FIX 5.0 SP2 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 SP2
- TradeCaptureReport
- Category
- Application
- Required body fields
- 0
Fields in FIX 5.0 SP2
Body fields in the order the FIX 5.0 SP2 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. Nested components with many fields are listed by name; each of their fields has its own tag page.
| Tag | Field | Required |
|---|---|---|
| Component ApplicationSequenceControl (4 fields, not expanded here) | Optional | |
| 571 | TradeReportID | Optional |
| 1003 | TradeID | Optional |
| 1040 | SecondaryTradeID | Optional |
| 1041 | FirmTradeID | Optional |
| 1042 | SecondaryFirmTradeID | Optional |
| 2489 | PackageID | Optional |
| 2490 | TradeNumber | Optional |
| 487 | TradeReportTransType | Optional |
| 856 | TradeReportType | Optional |
| 939 | TrdRptStatus | Optional |
| 568 | TradeRequestID | Optional |
| 828 | TrdType | Optional |
| 829 | TrdSubType | Optional |
| 855 | SecondaryTrdType | Optional |
| 2896 | TertiaryTrdType | Optional |
| 2961 | AnonymousTradeIndicator | Optional |
| 2667 | AlgorithmicTradeIndicator | Optional |
| 1849 | OffsetInstruction | Optional |
| Component TradePriceConditionGrp (2 fields, not expanded here) | 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 |
| 1028 | ManualOrderIndicator | 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 |
| 19 | ExecRefID | Optional |
| 527 | SecondaryExecID | Optional |
| 378 | ExecRestatementReason | Optional |
| 2347 | RegulatoryTransactionType | Optional |
| Component RegulatoryTradeIDGrp (7 fields, not expanded here) | Optional | |
| 570 | PreviouslyReported | Optional |
| 423 | PriceType | Optional |
| Component PriceQualifierGrp (2 fields, not expanded here) | Optional | |
| 549 | CrossType | Optional |
| Component RootParties (8 fields, not expanded here) | Optional | |
| 1015 | AsOfIndicator | Optional |
| 716 | SettlSessID | Optional |
| 717 | SettlSessSubID | Optional |
| 1430 | VenueType | Optional |
| 1300 | MarketSegmentID | Optional |
| 1301 | MarketID | Optional |
| 2375 | TaxonomyType | Optional |
| Component Instrument (1248 fields, not expanded here) | Required | |
| Component InstrumentExtension (17 fields, not expanded here) | Optional | |
| Component FinancingDetails (32 fields, not expanded here) | Optional | |
| Component PaymentGrp (52 fields, not expanded here) | Optional | |
| 854 | QtyType | Optional |
| Component YieldData (6 fields, not expanded here) | Optional | |
| Component UndInstrmtGrp (1296 fields, not expanded here) | Optional | |
| Component RelatedInstrumentGrp (11 fields, not expanded here) | Optional | |
| Component CollateralAmountGrp (21 fields, not expanded here) | Optional | |
| 2868 | CollateralizationValueDate | Optional |
| Component RateSource (6 fields, not expanded here) | Optional | |
| Component TransactionAttributeGrp (3 fields, not expanded here) | Optional | |
| 822 | UnderlyingTradingSessionID | Optional |
| 823 | UnderlyingTradingSessionSubID | Optional |
| 32 | LastQty | Optional |
| 1828 | LastQtyVariance | Optional |
| 2301 | LastQtyChanged | Optional |
| 2368 | LastMultipliedQty | Optional |
| 2367 | TotalTradeQty | Optional |
| 2370 | TotalTradeMultipliedQty | Optional |
| 31 | LastPx | Optional |
| 631 | MidPx | Optional |
| 1522 | DifferentialPrice | Optional |
| 1056 | CalculatedCcyLastQty | Optional |
| 2762 | PriceMarkup | Optional |
| Component AveragePriceDetail (3 fields, not expanded here) | Optional | |
| 15 | Currency | Optional |
| 2897 | CurrencyCodeSource | Optional |
| 120 | SettlCurrency | Optional |
| 2899 | SettlCurrencyCodeSource | Optional |
| 2366 | SettlPriceFxRateCalc | Optional |
| 669 | LastParPx | Optional |
| 194 | LastSpotRate | Optional |
| 195 | LastForwardPoints | Optional |
| 1071 | LastSwapPoints | Optional |
| 2349 | PricePrecision | Optional |
| 30 | LastMkt | Optional |
| 1596 | ClearingTradePrice | Optional |
| 1740 | TradePriceNegotiationMethod | Optional |
| 1743 | LastUpfrontPrice | Optional |
| 1741 | UpfrontPriceType | Optional |
| 75 | TradeDate | Optional |
| 715 | ClearingBusinessDate | Optional |
| 2870 | ClearingPortfolioID | Optional |
| 6 | AvgPx | Optional |
| Component SpreadOrBenchmarkCurveData (9 fields, not expanded here) | Optional | |
| 1731 | AvgPxGroupID | Optional |
| 819 | AvgPxIndicator | Optional |
| 2085 | ValuationDate | Optional |
| 2086 | ValuationTime | Optional |
| 2087 | ValuationBusinessCenter | Optional |
| Component PositionAmountData (13 fields, not expanded here) | Optional | |
| 442 | MultiLegReportingType | Optional |
| 824 | TradeLegRefID | Optional |
| Component TrdInstrmtLegGrp (1347 fields, not expanded here) | Optional | |
| 60 | TransactTime | Optional |
| Component TrdRegTimestamps (13 fields, not expanded here) | Optional | |
| 63 | SettlType | Optional |
| 64 | SettlDate | Optional |
| 2878 | TerminationDate | Optional |
| 987 | UnderlyingSettlementDate | Optional |
| 573 | MatchStatus | Optional |
| 2405 | ExecMethod | Optional |
| 574 | MatchType | Optional |
| Component TradeQtyGrp (3 fields, not expanded here) | Optional | |
| Component TrdCapRptSideGrp (379 fields, not expanded here) | Required | |
| 1188 | Volatility | Optional |
| 1189 | TimeToExpiration | Optional |
| 1380 | DividendYield | Optional |
| 1190 | RiskFreeRate | Optional |
| 811 | PriceDelta | Optional |
| 1382 | CurrencyRatio | Optional |
| 797 | CopyMsgIndicator | Optional |
| Component TrdRepIndicatorsGrp (3 fields, not expanded here) | Optional | |
| 2524 | TradeReportingIndicator | Optional |
| 852 | PublishTrdIndicator | Optional |
| 1390 | TradePublishIndicator | Optional |
| Component TrdRegPublicationGrp (3 fields, not expanded here) | 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 |
| 2369 | TotalGrossTradeAmt | Optional |
| 751 | TradeReportRejectReason | Optional |
| 1328 | RejectText | Optional |
| 1664 | EncodedRejectTextLen | Optional |
| 1665 | EncodedRejectText | Optional |
| 1329 | FeeMultiplier | Optional |
| 1832 | ClearedIndicator | Optional |
| 1924 | ClearingIntention | Optional |
| 1925 | TradeClearingInstruction | Optional |
| 1926 | BackloadedTradeIndicator | Optional |
| 1927 | ConfirmationMethod | Optional |
| 1928 | MandatoryClearingIndicator | Optional |
| Component MandatoryClearingJurisdictionGrp (2 fields, not expanded here) | Optional | |
| 1929 | MixedSwapIndicator | Optional |
| 2527 | MultiAssetSwapIndicator | Optional |
| 2526 | InternationalSwapIndicator | Optional |
| 1930 | OffMarketPriceIndicator | Optional |
| 1931 | VerificationMethod | Optional |
| 1932 | ClearingRequirementException | Optional |
| 1933 | IRSDirection | Optional |
| 1934 | RegulatoryReportType | Optional |
| 2869 | RegulatoryReportTypeBusinessDate | Optional |
| 1935 | VoluntaryRegulatoryReport | Optional |
| 2963 | MultiJurisdictionReportingIndicator | Optional |
| 1936 | TradeCollateralization | Optional |
| 1937 | TradeContinuation | Optional |
| 2387 | TradeContingency | Optional |
| 2302 | TradeVersion | Optional |
| 2303 | HistoricalReportIndicator | Optional |
| 2596 | DeltaCrossed | Optional |
| 2374 | TradeContinuationText | Optional |
| 2372 | EncodedTradeContinuationTextLen | Optional |
| 2371 | EncodedTradeContinuationText | Optional |
| 2373 | IntraFirmTradeIndicator | Optional |
| 2525 | AffiliatedFirmsTradeIndicator | Optional |
| Component AttachmentGrp (11 fields, not expanded here) | Optional | |
| 2343 | RiskLimitCheckStatus | Optional |
Every message also carries the FIX 5.0 SP2 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 messageField 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.