EBS Ai Trade Capture Report

tag 35-MsgType=AE

Tag	Tag Name	Req	Enumeration	Description

Tag	Tag Name	Req	Enumeration	Description
EBS Ai Standard Header		Y	35=AE
1003	TradeID	N		Should always be 0 for EBS Ai.
17	ExecID	Y		Originator ID. Exchanged assigned Execution ID (Trade Identifier) Deal Id in Ai.
568	TradeRequestID	N		Request ID if the Trade Capture Report is in response to a Trade Capture Report Request Provided only in response to a TradeCaptureReportRequest.
912	LastRptRequested	N	N Y	Indicates if this is the last report in the response to a Trade Capture Report Request Provided only in response to a TradeCaptureReportRequest. N = Not last message Y = Last message
55	Symbol	Y		Base/Local Denotes the currency pair in CCY1/CCY2 convention.
461	CFICode	Y	RCSXXX FFCNNO FFCNNW	RCSXXX = FX Spot FFCNNO = NDF FFCNNW = NDF Swap (NDS)
63	SettlType	Y	0 Dx Mx Wx Yx B	Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. 0 = SPOT Dx, Wx, Mx, Yx = NDF, where: Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 B = Fixed Date tenor for Fixed Date NDFs only. The Settlement Date will be provided in tag 64, SettlDate.
12008	SettlType2	N		Specifies the SettlType of the far leg. Format is the same as SettlType.
32	LastQty	Y		Trade Quantity. Deal Size
423	PriceType	N	101 102	Identifies the price type of the LastPx. 101 - Fixed Rate - For MarketSegmentID = “Fixing” 102 - Waiting for fixing
573	MatchStatus	Y	0 2 X Z	The status of this trade with respect to matching or comparison. From the Maker’s perspective pending means that all Maker side validations for the deal have passed and the deal is awaiting confirmation from the Taker side. From the Taker’s perspective, the deal is actually confirmed and the Confirmation status will immediately follow 0 = Done Final status if no fixing of the rate is required. A deal may be done for zero amount if the deal is rejected by the Taker. The expected time period for receipt of deal verification from the Taker side has expired. The Trading System will try to recover the deal. 2 = Confirmed All validations on both sides have passed and the deal is binding. The deal may be for zero, if the Taker failed the deal X = Fixed. Fix rate has been applied to the fixing deal. The Fix rate has been applied to the fixing deal. The Fix rate can be zero, indicating that the Fix rate was not available and clients are expected to manually determine the Fix rate. Z = Pending, awaiting conclusion
12015	FixRate	N		Always same as Fixing Rate.
31	LastPx	Y		Trade Price. When PriceType is equal to “101”, this tag will contain a Fixed Rate (for MarketSegmentID = “Fixing”, for trades with zero or no points only). When PriceType = “102”, the rate has not yet been fixed and LastPX will be zero (for MarketSegmentID = “Fixing”).
631	MidPx	N		Not supported on the EBS Ai.
60	TransactTime	N		Completed DateTime. Time the transaction represented by this Trade Capture Report occurred. Only provided when MatchStatus = “0”, “2”, or “X”.
75	TradeDate	Y		This tag is populated with a meaningful date when MatchStatus = “0” or “X”. Otherwise this tag is populated with the fictitious date. Effective Trade Date in YYYYMMDD format.
64	SettlDate	N		For SPOT deals, this represents the “Value Date”. For NDF’s, it is the actual “Settlement Date”. When SettlType = B, this tag will contain the Fixed Date NDF settlement date.
541	MaturityDate	N		Fixing date of the NDF (local market date) – Required for NDFs.
9995	SpotValueDateForNDF	N		Spot Value Date of an NDF/NDS Deal–Not supported on the EBS Ai.
336	TradingSessionID	N		Identifier for a Trading Session. A Trading Session spans an extended period of time during which specific types of orders or specific instruments can be submitted. Present for MarketSegmentID = “Fixing”
20108	ValuationPriceTime	N		Time the Fix Rate is received by EBS. Present for MarketSegmentID = “Fixing” when MatchStatus = “X”, Fixed.
552	NoSides	Y	Always 1.
→54	Side	Y	1 2	1=Buy 2=Sell
→37	OrderID	Y		Unique identifier for Order as assigned by the EBS Trading System
→11	ClOrdID	Y		Client order ID.
→1057	AggressorIndicator	Y	Y N	OurDealerType Y = aggressor N = passive
→453	NoPartyIDs	N		Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole. For Ai, the possible values are 1, or 2. For non eFix deals, required when MatchStatus = “0”, “2”, and LastQty > zero. For eFix deals, required when MatchStatus = X. For eFix deals it will not be provided for any other MatchStatus.
→→448	PartyID	N		The three character counterparty Trader Id or four character Counterparty Deal Code. Required if NoPartyIDs > 0. For non eFix deals, required when MatchStatus = “0”, “2”, and LastQty > zero. For eFix deals, required when MatchStatus = X. For eFix deals it will not be provided for any other MatchStatus.
→→447	PartyIDSource	N		Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. For Ai, it will always be: D = proprietary/custom code For non eFix deals, required when MatchStatus = “0”, “2”, and LastQty > zero. For eFix deals, required when MatchStatus = X. For eFix deals it will not be provided for any other MatchStatus.
→→452	PartyRole	N		Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0. Applicable values for Ai: 17 = Counterparty Deal Code 37 = Counterparty Trader Id For non eFix deals, required when MatchStatus = “0”, “2”, and LastQty > zero. For eFix deals, required when MatchStatus = X. For eFix deals it will not be provided for any other MatchStatus.
EBS Ai Standard Trailer