Block |
StandardHeader |
MsgType = AR |
Y |
FIX.4.4 |
|
571 |
TradeReportID |
|
|
FIX.4.4 |
|
1003 |
TradeID |
|
|
FIX.4.4 |
|
1040 |
SecondaryTradeID |
|
|
FIX.4.4 |
|
1041 |
FirmTradeID |
|
|
FIX.4.4 |
|
1042 |
SecondaryFirmTradeID |
|
|
FIX.4.4 |
|
487 |
TradeReportTransType |
|
|
FIX.4.4 |
|
856 |
TradeReportType |
Indicates action to take on trade. |
|
FIX.4.4 |
|
828 |
TrdType |
|
|
FIX.4.4 |
|
829 |
TrdSubType |
|
|
FIX.4.4 |
|
855 |
SecondaryTrdType |
|
|
FIX.4.4 |
|
1849 |
OffsetInstruction |
|
|
FIX.5.0SP2 (141) |
|
1123 |
TradeHandlingInstr |
|
|
FIX.4.4 |
|
1124 |
OrigTradeHandlingInstr |
|
|
FIX.4.4 |
|
1125 |
OrigTradeDate |
|
|
FIX.4.4 |
|
1126 |
OrigTradeID |
|
|
FIX.4.4 |
|
1127 |
OrigSecondaryTradeID |
|
|
FIX.4.4 |
|
830 |
TransferReason |
|
|
FIX.4.4 |
|
BlockRepeating |
RootParties |
|
|
FIX.4.4 |
|
150 |
ExecType |
Type of execution being reported. Uses subset of ExecType (150) for trade capture reports. |
|
FIX.4.4 |
|
572 |
TradeReportRefID |
The TradeReportID (571) that is being referenced for trade correction or cancelation. |
|
FIX.4.4 |
|
881 |
SecondaryTradeReportRefID |
The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation |
|
FIX.4.4 |
Y |
939 |
TrdRptStatus |
Status of trade report. |
|
FIX.4.4 |
|
1523 |
TrdAckStatus |
|
|
FIX.5.0SP2 (107) |
|
751 |
TradeReportRejectReason |
|
|
FIX.4.4 |
|
1328 |
RejectText |
Reason description for rejecting the TradeCaptureReport (AE). |
|
FIX.5.0SP2 (134) |
|
1664 |
EncodedRejectTextLen |
Must be set if EncodedRejectText (1665) field is specified and must immediately precede it. |
|
FIX.5.0SP2 (134) |
|
1665 |
EncodedRejectText |
Encoded (non-ASCII characters) representation of the RejectText (1328) field in the encoded format specified via the MessageEncoding (347) field. |
|
FIX.5.0SP2 (134) |
|
818 |
SecondaryTradeReportID |
|
|
FIX.4.4 |
Y |
263 |
SubscriptionRequestType |
If the field is absent, SubscriptionRequestType (263)=0(Snapshot) will be the default. |
|
FIX.4.4 |
|
820 |
TradeLinkID |
|
|
FIX.4.4 |
|
880 |
TrdMatchID |
|
|
FIX.4.4 |
|
17 |
ExecID |
Exchanged assigned execution identifier (trade identifier). |
|
FIX.4.4 |
|
527 |
SecondaryExecID |
|
|
FIX.4.4 |
|
378 |
ExecRestatementReason |
|
|
FIX.4.4 |
|
570 |
PreviouslyReported |
|
|
FIX.4.4 |
|
423 |
PriceType |
|
|
FIX.4.4 |
|
BlockRepeating |
PriceQualifierGrp |
|
|
FIX.5.0SP2 (230) |
|
549 |
CrossType |
|
|
FIX.5.0SP2 (101) |
|
822 |
UnderlyingTradingSessionID |
|
|
FIX.4.4 |
|
823 |
UnderlyingTradingSessionSubID |
|
|
FIX.4.4 |
|
716 |
SettlSessID |
|
|
FIX.4.4 |
|
717 |
SettlSessSubID |
|
|
FIX.4.4 |
|
854 |
QtyType |
|
|
FIX.4.4 |
|
32 |
LastQty |
|
|
FIX.4.4 |
|
31 |
LastPx |
|
|
FIX.4.4 |
|
1430 |
VenueType |
|
|
FIX.5.0SP1 (88) |
|
1300 |
MarketSegmentID |
|
|
FIX.5.0SP1 (88) |
|
1301 |
MarketID |
|
|
FIX.5.0SP1 (88) |
|
Block |
Instrument |
|
Y |
FIX.4.4 |
|
Block |
InstrumentExtension |
|
|
FIX.5.0SP2 (192) |
|
Block |
FinancingDetails |
|
|
FIX.5.0SP2 (141) |
|
669 |
LastParPx |
|
|
FIX.4.4 |
|
1056 |
CalculatedCcyLastQty |
|
|
FIX.4.4 |
|
1071 |
LastSwapPoints |
|
|
FIX.4.4 |
|
2762 |
PriceMarkup |
Dealer's markup of market price to LastPx (31). |
|
FIX.5.0SP2 (240) |
|
Block |
AveragePriceDetail |
|
|
FIX.5.0SP2 (240) |
|
15 |
Currency |
Primary currency of the specified currency pair. Used to qualify LastQty (32) and GrossTradeAmout(381). |
|
FIX.5.0 |
|
120 |
SettlCurrency |
Contra currency of the deal. Used to qualify CalculatedCcyLastQty (1056). |
|
FIX.5.0 |
|
194 |
LastSpotRate |
|
|
FIX.4.4 |
|
195 |
LastForwardPoints |
|
|
FIX.4.4 |
|
30 |
LastMkt |
|
|
FIX.4.4 |
|
75 |
TradeDate |
|
|
FIX.4.4 |
|
715 |
ClearingBusinessDate |
|
|
FIX.4.4 |
|
6 |
AvgPx |
|
|
FIX.4.4 |
|
1731 |
AvgPxGroupID |
|
|
FIX.5.0SP2 (141) |
|
819 |
AvgPxIndicator |
|
|
FIX.4.4 |
|
442 |
MultiLegReportingType |
|
|
FIX.4.4 |
|
824 |
TradeLegRefID |
|
|
FIX.4.4 |
|
63 |
SettlType |
|
|
FIX.4.4 |
|
BlockRepeating |
UndInstrmtGrp |
|
|
FIX.4.4 |
|
573 |
MatchStatus |
|
|
FIX.4.4 |
|
574 |
MatchType |
|
|
FIX.4.4 |
|
797 |
CopyMsgIndicator |
|
|
FIX.4.4 |
|
ImplicitBlockRepeating |
TrdRepIndicatorsGrp |
|
|
FIX.5.0 |
|
852 |
PublishTrdIndicator |
|
|
FIX.4.4 |
Y |
1390 |
TradePublishIndicator |
|
|
FIX.5.0 |
|
853 |
ShortSaleReason |
|
|
FIX.4.4 |
|
ImplicitBlockRepeating |
TrdInstrmtLegGrp |
|
|
FIX.4.4 |
|
BlockRepeating |
TrdRegTimestamps |
|
|
FIX.4.4 |
|
725 |
ResponseTransportType |
|
|
FIX.4.4 |
|
726 |
ResponseDestination |
|
|
FIX.4.4 |
|
58 |
Text |
|
|
FIX.4.4 |
|
354 |
EncodedTextLen |
Must be set if EncodedText (355) field is specified and must immediately precede it. |
|
FIX.4.4 |
|
355 |
EncodedText |
|
|
FIX.4.4 |
|
1015 |
AsOfIndicator |
|
|
FIX.4.4 |
|
635 |
ClearingFeeIndicator |
|
|
FIX.4.4 |
|
BlockRepeating |
PositionAmountData |
|
|
FIX.4.4 |
|
994 |
TierCode |
Indicates the algorithm (tier) used to match a trade. |
|
FIX.4.4 |
|
1011 |
MessageEventSource |
|
|
FIX.4.4 |
|
779 |
LastUpdateTime |
Used to indicate reports after a specific time. |
|
FIX.4.4 |
|
991 |
RndPx |
Specifies the rounded price to quoted precision. |
|
FIX.4.4 |
|
BlockRepeating |
TradeQtyGrp |
|
|
FIX.5.0SP2 (141) |
|
ImplicitBlockRepeating |
TrdCapRptAckSideGrp |
|
|
FIX.4.4 |
|
1135 |
RptSys |
|
|
FIX.4.4 |
|
381 |
GrossTradeAmt |
(LastQty (32) * LastPx (31) or LastParPx (669)). For Fixed Income, LastParPx (669) is used when LastPx (31) is not expressed as "percent of par" price. |
|
FIX.4.4 |
|
64 |
SettlDate |
|
|
FIX.4.4 |
|
1329 |
FeeMultiplier |
|
|
FIX.5.0 |
|
2343 |
RiskLimitCheckStatus |
|
|
FIX.5.0SP2 (172) |
|
Block |
StandardTrailer |
|
Y |
FIX.4.4 |
|