Description
The TradeMatchReport <DC> message is used by exchanges and ECN’s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y |
MsgType=DC |
||
| Component Block - <ApplicationSequenceControl> | N | |||
| 880 | TrdMatchID | Y |
Unique identifier common for all trades included in a match event. |
|
| 574 | MatchType | N | ||
| 856 | TradeReportType | N | ||
| 715 | ClearingBusinessDate | N | ||
| 828 | TrdType | N | ||
| 829 | TrdSubType | N | ||
| 75 | TradeDate | N |
Used when reporting other than current day trades. |
|
| 1301 | MarketID | N | ||
| 1300 | MarketSegmentID | N | ||
| 336 | TradingSessionID | N | ||
| 625 | TradingSessionSubID | N | ||
| 1430 | VenueType | N | ||
| 1888 | TradeMatchTimestamp | N | ||
| 60 | TransactTime | N |
Time of the match event or transaction that resulted in this match report. |
|
| 442 | MultiLegReportingType | N |
Differentiates match events involving complex instruments (MultiLegReportingType <442>=3(multileg security)) from those only involving simple instruments (MultiLegReportingType <442>=1(single security)). MultiLegReportingType <442>=2(individual leg of multileg security) should not be used. |
|
| Component Block - <InstrmtMatchSideGrp> | N |
Conditionally required when TradeReportType <856> = Submit (0). |
||
| Component Block - <StandardTrailer> | Y | |||