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FIX Tag 35-MsgType = AE

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Excerpt


FIX Tag

Field NameFIXML Attribute NameReqData TypeDescriptionSupported Values
571TradeReportIDRptIDYString

Unique identifier of the TradeCaptureReport message. Use to check for duplicate TradeCaptureReports.

Up to a maximum of 63 characters

Info

Amends and Cancels will have a new TradeReportID value



1003TradeIDTrdIDYString

The EBS Deal ID.


1040SecondaryTradeIDTrdID2YStringA globally unique identifier (GUID) that can be reliably used across trade dates and all markets supported by STP. 
487TradeReportTransTypeTransTypYintIdentifies Trade Report message transaction type.
  • 0 - New (not applicable for eFix)
  • 2 - Replace (applicable only for eFix tickets)
856TradeReportTypeRptTypYintType of Trade Report.

101 - Notification

939TrdRptStatusTrdRptStatYintTrade Report Status.

0 - Accepted

568TradeRequestIDReqIDYStringRequest ID from the TradeCaptureReportRequest message. 
828TrdTypeTrdTypYint

Type of trade, distinguishes between regular trades (0) and eFix trades (1000).

  • 0 - Regular Trade
  • 1000 - Fixing
829TrdSubTypeTrdSubTypCint

Further qualification to the trade type.

Only set for eFix Trades when TrdTyp (Tag 828) = 1000, otherwise not set.

43 - TAM - Traded at marker

880TrdMatchIDMtchIDYString

For EBS Direct trades this is the EBS Deal ID. LCs will see this in Tag 17 (ExecID) on their Execution Report and LPs will see this as the ClOrdID generated by the match engine. 

For Globex trades this is a system generated identifier common to all sides at a price level within a match event.

This will be common to multiple deal IDs (as a match event can result in multiple deal IDs). Not provided at trade time. Can be used for Post Trade queries.


2490TradeNumberTrdNumNint

The EBS Deal ID - common to maker and taker on Globex.  

Not provided for EBS Direct trades.


17ExecIDExecIDYString

Unique identifier of the Execution Report provided in the relevant trading API. 

For Globex maps to Tag 17 in iLink.

For EBS Direct maps to Tag 17 in the LC Execution Report and Tag 11 (ClOrdID) in the LP NOS (because the EBS Direct DealID is the ClOrdID for the LP).


527SecondaryExecIDExecID2CString

Only provided for EBS Direct disclosed tickets to LCs. Provides the LP's ExecID in the Execution Report returned to EBS Direct by the LP.


37OrderIDOrdIdCString

For Globex, this is the iLink OrderID.

For EBS Direct, this is the LC Tag 37 seen in the Execution Report received. Not provided for LP tickets.


11Client Order IDClOrdIDCString

Only provided on tickets resulting from an API Order, this is the ClOrdId from the order. 

Not provided for LPs on EBS Direct.

Provided to PBs to see their Prime Client's ClOrdID on interdealer tickets only (not synthetic tickets). 


423PriceTypePxTypYintCode to represent the price type.
  • 2 - Per unit (i.e. per share or contract)
  • 101 - Updated actual price
1430VenueTypeVenuTypYcharIdentifies the type of venue where a trade was executed.
  • E - Electronic
  • Q - Quote-driven Market
854QtyTypeQtyTypCintIndicates the type of quantity being represented in the Last Quantity. The quantity type defaults to what is specified in the contract specifications.

0 - Notional FX

32LastQtyLastQtyYQtyNotional Quantity of currency expressed in dealt currency. 
31LastPxLastPxYPrice

Price of this (last) trade.

For eFix trades, if no fixing rate is available the ticket will publish with a value of 0. To confirm the rate, contact the GCC.


1056CalculatedCcyLastQtyCalcCcyLastQtyYQtyThe calculated contra quantity of the currency trade. Can be derived from LastQty and LastPx.
75TradeDateTrdDtYLocalMktDate

Effective trade date. Trade date will roll according to business rules and therefore may not be the same as actual calendar date.

Value format follows Protocol.  FIX: YYYYMMDD, FIXML: YYYY-MM-DD


715ClearingBusinessDateBizDtYLocalMktDate

Will generally overlap with TrdDt, but can differ either if a trade is canceled or amended, depending on what day it was done or the time of day it was done.

Value format follows Protocol.  FIX: YYYYMMDD, FIXML: YYYY-MM-DD.


442MultiLegReportingTypeMLegRptTypYchar

Not relevant to EBS today, STP will always set to '1'. 

1 - Single security

60TransactTimeTxnTmYUTCTimestampTimestamp when the business transaction represented by the message occurred.
64SettlDateSettlDtYLocalMktDate

Specific date of trade settlement (SettlementDate).

Value format follows Protocol.  FIX: YYYYMMDD, FIXML: YYYY-MM-DD.


779LastUpdateTimeLastUpdateTmYUTCTimestampUsed to indicate the date and time that internal transaction processing of the trade or allocation completed. Should occur on or after the Transaction Time. Not reset on cancels/amends.
1832ClearedIndicatorClrdYint

Indicates whether the position or trade being reported was cleared through a clearing organization. 

Always 0 (zero) for EBS Trades.

0 - Not cleared

10037TradingQuantityTrdgQtyYQtyNotional traded amount always expressed in terms of base currency regardless of dealt currency. Currently only trading in base currency is supported.
10033DifferentialPriceDiffPxNfloatOnly set on eFix tickets where currently it will only be set to '0'.
10024DifferentialPriceTypeDiffPxTypNint

This indicates the type of differential price represented in the Differential Type attribute.

Will always be set to '0' and only present on eFix tickets.

0 - Differential from Settlement Price

37711MarketDataTradeEntryIDMDTrdEntrIDCStringUnique Trade Identifier that will match to a CME Globex order execution, associated market data message.
1500MDStreamIDMDStrmIDCStringThe identifier or name of the price stream. Only specific for LP tickets on EBS Direct.
99103PostTradeTypePostTrdTypCint

Identifies the type of ticket. 

Interdealer tickets (also known as Market tickets) are received by Bilateral GFIDs or Prime Broker GFIDs (when facing bilateral codes, i.e., not when facing their Prime Customer).

Prime Give Up tickets are also known as synthetic tickets and are those in which either the Prime Broker or Prime of Prime Broker faces their Prime Client OR when the Prime (or Prime of Prime) Client faces their credit parent broker. 

Prime of Prime Broker tickets are similar to Interdealer tickets in nature but are solely when the Prime of Prime Broker faces their credit parent broker.

  • 4 - Prime Give up (Synthetic tickets)
  • 5 - Interdealer 
  • 6 - Prime of Prime Broker - Equivalent of Interdealer ticket (facing the Parent of the Prime of Prime Broker).
20057TradePriceStatusPxStatYintStatus of the price.

0 - Final

120SettlCurrencySettlCcyYCurrency

Currency code of settlement denomination. For non-NDFs this will be the same as contra currency.

For NDFs this will be the deliverable currency.


63SettlTypeSettlTypYString

Settlement Type of trade.

Note: B represents broken date, actual settlement date is reflected in Tag 64.

  • 0 = Spot
  • Mx = FX Tenor expression for months eg. M3
  • B = Broken (NDFs)
5899SpotDateSpotDtCLocalMktDate

For FXNDF, the associated SPOT settlement date.

Value format follows Protocol.  FIX: YYYYMMDD, FIXML: YYYY-MM-DD.

Note: Not provided for FXSPOT.


20060VenueSubTypeVenuSubTypCCharIdentifies the sub-type of the venue where a trade was executed.
  • C - Central limit order book
  • S - Single ticket 
  • W - Sweepable
20400NonDisclosedIndicatorNonDsclIndCBooleanIndicates whether a trade is Disclosed or Non-Disclosed.
  • N - Disclosed
  • Y - Non-Disclosed
1116RootPartiesPty




Instrument(repeating)Instrmt



552TrdCapRptSideGrpRptSide



2668TrdRegPublicationGrpTrdRegPublctn




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