TradeMatchReport <DC> message
FIX 5.0 SP2 EP266
The TradeMatchReport <DC> message is used by exchanges and ECN’s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments.
|Component Block - <StandardHeader>||Y||
|Component Block - <ApplicationSequenceControl>||N|
Unique identifier common for all trades included in a match event.
Used when reporting other than current day trades.
Time of the match event or transaction that resulted in this match report.
Differentiates match events involving complex instruments (MultiLegReportingType <442>=3(multileg security)) from those only involving simple instruments (MultiLegReportingType <442>=1(single security)). MultiLegReportingType <442>=2(individual leg of multileg security) should not be used.
|Component Block - <InstrmtMatchSideGrp>||N||
Conditionally required when TradeReportType <856> = Submit (0).
|Component Block - <StandardTrailer>||Y|