| Tag | Name | Type | Required | Comments |
|---|---|---|---|---|
| 568 | TradeRequestId | String | No | Request ID if the Trade Capture Report AE is in response to a Trade Capture Report Request AD |
| 570 | PreviouslyReported | Boolean | Yes | Indicates if the trade capture report was previously reported to the counterparty |
| 55 | Symbol | String | Yes | Common, “human understood” representation of the security, e.g., BTC-28JUL17, see instrument naming convention for more details |
| 32 | LastQty | Qty | Yes | Trade Quantity |
| 31 | LastPx | Price | Yes | Trade Price |
| 1003 | TradeId | String | Yes | The unique ID assigned to the trade |
| 1040 | SecondaryTradeId | String | No | Block Trade ID or Combo Trade ID |
| 75 | TradeDate | LocalMktDate | Yes | Indicates date of trade referenced in this message in YYYYMMDD format. |
| 60 | TransactTime | UTCTimestamp | Yes | Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as “GMT”) |
| 555 | NoLegs | NumInGroup | No | Number of legs. Identifies a Multi-leg Execution if present and non-zero. |
600 | LegSymbol | String | No | Multileg instrument’s individual security’s Symbol. |
687 | LegQty | Qty | Yes | Quantity of the leg |
566 | LegPrice | Price | Yes | Price for leg of a multileg |
624 | LegSide | Char | Yes | The side of this individual leg (multileg security). Valid values:
|
| 552 | NoSides | NumInGroup | Yes | Number of sides |
54 | Side | Char | Yes | Side of order. Valid values:
|
37 | OrderId | String | Yes | Unique identifier for Order as assigned by sell-side |
12 | Commission | Amt | Yes | Commission deducted from the requesting party |
479 | CommCurrency | Currency | Yes | Specifies currency to be use for Commission 12 |
Trade Capture
TradeCaptureReport(AE)
Used to report trades between counterparties.