FIX 5.0 SP1 : <TrdCapRptSideGrp> component block

Structure | Used In

Description

Structure

Tag Field Name Req'd Comments
552 NoSides Y Number of sides
=> 54 Side Y
=> 37 OrderID N OrderID should be conditionally required when Trade Capture Report is used for back office processing.
=> 198 SecondaryOrderID N Can be used to provide order id used by exchange or executing system.
=> 11 ClOrdID N

Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. In the case of quotes can be mapped to:

- QuoteMsgID(1166) of a single Quote

- QuoteID(117) of a Mass Quote

=> 526 SecondaryClOrdID N

Can be used to provide secondary client order identifiers associated with this trade. In the case of quotes can be mapped to:

- QuoteID(117) of a single Quote

- QuoteEntryID(299) of a Mass Quote

=> 66 ListID N
=> Component Block - <Parties> N

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

Range of values on report:

=> 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
=> 81 ProcessCode N Used to specify Step-out trades
=> 575 OddLot N
=> Component Block - <ClrInstGrp> N
=> 578 TradeInputSource N
=> 579 TradeInputDevice N
=> 821 OrderInputDevice N
=> 376 ComplianceID N
=> 377 SolicitedFlag 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
=> 40 OrdType N Order type from the order associated with the trade
=> 18 ExecInst N Execution Instruction from the order associated with the trade
=> 483 TransBkdTime N A date and time stamp to indicate when this order was booked. For Equities, this is the time at which an order was received by an Exchange or Marketplace. For CIV, this is the time that a Fund Manager booked an order for execution at the next valuation point.
=> 336 TradingSessionID N
=> 625 TradingSessionSubID N
=> 943 TimeBracket N
=> Component Block - <CommissionData> N

Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"

Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field.

=> 157 NumDaysInterest N
=> 230 ExDate N
=> 158 AccruedInterestRate N
=> 159 AccruedInterestAmt N
=> 738 InterestAtMaturity N
=> 920 EndAccruedInterestAmt N For repurchase agreements the accrued interest on termination.
=> 921 StartCash N For repurchase agreements the start (dirty) cash consideration
=> 922 EndCash N For repurchase agreements the end (dirty) cash consideration
=> 238 Concession N
=> 237 TotalTakedown N
=> 118 NetMoney N Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field.
=> 119 SettlCurrAmt N Used to report results of forex accommodation trade
=> 155 SettlCurrFxRate N Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
=> 156 SettlCurrFxRateCalc N Specifies whether the SettlCurrFxRate should be multiplied or divided
=> 77 PositionEffect N For use in derivatives omnibus accounting
=> 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 field is specified and must immediately precede it.
=> 355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
=> 752 SideMultiLegReportingType N

Default is a single security if not specified.

Provided to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument.

=> Component Block - <ContAmtGrp> N
=> Component Block - <Stipulations> N
=> Component Block - <MiscFeesGrp> N
=> 825 ExchangeRule N Used to report any exchange rules that apply to this trade.
=> 826 TradeAllocIndicator N Identifies if the trade is to be allocated
=> 591 PreallocMethod N
=> 70 AllocID N Used to assign an ID to the block of preallocations
=> Component Block - <TrdAllocGrp> N
=> 1009 SideQty N Used to indicate the quantity on one side of a multi-sided Trade Capture Report
=> 1005 SideTradeReportID N Used to indicate the report ID on one side of a multi-sided Trade Capture Report
=> 1006 SideFillStationCd N Used for order routing to indicate the Fill Station Code on one side of a multi-sided Trade Capture Report
=> 1007 SideReasonCd N Used to indicate the reason of a multi-sided Trade Capture Report
=> 83 RptSeq N Used for order routing to indicate the fill sequence on one side of a multi-sided Trade Capture Report
=> 1008 SideTrdSubTyp N Used to support multi-sided orders of different trade types
=> Component Block - <SideTrdRegTS> N Used to indicate the regulatory time stamp on one side of a multi-sided Trade Capture Report.
=> 19 ExecRefID N
=> 1093 LotType N
=> 1072 SideGrossTradeAmt N
=> 1057 AggressorIndicator N
=> 1139 ExchangeSpecialInstructions N
=> 430 NetGrossInd N Code to represent whether value is net (inclusive of tax) or gross.
=> 1154 SideCurrency N Used to Identify the Currency of the Trade Report Side.
=> 1155 SideSettlCurrency N Used to Identify the Settlement Currency of the Trade Report Side.
=> Component Block - <SettlDetails> N Conveys settlement account details reported as part of obligation

Used In

Onix Solutions