Trade Capture Report

AE Trade Capture Report

The Trade Capture Report message can be:

Used to report trades between counterparties.
Used to report trades to a trade matching system
Can be sent unsolicited between counterparties.
Sent as a reply to a Trade Capture Report Request.
Can be used to report unmatched and matched trades.

Structure

Tag	Name	Type	Description
	StandardHeader	Component
571	TradeReportID	String	Unique identifier for the Trade Capture Report
487	TradeReportTransType	Int Enum	Trade Report message transaction type
856	TradeReportType	Int Enum
568	TradeRequestID	String	Request ID if the Trade Capture Report is in response to a Trade Capture Report Request
828	TrdType	Int Enum
829	TrdSubType	Int
855	SecondaryTrdType	Int
830	TransferReason	String
150	ExecType	Char Enum	Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports
748	TotNumTradeReports	Int	Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request
912	LastRptRequested	Boolean	Indicates if this is the last report in the response to a Trade Capture Report Request
325	UnsolicitedIndicator	Boolean Enum	Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request
263	SubscriptionRequestType	Char Enum	Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default
572	TradeReportRefID	String	The TradeReportID that is being referenced for some action, such as correction or cancellation
881	SecondaryTradeReportRefID	String
818	SecondaryTradeReportID	String
820	TradeLinkID	String	Used to associate a group of trades together. Useful for average price calculations
880	TrdMatchID	String
17	ExecID	String	Exchanged assigned Execution ID (Trade Identifier)
39	OrdStatus	Char Enum	Status of order as of this trade report
527	SecondaryExecID	String
378	ExecRestatementReason	Int Enum	Reason for restatement
570	PreviouslyReported	Boolean Enum	Indicates if the trade capture report was previously reported to the counterparty
423	PriceType	Int Enum	Can be used to indicate cabinet trade pricing
	Instrument	Component	The set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
	FinancingDetails	Component	The set of "FinancingDetails" fields defined in "Common Components of Application Messages"
	OrderQtyData	Component	The set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty field is required unless rejecting or an order ack for a CashOrderQty or PercentOrder
854	QtyType	Int Enum
	YieldData	Component	The set of "YieldData" fields defined in "Common Components of Application Messages"
	UndInstrmtGrp	Component
822	UnderlyingTradingSessionID	String
823	UnderlyingTradingSessionSubID	String
32	LastQty	Quantity	Trade Quantity
31	LastPx	Price	Trade Price
669	LastParPx	Price	Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par
194	LastSpotRate	Price	Applicable for F/X orders
195	LastForwardPoints	PriceOffset	Applicable for F/X orders
30	LastMkt	Exchange
75	TradeDate	LocalMktDate	Used when reporting other than current day trades
715	ClearingBusinessDate	LocalMktDate
6	AvgPx	Price	Average Price - if present then the LastPx will contain the original price on the execution
	SpreadOrBenchmarkCurveData	Component	The set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
819	AvgPxIndicator	Int Enum	Average Pricing indicator
	PositionAmountData	Component	The set of "Position Amount Data" fields defined in "Common Components of Application Messages"
442	MultiLegReportingType	Char Enum	Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties
824	TradeLegRefID	String	Reference to the leg of a multileg instrument to which this trade refers Used when MultiLegReportingType = 2 (Single Leg of a Multileg security)
	TrdInstrmtLegGrp	Component	Number of legs A Multi-leg Execution if present and non-zero
60	TransactTime	UTCTimestamp	Time the transaction represented by this Trade Capture Report occurred
	TrdRegTimestamps	Component
63	SettlType	Char Enum
64	SettlDate	LocalMktDate	Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values
573	MatchStatus	Char Enum
574	MatchType	String Enum
	TrdCapRptSideGrp	Component	Number of sides
797	CopyMsgIndicator	Boolean	Indicates drop copy
852	PublishTrdIndicator	Boolean Enum
853	ShortSaleReason	Int Enum
	StandardTrailer	Component