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

The Trade Capture Report (AE) message can be:

Used to report trades between counterparties.

Used to report trades to a trade matching system

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
<ApplicationSequenceControl>			N
571	TradeReportID	@RptID	N	TradeReportID is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID. The alternative to a message-chain model is an entity-based model in which TradeID (1003) is used to identify a trade. In this case, TradeID (1003) is required and TradeReportID (571) can be optionally specified.
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
939	TrdRptStatus	@TrdRptStat	N	Status of Trade Report. In 3 party listed derivatives model used to convey status of a trade to a counterparty. Used specifically in a "claim" model.
568	TradeRequestID	@ReqID	N	Request ID if the Trade Capture Report (AE) is in response to a Trade Capture Report Request (AD)
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
150	ExecType	@ExecTyp	N	Type of Execution being reported: Uses subset of ExecType (150) for Trade Capture Reports
748	TotNumTradeReports	@TotNumTrdRpts	N	Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request (AD)
912	LastRptRequested	@LastRptReqed	N	Indicates if this is the last report in the response to a Trade Capture Report Request (AD)
325	UnsolicitedIndicator	@Unsol	N	Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request.
263	SubscriptionRequestType	@SubReqTyp	N	Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default
572	TradeReportRefID	@RptRefID	N	The TradeReportID (571) that is being referenced for some action, such as correction or cancellation
881	SecondaryTradeReportRefID	@TrdRptRefID2	N	(Deprecated in FIX.5.0)
818	SecondaryTradeReportID	@TrdRptID2	N	(Deprecated in FIX.5.0)
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
378	ExecRestatementReason	@ExecRstmtRsn	N	Reason for restatement
570	PreviouslyReported	@PrevlyRpted	N	Indicates if the trade capture report was previously reported to the counterparty
423	PriceType	@PxTyp	N	Can be used to indicate cabinet trade pricing
<RootParties>			N	Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.
1015	AsOfIndicator	@AsOfInd	N	Indicates if the trade is an outtrade from a previous day.
716	SettlSessID	@SetSesID	N
717	SettlSessSubID	@SetSesSub	N
1430	VenueType	@VenuTyp	N
1300	MarketSegmentID	@MktSegID	N
1301	MarketID	@MktID	N
<Instrument>			Y	Insert here the set of "Instrument" fields defined in "Common Components of Application Messages".
<FinancingDetails>			N	Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages".
854	QtyType	@QtyTyp	N
<YieldData>			N	Insert here the set of "YieldData" fields defined in "Common Components of Application Messages".
<UndInstrmtGrp>			N
822	UnderlyingTradingSessionID	@UndSesID	N
823	UnderlyingTradingSessionSubID	@UndSesSub	N
32	LastQty	@LastQty	Y	Trade Quantity.
31	LastPx	@LastPx	Y	Trade Price.
1056	CalculatedCcyLastQty	@CalcCcyLastQty	N
15	Currency	@Ccy	N	Primary currency of the specified currency pair. Used to qualify LastQty (32) and GrossTradeAmout
120	SettlCurrency	@SettlCcy	N	Contra currency of the deal. Used to qualify CalculatedCcyLastQty (1056)
669	LastParPx	@LastParPx	C	Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par.
194	LastSpotRate	@LastSpotRt	N	Applicable for F/X orders
195	LastForwardPoints	@LastFwdPnts	N	Applicable for F/X orders
1071	LastSwapPoints	@LastSwapPnts	N
30	LastMkt	@LastMkt	N
75	TradeDate	@TrdDt	N	Used when reporting other than current day trades.
715	ClearingBusinessDate	@BizDt	N
6	AvgPx	@AvgPx	N	Average Price (44) - if present then the LastPx (31) will contain the original price on the execution
<SpreadOrBenchmarkCurveData>			N	Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages".
819	AvgPxIndicator	@AvgPxInd	N	Average Pricing indicator
<PositionAmountData>			N	Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages".
442	MultiLegReportingType	@MLegRptTyp	N	Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties.
824	TradeLegRefID	@TrdLegRefID	N	Reference to the leg of a multileg instrument to which this trade refers Used when MultiLegReportingType (442) = 2 (Single Leg of a Multileg security)
<TrdInstrmtLegGrp>			N	Number of legs. Identifies a Multi-leg Execution if present and non-zero.
60	TransactTime	@TxnTm	N	Time the transaction represented by this Trade Capture Report (AE) occurred
<TrdRegTimestamps>			N
63	SettlType	@SettlTyp	N
64	SettlDate	@SettlDt	C	Takes precedence over SettlType (63) value and conditionally required/omitted for specific SettlType (63) values.
987	UnderlyingSettlementDate	@StlDt	N	The settlement date for the underlying instrument of a derivatives security.
573	MatchStatus	@MtchStat	N
574	MatchType	@MtchTyp	N
<TrdCapRptSideGrp>			Y	Number of sides.
1188	Volatility	@Vol	N
1380	DividendYield	@DividendYield	N
1190	RiskFreeRate	@RFR	N
1382	CurrencyRatio	@CurrencyRatio	N
797	CopyMsgIndicator	@CopyMsgInd	N	Indicates drop copy.
<TrdRepIndicatorsGrp>			N	Number of trade reporting indicators following
852	PublishTrdIndicator	@PubTrdInd	N	(Deprecated in FIX.5.0)
1390	TradePublishIndicator	@TrdPubInd	N
853	ShortSaleReason	@ShrtSaleRsn	N
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.
1132	TZTransactTime	@TZTransactTime	N
1134	ReportedPxDiff	@ReportedPxDiff	N	The reason(s) for the price difference should be stated by using field TrdType (828) and, if required, field TrdSubType (829) as well
381	GrossTradeAmt	@GrossTrdAmt	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.
1328	RejectText	@RejTxt	N
1329	FeeMultiplier	@FeeMult	N
<Standard Message Trailer>			Y

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