<TrdCapRptSideGrp> Component Block

Indicates whether the originating account is exempt (Y) from marking orders as short or not (N). This designation may be used on both buy and sell orders.

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.

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

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

Used to indicate a side specific alternate clearing price.

Used to indicate the Price Differential between the first and second leg of a complex instrument.

Used to indicate whether the trade is clearing using execution price (LastPx) or alternate clearing price (ClrTrdPx)

Used on a multi-sided trade to designate the ReportID

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.

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).

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.

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

PartyDetailID(1619) must reference an existing entry in Parties component or a previous entry in RelatedPartyDetailGrp. The instance must have the same role as the referenced entry. The embedded RelatedPartyDetailID(1563) should introduce a new party identifier not previously reported.

Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary.

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

Identifies the type of owner.

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

Used to specify Step-out trades.

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

Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.

(Values source CBOT, CME, NYBOT, and NYMEX):

Reference to the underlier whose payments are being passed through.

May be used to bilaterally inform counterparty of trade reporting status for this side of the trade.

An identifier created by the trading party for the life cycle event associated with this report.

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.

The customer capacity for this trade

Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionID(336) then applies to all sides of the trade.

Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID(625) then applies to all sides of the trade.

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

Required for US futures markets.

Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid.

In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration.

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.

For repurchase agreements the accrued interest on termination.

For repurchase agreements the start (dirty) cash consideration.

For repurchase agreements the end (dirty) cash consideration.

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)

Value expressed in the currency reflected by the Currency(15) field.

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.

Can be used for derivatives omnibus accounting.

Can be used by the executing market to record any execution details that are particular to that market.

Can be used to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument.

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.

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

Instruction on how to add a trade to an allocation group when it is being given-up.

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 by this message 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.

Used to assign an ID to the block of preallocations.

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.

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).

Conveys settlement account details reported as part of obligation.

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.

Free format text string related to exchange.

Optional when Side (54) = 6 (Sell short exempt)

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

Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.

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.

Order details for the order associated with this side of the trade.

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.

The registration type of a commercial paper issuance.

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.).

Indication that a block trade will be allocated.

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

In the context of regulatory trade reporting, this specifies the trading capacity of the reporting party.

The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request.

Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field.

Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation.

Type of LegInstrumentPartySubID (2259) value.