FIX 4.3 Trade Capture Report (35=AE)

Reports a trade between counterparties. It is used for trade reporting to a venue or regulator, for trade confirmation from a market or clearing house, and in reply to a Trade Capture Report Request.

MsgType (tag 35): AE
Name in FIX 4.3: TradeCaptureReport
Category: Application
Required body fields: 8

Fields in FIX 4.3

Body fields in the order the FIX 4.3 definition lists them. A repeating group starts with its counter field (NoXxx), followed by the fields of each entry, indented. A field inside an optional component or group is required only when that component or group is present.

Tag	Field	Required
571	TradeReportID	Required
487	TradeReportTransType	Optional
568	TradeRequestID	Optional
150	ExecType	Required
572	TradeReportRefID	Optional
17	ExecID	Optional
527	SecondaryExecID	Optional
378	ExecRestatementReason	Optional
570	PreviouslyReported	Required
	Component Instrument	Required
55	Symbol	Optional
65	SymbolSfx	Optional
48	SecurityID	Optional
22	SecurityIDSource	Optional
454	NoSecurityAltID (repeating group)	Optional
455	SecurityAltID	Optional
456	SecurityAltIDSource	Optional
460	Product	Optional
461	CFICode	Optional
167	SecurityType	Optional
200	MaturityMonthYear	Optional
541	MaturityDate	Optional
224	CouponPaymentDate	Optional
225	IssueDate	Optional
239	RepoCollateralSecurityType	Optional
226	RepurchaseTerm	Optional
227	RepurchaseRate	Optional
228	Factor	Optional
255	CreditRating	Optional
543	InstrRegistry	Optional
470	CountryOfIssue	Optional
471	StateOrProvinceOfIssue	Optional
472	LocaleOfIssue	Optional
240	RedemptionDate	Optional
202	StrikePrice	Optional
206	OptAttribute	Optional
231	ContractMultiplier	Optional
223	CouponRate	Optional
207	SecurityExchange	Optional
106	Issuer	Optional
348	EncodedIssuerLen	Optional
349	EncodedIssuer	Optional
107	SecurityDesc	Optional
350	EncodedSecurityDescLen	Optional
351	EncodedSecurityDesc	Optional
	Component OrderQtyData	Optional
38	OrderQty	Optional
152	CashOrderQty	Optional
516	OrderPercent	Optional
468	RoundingDirection	Optional
469	RoundingModulus	Optional
32	LastQty	Required
31	LastPx	Required
194	LastSpotRate	Optional
195	LastForwardPoints	Optional
30	LastMkt	Optional
75	TradeDate	Required
60	TransactTime	Required
63	SettlmntTyp	Optional
64	FutSettDate	Optional
573	MatchStatus	Optional
574	MatchType	Optional
552	NoSides (repeating group)	Required
54	Side	Required in each entry
37	OrderID	Required in each entry
198	SecondaryOrderID	Optional
11	ClOrdID	Optional
	Component Parties	Optional
453	NoPartyIDs (repeating group)	Optional
448	PartyID	Optional
447	PartyIDSource	Optional
452	PartyRole	Optional
523	PartySubID	Optional
1	Account	Optional
581	AccountType	Optional
81	ProcessCode	Optional
575	OddLot	Optional
576	NoClearingInstructions (repeating group)	Optional
577	ClearingInstruction	Optional
635	ClearingFeeIndicator	Optional
578	TradeInputSource	Optional
579	TradeInputDevice	Optional
15	Currency	Optional
376	ComplianceID	Optional
377	SolicitedFlag	Optional
528	OrderCapacity	Optional
529	OrderRestrictions	Optional
582	CustOrderCapacity	Optional
483	TransBkdTime	Optional
336	TradingSessionID	Optional
625	TradingSessionSubID	Optional
	Component CommissionData	Optional
12	Commission	Optional
13	CommType	Optional
479	CommCurrency	Optional
497	FundRenewWaiv	Optional
381	GrossTradeAmt	Optional
157	NumDaysInterest	Optional
230	ExDate	Optional
158	AccruedInterestRate	Optional
159	AccruedInterestAmt	Optional
238	Concession	Optional
237	TotalTakedown	Optional
118	NetMoney	Optional
119	SettlCurrAmt	Optional
120	SettlCurrency	Optional
155	SettlCurrFxRate	Optional
156	SettlCurrFxRateCalc	Optional
77	PositionEffect	Optional
58	Text	Optional
354	EncodedTextLen	Optional
355	EncodedText	Optional
442	MultiLegReportingType	Optional
518	NoContAmts (repeating group)	Optional
519	ContAmtType	Optional
520	ContAmtValue	Optional
521	ContAmtCurr	Optional
136	NoMiscFees (repeating group)	Optional
137	MiscFeeAmt	Optional
138	MiscFeeCurr	Optional
139	MiscFeeType	Optional

Every message also carries the FIX 4.3 standard header (BeginString, BodyLength, MsgType, SenderCompID, TargetCompID, MsgSeqNum, SendingTime and others) and ends with CheckSum (10).

Also in other versions

Trade Capture Report across all FIX versions

Decode a Trade Capture Report message

Field and message data comes from the QuickFIX data dictionaries for FIX 4.0 to 5.0 SP2 and FIXT 1.1, used under the QuickFIX Software License. This product includes software developed by quickfixengine.org (http://www.quickfixengine.org/). Enumerated value names are converted to plain text for reading.