| Tag |
Field Name |
Req'd |
Comments |
|
Component Block - <StandardHeader> |
Y |
MsgType = AE |
| 571 |
TradeReportID |
N |
TradeReportID is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message
via TradeReportRefID. The alternative to a message-chain model is an entity-based model in which TradeID is used to identify
a trade. In this case, TradeID is required and TradeReportID can be optionally specified.
|
| 487 |
TradeReportTransType |
N |
Identifies Trade Report message transaction type. |
| 856 |
TradeReportType |
N |
|
| 568 |
TradeRequestID |
N |
Request ID if the Trade Capture Report is in response to a Trade Capture Report Request |
| 828 |
TrdType |
N |
|
| 829 |
TrdSubType |
N |
|
| 855 |
SecondaryTrdType |
N |
|
| 830 |
TransferReason |
N |
|
| 150 |
ExecType |
N |
Type of Execution being reported:
Uses subset of ExecType for Trade Capture Reports
|
| 748 |
TotNumTradeReports |
N |
Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request |
| 912 |
LastRptRequested |
N |
Indicates if this is the last report in the response to a Trade Capture Report Request |
| 325 |
UnsolicitedIndicator |
N |
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.
|
| 263 |
SubscriptionRequestType |
N |
Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default |
| 572 |
TradeReportRefID |
N |
The TradeReportID that is being referenced for some action, such as correction or cancelation |
| 881 |
SecondaryTradeReportRefID |
N |
|
| 818 |
SecondaryTradeReportID |
N |
|
| 820 |
TradeLinkID |
N |
Used to associate a group of trades together. Useful for average price calculations. |
| 880 |
TrdMatchID |
N |
|
| 17 |
ExecID |
N |
Exchanged assigned Execution ID (Trade Identifier) |
| 39 |
OrdStatus |
N |
Status of order as of this trade report |
| 527 |
SecondaryExecID |
N |
|
| 378 |
ExecRestatementReason |
N |
Reason for restatement |
| 570 |
PreviouslyReported |
N |
Indicates if the trade capture report was previously reported to the counterparty |
| 423 |
PriceType |
N |
Can be used to indicate cabinet trade pricing |
|
Component Block - <Instrument> |
Y |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
|
Component Block - <FinancingDetails> |
N |
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" |
|
Component Block - <OrderQtyData> |
N |
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
Note: OrderQty field is required unless rejecting or an order ack for a CashOrderQty or PercentOrder.
|
| 854 |
QtyType |
N |
|
|
Component Block - <YieldData> |
N |
Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" |
|
Component Block - <UndInstrmtGrp> |
N |
|
| 822 |
UnderlyingTradingSessionID |
N |
|
| 823 |
UnderlyingTradingSessionSubID |
N |
|
| 32 |
LastQty |
Y |
Trade Quantity. |
| 31 |
LastPx |
Y |
Trade Price. |
| 669 |
LastParPx |
N |
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.
|
| 194 |
LastSpotRate |
N |
Applicable for F/X orders |
| 195 |
LastForwardPoints |
N |
Applicable for F/X orders |
| 30 |
LastMkt |
N |
|
| 75 |
TradeDate |
N |
Used when reporting other than current day trades. |
| 715 |
ClearingBusinessDate |
N |
|
| 6 |
AvgPx |
N |
Average Price - if present then the LastPx will contain the original price on the execution |
|
Component Block - <SpreadOrBenchmarkCurveData> |
N |
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" |
| 819 |
AvgPxIndicator |
N |
Average Pricing indicator |
|
Component Block - <PositionAmountData> |
N |
Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" |
| 442 |
MultiLegReportingType |
N |
Type of report if multileg instrument.
Provided to support a scenario for trades of multileg instruments between two parties.
|
| 824 |
TradeLegRefID |
N |
Reference to the leg of a multileg instrument to which this trade refers
Used when MultiLegReportingType = 2 (Single Leg of a Multileg security)
|
|
Component Block - <TrdInstrmtLegGrp> |
N |
Number of legs
Identifies a Multi-leg Execution if present and non-zero.
|
| 60 |
TransactTime |
N |
Time the transaction represented by this Trade Capture Report occurred |
|
Component Block - <TrdRegTimestamps> |
N |
|
| 63 |
SettlType |
N |
|
| 64 |
SettlDate |
N |
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. |
| 573 |
MatchStatus |
N |
|
| 574 |
MatchType |
N |
|
|
Component Block - <TrdCapRptSideGrp> |
Y |
Number of sides |
| 797 |
CopyMsgIndicator |
N |
Indicates drop copy. |
| 852 |
PublishTrdIndicator |
N |
|
| 853 |
ShortSaleReason |
N |
|
| 939 |
TrdRptStatus |
N |
Status of Trade Report
In 3 party listed derivatives model used to convey status of a trade to a counterparty. Used specifically in a "claim" model.
|
| 1015 |
AsOfIndicator |
N |
Indicates if the trade is an outtrade from a previous day. |
| 716 |
SettlSessID |
N |
Intraday(ITD), Regular Trading Hours(EOD), |
| 717 |
SettlSessSubID |
N |
|
| 994 |
TierCode |
N |
Indicates the algorithm (tier) used to match a trade |
| 1011 |
MessageEventSource |
N |
Used to identify the event or source which gave rise to a message |
| 779 |
LastUpdateTime |
N |
Used to indicate reports after a specific time |
| 991 |
RndPx |
N |
Specifies the rounded price to quoted precision. |
| 1003 |
TradeID |
N |
|
| 1040 |
SecondaryTradeID |
N |
|
| 1041 |
FirmTradeID |
N |
|
| 1042 |
SecondaryFirmTradeID |
N |
|
| 1056 |
CalculatedCcyLastQty |
N |
|
| 1071 |
LastSwapPoints |
N |
|
| 987 |
UnderlyingSettlementDate |
N |
The settlement date for the underlying instrument of a derivatives security. |
| 381 |
GrossTradeAmt |
N |
|
|
Component Block - <RootParties> |
N |
Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties
that applies to the whole message, not individual legs, sides, etc..
|
| 1115 |
OrderCategory |
N |
|
| 1123 |
TradeHandlingInstr |
N |
|
| 1124 |
OrigTradeHandlingInstr |
N |
|
| 1125 |
OrigTradeDate |
N |
Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer |
| 1126 |
OrigTradeID |
N |
Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer |
| 1127 |
OrigSecondaryTradeID |
N |
Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such
as a transfer
|
| 1132 |
TZTransactTime |
N |
|
| 1134 |
ReportedPxDiff |
N |
The reason(s) for the price difference should be stated by using field (Tag 828 ) TrdType and, if required, field (Tag 829)
TrdSubType as well
|
| 15 |
Currency |
N |
Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout |
| 120 |
SettlCurrency |
N |
Contra currency of the deal. Used to qualify CalculatedCcyLastQty |
| 1328 |
RejectText |
N |
|
| 1329 |
FeeMultiplier |
N |
|
| 1188 |
Volatility |
N |
|
| 1380 |
DividendYield |
N |
|
| 1190 |
RiskFreeRate |
N |
|
| 1382 |
CurrencyRatio |
N |
|
|
Component Block - <TrdRepIndicatorsGrp> |
N |
Number of trade reporting indicators following |
| 1390 |
TradePublishIndicator |
N |
|
|
Component Block - <ApplicationSequenceControl> |
N |
|
|
Component Block - <StandardTrailer> |
Y |
|
