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/TrdCaptRptAck

Field NameFIXML Attribute NameData TypeDescriptionPresent for Security TypePresent for Asset ClassPresent for Outright or SpreadSupported Values
Message ID RptID StringA Message ID to identify the Trade Capture Report Acknowledgement.ALLALLBoth 
Trade Transaction Type TransTyp intIndicates the action being taken on a trade. The Acknowledgement echoes back the Trans Type from the inbound message.ALLALLBoth0 - New

1 - Cancel

Trade Report Type RptTyp intIndicates the type of Trade Report being sent. The Acknowledgment message echoes back the Report Type from the initial submission.ALLALLBoth0 - Submit

3 - Decline

Trade Type TrdTyp intType of Trade.ALLALLBoth1 - Block Trade

2 - EFP (Exchange for physical)

11 - Exchange for Risk (EFR)

22 - Over the Counter Privately Negotiated Trades (OPNT)

54 - OTC / Large Notional Off Facility Swap

58 - Block swap trade

Trade Sub Type TrdSubTyp intFurther qualification to the trade type   36 - Converted SWAP (Aged Deal)

Original Trade Date OrigTrdDt LocalMktDateUsed to preserve the original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer.    
Original Trade ID OrigTrdID StringLinks an original voided trade report (which has been submitted within regulatory time restrictions) with the resubmitted trade.
Example:
1. A trade with Trade ID of 10001234 is entered into ClearPort API.
2. Trade with Trade ID of 10001234 is voided.
3. A new trade with a Trade ID of 10007777 is entered as a resubmission for the earlier voided trade, and the OrigTrdID can be set as: 10001234.
    
Message Reference ID RptRefID StringThis is the Report of the original Trade Report that resulted in the Acknowledgement.ALLALLBoth 
Trade Report Status TrdRptStat intStatus of Trade in the system.ALLALLBoth0 - Accepted

1 - Rejected

2 - Cancelled

4 - Received Not yet Processed

100 - Unmatch

Reject Reason RejRsn intAn Internal system assigned reason code associated with the Rejection of Trade Report.   1 - Invalid party information

2 - Unknown instrument

3 - Unauthorized to report trades

4 - Invalid trade type

99 - Other

Execution ID ExecID StringExchanged assigned Execution ID (Trade Identifier). Is not generated on single-sided Trade Submission.    
Secondary Execution ID ExecID2 StringUsed to echo back the client's Trade ID referenced in the submission.ALLALLBoth 
Price Type PxTyp intCode to represent the price type.
(For Financing transactions PriceType implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
OPTOTC FXOutright1 - Percentage (i.e. percent of par)

2 - Per unit (i.e. per share or contract)

Quantity Type QtyTyp intType of quantity specified in a quantity field:ALLALLOutright0 - Notional / Units

1 - Contract term

Trade Quantity LastQty QtyQuantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int)
ALLALLOutright 
Trade Price LastPx PricePrice of this (last) fill.ALLALLOutright 
Venue Type VenuTyp charIdentifies the type of venue where a trade was executed.   E - Electronic

O - Off facility swap

P - Pit

R - Registered Market (SEF)

X - Ex-Pit

Contra Amount CalcCcyLastQty QtyUsed for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx.    
Currency Ccy CurrencyPrimary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmoutALLOTC FXBoth 
Trade Date TrdDt LocalMktDateIndicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). Conditionally present for all accepted trades.    
Clear Date BizDt LocalMktDateThe "Clearing Business Date" referred to by this message. Conditionally present for all accepted trades.    
Transaction Time TxnTm UTCTimestampTime ACK was issued by matching system, trading system or counterpartyALLALLBoth 
Execution Method ExecMeth intSpecifies whether the transaction was executed via an automated execution platform or other method.   3 - Voice Brokered

Confirmation Method CnfmMeth intIndication of how a trade was confirmed.   0 - non-electronic

1 - electronic

Verification Method VerfMeth intIndication of how a trade was verified.   0 - non-electronic

1 - electronic

Regulatory Report Type RegRptTyp Reserved100PlusType of regulatory report being submitted.   1 - Primary economic terms (PET)

4 - Combination of RT and PET

Trade Acknowledgement Status TrdAckStat intThe Status of the Trade Report that was submitted.ALLALLBoth0 - Accepted

1 - Rejected

Reject Text RejTxt StringUsed by firms to send a reason for rejecting a trade in an allocate claim model.    
Upfront Points UpfrntPts floatThe Upfront Points that can be exchanged as part of a deal.    
StandardHeader Hdr  
→ Sender ID SID StringThis attribute identifies the party or the Submitter of the message. This is set to CME.ALLALLBoth 
→ Target ID TID StringThis attribute identifies the receiver of the message. This could be a Broker or Platform or any other valid Trading entity. This value is pre-assigned by CME.ALLALLBoth 
→ MsgSeqNum SeqNum SeqNum(Can be embedded within encrypted data section.)    
→ Sender Qualifier SSub StringThis attribute qualifies the Sender. For messages sent by the CME ClearPort API this is set to CPAPI.ALLALLBoth 
→ Target Qualifier TSub StringThis qualifies the receiver of the message. This is set to the CME ClearPort UserID of the Sender.ALLALLBoth 
RegulatoryTradeIDGrp (repeating) RegTrdID  
→ Regulatory Trade ID ID StringRegulatory Trade ID. Will be used to communicate the Unique Swap Identifier associated with a trade execution as required by the CFTC.    
→ Regulatory Trade ID Source Src StringID of reporting entity assigned by regulatory agency.    
→ Regulatory Trade ID Event Evnt intEvent causing origination of the ID. For combinations, use the higher enumeration value. E.g. for Allocation plus Clearing use the value 2.   0 - Initial block trade

1 - Allocation (or determination that the block trade will not be further allocated)

2 - Clearing

→ Regulatory Trade ID Type Typ intThe type of Regulatory Trade ID being sent.   0 - Current (the default)

1 - Previous (e.g. when reporting a cleared trade or novation of a previous trade)

2 - Block (e.g. when reporting an allocated subtrade)

→ Regulatory Trade ID Scope Scope intIncluded when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Omit if scope does not apply to this instance.   1 - Clearing member

2 - Client

RootParties (repeating) Pty  
→ Root Party ID ID StringUsed to identify the Party.    
→ Root Party ID Source Src charUsed to identify source source of PartyID value (e.g. LEI).   N - LEI

→ Root Party Role R intIdentifies the type of PartyID (e.g. the original Swap Data Repository, the Execution Venue, etc.)   73 - Execution Venue

102 - Data Repository (e.g. SDR)

Instrument Instrmt  
UnderlyingInstrument (repeating) Undly  
→ Underlying Product Code ID StringUsed as the primary identifier for the underlying instrument.OPTALLBoth 
→ Underlying Product Code Source Src StringIdentifies the source responsible for assigning the security identifier of the underlying security. This may be the exchange, CCP, or an international organization.OPTALLBothH - Clearing House / Clearing Organization

→ Underlying Security Type SecTyp StringUsed to indicate the type of underlying security being reported; Future, Option on Physical, Option on Future, or Multi-leg for spreads.OPTALLBothFUT - Future

FWD - Forward

MLEG - Multi Leg (Combo)

→ Underlying Maturity MMY MonthYearThe expiration period code of an underlying instrument. Used in combination with UnderlyingSymbol or UnderlyingSecurityID to specify the instrument identifier. The value can be expressed as YYYYMM, YYYYMMDD or YYYYMMwN where w represents a reference to week.OPTALLBoth 
→ Underlying Product Exchange Exch ExchangeThe exchange where the underlying security is listed and has tradedOPTALLBothCBT - Chicago Board of Trade

CEE - Stock Exchange Group

CME - Chicago Mercantile Exchange

COMEX - Commodities Exchange, Inc

DME - Dubai Mercantile Exchange

NYMEX - New York Mercantile Exchange

NYMSW - CME Swaps - NYMEX

PositionAmountData (repeating) Amt  
→ Amount Type Typ StringThe type of amount being expressed in the Trade Report.   CRES - Cash Residual Amount

ICPN - Initial Trade Coupon Amount

IPMT - Upfront Payment

PREM - Premium Amount

TVAR - Trade Variation Amount

→ Amount Amt AmtThe amount associated with the trade.    
→ Amount Currency Ccy StringThe currency that the Amount associated with the trade is being denominated in.    
TrdInstrmtLegGrp (repeating) TrdLeg  
TrdRegTimestamps (repeating) TrdRegTS  
→ Timestamp TS UTCTimestampExecution time for the deal.ALLALLBoth 
→ Timestamp Type Typ intIndicates type of timestamp.ALLALLBoth1 - Execution Time

TrdCapRptAckSideGrp (repeating) RptSide  
PaymentGrp (repeating)Pmt 
→Payment TypeTypIntType of Payment 10=Option PremiumOOPTOTCFX10
→Payment CurrencyCcyStringCurrency of paymentOOPTOTCFXUSD
→ Payment AmountAmtAmt

The total payment amount

  • Can be positive or negative, depending on side
    • Buyer = negative
    • Seller = positive
OOPTOTCFX-50000
→Payment DateDtLocalMktDateAdjusted payment dateOOPTOTCFX2016-09-30