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The TradeCaptureReport is the sole application message that will be sent by the Reflector FIX Drop-Copy server.
Trade Capture Report
| Tag | Field | Description | Req | Format | Notes |
|---|---|---|---|---|---|
Standard FIX Header | Y | MsgType = 'AE' PossResend (97=) 'Y' if manual replay of events is requested. 'N' otherwise. | |||
| 627 | NoHops | Encapsulates transmission details of the source ExecutionReport | Y | Int | Always '1' |
| >628 | HopCompID | The SenderCompID of the Maker delivering the execution. | Y | String | - |
| >629 | HopSendingTime | The value of the source execution message SendingTime | Y | UTC Timestamp | For support/diagnostic purposes. |
| >630 | HopRefID | The value of the source execution message MsgSeqNum | Y | Int | For support/diagnostic purposes. |
571 | TradeReportID | MF Unique Identifier of TradeCapture Report | Y | String | Does not identify the underlying execution. A replayed TradeCapture Report will have a different TradeReportID than one you might have seen earlier for the same underlying trade. Use the ExecID to identify the actual execution. |
| 249020000 | TradeNumberMFTradeNumber | Unique ordinal number of the trade as delivered by this Reflector instance. | Y | Int | Added A MarketFactory custom tag for this FIX.4.4 interface. Equivalent to tag 2490/TradeNumber introduced in FIX.5.0SP2 0SP2 EP192. |
| 150 | ExecType | Describes the specific ExecutionReport type. | Y | Char | Always F - Trade |
| 17 | ExecID | Unique Identifier of the the underlying execution | Y | String | Unique identifier of the underlying execution. |
| 39 | OrdStatus | Identifies current status of Taker's order. | Y | Char | Valid values:
|
| 570 | PreviouslyReported | A flag that indicates whether this execution might have been previously reported | Y | Boolean | Valid Values: 'Y' or 'N' |
| 55 | Symbol | Symbol of the trade. | Y | String | Of the form EUR/USD, XAU/USD, etc |
| 167 | SecurityType | The product type of the trade. | Y | String | Valid values:
|
| 541 | MaturityDate | NDF Fixing Date. | C | Date | Conditionally populated when SecurityType = NDF. YYYYMMDD |
| 231 | ContractMultiplier | The amount a trader would earn per 1 contract if the instrument moved one point. | C | Float | Conditionally populated when SecurityType = CFD. |
| 38 | OrderQty | For CFDs this will be the number of contracts. | Y | Qty | |
| 32 | LastQty | The quantity of the trade. | Y | Qty | Decimal quantity |
| 31 | LastPx | The price of the trade. | Y | Price | Decimal price |
| 194 | LastSpotRate | Condtionally Conditionally populated if SecurityType = FWD or NDF and component Spot price available. | C | Price | - |
| 195 | LastForwardPoints | Condtionally Conditionally populated if SecurityType = FWD or NDF and component Fwd Pts price available. | C | Price | Format of value dependent on Venue. May be:
|
| 75 | TradeDate | The business date this execution occurred on. Absence of this field indicates current day (expressed in local time at place of trade). | N | Date | YYYYMMDD |
| 6 | AvgPx | Calculated average price of all fills on this order, if provided. | C | Price | - |
60 | TransactTime | Trade date and time. | Y | UTC Timestamp | YYYYMMDD-HH:MM:SS.000, or YYYYMMDD-HH:MM:SS.000000 - if regulatory trade timestamp details provided. |
| 63 | SettlType | Tenor of the trade. | Y | String | Valid values:
|
| 64 | SettlDate | Trade Settlement Date | Y | Date | YYYYMMDD |
552 | NoSides | The number of sides in the transaction. | Y | Int | The only supported value is 1. Repeating Group. |
| >54 | Side | The side of the execution - Buy or Sell | Y | Char | ‘1’ = Buy, ‘2’ = Sell |
| >37 | OrderID | The ID assigned by the executing venue | Y | String | - |
| >11 | ClOrdID | The ID assigned by Trader to the order | Y | String | - |
| >453 | NoPartyIDs | Encapsulates counterparty information, if provided. | Y | Int | Either 1 or 2 Repeating Group. |
| >>448 | PartyID | Taker Firm responsible for submission of this Order | Y | String | The Maker-provided name of the Taker firm. May be the TargetCompID of the Taker receiving the execution. |
| >>447 | PartyIDSource | Identifies class or source of PartyID | Y | Char | Always 'D' - Proprietary/Custom |
| >>452 | PartyRole | Identifies the type or role of the PartyID | Y | Int | Always 13 - OrderOriginationFirm |
| >>448 | PartyID | Optionally populated if OrderOriginatonFirm OrderOriginationFirm is Trading on Behalf of a third party | Y | String | The Maker-provided name of the Taker firm. |
| >>447 | PartyIDSource | Identifies class or source of PartyID | Y | Char | Always 'D' - Proprietary/Custom |
| >>452 | PartyRole | Identifies the type or role of the PartyID | Y | Int | Always 17 - ContraFirm |
| >1 | Account | Account ID | Y | String | - |
| >15 | Currency | Base Currency of the trade. Quantities like LastQty(32) will be in this currency | Y | Currency | Will be 1 of the 2 currencies in the Symbol(55) field. For example, if the Symbol(55) is 'EUR/USD', this field will either be 'EUR' or 'USD'. |
| >40 | OrdType | Order type. | Y | Char | Valiud values:
|
| >120 | SettlCurrency | The contra currency of the trade | Y | Currency | Will be 1 of the 2 currencies in the Symbol(55) field - specifically the one not specified in the Currency(15) field |
| >58 | Text | Passed on if available. | C | String | - |
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