The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.

Used to identify whether or not the order initiator is an aggressor in the trade.

Identifies if the trade is marked for allocation.

Indicates if the trade is marked for average pricing allocation.

Represents the TON number provided for CME Globex® trades and the Order ID for Pit trades. Format = Alphanumeric

Client Order ID 2.

Information about Commission Data.

Identifies all trades in a netting or compression group, including both terminating trades and any remnant trades that result from the operation.

Identifies currency used for price. It is recommended that systems provide the currency value whenever possible. Currency codes used in FIX are those defined in ISO 4217 standard. To obtain the current valid list: http://www.iso.org/iso/support/faqs/faqs_widely_used_standards/widely_used_standards_other/currency_codes/currency_codes_list-1.htm

The customer capacity for this trade.

Defines source of original order.

Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.

Fund Designation as specified at order submission time.

Indicates if an order was submitted for market making obligation as required for MiFID. Applicable only for EU fixed income markets.

Indicates if the order was created manually or through API.

Free format text field.

Order ID

List of parties.

List of trade timestamps.

Indicates the clearing assigned identifier used for the allocation group. This links trades marked for allocation that are part of the same group, as well as offset trades once allocations from that group are claimed.

Side of order Supported Values: 1 = Buy 2 = Sell

Used to capture the original trade id for each side of a trade undergoing novation to a standardized model.

Information about Side Regulatory Trade.

Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.

Unique ID linking all individual legs of a spread or strategy together. It can also link individual legs to the parent multi-leg trade.

Free format text string.

CME Defined Supported Values: CPC = CME ClearPort® Clearing, CPT = CME ClearPort® Trading, CXPIT = COMEX Trading Floor, GLBX = CME Globex® , NXPIT = NYMEX Trading Floor

List of trade timestamps.