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.

Declaration

public decimal AccruedInterestRate { get; set; }

Property Value

Type	Description
decimal

AggressorIndicator

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

Declaration

public bool AggressorIndicator { get; set; }

Property Value

Type	Description
bool

AllocationIndicator

Identifies if the trade is marked for allocation.

Declaration

public AllocationIndicator AllocationIndicator { get; set; }

Property Value

Type	Description
AllocationIndicator

AveragePricingIndicator

Indicates if the trade is marked for average pricing allocation.

Declaration

public AveragePricingIndicator AveragePricingIndicator { get; set; }

Property Value

Type	Description
AveragePricingIndicator

ClientOrderID

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

Declaration

public string ClientOrderID { get; set; }

Property Value

Type	Description
string

ClientOrderID2

Client Order ID 2.

Declaration

public string ClientOrderID2 { get; set; }

Property Value

Type	Description
string

CommissionData

Information about Commission Data.

Declaration

public Collection<CommissionData> CommissionData { get; }

Property Value

Type	Description
Collection<CommissionData>

CompressionGroupID

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

Declaration

public string CompressionGroupID { get; set; }

Property Value

Type	Description
string

Currency

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

Declaration

public string Currency { get; set; }

Property Value

Type	Description
string

CustomerCapacity

The customer capacity for this trade.

Declaration

public CustomerCapacity CustomerCapacity { get; set; }

Property Value

Type	Description
CustomerCapacity

CustomerOrderHandlingInstruction

Defines source of original order.

Declaration

public string CustomerOrderHandlingInstruction { get; set; }

Property Value

Type	Description
string

EndCash

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

Declaration

public decimal EndCash { get; set; }

Property Value

Type	Description
decimal

FundDesignation

Fund Designation as specified at order submission time.

Declaration

public string FundDesignation { get; set; }

Property Value

Type	Description
string

LiquidityFlag

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

Declaration

public LiquidityFlag LiquidityFlag { get; set; }

Property Value

Type	Description
LiquidityFlag

ManualOrderIndicator

Indicates if the order was created manually or through API.

Declaration

public bool ManualOrderIndicator { get; set; }

Property Value

Type	Description
bool

MemoField

Free format text field.

Declaration

public string MemoField { get; set; }

Property Value

Type	Description
string

OrderID

Order ID

Declaration

public string OrderID { get; set; }

Property Value

Type	Description
string

Parties

List of parties.

Declaration

public Collection<Party> Parties { get; }

Property Value

Type	Description
Collection<Party>

RelatedTrades

List of trade timestamps.

Declaration

public Collection<RelatedTrade> RelatedTrades { get; }

Property Value

Type	Description
Collection<RelatedTrade>

SecondaryAllocationGroupID

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.

Declaration

public string SecondaryAllocationGroupID { get; set; }

Property Value

Type	Description
string

Side

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

Declaration

public Side Side { get; set; }

Property Value

Type	Description
Side

SideOrigTradeID

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

Declaration

public string SideOrigTradeID { get; set; }

Property Value

Type	Description
string

SideRegulatoryTrades

Information about Side Regulatory Trade.

Declaration

public Collection<SideRegulatoryTrade> SideRegulatoryTrades { get; }

Property Value

Type	Description
Collection<SideRegulatoryTrade>

StartCash

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

Declaration

public decimal StartCash { get; set; }

Property Value

Type	Description
decimal

StrategyLinkID

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

Declaration

public string StrategyLinkID { get; set; }

Property Value

Type	Description
string

Text

Free format text string.

Declaration

public string Text { get; set; }

Property Value

Type	Description
string

TradeInputSource

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

Declaration

public string TradeInputSource { get; set; }

Property Value

Type	Description
string

TradeTimeStamps

List of trade timestamps.

Declaration

public Collection<TradeTimeStamp> TradeTimeStamps { get; }

Property Value

Type	Description
Collection<TradeTimeStamp>