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/TrdCaptRpt/RptSide

FIX TagField NameFIXML Attribute NameData TypeDescriptionNew for BrokerTecOMnet MappingGenium FIX MappingSupported Values
54SideSidecharSide of order
bought_or_sold54

1 - Buy

2 - Sell

5 - Sell short

6 - Sell short exempt

H - Sell Undisclosed

526SideSecondaryClOrdIDClOrdID2StringSecondary Client Order ID



11SideClOrdIDClOrdIDStringClient Order ID



1154SideCurrencyCcyCurrencyUsed to identify the trading currency on the Trade Capture Report Side



578TradeInputSourceInptSrcStringType of input device or system from which the trade was entered. Values include: BTC - BrokerTec Clearing, BTD - BrokerTec Direct, GLBX - Globex, XPIT - Externally registeredNew accepted value BTC, BTDmatch_type_c + big_attention[16]20009 + 20034
582CustOrderCapacityCustCpctyintCapacity of customer placing the orderPrimarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).


1 - Member trading for their own account

2 - Clearing Firm trading for its proprietary account

3 - Member trading for another member

4 - All other

921StartCashStartCshAmtStarting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.New fieldconsideration_u921
922EndCashEndCshAmtEnding dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.New fieldend_consideration_u922
58TextTxtStringFree format text string(Note: this field does not have a specified maximum length)



826TradeAllocIndicatorAllocIndintIdentifies how the trade is to be allocated


0 - Allocation not required
1 - Allocation required (give-up trade) allocation information not provided (incomplete)
100 - SGX Offset
2 - Use allocation provided with the trade
3 - Allocation give-up executor
4 - Allocation from executor
5 - Allocation to claim account

100 - SGX Offset

1853SideAvgPxIndicatorAvgPxIndintAverage Pricing Indicator for the trade side.



1057AggressorIndicatorAgrsrIndBooleanUsed to identify whether or not the order initiator is an aggressor in the trade.New fieldbig_attention[5]1057

Y - Order initiator is aggressor
N - Order initiator is passive

10039SideOrigTradeIDOrigTrdIDStringThis field points (backward) to SecondaryTradeID on the predecessor trade. This will appear on replacement trades (828=0) and clearing offsets (828=3)



1851StrategyLinkIDStrategyLinkIDStringIdentifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event.
box_number_i20033
1031CustOrderHandlingInstCustOrdHdlInstMultipleStringValueCodes that apply special information that the Broker / Dealer needs to report, as specified by the customer.NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only.


A - Phone simple
B - Phone complex
C - FCM-provided screen
D - Other-provided screen
E - Client provided platform controlled by FCM
F - Client provided platform direct to exchange
G - FCM API or FIX
H - Algo Engine
J - Price at Execution (price added at Initial order entry, trading, middle office or time of give-up)
W - Desk - Electronic
X - Desk - Pit
Y - Client - Electronic
Z - Client - Pit

37OrderIDOrdIDStringUnique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.New fieldorder_number_u37
793SecondaryAllocGroupIDGrpID2StringIndicates the CCP-assigned secondary allocation ID for the average price group.



2361CompressionGroupIDCmprsnGrpIDStringIdentifies all trades in a netting or compression group, including both terminating trades and any remnant trades that result from the operation.



9373Liquidity FlagLqdtyFlgint

Indicates if an order was submitted for market making obligation as required for MiFID.

Applicable only for EU fixed income markets.



0=False

1=True


5149MemoMemString

Free format text field. Supported as follows, depending on source:

  • CME Globex: Supported for all Globex-entered trades.
  • CME Direct: Supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides.
  • CME ClearPort GUI: Supports the Memo field value for the non-alleged counterparty.
  • CME ClearPort API:
    • For single-sided submissions, supports the Memo field value for the non-alleged counterparty when there is an allege and a claim. If both sides allege, then the Memo field is supported on both sides.
    • For dual-sided submissions, the Memo field supported on either or both sides, depending on the API submission. A note can be submitted for buy side and the sell side, and they can be different notes.

customer_info_s58
158AccruedInterestRateAcrdIntRtPercentageThe 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.New fieldextended_accrued_interest_q158
453PartiesPty





10034SideRegulatoryTradeIDGrpRegTrdID





2639CommissionDataGrpCommData





1016SideTrdRegTSTrdRegTS





→1012→SideTrdRegTimestampTSUTCTimestampWill be used in a multi-sided message. Traded Regulatory timestamp value. Used to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house.
execution_timestamp769 + 20042 + 770=1
→1013→SideTrdRegTimestampTypeTypintSame as TrdRegTimeStampType


1 - Execution Time

1855RelatedTradeGrpReltdTrd





→1856→RelatedTradeIDIDStringIdentifier of a related trade.



→1857→RelatedTradeIDSourceSrcintDescribes the source of the identifier that RelatedTradeID(1856) represents.


2 - Secondary trade ID