<TrdMatchSideGrp> Component Block

Number of trade match sides.

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 reference the value from SideExecID(1427).

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

Used on a multi-sided trade to designate the ReportID

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

Alternate clearing price for the side being reported.

Price Differential between the front and back leg of a spread or complex instrument.

Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597).

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

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

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.

Required if NoTrdMatchSides(1890) > 0.

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.

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

Required for US futures markets.

For use in derivatives omnibus accounting.

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.

Indicates the method of preallocation.

Unique identifier for allocation message.

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

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.

Free format text string related to exchange.

Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.)

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

Average pricing indicator.

Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group.

Can be used if the match event results in matches across different market segments for this side.

Can be used if the match event results in matches across different venue types for this side.

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):

Specifies the consequences of bullion settlement disruption events.

Identifies the type of complex event.

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.

Can be used to include text included in the order submission.

Byte length of encoded (non-ASCII characters) EncodedText (355) field.

Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field.