Trade Capture Report (MsgType = AE, FIXML = TrdCaptureReport)

The Trade Capture Report (AE) message can be:

Used to report trades between counterparties.
Can be sent unsolicited between counterparties.
Sent as a reply to a Trade Capture Report Request (AD) .
Can be used to report unmatched and matched trades.

Tag			Field Name	FIXML	Req'd	Comments
<Standard Message Header>					Y	MsgType = AE
571			TradeReportID	TradeReportID	Y	Unique identifier for the Trade Capture Report (AE)
487			TradeReportTransType	TradeReportTransType	N	Identifies Trade Report message transaction type.
568			TradeRequestID	TradeRequestID	N	Request ID if the Trade Capture Report (AE) is in response to a Trade Capture Report Request (AD)
150			ExecType	ExecType	Y	Type of Execution (8) being reported: Uses subset of ExecType (150) for Trade Capture Reports
572			TradeReportRefID	TradeReportRefID	N	The TradeReportID (571) that is being referenced for some action, such as correction or cancellation
17			ExecID	ExecID	N	Exchanged assigned Execution ID (Trade Identifier)
527			SecondaryExecID	SecondaryExecID	N
378			ExecRestatementReason	ExecRestatementReason	N	Reason for restatement
570			PreviouslyReported	PreviouslyReported	Y	Indicates if the trade capture report was previously reported to the counterparty
<Instrument>					Y
<Order Qty Data>					Y	OrderQty (38) field is required unless rejecting or an order ack for a CashOrderQty (152) or OrderPercent (516) .
32			LastQty	LastQty	C	Quantity (e.g. shares) bought/sold on this (last) fill. Not required if ExecType (150) = Order Status. When required, should be "0" for non-fills ("fill" defined as ExecType (150) =Trade) unless noted below. If ExecType (150) =Stopped, represents the quantity stopped/guaranteed/protected for.
31			LastPx	LastPx	C	Price of this (last) fill. Not required for ExecType (150) = Order Status. Should represent the "all-in" ( LastSpotRate (194) + LastForwardPoints (195) ) rate for F/X orders. ). When required, should be "0" for non-fills ("fill" defined as ExecType (150) =Trade New) unless noted below. If ExecType (150) =Stopped, represents the price stopped/guaranteed/protected at.
194			LastSpotRate	LastSpotRate	N	Applicable for F/X orders
195			LastForwardPoints	LastForwardPoints	N	Applicable for F/X orders
30			LastMkt	LastMkt	N
75			TradeDate	TradeDate	Y	Used when reporting other than current day trades.
60			TransactTime	TransactTime	Y	Time the transaction represented by this Execution Report (8) occurred
63			SettlmntTyp	Settlement	N
64			FutSettDate	FutSettDate	C	Takes precedence over SettlmntTyp (63) value and conditionally required/omitted for specific SettlmntTyp (63) values.
573			MatchStatus	MatchStatus	N
574			MatchType	MatchType	N
552			NoSides	NoSides	Y	Number of sides
=>	54		Side	Side	Y
=>	37		OrderID	OrderID	Y	OrderID (37) is required to be unique for each chain of orders.
=>	198		SecondaryOrderID	SecondaryOrderID	N	Can be used to provide order id used by exchange or executing system.
=>	11		ClOrdID	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).
=>	<Parties>				N	Range of values on report:
=>	1		Account	Account	N	Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
=>	581		AccountType	AccountType	N	Specifies type of account
=>	81		ProcessCode	ProcessCode	N	Used to specify Step-out trades
=>	575		OddLot	OddLot	N
=>	576		NoClearingInstructions	NoClearingInstructions	N
=>	=>	577	ClearingInstruction	ClearingInstruction	C
=>	635		ClearingFeeIndicator	ClearingFeeIndicator	N
=>	578		TradeInputSource	TradeInputSource	N
=>	579		TradeInputDevice	TradeInputDevice	N
=>	15		Currency	Currency	N
=>	376		ComplianceID	ComplianceID	N
=>	377		SolicitedFlag	SolicitedFlag	N
=>	528		OrderCapacity	OrderCapacity	N
=>	529		OrderRestrictions	OrderRestrictions	N
=>	582		CustOrderCapacity	CustOrderCapacity	N
=>	483		TransBkdTime	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	TradingSessionID	N
=>	625		TradingSessionSubID	TradingSessionSubID	N
=>	<Commission Data>				N	Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType (150) =Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency (15) field.
=>	381		GrossTradeAmt	GrossTradeAmt	N
=>	157		NumDaysInterest	NumDaysInterest	N
=>	230		ExDate	ExDate	N
=>	158		AccruedInterestRate	AccruedInterestRate	N
=>	159		AccruedInterestAmt	AccruedInterestAmt	N
=>	238		Concession	Concession	N
=>	237		TotalTakedown	TotalTakedown	N
=>	118		NetMoney	NetMoney	N	Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType (150) =Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency (15) field.
=>	119		SettlCurrAmt	SettlCurrAmt	N	Used to report results of forex accommodation trade
=>	120		SettlCurrency	SettlCurrency	N	Used to report results of forex accommodation trade
=>	155		SettlCurrFxRate	SettlCurrFxRate	N	Foreign exchange rate used to compute SettlCurrAmt (119) from Currency (15) to SettlCurrency (120)
=>	156		SettlCurrFxRateCalc	SettlCurrFxRateCalc	N	Specifies whether the SettlCurrFxRate (155) should be multiplied or divided
=>	77		PositionEffect	PositionEffect	N	For use in derivatives omnibus accounting
=>	58		Text	Text	N	May be used by the executing market to record any execution. Details that are particular to that market
=>	354		EncodedTextLen	EncodedTextLen	C	Must be set if EncodedText (355) field is specified and must immediately precede it.
=>	355		EncodedText	EncodedText	C	Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
=>	442		MultiLegReportingType	MultiLegReportingType	N	Default is a single security if not specified.
=>	518		NoContAmts	NoContAmts	N	Number of contract details in this message
=>	=>	519	ContAmtType	ContAmtType	C	Must be first field in the repeating group.
=>	=>	520	ContAmtValue	ContAmtValue	N
=>	=>	521	ContAmtCurr	ContAmtCurr	N
=>	136		NoMiscFees	NoMiscFees	C	Required if any miscellaneous fees are reported. Indicates number of repeating entries Nested Repeating Group follows
=>	=>	137	MiscFeeAmt	MiscFeeAmt	C	Required if NoMiscFees (136) > 0
=>	=>	138	MiscFeeCurr	MiscFeeCurr	C	Required if NoMiscFees (136) > 0
=>	=>	139	MiscFeeType	MiscFeeType	C	Required if NoMiscFees (136) > 0
<Standard Message Trailer>					Y

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