| Tag |
Field Name |
Req'd |
Comments |
| <MessageHeader> |
Y |
MsgType <35> = AR
|
| 571 |
TradeReportID |
Y |
Unique identifier for the Trade Capture Report <AE>
|
| 487 |
TradeReportTransType |
N |
Identifies Trade Report message transaction type.
|
| 856 |
TradeReportType |
N |
Indicates action to take on trade
|
| 828 |
TrdType |
N |
|
| 829 |
TrdSubType |
N |
|
| 855 |
SecondaryTrdType |
N |
|
| 830 |
TransferReason |
N |
|
| 150 |
ExecType |
Y |
Type of Execution being reported:
Uses subset of ExecType <150> for Trade Capture Reports
|
| 572 |
TradeReportRefID |
N |
The TradeReportID <571> that is being referenced for some action, such as correction or cancelation
|
| 881 |
SecondaryTradeReportRefID |
N |
The SecondaryTradeReportID <818> that is being referenced for some action, such as correction or cancelation
|
| 939 |
TrdRptStatus |
N |
Status of Trade Report
|
| 751 |
TradeReportRejectReason |
N |
Reason for Rejection of Trade Report
|
| 818 |
SecondaryTradeReportID |
N |
|
| 263 |
SubscriptionRequestType |
N |
Used to subscribe / unsubscribe for trade capture reports
If the field is absent, the value '0' will be the default
|
| 820 |
TradeLinkID |
N |
Used to associate a group of trades together. Useful for average price calculations.
|
| 880 |
TrdMatchID |
N |
|
| 17 |
ExecID |
N |
Exchanged assigned Execution ID (Trade Identifier)
|
| 527 |
SecondaryExecID |
N |
|
|
Component Block - <Instrument> |
Y |
Insert here the set of "<Instrument>" (symbology) fields"
|
| 60 |
TransactTime |
N |
Time ACK was issued by matching system, trading system or counterparty
|
|
Component Block - <TrdRegTimestamps> |
N |
|
| 725 |
ResponseTransportType |
N |
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
|
| 726 |
ResponseDestination |
N |
URI destination name. Used if ResponseTransportType <725> is out-of-band.
|
| 58 |
Text |
N |
May be used by the executing market to record any execution Details that are particular to that market
|
| 354 |
EncodedTextLen |
N |
Must be set if EncodedText <355> field is specified and must immediately precede it.
|
| 355 |
EncodedText |
N |
Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.
|
| 555 |
NoLegs |
N |
Number of legs
Identifies a Multi-leg Execution if present and non-zero.
|
| => |
Component Block - <InstrumentLeg> |
N |
Must be provided if Number of legs > 0
|
| => |
687 |
LegQty |
N |
|
| => |
690 |
LegSwapType |
N |
Instead of LegQty <687> - requests that the sellside calculate LegQty <687> based on opposite Leg
|
| => |
Component Block - <LegStipulations> |
N |
|
| => |
564 |
LegPositionEffect |
N |
Provide if the PositionEffect <77> for the leg is different from that specified for the overall multileg security
|
| => |
565 |
LegCoveredOrUncovered |
N |
Provide if the CoveredOrUncovered <203> for the leg is different from that specified for the overall multileg security.
|
| => |
Component Block - <NestedParties> |
N |
Insert here the set of "<NestedParties>" (firm identification "nested" within additional repeating group) fields"
Used for NestedPartyRole <538>=Leg Clearing Firm/Account, Leg Account/Account Type
|
| => |
654 |
LegRefID |
N |
Used to identify a specific leg.
|
| => |
566 |
LegPrice |
N |
Provide only if a Price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg Price.
|
| => |
587 |
LegSettlType |
N |
|
| => |
588 |
LegSettlDate |
N |
Takes precedence over LegSettlType <587> value and conditionally required/omitted for specific LegSettlType <587> values.
|
| => |
637 |
LegLastPx |
N |
Used to report the execution price assigned to the leg of the multileg instrument
|
| 635 |
ClearingFeeIndicator |
N |
|
| 528 |
OrderCapacity |
N |
The capacity of the participant for this trade (principal or agent for example).
|
| 529 |
OrderRestrictions |
N |
Restrictions associated with the participant and their capacity for this trade.
|
| 582 |
CustOrderCapacity |
N |
The customer capacity for this trade
|
| 1 |
Account |
N |
Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
|
| 660 |
AcctIDSource |
N |
|
| 581 |
AccountType |
N |
Specifies type of account
|
| 77 |
PositionEffect |
N |
For use in derivatives omnibus accounting
|
| 591 |
PreallocMethod |
N |
|
| 78 |
NoAllocs |
N |
Number of repeating groups for trade allocation
|
| => |
79 |
AllocAccount |
N |
Required if NoAllocs <78> > 0. Must be first field in repeating group.
|
| => |
661 |
AllocAcctIDSource |
N |
|
| => |
736 |
AllocSettlCurrency |
N |
|
| => |
467 |
IndividualAllocID |
N |
|
| => |
Component Block - <NestedParties2> |
N |
Insert here the second instance set of "<NestedParties2>" (firm identification "nested" within additional repeating group) fields
Used for NestedPartyRole <538>=Clearing Firm
|
| => |
80 |
AllocQty |
N |
|
| <MessageTrailer> |
Y |
|
