

        PtysSubGrp definition & usage →

        1. 802 NoPartySubIDsGroup count—
        2. 523 PartySubIDString—
        3. 803 PartySubIDTypeint—
    9. 1 AccountString—
    10. 660 AcctIDSourceint—
    11. 581 AccountTypeint—
    12. 81 ProcessCodechar—
    13. 575 OddLotBoolean—
    14. ClrInstGrpRepeating groupCount tag 576—

      ClrInstGrp definition & usage →

      1. 576 NoClearingInstructionsGroup count—
      2. 577 ClearingInstructionint—
    15. 635 ClearingFeeIndicatorString—
    16. 578 TradeInputSourceString—
    17. 579 TradeInputDeviceString—
    18. 821 OrderInputDeviceString—
    19. 15 CurrencyCurrency—
    20. 376 ComplianceIDString—
    21. 377 SolicitedFlagBoolean—
    22. 528 OrderCapacitychar—
    23. 529 OrderRestrictionsMultipleValueString—
    24. 582 CustOrderCapacityint—
    25. 40 OrdTypechar—
    26. 18 ExecInstMultipleValueString—
    27. 483 TransBkdTimeUTCTimestamp—
    28. 336 TradingSessionIDString—
    29. 625 TradingSessionSubIDString—
    30. 943 TimeBracketString—
    31. CommissionDataComponent—

      CommissionData definition & usage →

      1. 12 CommissionAmt—
      2. 13 CommTypechar—
      3. 479 CommCurrencyCurrency—

        For CIV - Optional

      4. 497 FundRenewWaivchar—

        For CIV - Optional

    32. 381 GrossTradeAmtAmt—
    33. 157 NumDaysInterestint—
    34. 230 ExDateLocalMktDate—
    35. 158 AccruedInterestRatePercentage—
    36. 159 AccruedInterestAmtAmt—
    37. 738 InterestAtMaturityAmt—
    38. 920 EndAccruedInterestAmtAmt—
    39. 921 StartCashAmt—
    40. 922 EndCashAmt—
    41. 238 ConcessionAmt—
    42. 237 TotalTakedownAmt—
    43. 118 NetMoneyAmt—
    44. 119 SettlCurrAmtDeprecated FIIX.4.4Amt—
    45. 120 SettlCurrencyCurrency—
    46. 155 SettlCurrFxRatefloat—
    47. 156 SettlCurrFxRateCalcchar—
    48. 77 PositionEffectchar—
    49. 58 TextString—
    50. 354 EncodedTextLenLength—
    51. 355 EncodedTextdata—
    52. 752 SideMultiLegReportingTypeint—
    53. ContAmtGrpRepeating groupCount tag 518—

      ContAmtGrp definition & usage →

      1. 518 NoContAmtsGroup count—
      2. 519 ContAmtTypeint—
      3. 520 ContAmtValuefloat—
      4. 521 ContAmtCurrCurrency—
    54. StipulationsRepeating groupCount tag 232—

      Stipulations definition & usage →

      1. 232 NoStipulationsGroup count—
      2. 233 StipulationTypeString—

        Required if NoStipulations >0

      3. 234 StipulationValueString—
    55. MiscFeesGrpRepeating groupCount tag 136—

      MiscFeesGrp definition & usage →

      1. 136 NoMiscFeesGroup count—
      2. 137 MiscFeeAmtAmt—
      3. 138 MiscFeeCurrCurrency—
      4. 139 MiscFeeTypeString—
      5. 891 MiscFeeBasisint—
    56. 825 ExchangeRuleString—
    57. 826 TradeAllocIndicatorint—
    58. 591 PreallocMethodchar—
    59. 70 AllocIDString—
    60. TrdAllocGrpRepeating groupCount tag 78—

      TrdAllocGrp definition & usage →

      1. 78 NoAllocsGroup count—
      2. 79 AllocAccountString—
      3. 661 AllocAcctIDSourceint—
      4. 736 AllocSettlCurrencyCurrency—
      5. 467 IndividualAllocIDString—
      6. NestedParties2Repeating groupCount tag 756—

        NestedParties2 definition & usage →

        1. 756 NoNested2PartyIDsGroup count—

          Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole

        2. 757 Nested2PartyIDString—

          Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.

        3. 758 Nested2PartyIDSourcechar—

          Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.

        4. 759 Nested2PartyRoleint—

          Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.

        5. NstdPtys2SubGrpRepeating groupCount tag 806—

          Repeating group of Nested2Party sub-identifiers.

          NstdPtys2SubGrp definition & usage →

          1. 806 NoNested2PartySubIDsGroup count—
          2. 760 Nested2PartySubIDString—
          3. 807 Nested2PartySubIDTypeint—
      7. 80 AllocQtyQty—
  56. 797 CopyMsgIndicatorBoolean—

    Indicates drop copy.

  57. 852 PublishTrdIndicatorBoolean—
  58. 853 ShortSaleReasonint—
  59. StandardTrailerComponentRequired

    StandardTrailer definition & usage →

    1. 93 SignatureLengthLength—

      Required when trailer contains signature. Note: Not to be included within SecureData field

    2. 89 Signaturedata—

      Note: Not to be included within SecureData field

    3. 10 CheckSumStringRequired here

      (Always unencrypted, always last field in message)