Confirmation (MsgType = AK, FIXML = Cnfm)

Only used when this message is used to respond to a confirmation request (to which this ID refers)

Denotes whether or not this message represents copy confirmation (or status message)

Absence of this field indicates message is not a drop copy.

Denotes whether this message represents the legally binding confirmation

Absence of this field indicates message is not a legal confirm.

The status of this trade with respect to matching or comparison.

Used to communicate an "affirmed" Confirmation(35=AK) status message (i.e. when ConfirmType(773) = 1 (Status)) to interested parties that need to or should receive such confirmation status message.

This field must not be used when sending a Confirmation(35=AK) message that needs to be affirmed.

A reference or control identifier or number used as a trade confirmation key.

An example of a control identifier is the DTC ID Control Number.

Used to communicate the status of the central clearing workflow.

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

Required for fixed income

Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades)

Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details)

Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1

An indication of the general description of the asset class.

Used to refer to an earlier Allocation Instruction.

Used to refer to an earlier Allocation Instruction via its secondary identifier

Used to refer to an allocation account within an earlier Allocation Instruction.

Type of trade assigned to a trade. SecondaryTrdType(855) and TertiaryTrdType(2896) may be used in addition to TrdType(828) to assign up to three different trade types to a single trade.

Note: several enumerations of this field duplicate the enumerations in TradePriceCondition(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceCondition(1839) is preferred in messages that support it.

Further qualification to the trade type defined in TrdType(828).

Type of trade assigned to a trade. Used in addition to TrdType(828). Must not be used when only one trade type needs to be assigned.

Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties.

Free form text to specify additional trade continuation information or data.

Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.

The point in the matching process at which this trade was matched.

Time of last execution being confirmed by this message. Use ExecutionTimestamp(2749) in ExecAllocGrp component when there are multiple trades.

Free form text to specify additional information or enumeration description when a standard value does not apply.

Relevant settled entity matrix source.

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).

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).

Identifies class or source of the Currency(15) value.

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."

Used to identify the source of the AllocAccount (79) code.

See AcctIDSource (660) for valid values.

Type of account associated with a confirmation or other trade-level message

Absence of this field indicates that default precision arranged by the broker/institution is to be used

Price type for the AvgPx field

Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx.

Used to express average price as percent of par (used where AvgPx field is expressed in some other way)

Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade)

Free format text string

(Note: this field does not have a specified maximum length)

Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above.

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

Optional "next coupon date" for Fixed Income

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.

Required for Fixed Income products that trade with accrued interest

Required for Fixed Income products that pay lump sum interest 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)

Net Money at maturity if Zero Coupon and maturity value is different from par value

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

Currency code of settlement denomination.

Identifies class or source of the SettlCurrency(120) value.

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 order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)

Regular is defined as the default settlement period for the particular security on the exchange of execution.

In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.

Additionally the following patterns may be uses as well as enum values

Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0

Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0

Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0

Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0

Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.

Used to identify any commission shared with a third party (e.g. directed brokerage)

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

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

Required if any miscellaneous fees are reported.