Structure

Tag Field Name Req'd Comments
552 NoSides Y
54 Side Y

Required when NoSides <552> > 0.

1427 SideExecID N This refers to the ExecID of the execution being reported. Used in trade reporting models that utilize different execution IDs for each side of the trade. This is used when reporting a trade with two or more sides.
1506 SideTradeID N
1507 SideOrigTradeID N
1428 OrderDelay N
1429 OrderDelayUnit N Used in conjunction with OrderDelay to specify the time unit being expressed. Default is "seconds" if not specified.
Component Block - <Parties> N Insert here here the set of "Parties" fields defined in "Common Components of Application Messages"
1 Account N
660 AcctIDSource N
581 AccountType N
Component Block - <LimitAmts> N

Insert here the set of "LimitAmts" field defined in "Common Components"

81 ProcessCode N
575 OddLot N
Component Block - <ClrInstGrp> N
2671 SideTradeReportingIndicator N
578 TradeInputSource N
579 TradeInputDevice N
376 ComplianceID N
2404 ComplianceText N
2351 EncodedComplianceTextLen N

Must be set if EncodedComplianceText <2352> field is specified and must immediately precede it.

2352 EncodedComplianceText N

Encoded (non-ASCII characters) representation of the ComplianceText <2404> field in the encoded format specified via the MessageEncoding <347> field.

377 SolicitedFlag N
582 CustOrderCapacity N
336 TradingSessionID N Generally the same for all sides of a trade, if reported only on the first side the same TradingSessionID will apply to all sides of the trade
625 TradingSessionSubID N Generally the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID will apply to all sides of the trade.
943 TimeBracket 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 - <CommissionData> N Insert here here the set of "Commission Data" fields defined in "Common Components of Application Messages"
Component Block - <CommissionDataGrp> N

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

157 NumDaysInterest N
230 ExDate N
158 AccruedInterestRate N
159 AccruedInterestAmt N
738 InterestAtMaturity N
920 EndAccruedInterestAmt N
921 StartCash N
922 EndCash N
238 Concession N
237 TotalTakedown N
118 NetMoney N
119 SettlCurrAmt N
155 SettlCurrFxRate N
156 SettlCurrFxRateCalc N
77 PositionEffect N
752 SideMultiLegReportingType N
Component Block - <ContAmtGrp> N
Component Block - <Stipulations> N Insert here here the set of "Stipulations" fields defined in "Common Components of Application Messages"
Component Block - <MiscFeesGrp> N
825 ExchangeRule N
Component Block - <SettlDetails> N Conveys settlement account details reported as part of obligation
826 TradeAllocIndicator N
1730 AllocGroupID N
2771 PreviousAllocGroupID N

Identifies the previous AllocGroupID <1730> being changed when AllocGroupStatus <2767>=3 (Changed).

2759 GroupAmount N
2767 AllocGroupStatus N
1853 SideAvgPxIndicator N
1854 SideAvgPxGroupID N
1852 SideAvgPx N
591 PreallocMethod N
70 AllocID N
Component Block - <TrdAllocGrp> N
1072 SideGrossTradeAmt N
1057 AggressorIndicator N
1009 SideLastQty N
1005 SideTradeReportID N
1006 SideFillStationCd N
1007 SideReasonCd N
83 RptSeq N
1008 SideTrdSubTyp N
1115 OrderCategory N
1851 StrategyLinkID N
Component Block - <TradeReportOrderDetail> N Details of the order associated with this side of the trade.
Component Block - <SideTrdRegTS> N
1031 CustOrderHandlingInst N
1032 OrderHandlingInstSource N
Component Block - <RelatedTradeGrp> N
Component Block - <RelatedPositionGrp> N
2344 SideRiskLimitCheckStatus N

Used In