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FIX 5.0 SP2 : <TrdCapRptSideGrp> component block

Structure | Used In

Description

Structure

Tag Field Name Req'd Comments
552 NoSides Y Number of sides
=> 54 Side Y
=> Component Block - <Parties> N

Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"

Range of values on report:
=> 1 Account N Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
=> 660 AcctIDSource N
=> 581 AccountType N Specifies type of account
=> 81 ProcessCode N Used to specify Step-out trades
=> 575 OddLot N
=> Component Block - <ClrInstGrp> N
=> 578 TradeInputSource N
=> 579 TradeInputDevice N
=> 376 ComplianceID N
=> 377 SolicitedFlag N
=> 582 CustOrderCapacity N The customer capacity for this trade
=> 336 TradingSessionID N Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionID then applies to all sides of the trade
=> 625 TradingSessionSubID N Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID then applies to all sides of the trade
=> 943 TimeBracket N
=> Component Block - <CommissionData> N

Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"

Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field.

=> 157 NumDaysInterest N
=> 230 ExDate N
=> 158 AccruedInterestRate N
=> 159 AccruedInterestAmt N
=> 738 InterestAtMaturity N
=> 920 EndAccruedInterestAmt N For repurchase agreements the accrued interest on termination.
=> 921 StartCash N For repurchase agreements the start (dirty) cash consideration
=> 922 EndCash N For repurchase agreements the end (dirty) cash consideration
=> 238 Concession N
=> 237 TotalTakedown N
=> 118 NetMoney N Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field.
=> 119 SettlCurrAmt N Used to report results of forex accommodation trade
=> 155 SettlCurrFxRate N Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
=> 156 SettlCurrFxRateCalc N Specifies whether the SettlCurrFxRate should be multiplied or divided
=> 77 PositionEffect N For use in derivatives omnibus accounting
=> 58 Text N May be used by the executing market to record any execution Details that are particular to that market
=> 354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
=> 355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
=> 752 SideMultiLegReportingType N

Default is a single security if not specified.

Provided to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument.
=> Component Block - <ContAmtGrp> N
=> Component Block - <Stipulations> N
=> Component Block - <MiscFeesGrp> N
=> 825 ExchangeRule N Used to report any exchange rules that apply to this trade.
=> 826 TradeAllocIndicator N Identifies if the trade is to be allocated
=> 591 PreallocMethod N
=> 70 AllocID N Used to assign an ID to the block of preallocations
=> Component Block - <TrdAllocGrp> N
=> 1009 SideLastQty N Used to indicate the quantity on one side of a multi-sided Trade Capture Report
=> 1005 SideTradeReportID N Used to indicate the report ID on one side of a multi-sided Trade Capture Report
=> 1006 SideFillStationCd N Used for order routing to indicate the Fill Station Code on one side of a multi-sided Trade Capture Report
=> 1007 SideReasonCd N Used to indicate the reason of a multi-sided Trade Capture Report
=> 83 RptSeq N Used for order routing to indicate the fill sequence on one side of a multi-sided Trade Capture Report
=> 1008 SideTrdSubTyp N Used to support multi-sided orders of different trade types
=> Component Block - <SideTrdRegTS> N Used to indicate the regulatory time stamp on one side of a multi-sided Trade Capture Report.
=> 1072 SideGrossTradeAmt N
=> 1057 AggressorIndicator N
=> 1139 ExchangeSpecialInstructions N
=> 430 NetGrossInd N Code to represent whether value is net (inclusive of tax) or gross.
=> 1154 SideCurrency N Used to Identify the Currency of the Trade Report Side.
=> 1155 SideSettlCurrency N Used to Identify the Settlement Currency of the Trade Report Side.
=> Component Block - <SettlDetails> N Conveys settlement account details reported as part of obligation
=> 1115 OrderCategory N
=> Component Block - <TradeReportOrderDetail> N Order details for the order associated with this side of the trade
=> 1427 SideExecID N Execution Identifier assigned by Market - used when each side of a trade is assigned its own unique ExecID
=> 1428 OrderDelay N
=> 1429 OrderDelayUnit N
=> 1444 SideLiquidityInd N

Used In

Onix Solutions