| Tag |
Field Name |
Req'd |
Comments |
|
Component Block - <StandardHeader> |
Y |
MsgType = AR |
| 571 |
TradeReportID |
N |
Unique identifier for the Trade Capture Report |
| 487 |
TradeReportTransType |
N |
Identifies Trade Report message transaction type. |
| 856 |
TradeReportType |
N |
Indicates action to take on trade |
| 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
|
| 572 |
TradeReportRefID |
N |
The TradeReportID that is being referenced for some action, such as correction or cancelation |
| 881 |
SecondaryTradeReportRefID |
N |
The SecondaryTradeReportID that is being referenced for some action, such as correction or cancelation |
| 939 |
TrdRptStatus |
N |
Status of Trade Report |
| 751 |
TradeReportRejectReason |
N |
Reason for Rejection of Trade Report |
| 818 |
SecondaryTradeReportID |
N |
|
| 263 |
SubscriptionRequestType |
N |
Used to subscribe / unsubscribe for trade capture reports
If the field is absent, the value 0 will be the default
|
| 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) |
| 527 |
SecondaryExecID |
N |
|
|
Component Block - <Instrument> |
Y |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
| 60 |
TransactTime |
N |
Time ACK was issued by matching system, trading system or counterparty |
|
Component Block - <TrdRegTimestamps> |
N |
|
| 725 |
ResponseTransportType |
N |
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. |
| 726 |
ResponseDestination |
N |
URI destination name. Used if ResponseTransportType is out-of-band. |
| 58 |
Text |
N |
May be used by the executing market to record any execution Details that are particular to that market |
| 354 |
EncodedTextLen |
N |
Must be set if EncodedText field is specified and must immediately precede it. |
| 355 |
EncodedText |
N |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
|
Component Block - <TrdInstrmtLegGrp> |
N |
|
| 635 |
ClearingFeeIndicator |
N |
|
| 378 |
ExecRestatementReason |
N |
|
| 570 |
PreviouslyReported |
N |
|
| 423 |
PriceType |
N |
|
| 822 |
UnderlyingTradingSessionID |
N |
|
| 854 |
QtyType |
N |
|
| 823 |
UnderlyingTradingSessionSubID |
N |
|
| 32 |
LastQty |
N |
|
| 31 |
LastPx |
N |
|
| 669 |
LastParPx |
N |
|
| 194 |
LastSpotRate |
N |
|
| 195 |
LastForwardPoints |
N |
|
| 30 |
LastMkt |
N |
|
| 75 |
TradeDate |
N |
|
| 715 |
ClearingBusinessDate |
N |
|
| 6 |
AvgPx |
N |
|
| 819 |
AvgPxIndicator |
N |
|
| 442 |
MultiLegReportingType |
N |
|
| 824 |
TradeLegRefID |
N |
|
| 63 |
SettlType |
N |
|
| 573 |
MatchStatus |
N |
|
| 574 |
MatchType |
N |
|
| 797 |
CopyMsgIndicator |
N |
|
| 852 |
PublishTrdIndicator |
N |
|
| 853 |
ShortSaleReason |
N |
|
| 64 |
SettlDate |
N |
|
| 716 |
SettlSessID |
N |
|
| 717 |
SettlSessSubID |
N |
|
|
Component Block - <PositionAmountData> |
N |
Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" |
| 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. |
|
Component Block - <TrdCapRptAckSideGrp> |
N |
|
| 1015 |
AsOfIndicator |
N |
Indicates if the trade is an outtrade from a previous day |
| 1003 |
TradeID |
N |
|
| 1040 |
SecondaryTradeID |
N |
|
| 1041 |
FirmTradeID |
N |
|
| 1042 |
SecondaryFirmTradeID |
N |
|
| 1056 |
CalculatedCcyLastQty |
N |
|
| 1071 |
LastSwapPoints |
N |
|
| 381 |
GrossTradeAmt |
N |
(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.
|
|
Component Block - <RootParties> |
N |
Insert here the set of "Root Parties" (firm identification) fields defined in "common components of application messages"
Range of values on report:
|
| 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
|
|
Component Block - <UndInstrmtGrp> |
N |
|
| 1135 |
RptSys |
N |
|
| 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 |
| 1329 |
FeeMultiplier |
N |
|
|
Component Block - <TrdRepIndicatorsGrp> |
N |
|
| 1390 |
TradePublishIndicator |
N |
|
| 1430 |
VenueType |
N |
|
| 1300 |
MarketSegmentID |
N |
|
| 1301 |
MarketID |
N |
|
|
Component Block - <StandardTrailer> |
Y |
|
