<TrdCapRptAckSideGrp> Component Block

When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade.

Used to represent the trade ID for each side of the trade assigned by an intermediary.

Used to capture the original trade id for each side of a trade undergoing novation to a standardized model.

Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade).

Time unit in which the OrderDelay(1428) is expressed

Same as TrdRegTimestamp(769). Used in a multi-sided message to indicate relevant trade-side timestamp.

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

Type of account associated with an order

Insert here the set of "LimitAmts" field defined in "Common Components"

Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.

This trade is to be treated as an odd lot

If this field is not specified, the default will be "N"

Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc

Used between parties to convey trade reporting status.

In the context of regulatory reporting, this field may be used by the reporting party (e.g. party obligated to report to regulators) to inform their trading counterparty or other interested parties the trade reporting status.

Type of input device or system from which the trade was entered.

Specific device number, terminal number or station where trade was entered

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

Free text for compliance information required for regulatory reporting.

Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.

Indicates whether or not the order was solicited.

Capacity of customer placing the order.

Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes.

Identifier for a trading session.

A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.

To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336).

Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.

Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility

A code that represents a time interval in which a fill or trade occurred.

Required for US futures markets.

Code to represent whether value is net (inclusive of tax) or gross.

Used to identify the trading currency on the Trade Capture Report Side

Identifies class or source of the SideCurrency(1154) value.

Used to identify the settlement currency on the Trade Capture Report Side

Identifies class or source of the SideSettlCurrency(1155) value.

See TimeUnit(997) for complete definition.

Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed.

Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.

The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

(prior to FIX 4.4 field was of type UTCDate)

The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.

Amount of Accrued Interest for convertible bonds and fixed income

Amount of interest (i.e. lump-sum) at maturity.

Accrued Interest Amount applicable to a financing transaction on the End Date.

Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.

Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.

Provides the reduction in price for the secondary market in Muncipals.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.

Total amount due expressed in settlement currency (includes the effect of the forex transaction)

Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120).

Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided.

Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.

Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security.

Indicates the current state of the underlying instrument.

PartyID value within an instrument party repeating group. Same values as PartyID (448)

Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator.

Used to report any exchange rules that apply to this trade.

Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade.

Conveys settlement account details reported as part of obligation.

Identifies if, and how, the trade is to be allocated or split.

Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price.

Identifies the previous AllocGroupID(1730) being changed when AllocGroupStatus(2767)=3 (Changed).

Firm assigned group allocation entity identifier.

Indicates the total notional units or amount of an allocation group. Includes any allocated units or amount.

Whether notional units or amount is used depends on the type of listed derivative contract and the clearinghouse. A notional unit is (price x quantity) without the derivative's contract value factor.

Status of the trade give-up relative to the group identified in AllocGroupID(1730).

Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group.

The identifier for the average price group for the trade side. See also AvgPxGroupID(1731).

Calculated average price for this side of the trade.

Indicates the method of preallocation.

Unique identifier for allocation message.

(Prior to FIX 4.1 this field was of type int)

Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.).

Code to represent the type of event.

The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition.

Used to identify whether the order initiator is an aggressor or not in the trade.

Used to indicate the quantity on one side of a multi-sided trade.

Used on a multi-sided trade to designate the ReportID

Used on a multi-sided trade to convey order routing information

Used on a multi-sided trade to convey reason for execution

Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side.

Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829).

Defines the type of interest behind a trade (fill or partial fill).

Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event.

Details of the order associated with this side of the trade.

Indicates if an order, quote or trade was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software).

Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.

NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.

For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.

For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.

Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).

Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.

Indicates whether a restriction applies to short selling a security.

Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.).

Indicates the status of the risk limit check performed on the side of a trade.