Structure

Tag Field Name Req'd Comments
552 NoSides N Number of sides
54 Side Y

Required when NoSides <552> > 0.

2102 ShortMarkingExemptIndicator N
1427 SideExecID N Execution Identifier assigned by Market - used when each side of a trade is assigned its own unique ExecID
1428 OrderDelay N
1429 OrderDelayUnit N
1009 SideLastQty N Used to indicate the quantity on one side of a multi-sided Trade Capture Report
1597 SideClearingTradePrice N

Used to indicate a side specific alternate clearing price.

1599 SidePriceDifferential N

Used to indicate the Price Differential between the first and second leg of a complex instrument.

1598 SideClearingTradePriceType N

Used to indicate whether the trade is clearing using execution price (LastPx) or alternate clearing price (ClrTrdPx)

1005 SideTradeReportID N Used to indicate the report ID on one side of a multi-sided Trade Capture Report
1506 SideTradeID N
1507 SideOrigTradeID N
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 SideTrdSubType N Used to support multi-sided orders of different trade types
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.
2901 SideCurrencyCodeSource N
1155 SideSettlCurrency N Used to Identify the Settlement Currency of the Trade Report Side.
2902 SideSettlCurrencyCodeSource 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:

Component Block - <PartyDetailGrp> N

PartyDetailID <1691> must reference an existing entry in Parties component or a previous entry in RelatedPartyDetailGrp. The instance must have the same role as the referenced entry. The embedded RelatedPartyDetailID <1563> should introduce a new party identifier not previously reported.

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
522 OwnerType N
Component Block - <LimitAmts> N

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

81 ProcessCode N Used to specify Step-out trades
575 OddLot N
Component Block - <ClrInstGrp> N
635 ClearingFeeIndicator N
Component Block - <SideRegulatoryTradeIDGrp> N
2671 SideTradeReportingIndicator N

May be used to bilaterally inform counterparty of trade reporting status for this side of the trade.

2418 FirmTradeEventID 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 The customer capacity for this trade
336 TradingSessionID N Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionID then applies to all sides of the trade
625 TradingSessionSubID N Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID then applies to all sides of the trade
943 TimeBracket N
2356 RemunerationIndicator 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.

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 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
1848 TradeAllocGroupInstruction N
1730 AllocGroupID N
2771 PreviousAllocGroupID N

Identifies the previous AllocGroupID <1730> being changed by this message 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 Used to assign an ID to the block of preallocations
Component Block - <TrdAllocGrp> N
Component Block - <SideTrdRegTS> N Used to indicate the regulatory time stamp on one side of a multi-sided Trade Capture Report.
Component Block - <SettlDetails> N Conveys settlement account details reported as part of obligation
1072 SideGrossTradeAmt N
1057 AggressorIndicator N
1139 ExchangeSpecialInstructions N
1690 SideShortSaleExemptionReason N

Optional when Side <54> = 6 (Sell short exempt)

1115 OrderCategory N
1444 SideLiquidityInd N
1851 StrategyLinkID N
Component Block - <TradeReportOrderDetail> N Order details for the order associated with this side of the trade
1031 CustOrderHandlingInst N
1032 OrderHandlingInstSource N
Component Block - <TradePositionQty> N
Component Block - <RelatedTradeGrp> N
Component Block - <RelatedPositionGrp> N
1980 BlockTrdAllocIndicator N
2344 SideRiskLimitCheckStatus N
29 LastCapacity N

In the context of regulatory trade reporting, this specifies the trading capacity of the reporting party.

2334 RefRiskLimitCheckID N
2335 RefRiskLimitCheckIDType N
2361 CompressionGroupID N
Component Block - <SideCollateralAmountGrp> N

Used In