Message TradeCaptureReport (AE)

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.

Added in protocol FIX.4.3

See in: FIX.4.3, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = AE Y FIX.4.3
571 TradeReportID Unique identifier for the Trade Capture Report Y FIX.4.3
487 TradeReportTransType Identifies Trade Report message transaction type. FIX.4.3
856 TradeReportType FIX.4.4
568 TradeRequestID Request ID if the Trade Capture Report is in response to a Trade Capture Report Request FIX.4.3
828 TrdType FIX.4.4
829 TrdSubType FIX.4.4
855 SecondaryTrdType FIX.4.4
830 TransferReason FIX.4.4
150 ExecType Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports FIX.4.3
748 TotNumTradeReports Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request FIX.4.4
912 LastRptRequested Indicates if this is the last report in the response to a Trade Capture Report Request FIX.4.4
325 UnsolicitedIndicator 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. FIX.4.4
263 SubscriptionRequestType Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default FIX.4.4
572 TradeReportRefID The TradeReportID that is being referenced for some action, such as correction or cancellation FIX.4.3
881 SecondaryTradeReportRefID FIX.4.4
818 SecondaryTradeReportID FIX.4.4
820 TradeLinkID Used to associate a group of trades together. Useful for average price calculations. FIX.4.4
880 TrdMatchID FIX.4.4
17 ExecID Exchanged assigned Execution ID (Trade Identifier) FIX.4.3
39 OrdStatus Status of order as of this trade report FIX.4.4
527 SecondaryExecID FIX.4.3
378 ExecRestatementReason Reason for restatement FIX.4.3
570 PreviouslyReported Indicates if the trade capture report was previously reported to the counterparty Y FIX.4.3
423 PriceType Can be used to indicate cabinet trade pricing FIX.4.4
Block Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Y FIX.4.3
Block FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
Block OrderQtyData Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty (38) field is required unless rejecting or an order ack for a CashOrderQty or PercentOrder. FIX.4.3
854 QtyType FIX.4.4
Block YieldData Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" FIX.4.4
ImplicitBlockRepeating UndInstrmtGrp FIX.4.4
822 UnderlyingTradingSessionID FIX.4.4
823 UnderlyingTradingSessionSubID FIX.4.4
32 LastQty Trade Quantity. Y FIX.4.3
31 LastPx Trade Price. Y FIX.4.3
669 LastParPx 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. FIX.4.4
194 LastSpotRate Applicable for F/X orders FIX.4.3
195 LastForwardPoints Applicable for F/X orders FIX.4.3
30 LastMkt FIX.4.3
75 TradeDate Used when reporting other than current day trades. Y FIX.4.3
715 ClearingBusinessDate FIX.4.4
6 AvgPx Average Price - if present then the LastPx will contain the original price on the execution FIX.4.4
Block SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
819 AvgPxIndicator Average Pricing indicator FIX.4.4
BlockRepeating PositionAmountData Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
442 MultiLegReportingType Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties. FIX.4.3
824 TradeLegRefID Reference to the leg of a multileg instrument to which this trade refers Used when MultiLegReportingType = 2 (Single Leg of a Multileg security) FIX.4.4
ImplicitBlockRepeating TrdInstrmtLegGrp Number of legs Identifies a Multi-leg Execution if present and non-zero. FIX.4.4
60 TransactTime Time the transaction represented by this Trade Capture Report occurred Y FIX.4.3
BlockRepeating TrdRegTimestamps FIX.4.4
63 SettlType FIX.4.3
64 SettlDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.3
573 MatchStatus FIX.4.3
574 MatchType FIX.4.3
ImplicitBlockRepeating TrdCapRptSideGrp Number of sides Y FIX.4.4
797 CopyMsgIndicator Indicates drop copy. FIX.4.4
852 PublishTrdIndicator FIX.4.4
853 ShortSaleReason FIX.4.4
Block StandardTrailer Y FIX.4.3