<InstrmtMatchSideGrp> Component Block

The InstrmtMatchSideGrp component is used to convey all trades for a given match event reported by instrument and trade side.

Each trade match report can contain any number of trades for any number of instruments. This component contains all instruments together with all of the trade sides (possibly more than two) that occurred for each instrument within the same match event.

Used in :

TradeMatchReport (DC)

Tag		Field Name	FIXML	Req'd	Comments
1889		NoInstrmtMatchSides		N	Number of instrument match sides.
=>	<Instrument>			N	Required if NoInstrmtMatchSides(1889) > 0.
=>	<InstrmtLegGrp>			N	LegID(1788) in the InstrmtLegGrp component can be used to reference individual leg executions referenced in the TrdInstrmtLegExecGrp component with LegRefID(654).
=>	<UndInstrmtGrp>			N	Free form text to specify additional information or enumeration description when a standard value does not apply.
=>	1891	TrdMatchSubID	@MtchSubID	N	Used to identify each price level, step or clip within a match event. The identifier may represent a grouping of matched resting orders at a given price level that was matched by an aggressor order. For example, an aggressive order sweeping through 2 price levels that included 3 resting orders would have two different TrdMatchSubID(1891) values.
=>	53	Quantity	@Qty	N	Total quantity for this instrument in this match event. This is the cumulative sum of LastQty(32) for all match steps for this instrument.
=>	15	Currency	@Ccy	N	Identifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent. Absence of this field is interpreted as the default currency for the security as defined by the respective reference data. It is recommended that systems provide the currency value whenever possible. For securities trading and digital assets traded securities-style, identifies the currency used to denote the price. Absence of this field is interpreted as the default for the security. For Foreign Exchange (FX) and digital assets traded FX-style, identifies the dealt currency used to denominate the quantity related field(s).
=>	2897	CurrencyCodeSource	@CcySrc	N	Identifies class or source of the Currency(15) value.
=>	120	SettlCurrency	@SettlCcy	N	Currency code of settlement denomination.
=>	2899	SettlCurrencyCodeSource	@SettlCcySrc	N	Identifies class or source of the SettlCurrency(120) value.
=>	854	QtyType	@QtyTyp	N	Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).
=>	32	LastQty	@LastQty	C	Required if NoInstrmtMatchSides(1889) > 0. Trade quantity for this instrument within this match step. The value is the greater of the sum of SideLastQty(1009) of each side (i.e. buy or sell) for each TrdMatchSideGrp instance within the current InstrmtMatchSideGrp instance.
=>	423	PriceType	@PxTyp	N	Code to represent the price type.
=>	31	LastPx	@LastPx	C	Required if NoInstrmtMatchSides(1889) > 0.
=>	30	LastMkt	@LastMkt	N	Market of execution for last fill, or an indication of the market where an order was routed Valid values: See "Appendix 6-C" In the context of ESMA RTS 1 Annex I, Table 3, Field 6 "Venue of Execution" it is required that the "venue where the transaction was executed" be identified using ISO 10383 (MIC). Additionally, ESMA requires the use of "MIC code 'XOFF' for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is not executed on a trading venue, systematic internaliser or organized trading platform outside of the Union. Use 'SINT' for financial instruments admitted to trading or traded on a trading venue, where the transaction is executed on a systematic internaliser."
=>	<TrdMatchSideGrp>			N	Required if NoInstrmtMatchSides(1889) > 0.

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