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Trade Capture Report Ack (MsgType = AR, FIXML = TrdCaptRptAck)

The Trade Capture Report Ack (AR) message can be:

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = AR
571 TradeReportID @RptID N Unique identifier for the Trade Capture Report
1003 TradeID @TrdID N
1040 SecondaryTradeID @TrdID2 N
1041 FirmTradeID @FirmTrdID N
1042 SecondaryFirmTradeID @FirmTrdID2 N
487 TradeReportTransType @TransTyp N Identifies Trade Capture Report (AE) message transaction type.
856 TradeReportType @RptTyp N Indicates action to take on trade
828 TrdType @TrdTyp N
829 TrdSubType @TrdSubTyp N
855 SecondaryTrdType @TrdTyp2 N
1123 TradeHandlingInstr @TrdHandlInst N
1124 OrigTradeHandlingInstr @OrigTrdHandlInst N
1125 OrigTradeDate @OrigTrdDt N Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer
1126 OrigTradeID @OrigTrdID N Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer
1127 OrigSecondaryTradeID @OrignTrdID2 N Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer
830 TransferReason @TrnsfrRsn N
<RootParties> N Insert here the set of "Root Parties" (firm identification) fields defined in "common components of application messages" Range of values on report:
150 ExecType @ExecTyp N Type of Execution being reported. Uses subset of ExecType (150) for Trade Capture Reports
572 TradeReportRefID @RptRefID N The TradeReportID (571) that is being referenced for some action, such as correction or cancelation
881 SecondaryTradeReportRefID @TrdRptRefID2 N (Deprecated in FIX.5.0)The SecondaryTradeReportID (818) that is being referenced for some action, such as correction or cancelation
939 TrdRptStatus @TrdRptStat N Status of Trade Report
751 TradeReportRejectReason @RejRsn N Reason for Rejection of Trade Report
818 SecondaryTradeReportID @TrdRptID2 N (Deprecated in FIX.5.0)
263 SubscriptionRequestType @SubReqTyp N Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
820 TradeLinkID @LinkID N Used to associate a group of trades together. Useful for average price calculations.
880 TrdMatchID @MtchID N
17 ExecID @ExecID N Exchanged assigned Execution ID (Trade Identifier)
527 SecondaryExecID @ExecID2 N
39 OrdStatus @OrdStat N
378 ExecRestatementReason @ExecRstmtRsn N
570 PreviouslyReported @PrevlyRpted N
423 PriceType @PxTyp N
822 UnderlyingTradingSessionID @UndSesID N
823 UnderlyingTradingSessionSubID @UndSesSub N
716 SettlSessID @SetSesID N Intraday(ITD), Regular Trading Hours(EOD),
717 SettlSessSubID @SetSesSub N
854 QtyType @QtyTyp N
32 LastQty @LastQty N
31 LastPx @LastPx N
<Instrument> Y Insert here the set of "Instrument" fields defined in "Common Components of Application Messages".
669 LastParPx @LastParPx N
1056 CalculatedCcyLastQty @CalcCcyLastQty N
1071 LastSwapPoints @LastSwapPnts N
15 Currency @Ccy N Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout
120 SettlCurrency @SettlCcy N Contra currency of the deal. Used to qualify CalculatedCcyLastQty
194 LastSpotRate @LastSpotRt N
195 LastForwardPoints @LastFwdPnts N
30 LastMkt @LastMkt N
75 TradeDate @TrdDt N
715 ClearingBusinessDate @BizDt N
6 AvgPx @AvgPx N
819 AvgPxIndicator @AvgPxInd N
442 MultiLegReportingType @MLegRptTyp N
824 TradeLegRefID @TrdLegRefID N
60 TransactTime @TxnTm N Time ACK was issued by matching system, trading system or counterparty
63 SettlType @SettlTyp N
711 NoUnderlyings Undly N Number of underlyings
=> <UnderlyingInstrument> C Must be provided if Number of underlyings > 0
573 MatchStatus @MtchStat N
574 MatchType @MtchTyp N
797 CopyMsgIndicator @CopyMsgInd N
1387 NoTrdRepIndicators TrdRepIndicatorsGrp N Number of trade publication indicators following
=> 1388 TrdRepPartyRole @PtyRole C
=> 1389 TrdRepIndicator @TrdRepInd N
852 PublishTrdIndicator @PubTrdInd N Deprecated in FIX 5.0 SP1
1390 TradePublishIndicator @TrdPubInd N
853 ShortSaleReason @ShrtSaleRsn N
555 NoLegs TrdLeg N Number of legs. Identifies a Multi-leg Execution if present and non-zero.
=> <InstrumentLeg> C Must be provided if Number of legs > 0
=> 687 LegQty @Qty N Deprecated in FIX.5.0 SP1. LegLastQty (1418) should be used.
=> 690 LegSwapType @SwapTyp N Instead of LegQty (687) requests that the sellside calculate LegQty (687) based on opposite Leg
=> 990 LegReportID @RptID N Additional attribute to store the Trade ID of the Leg.
=> 1152 LegNumber @LegNo N Allow sequencing of Legs for a Strategy to be captured
=> <LegStipulations> N
=> 564 LegPositionEffect @PosEfct N Provide if the PositionEffect (77) for the leg is different from that specified for the overall multileg security
=> 565 LegCoveredOrUncovered @Cover N Provide if the CoveredOrUncovered (203) for the leg is different from that specified for the overall multileg security.
=> <NestedParties> N Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages". Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type
=> 654 LegRefID @RefID N Used to identify a specific leg.
=> 587 LegSettlType @SettlTyp N
=> 588 LegSettlDate @SettlDt C Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlType (587) values.
=> 637 LegLastPx @LastPx N Used to report the execution price assigned to the leg of the multileg instrument
=> 675 LegSettlCurrency @SettlCcy N
=> 1073 LegLastForwardPoints @LegLastFwdPnts N
=> 1074 LegCalculatedCcyLastQty @LegCalcCcyLastQty N
=> 1075 LegGrossTradeAmt @LegGrossTrdAmt N For FX Futures can be used to express the notional value of a trade when LegLastQty and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier (614) is required in this case.
=> 1379 LegVolatility @LegVolatility N
=> 1381 LegDividendYield @LegDividendYield N
=> 1383 LegCurrencyRatio @LegCurrencyRatio N
=> 1384 LegExecInst @LegExecInst N
=> 1418 LegLastQty @LastQty N
=> 1342 NoOfLegUnderlyings TradeCapLegUndlyGrp N Number of legs for the underlying instrument
=> => 1330 UnderlyingLegSymbol @Sym C
=> => 1331 UnderlyingLegSymbolSfx @Sfx N
=> => 1332 UnderlyingLegSecurityID @ID N
=> => 1333 UnderlyingLegSecurityIDSource @Src N
=> => 1334 NoUnderlyingLegSecurityAltID AID N
=> => => 1335 UnderlyingLegSecurityAltID @AltID C
=> => => 1336 UnderlyingLegSecurityAltIDSource @AltIDSrc N
=> => 1344 UnderlyingLegCFICode @CFI C
=> => 1337 UnderlyingLegSecurityType @SecType N
=> => 1338 UnderlyingLegSecuritySubType @SubType N
=> => 1339 UnderlyingLegMaturityMonthYear @MMY N
=> => 1345 UnderlyingLegMaturityDate @MatDt N
=> => 1405 UnderlyingLegMaturityTime @MatTm C
=> => 1340 UnderlyingLegStrikePrice @StrkPx N
=> => 1391 UnderlyingLegOptAttribute @OptAt N
=> => 1343 UnderlyingLegPutOrCall @PutCall N
=> => 1341 UnderlyingLegSecurityExchange @Exch N
=> => 1392 UnderlyingLegSecurityDesc @Desc N
<TrdRegTimestamps> N
725 ResponseTransportType @RspTransportTyp N Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726 ResponseDestination @RspDest N URI destination name. Used if ResponseTransportType (725) is out-of-band.
58 Text @Txt N May be used by the executing market to record any execution Details that are particular to that market
354 EncodedTextLen @EncTxtLen C Must be set if EncodedText (355) field is specified and must immediately precede it.
355 EncodedText @EncTxt C Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
1015 AsOfIndicator @AsOfInd N Indicates if the trade is an outtrade from a previous day
635 ClearingFeeIndicator @ClrFeeInd N
<PositionAmountData> N Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages".
994 TierCode @TierCD N Indicates the algorithm (tier) used to match a trade
1011 MessageEventSource @MsgEvtSrc N Used to identify the event or source which gave rise to a message
779 LastUpdateTime @LastUpdateTm N Used to indicate reports after a specific time
991 RndPx @RndPx N Specifies the rounded price to quoted precision.
552 NoSides RptSide Y
=> 54 Side @Side Y
=> 37 OrderID @OrdID N
=> 198 SecondaryOrderID @OrdID2 N
=> 11 ClOrdID @ClOrdID N
=> 526 SecondaryClOrdID @ClOrdID2 N
=> 66 ListID @ListID N
=> <Parties> N Insert here here the set of "Parties" fields defined in "Common Components of Application Messages".
=> 1 Account @Acct N
=> 660 AcctIDSource @AcctIDSrc N
=> 581 AccountType @AcctTyp N
=> 81 ProcessCode @ProcCode N
=> 575 OddLot @OddLot N
=> 1093 LotType @LotTyp N
=> 576 NoClearingInstructions ClrInst N ** Nested Repeating Group follows **
=> => 577 ClearingInstruction @ClrngInstrctn C Required if NoClearingInstructions (576) > 0
=> 578 TradeInputSource @InptSrc N
=> 579 TradeInputDevice @InptDev N
=> 821 OrderInputDevice @OrdInptDev N
=> 376 ComplianceID @ComplianceID N
=> 377 SolicitedFlag @SolFlag N
=> 528 OrderCapacity @Cpcty N
=> 529 OrderRestrictions @Rstctions N
=> 582 CustOrderCapacity @CustCpcty N
=> 40 OrdType @OrdTyp N
=> 18 ExecInst @ExecInst N
=> 483 TransBkdTime @TransBkdTm N
=> 336 TradingSessionID @SesID N
=> 625 TradingSessionSubID @SesSub N
=> 943 TimeBracket @TmBkt N
=> 430 NetGrossInd @NetGrossInd N Code to represent whether value is net (inclusive of tax) or gross.
=> 1154 SideCurrency @Ccy N Used to Identify the Currency of the Trade Report Side.
=> 1155 SideSettlCurrency @SettlCcy N Used to Identify the Settlement Currency of the Trade Report Side.
=> <CommissionData> N Insert here here the set of "Commission Data" fields defined in "Common Components of Application Messages".
=> 157 NumDaysInterest @NumDaysInt N
=> 230 ExDate @ExDt N
=> 158 AccruedInterestRate @AcrdIntRt N
=> 159 AccruedInterestAmt @AcrdIntAmt N
=> 738 InterestAtMaturity @IntAtMat N
=> 920 EndAccruedInterestAmt @EndAcrdIntAmt N
=> 921 StartCash @StartCsh N
=> 922 EndCash @EndCsh N
=> 238 Concession @Concession N
=> 237 TotalTakedown @TotTakedown N
=> 118 NetMoney @NetMny N
=> 119 SettlCurrAmt @SettlCurrAmt N
=> 155 SettlCurrFxRate @SettlCurrFxRt N
=> 156 SettlCurrFxRateCalc @SettlCurrFxRtCalc N
=> 77 PositionEffect @PosEfct N
=> 752 SideMultiLegReportingType @MLegRptTyp N
=> 518 NoContAmts ContAmt N Number of contract details in this message (number of repeating groups to follow)
=> => 519 ContAmtType @ContAmtTyp C Must be first field in the repeating group.
=> => 520 ContAmtValue @ContAmtValu N
=> => 521 ContAmtCurr @ContAmtCurr N
=> <Stipulations> N Insert here here the set of "Stipulations" fields defined in "Common Components of Application Messages".
=> 136 NoMiscFees MiscFees N Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows **
=> => 137 MiscFeeAmt @Amt C Required if NoMiscFees (136) > 0
=> => 138 MiscFeeCurr @Curr N
=> => 139 MiscFeeType @Typ C Required if NoMiscFees (136) > 0
=> => 891 MiscFeeBasis @Basis N
=> 825 ExchangeRule @ExchRule N
=> 1158 NoSettlDetails SettlDetails N
=> => 1164 SettlObligSource @SettlSrc C
=> => <SettlParties> N Carries settlement account information
=> 826 TradeAllocIndicator @AllocInd N
=> 591 PreallocMethod @PreallocMeth N
=> 70 AllocID @AllocID N
=> 78 NoAllocs Alloc N Number of repeating groups for trade allocation
=> => 79 AllocAccount @Acct C Required if NoAllocs (78) > 0. Must be first field in repeating group.
=> => 661 AllocAcctIDSource @ActIDSrc N
=> => 736 AllocSettlCurrency @AllocSettlCcy N
=> => 467 IndividualAllocID @IndAllocID N
=> => <NestedParties2> N Insert here the set of "NestedParties2" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages".
=> => 80 AllocQty @Qty N
=> => 993 AllocCustomerCapacity @CustCpcty N Can be used for granular reporting of separate allocation detail within a single trade report or allocation message.
=> => 1002 AllocMethod @Meth N Specifies the method under which a trade quantity was allocated.
=> => 989 SecondaryIndividualAllocID @IndAllocID2 N Provides support for an intermediary assigned allocation ID
=> => 1136 AllocClearingFeeIndicator @ClrFeeInd N
=> 1072 SideGrossTradeAmt @SideGrossTradeAmt N
=> 1057 AggressorIndicator @AgrsrInd N
=> 1009 SideQty @SideQty N
=> 1005 SideTradeReportID @RptID N
=> 1006 SideFillStationCd @FillStationCd N
=> 1007 SideReasonCd @RsnCD N
=> 83 RptSeq @RptSeq N
=> 1008 SideTrdSubTyp @TrdSubTyp N
=> <SideTrdRegTS> N
1135 RptSys @RptSys N
381 GrossTradeAmt @GrossTrdAmt N
64 SettlDate @SettlDt N
1329 FeeMultiplier @FeeMult N
<Standard Message Trailer> Y

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