| Tag |
Field Name |
Req'd |
Comments |
| 552 |
NoSides |
Y |
Number of sides |
| => |
54 |
Side |
Y |
|
| => |
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 |
|
| => |
376 |
ComplianceID |
N |
|
| => |
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 |
|
| => |
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 |
SideLastQty |
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. |
| => |
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 |
| => |
1115 |
OrderCategory |
N |
|
| => |
Component Block - <TradeReportOrderDetail> |
N |
Order details for the order associated with this side of the trade |
| => |
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 |
|
| => |
1444 |
SideLiquidityInd |
N |
|
