FIX 5.0 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 5.0: TradeCaptureReport
Category: Application
Required body fields: 4

Fields in FIX 5.0

Body fields in the order the FIX 5.0 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	Optional
1003	TradeID	Optional
1040	SecondaryTradeID	Optional
1041	FirmTradeID	Optional
1042	SecondaryFirmTradeID	Optional
487	TradeReportTransType	Optional
856	TradeReportType	Optional
939	TrdRptStatus	Optional
568	TradeRequestID	Optional
828	TrdType	Optional
829	TrdSubType	Optional
855	SecondaryTrdType	Optional
1123	TradeHandlingInstr	Optional
1124	OrigTradeHandlingInstr	Optional
1125	OrigTradeDate	Optional
1126	OrigTradeID	Optional
1127	OrigSecondaryTradeID	Optional
830	TransferReason	Optional
150	ExecType	Optional
748	TotNumTradeReports	Optional
912	LastRptRequested	Optional
325	UnsolicitedIndicator	Optional
263	SubscriptionRequestType	Optional
572	TradeReportRefID	Optional
881	SecondaryTradeReportRefID	Optional
818	SecondaryTradeReportID	Optional
820	TradeLinkID	Optional
880	TrdMatchID	Optional
17	ExecID	Optional
39	OrdStatus	Optional
527	SecondaryExecID	Optional
378	ExecRestatementReason	Optional
570	PreviouslyReported	Optional
423	PriceType	Optional
	Component RootParties	Optional
1116	NoRootPartyIDs (repeating group)	Optional
1117	RootPartyID	Optional
1118	RootPartyIDSource	Optional
1119	RootPartyRole	Optional
	Component RootSubParties	Optional
1120	NoRootPartySubIDs (repeating group)	Optional
1121	RootPartySubID	Optional
1122	RootPartySubIDType	Optional
1015	AsOfIndicator	Optional
716	SettlSessID	Optional
717	SettlSessSubID	Optional
	Component Instrument	Required
55	Symbol	Optional
65	SymbolSfx	Optional
48	SecurityID	Optional
22	SecurityIDSource	Optional
	Component SecAltIDGrp	Optional
454	NoSecurityAltID (repeating group)	Optional
455	SecurityAltID	Optional
456	SecurityAltIDSource	Optional
460	Product	Optional
461	CFICode	Optional
167	SecurityType	Optional
762	SecuritySubType	Optional
200	MaturityMonthYear	Optional
541	MaturityDate	Optional
1079	MaturityTime	Optional
201	PutOrCall	Optional
966	SettleOnOpenFlag	Optional
1049	InstrmtAssignmentMethod	Optional
965	SecurityStatus	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
947	StrikeCurrency	Optional
967	StrikeMultiplier	Optional
968	StrikeValue	Optional
206	OptAttribute	Optional
231	ContractMultiplier	Optional
969	MinPriceIncrement	Optional
996	UnitofMeasure	Optional
997	TimeUnit	Optional
223	CouponRate	Optional
207	SecurityExchange	Optional
970	PositionLimit	Optional
971	NTPositionLimit	Optional
106	Issuer	Optional
348	EncodedIssuerLen	Optional
349	EncodedIssuer	Optional
107	SecurityDesc	Optional
350	EncodedSecurityDescLen	Optional
351	EncodedSecurityDesc	Optional
691	Pool	Optional
667	ContractSettlMonth	Optional
875	CPProgram	Optional
876	CPRegType	Optional
	Component EvntGrp	Optional
864	NoEvents (repeating group)	Optional
865	EventType	Optional
866	EventDate	Optional
867	EventPx	Optional
868	EventText	Optional
873	DatedDate	Optional
874	InterestAccrualDate	Optional
	Component InstrumentParties	Optional
1018	NoInstrumentParties (repeating group)	Optional
1019	InstrumentPartyID	Optional
1050	InstrumentPartyIDSource	Optional
1051	InstrumentPartyRole	Optional
	Component InstrumentPtysSubGrp	Optional
1052	NoInstrumentPartySubIDs (repeating group)	Optional
1053	InstrumentPartySubID	Optional
1054	InstrumentPartySubIDType	Optional
	Component FinancingDetails	Optional
913	AgreementDesc	Optional
914	AgreementID	Optional
915	AgreementDate	Optional
918	AgreementCurrency	Optional
788	TerminationType	Optional
916	StartDate	Optional
917	EndDate	Optional
919	DeliveryType	Optional
898	MarginRatio	Optional
	Component OrderQtyData	Optional
38	OrderQty	Optional
152	CashOrderQty	Optional
516	OrderPercent	Optional
468	RoundingDirection	Optional
469	RoundingModulus	Optional
854	QtyType	Optional
	Component YieldData	Optional
235	YieldType	Optional
236	Yield	Optional
701	YieldCalcDate	Optional
696	YieldRedemptionDate	Optional
697	YieldRedemptionPrice	Optional
698	YieldRedemptionPriceType	Optional
	Component UndInstrmtGrp	Optional
711	NoUnderlyings (repeating group)	Optional
	Component UnderlyingInstrument	Optional
311	UnderlyingSymbol	Optional
312	UnderlyingSymbolSfx	Optional
309	UnderlyingSecurityID	Optional
305	UnderlyingSecurityIDSource	Optional
	Component UndSecAltIDGrp	Optional
457	NoUnderlyingSecurityAltID (repeating group)	Optional
458	UnderlyingSecurityAltID	Optional
459	UnderlyingSecurityAltIDSource	Optional
462	UnderlyingProduct	Optional
463	UnderlyingCFICode	Optional
310	UnderlyingSecurityType	Optional
763	UnderlyingSecuritySubType	Optional
313	UnderlyingMaturityMonthYear	Optional
542	UnderlyingMaturityDate	Optional
315	UnderlyingPutOrCall	Optional
241	UnderlyingCouponPaymentDate	Optional
242	UnderlyingIssueDate	Optional
243	UnderlyingRepoCollateralSecurityType	Optional
244	UnderlyingRepurchaseTerm	Optional
245	UnderlyingRepurchaseRate	Optional
246	UnderlyingFactor	Optional
256	UnderlyingCreditRating	Optional
595	UnderlyingInstrRegistry	Optional
592	UnderlyingCountryOfIssue	Optional
593	UnderlyingStateOrProvinceOfIssue	Optional
594	UnderlyingLocaleOfIssue	Optional
247	UnderlyingRedemptionDate	Optional
316	UnderlyingStrikePrice	Optional
941	UnderlyingStrikeCurrency	Optional
317	UnderlyingOptAttribute	Optional
436	UnderlyingContractMultiplier	Optional
998	UnderlyingUnitofMeasure	Optional
1000	UnderlyingTimeUnit	Optional
435	UnderlyingCouponRate	Optional
308	UnderlyingSecurityExchange	Optional
306	UnderlyingIssuer	Optional
362	EncodedUnderlyingIssuerLen	Optional
363	EncodedUnderlyingIssuer	Optional
307	UnderlyingSecurityDesc	Optional
364	EncodedUnderlyingSecurityDescLen	Optional
365	EncodedUnderlyingSecurityDesc	Optional
877	UnderlyingCPProgram	Optional
878	UnderlyingCPRegType	Optional
972	UnderlyingAllocationPercent	Optional
318	UnderlyingCurrency	Optional
879	UnderlyingQty	Optional
975	UnderlyingSettlementType	Optional
973	UnderlyingCashAmount	Optional
974	UnderlyingCashType	Optional
810	UnderlyingPx	Optional
882	UnderlyingDirtyPrice	Optional
883	UnderlyingEndPrice	Optional
884	UnderlyingStartValue	Optional
885	UnderlyingCurrentValue	Optional
886	UnderlyingEndValue	Optional
	Component UnderlyingStipulations	Optional
887	NoUnderlyingStips (repeating group)	Optional
888	UnderlyingStipType	Optional
889	UnderlyingStipValue	Optional
1044	UnderlyingAdjustedQuantity	Optional
1045	UnderlyingFXRate	Optional
1046	UnderlyingFXRateCalc	Optional
1038	UnderlyingCapValue	Optional
	Component UndlyInstrumentParties	Optional
1058	NoUndlyInstrumentParties (repeating group)	Optional
1059	UndlyInstrumentPartyID	Optional
1060	UndlyInstrumentPartyIDSource	Optional
1061	UndlyInstrumentPartyRole	Optional
	Component UndlyInstrumentPtysSubGrp	Optional
1062	NoUndlyInstrumentPartySubIDs (repeating group)	Optional
1063	UndlyInstrumentPartySubID	Optional
1064	UndlyInstrumentPartySubIDType	Optional
1039	UnderlyingSettlMethod	Optional
822	UnderlyingTradingSessionID	Optional
823	UnderlyingTradingSessionSubID	Optional
32	LastQty	Required
31	LastPx	Required
1056	CalculatedCcyLastQty	Optional
669	LastParPx	Optional
194	LastSpotRate	Optional
195	LastForwardPoints	Optional
1071	LastSwapPoints	Optional
30	LastMkt	Optional
75	TradeDate	Required
715	ClearingBusinessDate	Optional
6	AvgPx	Optional
	Component SpreadOrBenchmarkCurveData	Optional
218	Spread	Optional
220	BenchmarkCurveCurrency	Optional
221	BenchmarkCurveName	Optional
222	BenchmarkCurvePoint	Optional
662	BenchmarkPrice	Optional
663	BenchmarkPriceType	Optional
699	BenchmarkSecurityID	Optional
761	BenchmarkSecurityIDSource	Optional
819	AvgPxIndicator	Optional
	Component PositionAmountData	Optional
753	NoPosAmt (repeating group)	Optional
707	PosAmtType	Optional
708	PosAmt	Optional
1055	PositionCurrency	Optional
442	MultiLegReportingType	Optional
824	TradeLegRefID	Optional
	Component TrdInstrmtLegGrp	Optional
555	NoLegs (repeating group)	Optional
	Component InstrumentLeg	Optional
600	LegSymbol	Optional
601	LegSymbolSfx	Optional
602	LegSecurityID	Optional
603	LegSecurityIDSource	Optional
	Component LegSecAltIDGrp	Optional
604	NoLegSecurityAltID (repeating group)	Optional
605	LegSecurityAltID	Optional
606	LegSecurityAltIDSource	Optional
607	LegProduct	Optional
608	LegCFICode	Optional
609	LegSecurityType	Optional
764	LegSecuritySubType	Optional
610	LegMaturityMonthYear	Optional
611	LegMaturityDate	Optional
248	LegCouponPaymentDate	Optional
249	LegIssueDate	Optional
250	LegRepoCollateralSecurityType	Optional
251	LegRepurchaseTerm	Optional
252	LegRepurchaseRate	Optional
253	LegFactor	Optional
257	LegCreditRating	Optional
599	LegInstrRegistry	Optional
596	LegCountryOfIssue	Optional
597	LegStateOrProvinceOfIssue	Optional
598	LegLocaleOfIssue	Optional
254	LegRedemptionDate	Optional
612	LegStrikePrice	Optional
942	LegStrikeCurrency	Optional
613	LegOptAttribute	Optional
614	LegContractMultiplier	Optional
999	LegUnitofMeasure	Optional
1001	LegTimeUnit	Optional
615	LegCouponRate	Optional
616	LegSecurityExchange	Optional
617	LegIssuer	Optional
618	EncodedLegIssuerLen	Optional
619	EncodedLegIssuer	Optional
620	LegSecurityDesc	Optional
621	EncodedLegSecurityDescLen	Optional
622	EncodedLegSecurityDesc	Optional
623	LegRatioQty	Optional
624	LegSide	Optional
556	LegCurrency	Optional
740	LegPool	Optional
739	LegDatedDate	Optional
955	LegContractSettlMonth	Optional
956	LegInterestAccrualDate	Optional
1017	LegOptionRatio	Optional
566	LegPrice	Optional
687	LegQty	Optional
690	LegSwapType	Optional
990	LegReportID	Optional
	Component LegStipulations	Optional
683	NoLegStipulations (repeating group)	Optional
688	LegStipulationType	Optional
689	LegStipulationValue	Optional
564	LegPositionEffect	Optional
565	LegCoveredOrUncovered	Optional
	Component NestedParties	Optional
539	NoNestedPartyIDs (repeating group)	Optional
524	NestedPartyID	Optional
525	NestedPartyIDSource	Optional
538	NestedPartyRole	Optional
	Component NstdPtysSubGrp	Optional
804	NoNestedPartySubIDs (repeating group)	Optional
545	NestedPartySubID	Optional
805	NestedPartySubIDType	Optional
654	LegRefID	Optional
566	LegPrice	Optional
587	LegSettlType	Optional
588	LegSettlDate	Optional
637	LegLastPx	Optional
675	LegSettlCurrency	Optional
1073	LegLastForwardPoints	Optional
1074	LegCalculatedCcyLastQty	Optional
1075	LegGrossTradeAmt	Optional
60	TransactTime	Optional
	Component TrdRegTimestamps	Optional
768	NoTrdRegTimestamps (repeating group)	Optional
769	TrdRegTimestamp	Optional
770	TrdRegTimestampType	Optional
771	TrdRegTimestampOrigin	Optional
1033	DeskType	Optional
1034	DeskTypeSource	Optional
1035	DeskOrderHandlingInst	Optional
63	SettlType	Optional
64	SettlDate	Optional
987	UnderlyingSettlementDate	Optional
573	MatchStatus	Optional
574	MatchType	Optional
1115	OrderCategory	Optional
	Component TrdCapRptSideGrp	Required
552	NoSides (repeating group)	Required
54	Side	Required in each entry
37	OrderID	Optional
198	SecondaryOrderID	Optional
11	ClOrdID	Optional
19	ExecRefID	Optional
526	SecondaryClOrdID	Optional
66	ListID	Optional
1009	SideQty	Optional
1005	SideTradeReportID	Optional
1006	SideFillStationCd	Optional
1007	SideReasonCd	Optional
83	RptSeq	Optional
1008	SideTrdSubTyp	Optional
	Component Parties	Optional
453	NoPartyIDs (repeating group)	Optional
448	PartyID	Optional
447	PartyIDSource	Optional
452	PartyRole	Optional
	Component PtysSubGrp	Optional
802	NoPartySubIDs (repeating group)	Optional
523	PartySubID	Optional
803	PartySubIDType	Optional
1	Account	Optional
660	AcctIDSource	Optional
581	AccountType	Optional
81	ProcessCode	Optional
1093	LotType	Optional
575	OddLot	Optional
	Component ClrInstGrp	Optional
576	NoClearingInstructions (repeating group)	Optional
577	ClearingInstruction	Optional
578	TradeInputSource	Optional
579	TradeInputDevice	Optional
821	OrderInputDevice	Optional
15	Currency	Optional
376	ComplianceID	Optional
377	SolicitedFlag	Optional
528	OrderCapacity	Optional
529	OrderRestrictions	Optional
582	CustOrderCapacity	Optional
40	OrdType	Optional
18	ExecInst	Optional
483	TransBkdTime	Optional
336	TradingSessionID	Optional
625	TradingSessionSubID	Optional
943	TimeBracket	Optional
	Component CommissionData	Optional
12	Commission	Optional
13	CommType	Optional
479	CommCurrency	Optional
497	FundRenewWaiv	Optional
157	NumDaysInterest	Optional
230	ExDate	Optional
158	AccruedInterestRate	Optional
159	AccruedInterestAmt	Optional
738	InterestAtMaturity	Optional
920	EndAccruedInterestAmt	Optional
921	StartCash	Optional
922	EndCash	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
752	SideMultiLegReportingType	Optional
	Component ContAmtGrp	Optional
518	NoContAmts (repeating group)	Optional
519	ContAmtType	Optional
520	ContAmtValue	Optional
521	ContAmtCurr	Optional
	Component Stipulations	Optional
232	NoStipulations (repeating group)	Optional
233	StipulationType	Optional
234	StipulationValue	Optional
	Component MiscFeesGrp	Optional
136	NoMiscFees (repeating group)	Optional
137	MiscFeeAmt	Optional
138	MiscFeeCurr	Optional
139	MiscFeeType	Optional
891	MiscFeeBasis	Optional
825	ExchangeRule	Optional
826	TradeAllocIndicator	Optional
591	PreallocMethod	Optional
70	AllocID	Optional
	Component TrdAllocGrp	Optional
78	NoAllocs (repeating group)	Optional
79	AllocAccount	Optional
661	AllocAcctIDSource	Optional
736	AllocSettlCurrency	Optional
467	IndividualAllocID	Optional
	Component NestedParties2	Optional
756	NoNested2PartyIDs (repeating group)	Optional
757	Nested2PartyID	Optional
758	Nested2PartyIDSource	Optional
759	Nested2PartyRole	Optional
	Component NstdPtys2SubGrp	Optional
806	NoNested2PartySubIDs (repeating group)	Optional
760	Nested2PartySubID	Optional
807	Nested2PartySubIDType	Optional
80	AllocQty	Optional
993	AllocCustomerCapacity	Optional
1002	AllocMethod	Optional
989	SecondaryIndividualAllocID	Optional
1136	AllocClearingFeeIndicator	Optional
	Component SideTrdRegTS	Optional
1016	NoSideTrdRegTS (repeating group)	Optional
1012	SideTrdRegTimestamp	Optional
1013	SideTrdRegTimestampType	Optional
1014	SideTrdRegTimestampSrc	Optional
1072	SideGrossTradeAmt	Optional
1057	AggressorIndicator	Optional
1139	ExchangeSpecialInstructions	Optional
797	CopyMsgIndicator	Optional
852	PublishTrdIndicator	Optional
853	ShortSaleReason	Optional
994	TierCode	Optional
1011	MessageEventSource	Optional
779	LastUpdateTime	Optional
991	RndPx	Optional
1132	TZTransactTime	Optional
1134	ReportedPxDiff	Optional
381	GrossTradeAmt	Optional

Every message also carries the FIX 5.0 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.