FIX Protocol Message 35=AE: Trade Capture Report
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
- FIX name
- TradeCaptureReport
- Category
- Application
- FIX versions
- FIX 4.3 to 5.0 SP2
Trade Capture Report in each FIX version
The full field layout as defined in a specific version.
Required fields
Body fields that every Trade Capture Report message must carry in FIX 4.4, in addition to the standard header and trailer.
Field layout
All body fields in the order of the FIX 4.4 definition, with components and repeating groups indented. A field inside an optional component or group is required only when that component or group is present. Later FIX 5.0 service packs add more fields to this message.
| Tag | Field | Required |
|---|---|---|
| 571 | TradeReportID | Required |
| 487 | TradeReportTransType | Optional |
| 856 | TradeReportType | Optional |
| 568 | TradeRequestID | Optional |
| 828 | TrdType | Optional |
| 829 | TrdSubType | Optional |
| 855 | SecondaryTrdType | 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 | Required |
| 423 | PriceType | 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 |
| 201 | PutOrCall | 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 |
| 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 |
| 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 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 |
| 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 |
| 318 | UnderlyingCurrency | Optional |
| 879 | UnderlyingQty | 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 |
| 822 | UnderlyingTradingSessionID | Optional |
| 823 | UnderlyingTradingSessionSubID | Optional |
| 32 | LastQty | Required |
| 31 | LastPx | Required |
| 669 | LastParPx | Optional |
| 194 | LastSpotRate | Optional |
| 195 | LastForwardPoints | 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 |
| 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 |
| 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 |
| 687 | LegQty | Optional |
| 690 | LegSwapType | 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 |
| 60 | TransactTime | Required |
| Component TrdRegTimestamps | Optional | |
| 768 | NoTrdRegTimestamps (repeating group) | Optional |
| 769 | TrdRegTimestamp | Optional |
| 770 | TrdRegTimestampType | Optional |
| 771 | TrdRegTimestampOrigin | Optional |
| 63 | SettlType | Optional |
| 64 | SettlDate | Optional |
| 573 | MatchStatus | Optional |
| 574 | MatchType | Optional |
| Component TrdCapRptSideGrp | Required | |
| 552 | NoSides (repeating group) | Required |
| 54 | Side | Required in each entry |
| 37 | OrderID | Required in each entry |
| 198 | SecondaryOrderID | Optional |
| 11 | ClOrdID | Optional |
| 526 | SecondaryClOrdID | Optional |
| 66 | ListID | 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 |
| 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 |
| 381 | GrossTradeAmt | 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 |
| 797 | CopyMsgIndicator | Optional |
| 852 | PublishTrdIndicator | Optional |
| 853 | ShortSaleReason | Optional |
Standard header and trailer
Every FIX message starts with the standard header, whose required fields are BeginString (8), BodyLength (9), MsgType (35), SenderCompID (49), TargetCompID (56), MsgSeqNum (34) and SendingTime (52), and ends with the trailer field CheckSum (10).
Decode a Trade Capture Report messageAll FIX message types · All FIX tags
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.