TradeCaptureReportAck (MsgType = AR, FIXML = TrdCaptRptAck)

The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.

Used to carry an internal trade entity ID which may or may not be reported to the firm

The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary

Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary

Identifies Trade Report message transaction type

(Prior to FIX 4.4 this field was of type char)

Indicates action to take on trade.

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.

Indicates the trade is a result of an offset or onset.

Specified how the TradeCaptureReport(35=AE) should be handled by the respondent.

Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123)

Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer

Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer

Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer

Reason trade is being transferred

Type of execution being reported. Uses subset of ExecType(150) for trade capture reports.

The TradeReportID(571) that is being referenced for trade correction or cancelation.

The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation

Status of trade report.

Used to indicate the status of the trade submission (not the trade report)

Reason Trade Capture Request was rejected.

100+ Reserved and available for bi-laterally agreed upon user-defined values.

Reason description for rejecting the TradeCaptureReport(35=AE).

Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.

Secondary trade report identifier - can be used to associate an additional identifier with a trade.

If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default.

Used to link a group of trades together.

Identifier assigned by a matching system to a match event that results in multiple executions or trades.

Exchanged assigned execution identifier (trade identifier).

Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system.

The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel.

Indicates if the transaction was previously reported to the counterparty or market.

Code to represent the price type.

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

Type of cross being submitted to a market

Trading Session in which the underlying instrument trades

Trading Session sub identifier in which the underlying instrument trades

Identifies a specific settlement session

SubID value associated with SettlSessID(716)

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).

Quantity (e.g. shares) bought/sold on this (last) fill.

(Prior to FIX 4.2 this field was of type int)

Price of this (last) fill.

Identifies the type of venue where a trade was executed.

Identifies the market segment

Identifies the market

Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type.

Usage: Execution Report and Allocation Report repeating executions block (from sellside).

Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx.

For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

Dealer's markup of market price to LastPx(31).

Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmt(381).

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

Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056).

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

F/X spot rate.

F/X forward points added to LastSpotRate(194). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199.

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."

Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).

The business date for which the trade is expected to be cleared.

Calculated average price of all fills on this order.

For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.

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.

Average pricing indicator.

Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported.

Reference to the leg of a multileg instrument to which this trade refers

Time this message was issued by matching system, trading system or counterparty.

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.

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

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

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

Indicates whether or not this message is a drop copy of another message.

The number of attachment keywords.

Indicates if a trade should be reported via a market reporting service.

Indicates if a trade should be or has been published via a market publication service. The indicator governs all publication services of the recipient. Replaces PublishTrdIndicator(852).

Reason for short sale.

Time unit associated with the event.

Used to report volume with a trade

Identifies how the response to the request should be transmitted.

URI (Uniform Resource Identifier) for details or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination.

See Appendix 6-B FIX Fields Based Upon Other Standards

Free format text string

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

A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day.

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):

Same as TrdRegTimestampOrigin(771). Used in a multi-sided message to indicate relevant trade-side origin or source of timestamp.

Indicates the algorithm (tier) used to match a trade.

Used to identify the event or source which gave rise to a message.

Valid values will be based on an exchange's implementation.

Example values are:

"MQM" (originated at Firm Back Office)

"Clear" (originated in Clearing System)

"Reg" (static data generated via Register request)

Used to indicate reports after a specific time.

Specifies the rounded price to quoted precision.

The program under which a commercial paper is issued.

Foreign exchange rate used to compute the PayAmount(1710) or CollectAmount(1711) from the PayCollectCurrency(1709) and the Currency(15).

Indicates the system or medium on which the report has been published

(LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price.

This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms.

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