| Tag |
Field Name |
Req'd |
Comments |
| 552 |
NoSides |
Y |
Number of sides. |
| => |
54 |
Side |
Y |
|
| => |
37 |
OrderID |
N |
OrderID should be conditionally required when Trade Capture Report is used for back office processing. |
| => |
198 |
SecondaryOrderID |
N |
Can be used to provide order id used by exchange or executing system. |
| => |
11 |
ClOrdID |
N |
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).
|
| => |
526 |
SecondaryClOrdID |
N |
Can be used to provide secondary client order identifiers associated with this trade. |
| => |
66 |
ListID |
N |
|
| => |
Component Block - <Parties> |
N |
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Range of values on report:
|
| => |
1 |
Account |
N |
Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary |
| => |
660 |
AcctIDSource |
N |
|
| => |
581 |
AccountType |
N |
Specifies type of account |
| => |
81 |
ProcessCode |
N |
Used to specify Step-out trades |
| => |
575 |
OddLot |
N |
|
| => |
Component Block - <ClrInstGrp> |
N |
|
| => |
578 |
TradeInputSource |
N |
|
| => |
579 |
TradeInputDevice |
N |
|
| => |
821 |
OrderInputDevice |
N |
|
| => |
15 |
Currency |
N |
|
| => |
376 |
ComplianceID |
N |
|
| => |
377 |
SolicitedFlag |
N |
|
| => |
528 |
OrderCapacity |
N |
The capacity of the participant for this trade ( principal or agent for example). |
| => |
529 |
OrderRestrictions |
N |
Restrictions associated with the participant and their capacity for this trade. |
| => |
582 |
CustOrderCapacity |
N |
The customer capacity for this trade |
| => |
40 |
OrdType |
N |
Order type from the order associated with the trade |
| => |
18 |
ExecInst |
N |
Execution Instruction from the order associated with the trade |
| => |
483 |
TransBkdTime |
N |
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.
|
| => |
336 |
TradingSessionID |
N |
|
| => |
625 |
TradingSessionSubID |
N |
|
| => |
943 |
TimeBracket |
N |
|
| => |
Component Block - <CommissionData> |
N |
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents
cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field.
|
| => |
157 |
NumDaysInterest |
N |
|
| => |
230 |
ExDate |
N |
|
| => |
158 |
AccruedInterestRate |
N |
|
| => |
159 |
AccruedInterestAmt |
N |
|
| => |
738 |
InterestAtMaturity |
N |
|
| => |
920 |
EndAccruedInterestAmt |
N |
For repurchase agreements the accrued interest on termination. |
| => |
921 |
StartCash |
N |
For repurchase agreements the start (dirty) cash consideration |
| => |
922 |
EndCash |
N |
For repurchase agreements the end (dirty) cash consideration |
| => |
238 |
Concession |
N |
|
| => |
237 |
TotalTakedown |
N |
|
| => |
118 |
NetMoney |
N |
Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents
cumulative value for the order. Value expressed in the currency reflected by the Currency field.
|
| => |
119 |
SettlCurrAmt |
N |
Used to report results of forex accommodation trade |
| => |
120 |
SettlCurrency |
N |
Used to report results of forex accommodation trade |
| => |
155 |
SettlCurrFxRate |
N |
Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency |
| => |
156 |
SettlCurrFxRateCalc |
N |
Specifies whether the SettlCurrFxRate should be multiplied or divided |
| => |
77 |
PositionEffect |
N |
For use in derivatives omnibus accounting |
| => |
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. |
| => |
752 |
SideMultiLegReportingType |
N |
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.
|
| => |
Component Block - <ContAmtGrp> |
N |
|
| => |
Component Block - <Stipulations> |
N |
|
| => |
Component Block - <MiscFeesGrp> |
N |
|
| => |
825 |
ExchangeRule |
N |
Used to report any exchange rules that apply to this trade. |
| => |
826 |
TradeAllocIndicator |
N |
Identifies if the trade is to be allocated |
| => |
591 |
PreallocMethod |
N |
|
| => |
70 |
AllocID |
N |
Used to assign an ID to the block of preallocations |
| => |
Component Block - <TrdAllocGrp> |
N |
|
| => |
1009 |
SideQty |
N |
Used to indicate the quantity on one side of a multi-sided Trade Capture Report |
| => |
1005 |
SideTradeReportID |
N |
Used to indicate the report ID on one side of a multi-sided Trade Capture Report |
| => |
1006 |
SideFillStationCd |
N |
Used for order routing to indicate the Fill Station Code on one side of a multi-sided Trade Capture Report |
| => |
1007 |
SideReasonCd |
N |
Used to indicate the reason of a multi-sided Trade Capture Report |
| => |
83 |
RptSeq |
N |
Used for order routing to indicate the fill sequence on one side of a multi-sided Trade Capture Report |
| => |
1008 |
SideTrdSubTyp |
N |
Used to support multi-sided orders of different trade types |
| => |
Component Block - <SideTrdRegTS> |
N |
Used to indicate the regulatory time stamp on one side of a multi-sided Trade Capture Report. |
| => |
19 |
ExecRefID |
N |
|
| => |
1093 |
LotType |
N |
|
| => |
1072 |
SideGrossTradeAmt |
N |
|
| => |
1057 |
AggressorIndicator |
N |
|
| => |
1139 |
ExchangeSpecialInstructions |
N |
|
