TrdSubType <829> field – FIX 5.0 – FIX Dictionary

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FIX 5.0 : TrdSubType <829> field
Type: int

Used In

Description

Further qualification to the trade type

Valid values:

0 = CMTA

1 = Internal transfer or adjustment

2 = External transfer or transfer of account

3 = Reject for submitting side

4 = Advisory for contra side

5 = Offset due to an allocation

6 = Onset dut to an allocation

7 = Differential spread

8 = Implied spread leg executed against an outright

9 = Transaction from exercise

10 = Transaction from assignment

11 = ACATS

14 = AI (Automated input facility disabled in response to an exchange request.)

15 = B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.)

16 = K (Transaction using block trade facility.)

17 = LC (Correction submitted more than three days after publication of the original trade report.)

18 = M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.)

19 = N (Non-protected portfolio transaction or a fully disclosed portfolio transaction)

20 = NM ( i) transaction where Exchange has granted permission for non-publication; ii) IDB is reporting as seller; iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)

21 = NR (Non-risk transaction in a SEATS security other than an AIM security)

22 = P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities)

23 = PA (Protected transaction notification)

24 = PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system)

25 = PN (Worked principal notification for a portfolio transaction which includes order book securities)

26 = R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction); (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction); or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)

27 = RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant)

28 = RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security)

29 = SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock))

30 = T (If reporting a single protected transaction)

31 = WN (Worked principal notification for a single order book security)

32 = WT (Worked principal transaction (other than a portfolio transaction))