Trade Capture Report <AE> message – FIX 4.4 – FIX Dictionary

Identifies Trade Report message transaction type.

Request ID if the Trade Capture Report <AE> is in response to a Trade Capture Report Request <AD>

Type of Execution being reported:

Uses subset of ExecType <150> for Trade Capture Reports

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

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

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.

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

The TradeReportID <571> that is being referenced for some action, such as correction or cancelation

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

Exchanged assigned Execution ID (Trade Identifier)

Status of order as of this trade report

Reason for restatement

Can be used to indicate cabinet trade pricing

Insert here the set of "<FinancingDetails>" fields

Insert here the set of "<OrderQtyData>" fields

Note: OrderQty <38> field is required unless rejecting or an order ack for a CashOrderQty <152> or OrderPercent <516>.

Insert here the set of "<YieldData>" fields

Required when NoUnderlyings <711> > 0

Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx <31> is expressed in Yield, Spread, Discount (see PriceType <423>) or any other price type that is not percent-of-par.

Applicable for F/X orders

Applicable for F/X orders

Average Price - if present then the LastPx <31> will contain the original price on the execution

Insert here the set of "<SpreadOrBenchmarkCurveData>" fields

Average Pricing indicator

Used to report mark to market and residual amount

Type of report if multileg instrument.

Provided to support a scenario for trades of multileg instruments between two parties.

Reference to the leg of a multileg instrument to which this trade refers

Used when MultiLegReportingType <442> ='2' (Single Leg of a Multileg security)

Number of legs

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

Must be provided if Number of legs > 0

Instead of LegQty <687> - requests that the sellside calculate LegQty <687> based on opposite Leg

Provide if the PositionEffect <77> for the leg is different from that specified for the overall multileg security

Provide if the CoveredOrUncovered <203> for the leg is different from that specified for the overall multileg security.

Insert here the set of "<NestedParties>" (firm identification "nested" within additional repeating group) fields

Used for NestedPartyRole <538>=Leg Clearing Firm/Account, Leg Account/Account Type

Used to identify a specific leg.

Provide only if a Price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg Price.

Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlType <587> values.

Used to report the execution price assigned to the leg of the multileg instrument

Takes precedence over SettlType <63> value and conditionally required/omitted for specific SettlType <63> values.

Can be used to provide order id used by exchange or executing system.

Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders).

Can be used to provide secondary client order identifiers associated with this trade.

Insert here the set of "<Parties>" (firm identification) fields

Range of values on report:

Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary

Specifies type of account

Used to specify Step-out trades

The capacity of the participant for this trade ( principal or agent for example).

Restrictions associated with the participant and their capacity for this trade.

The customer capacity for this trade

Order type from the order associated with the trade

Execution Instruction from the order associated with the trade

A date and time stamp to indicate when this order was booked. For Equities, this is the time at which an order was received by an Exchange or Marketplace. For CIV, this is the time that a Fund Manager booked an order for execution at the next valuation point.

Insert here the set of "<CommissionData>" fields

Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType <150>=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency <15> field.

For repurchase agreements the accrued interest on termination.

For repurchase agreements the start (dirty) cash consideration

For repurchase agreements the end (dirty) cash consideration

Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType <150>=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency <15> field.

Used to report results of forex accommodation trade

Used to report results of forex accommodation trade

Foreign exchange rate used to compute SettlCurrAmt <119> from Currency <15> to SettlCurrency <120>

Specifies whether the SettlCurrFxRate <155> should be multiplied or divided

For use in derivatives omnibus accounting

May be used by the executing market to record any execution Details that are particular to that market

Must be set if EncodedText <355> field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

Default is a single security if not specified.

Provided to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument.

Number of contract details in this message

** Nested Repeating Group follows **

Must be first field in the repeating group.

Required if any miscellaneous fees are reported. Indicates number of repeating entries

** Nested Repeating Group follows **

Required if NoMiscFees <136> > 0

Required if NoMiscFees <136> > 0

Used to report any exchange rules that apply to this trade.

Identifies if the trade is to be allocated

Used to assign an ID to the block of preallocations

Number of repeating groups for trade allocation

Required if NoAllocs <78> > 0. Must be first field in repeating group.

Insert here the set of "<NestedParties2>" (firm identification "nested" within additional repeating group) fields

Indicates drop copy.