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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

TagNameTypeRequiredDescription
Component
Required
571String
Required
487Char Enum
568String
150Char Enum
Required
572String
17String
527String
378Int Enum
570Boolean
Required
Component
Required
Component
32Quantity
Required
31Price
Required
194Price
195PriceOffset
30Exchange
75LocalMktDate
Required
60UTCTimestamp
Required
63Char Enum
64LocalMktDate
573Char Enum
574String Enum
Component
Required
Component
Required