SideTrdSubType

Values only in FIX Latest · EP309 52

• 0CMTA
• 1Internal transfer or adjustment
• 2External transfer or transfer of account
• 3Reject for submitting side
• 4Advisory for contra side
• 5Offset due to an allocation
• 6Onset due to an allocation
• 7Differential spread
• 8Implied spread leg executed against an outright
• 9Transaction from exercise
• 10Transaction from assignment
• 11ACATS
• 33Off Hours Trade
• 34On Hours Trade
• 35OTC Quote
• 36Converted SWAP
• 40Wash Trade
• 41Trade at Settlement (TAS)
  Additional source detail

  Identifies a trade that will be priced using the settlement price.

• 42Auction Trade
  Additional source detail

  Mutually exclusive with TrdSubType(829) = 50 (Balancing).

• 43Trade at Marker (TAM)
  Additional source detail

  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.

• 44Default (Credit Event)
• 45Restructuring (credit event)
• 46Merger (succession event)
• 47Spin-off (succession event)
• 48Multilateral compression
  Additional source detail

  Used to identify a special case of compression between multiple parties, e.g. for netted or portfolio trades.

• 50Balancing
  Additional source detail

  Identifies an additional trade distributed to auction participants meant to resolve an imbalance between bids and offers.

  Mutually exclusive with TrdSubType(829) = 42 =(Auction).

• 51Basis Trade index Close (BTIC)
  Additional source detail

  The marketplace name given to Trade at Marker (TAM) transactions in equity index futures.

• 52Trade At Cash Open (TACO)
  Additional source detail

  The marketplace name given to trading futures based on an opening quote of the underlying cash market.

• 53Trade submitted to venue for clearing and settlement
  Additional source detail

  Identifies trades brought on a trading venue purely for clearing and settlement purposes.

• 54Bilateral compression
  Additional source detail

  Used to identify a special case of compression between two parties, e.g. for netted or portfolio trades.

• 14AI (Automated input facility disabled in response to an exchange request.)
• 15B (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.)
• 16K (Transaction using block trade facility.)
• 17LC (Correction submitted more than three days after publication of the original trade report.)
• 18M (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.)
• 19N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)
• 20NM ( 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.)
• 21NR (Non-risk transaction in a SEATS security other than an AIM security)
• 22P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)
• 23PA (Protected transaction notification)
• 24PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)
• 25PN (Worked principal notification for a portfolio transaction which includes order book securities)
• 26R ( (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).)
• 27RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)
• 28RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)
• 29SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))
• 30T (If reporting a single protected transaction)
• 31WN (Worked principal notification for a single order book security)
• 32WT (Worked principal transaction (other than a portfolio transaction))
• 37Crossed Trade (X)
• 38Interim Protected Trade (I)
• 39Large in Scale (L)