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The TrdRegTimestamps component block is used to express timestamps for anorder or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order ortrade is received on the floor, received and executed by the broker, etc.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 768 | NoTrdRegTimestamps | TrdRegTS | N |
Number of timestamp entries. |
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| => | 769 | TrdRegTimestamp | @TS | C |
Required if NoTrdRegTimestamps(768) > 0. |
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| => | 770 | TrdRegTimestampType | @Typ | C |
Required if NoTrdRegTimestamps(768) > 0. |
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| => | 771 | TrdRegTimestampOrigin | @Src | N |
Text which identifies the "origin" (i.e. system which was used to generate the timestamp) for the Traded / Regulatory timestamp value. |
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| => | 2839 | TrdRegTimestampManualIndicator | @ManInd | N |
Indicates whether a given timestamp was manually captured. |
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| => | 1033 | DeskType | @DskTyp | N |
Identifies the type of Trading Desk. Conditionally required when InformationBarrierID(1727) is specified for OATS. |
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| => | 1034 | DeskTypeSource | @DskTypSrc | N |
Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified. |
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| => | 1035 | DeskOrderHandlingInst | @DskOrdHndlInst | N |
Codes that apply special information that the broker-dealer needs to report. |
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| => | 1727 | InformationBarrierID | @InfoBrrID | N |
The identifier of the information barrier in place for a trading unit that will meet the criteria of the "no-knowledge" exception in FINRA Rule 5320.02. |
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| => | 2831 | NBBOEntryType | @NBBOTyp | N |
May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO). |
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| => | 2832 | NBBOPrice | @NBBOPx | N |
May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO). |
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| => | 2833 | NBBOQty | @NBBOQty | N |
May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO). |
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| => | 2834 | NBBOSource | @NBBOSrc | N |
May be used with TrdRegTimestampType(770)=34 (Reference time for NBBO). |
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