Exchange Compliance

Exchange Compliance Records

Introduction

This document describes the format for exchange compliance records that are created and made available to customers.  In some cases the formats are defined by the exchange.  When not defined by the exchange, a generic TT format is used.  These files are created daily for the previous day's activity (Friday's files are not generated until Sunday, depending on the exchange) and made available on the EFT server.  Customers should periodically check the EFT server for new files.  Access to the EFT server will be provided during the onboarding process.

 

A file will be created for each connection regardless of the trading activity for all connections owned by a company.  Expect a file with only the header if there is no trading activity.  If a connection is being shared to other companies that non-owning company should only expect to see a file if there was trading activity.

 

Companies receive records performed by 1) their users, 2) connections they own, 3) accounts they own, or 4) accounts where the company acts as the introducing broker.  This means a record will always be provided to the company which owns the connection, but may also be provided to up to three additional companies.

File Naming

Customers can expect one zip file per market named [market]_tt_[company_identifier]_YYYY_MM_DD.zip (e.g., sgx_tt_2016_10_16.zip).  This zip file will contain at least one csv file for each exchange connection owned by the company.  Files will also be present when sharing connections via account (orders/fills will be limited to those the sharing  company is allowed to access).

 

The market portion of the zip file name will be one of:

 
Market Abbrev Notes
asx
btec
cfe
cme CME Globex.
cme_otc CME Clearport.
dgcx
eex_derivative
eex_derivative_otc EEX OTC trades.
eris
epex
espeed
eurex
euronext
euronext_7xbridge Euronext provided via 7x bridge.
fenics
fex
hkex
ice
ice_l ICE LIFFE
kcg
lme
meff
meff_7xbridge MEFF provided via 7x bridge.
mx
mx_7xbridge MX provided via 7x bridge.
ndaq_eu
nfx
sgx
 

The MM_DD portion of zip file is the end date of the range of records contained within the zip file in UTC.  The range of records is a 24 hour period, midnight to midnight, in the local time of the exchange.  That 24 hour range in local time will likely be split across two days when the time range is converted to UTC.  

 

For example, the CME runs in the America/Chicago time which can be 5 hours behind UTC.  The range of the query for 10/17/2016 in local time starts at 2016-10-17 00:00:00 and ends at 2016-10-17 23:59:59.  When converted to UTC that range starts at 2016-10-17 05:00:00 and ends at 2016-10-18 04:59:59.  Thus the zip file's MM_DD portion will use the end of the range 10/18 and will be named cme_tt_888_2016_10_18.zip.  

 

Another example at the other end of the timezone spectrum is ASX which run in Australia/Sydney time which can be 11 hours ahead of UTC.  The range of the query for 10/17/2016 in local time starts at 2016-10-17 00:00:00 and ends at 2016-10-17 23:59:59.  When converted to UTC that range is 2016-10-16 13:00:00 and ends at 2016-10-17 12:59:59.  The zip file will be named asx_tt_888_2016_10_17.zip.

 

There are two types of csv files: 1) those containing orders, fills, security definition requests, and quote requests named like [connection_id]_[market]_tt_audit.csv (e.g., 4586_sgx_tt_audit.csv) and 2) those containing trade capture reports named like trade_captures_[connection_id]_[market]_tt_audit.csv (e.g., trade_captures_3331_sgx_tt_audit.csv).  In some cases an exchange may dictate that alternate file schemes are used.

 

File Availability

The files are created for each market independently.  In general files will be available on the EFT server within a few hours for the previous calendar day (some exceptions noted below).  For example, Monday's CME activity is generally available on the EFT server early Tuesday morning in America/Chicago time.  Monday's Eurex activity is generally available on the EFT server early Tuesday morning in Europe/Berlin time.  

 

Some exchanges Friday activity will be made available on the EFT server Sunday evening.  Keep in mind that the names of the files continue to follow the convention based on the range of records within them and not when they are created.  For example, the CME Friday activity for 10/14/2016 will be named cme_tt_888_10_15.zip, but won't be made available until the evening of Sunday, 10/16/2016 on the EFT server.

 

Those include: btec, cfe, cme, dgcx, eex_derivative, eex_derivative_otc, epex, hkex, ice, ice-l, kcg, meff, mx, ndaq_eu, eris, euronext, nfx, eurex, and espeed.

File Integrity

Each zip file will be accompanied by a checksum file that can be used to ensure integrity of the zip file after downloading from the EFT server.  The checksum file will be named like [market]_tt_[company_identifier]_YYYY_MM_DD.zip.sha256sum.txt (e.g., cme_tt_98_2017_12_19.zip.sha256sum.txt).  The checksum file will use linux style line endings, conversion to Windows style may be necessary if validation is happening on Windows or other non-linux platforms.

 

The first line of the checksum file will be the SHA256 hash of the zip file computed at its creation.  The second line of the checksum file will contain the name of the zip file for which the checksum was computed.   To validate the zip file, compute the SHA256 hash after downloading the zip file (there are free utilities on most platforms).  The value computed should match the value in the first line of the checksum file.

Exchange Defined Formats

The following exchanges define their own format.  Links to the exchange documentation regarding the definitions are provided.  In some cases exchanges allow TT to extend the exchange mandated format with additional fields.

 
Exchange Documentation Notes
CME CME Audit Trail Requirements CME Clearport trades do not provide an exchange format, so clearport trades are recorded in the generic TT format.
CFE CFE Audit Trail Requirements CFE requires that order and fills be in separate files.  See the CFE specification for more details.
NFX NFX Audit Trail Requirements
ICE ICE Audit Trail Requirements ICE and ICE LIFFE use the same format.
 
ATTENTION: Any extra fields added to exchange defined formats will always be added after exchange fields.  If the exchange adds a new field that newly added field may appear in the middle of the columns.  Keep that in mind when parsing this file.  
 

Extended CME Format

 
Column Name Value Format Examples Since Notes
Product/Instrument Group Code String value. 802928 04/21/2016 The contract's Security ID as defined by CME.  More specifically, this is tag 48 (SecurityID) from CME's Security Definition.
Exchange Code String value. XCME 04/21/2016 The security exchange; the exchange used to identify a security.  More specifically, this is tag 207 (SecurityExchange) from CME's Security Definition.
TT User ID Number. 21417 08/11/2017 The TT platform user identifier.
TT Current User ID Number. 21417 08/11/2017 The TT platform user identifier.  This value may differ from the TT User ID if another user changes or deletes an order.  This field is not populated on new orders.
 

Extended CFE Format

 
Column Name Value Format Examples Since Notes
DISPLAY_NAME String value. VX Nov16 VX Mar17-Nov16 Calendar 09/16/2016 The CFE has requested TT add an additional column which contains a human readable contract name.
TT User ID Number. 21417 08/11/2017 The TT platform user identifier.
TT Current User ID Number. 21417 08/11/2017 The TT platform user identifier.  This value may differ from the TT User ID if another user changes or deletes an order.  This field is not populated on new orders.

Extended ICE Format

 
Column Name Value Format Examples Since Notes
TT User ID Number. 21417 08/11/2017 The TT platform user identifier.
TT Current User ID Number. 21417 08/11/2017 The TT platform user identifier.  This value may differ from the TT User ID if another user changes or deletes an order.  This field is not populated on new orders.
DirectElectronicAccess String value. Y 12/08/2017 Whether or not the order is sent from direct/sponsored access, or from another source.  Value range: Y N
TradingCapacity String value. P 12/08/2017 Indication of a user dealing on own account (DEAL), trading in a matched principal capacity (MATCH), or trading in any other trading capacity (AOTC).  Value range: P (DEAL) R (MATCH) A (AOTC)
LiquidityProvision String value. Y 12/08/2017 Indication of market making.  Value range: Y N
CommodityDerivIndicator String value. Y 12/08/2017 Indication of whether the order is for hedging purposes to reduce risk.  Value range: Y N
InvestmentDecision String value. 121 12/08/2017 Indication of who made the trading decision.
InvestmentDecisionIsAlgo String value. N 12/08/2017 Indicates if the investment decision was made by an algorithm.  Value range: Y N
ExecutionDecision String value. 845 12/08/2017 Indication of who or what algo submitted the order.
ExecutionDecisionIsAlgo String value. N 12/08/2017 Indicates if the execution decision was made by an algorithm.  Value range: Y N
ClientIDCode String value. 999 12/08/2017 Identification of the customer (LEI/Short Code).
MifIDID String value. 450 12/08/2017 Mifid identifier.
 

Extended NFX Format

 
Column Name Value Format Examples Since Notes
TT User ID Number. 21417 08/11/2017 The TT platform user identifier.
TT Current User ID Number. 21417 08/11/2017 The TT platform user identifier.  This value may differ from the TT User ID if another user changes or deletes an order.  This field is not populated on new orders.
 

TT Format (Orders/Fills/SecurityDefinition/Quotes)

 
Column Name Value Format Examples Since Notes
Date YYYY/MM/DD 2016/08/01 09/01/2014 In UTC.  For messages going to the exchange this represents when the message is sent to the exchange from the order server.  For messages received from the exchange this represents when the message is sent from the order server to the rest of the TT platform.
Time HH:MM:SS.dddddddd 09:50:08.21557297 09/01/2014 UTC with nanosecond precision.  For messages going to the exchange this represents when the message is sent to the exchange from the order server.  For messages received from the exchange this represents when the message is sent from the order server to the rest of the TT platform.
Message Type String derived from FIX style messages. NewOrderSingle, ExecutionReport 09/01/2014 Value range: NewOrderSingle, OrderCancelReplaceRequest, OrderCancelRequest, ExecutionReport, OrderCancelReject, SecurityDefinitionRequest, SecurtyDefinition, QuoteRequest, QuoteRequestResponse, News.
TT Order ID Thirty-two hexadecimal digits grouped with hyphens. 1eef9474-65eb-4774-9b39-f46fe3600bc5 09/01/2014 TT order identifier that remains associated with the order through all order activity (changes, rejects, fills, etc.).  This value is not sent to exchanges and is only understood within the TT platform.  Unique across all orders forever within the TT platform.  Stored as 128-bit value, and displayed as 32 hexadecimal digits with groups separated by hyphens.
TT Instrument ID Sixty-four bit integer. 4741073286074065548 09/01/2014 Unique identifier for the contract within the TT platform.
Product Type String description. FUT 09/01/2014 TT platform product categorization.  Value range: FUT, OPT, MLEG, and STRA
Product Symbol String description. FESX 09/01/2014 In general this field will contain the contract's symbol as defined by the exchange.  Please refer to exchange documentation for more information.
Maturity Date YYYY-MM-DD 2016-08-14 09/01/2014 The maturity date of the contract.
TT Request ID Sixty-four bit integer. 89564 09/01/2014 A TT platform identifier for each order request.
Exchange Request ID String value. 50005001 09/01/2014 The exchange provided order request identifier.  The format and meaning differ by exchange.
Exchange Order ID String value. 93584839 09/01/2014 The exchange provided order identifier.  The format and meaning differ by exchange.
Exchange Link Association String value. 90202406 09/01/2014 A TT defined string that associates the exchange connection used when interacting with the exchange (e.g., for Eurex the Session ID is used).
Order Type String value. ORD_TYPE_LIMIT 09/01/2014 A TT defined set or order types.  Value range: ORD_TYPE_MARKET, ORD_TYPE_LIMIT, ORD_TYPE_STOP, ORD_TYPE_STOP_LIMIT, ORD_TYPE_MARKET_WITH_LEFT_OVER_AS_LIMIT, ORD_TYPE_MARKET_LIMIT_MARKET_LEFT_OVER_AS_LIMIT,  ORD_TYPE_STOP_MARKET_TO_LIMIT, ORD_TYPE_IF_TOUCHED_MARKET, ORD_TYPE_IF_TOUCHED_LIMIT, ORD_TYPE_IF_TOUCHED_MARKET_TO_LIMIT
Time In Force String value. TIME_IN_FORCE_DAY 09/01/2014 A TT defined set or time in force values.  Value range: TIME_IN_FORCE_DAY, TIME_IN_FORCE_GOOD_TILL_CANCEL, TIME_IN_FORCE_AT_THE_OPENING, TIME_IN_FORCE_IMMEDIATE_OR_CANCEL, TIME_IN_FORCE_FILL_OR_KILL, TIME_IN_FORCE_GOOD_TILL_CROSSING, TIME_IN_FORCE_GOOD_TILL_DATE, TIME_IN_FORCE_AT_THE_CLOSE, TIME_IN_FORCE_GOOD_THROUGH_CROSSING, TIME_IN_FORCE_AT_CROSSING, TIME_IN_FORCE_GOOD_IN_SESSION
Expire Date YYYY/MM/DD 2016/10/31 09/01/2014
Execution Type String value. EXEC_TYPE_NEW 09/01/2014 A set of TT defined execution types.  Value range: EXEC_TYPE_NEW, EXEC_TYPE_DONE_FOR_DAY, EXEC_TYPE_CANCELED, EXEC_TYPE_REPLACED, EXEC_TYPE_PENDING_CANCEL, EXEC_TYPE_STOPPED, EXEC_TYPE_REJECTED, EXEC_TYPE_SUSPENDED, EXEC_TYPE_PENDING_NEW, EXEC_TYPE_CALCULATED, EXEC_TYPE_EXPIRED, EXEC_TYPE_RESTATED, EXEC_TYPE_PENDING_REPLACE, EXEC_TYPE_TRADE, EXEC_TYPE_TRADE_CORRECT, EXEC_TYPE_TRADE_CANCEL, EXEC_TYPE_ORDER_STATUS, EXEC_TYPE_TRADE_IN_A_CLEARING_HOLD, EXEC_TYPE_TRADE_HAS_BEEN_RELEASED_TO_CLEARING, EXEC_TYPE_TRIGGERED_OR_ACTIVATED_BY_SYSTEM, EXEC_TYPE_POSITION_RESERVE_CANCEL_REJECT, EXEC_TYPE_POSITION_RESERVE_REPLACE_REJECT, EXEC_TYPE_ALGO_MESSAGE, EXEC_TYPE_EXPIRED_ORDERBOOK, EXEC_TYPE_SQUARE_OFF
Order Status String value. ORD_STATUS_NEW 09/01/2014 A set of TT defined order statuses which generally follow the FIX protocol.To understand the reason for the execution report refer to the field Execution Type. Value range: ORD_STATUS_NEW, ORD_STATUS_PARTIALLY_FILLED, ORD_STATUS_FILLED, ORD_STATUS_DONE_FOR_DAY, ORD_STATUS_CANCELED , ORD_STATUS_PENDING_CANCEL, ORD_STATUS_STOPPED, ORD_STATUS_REJECTED, ORD_STATUS_SUSPENDED, ORD_STATUS_PENDING_NEW, ORD_STATUS_CALCULATED, ORD_STATUS_EXPIRED, ORD_STATUS_ACCEPTED_FOR_BIDDING, ORD_STATUS_PENDING_REPLACE
Text String value. Rejected due to price outside reasonability limit. 09/01/2014 Represents free for text typically sent by the exchange.
Reject Source String value. REJECT_SOURCE_RISK 09/01/2014 Defines the subsystem of the TT platform which caused an order operation to be rejected.  Value range: REJECT_SOURCE_EDGE, REJECT_SOURCE_RISK, REJECT_SOURCE_GATEWAY, REJECT_SOURCE_EXCHANGE, REJECT_SOURCE_ALGO, REJECT_SOURCE_ASE,   REJECT_SOURCE_TTINT
Side String value. SIDE_BUY 09/01/2014 A set of TT defined representations of the side or the order.  Value range: SIDE_BUY, SIDE_SELL, SIDE_BUY_MINUS, SIDE_SELL_PLUS, SIDE_SELL_SHORT, SIDE_SELL_SHORT_EXEMPT, SIDE_UNDISCLOSED, SIDE_CROSS, SIDE_CROSS_SHORT, SIDE_CROSS_SHORT_EXEMPT, SIDE_AS_DEFINED, SIDE_OPPOSITE, SIDE_SUBSCRIBE, SIDE_REDEEM, SIDE_LEND, SIDE_BORROW
Order Qty Number. 12 09/01/2014 Total order quantity.  In general, Order Qty = Leaves Qty + Cum Qty.
Cum Qty Number. 6 09/01/2014 The total quantity filled.  In general, Order Qty = Leaves Qty + Cum Qty.
Leaves Qty Number. 3 09/01/2014 The total quantity available for further execution.  In general, Order Qty = Leaves Qty + Cum Qty.
Min Qty Number 5 09/01/2014 The minimum quantity to be executed.
Last Qty Number. 2 09/01/2014 The amount filled on this execution report.
Display Qty Number. 5 09/01/2014 The amount of the order to be publicly displayed at the exchange, typically set on iceberg orders.
Refresh Qty Number. 5 09/01/2014 The amount to refresh the Displayed Qty.
Exchange Order Qty Number. 10 09/01/2014 Used to reconcile quantities for exchanges which do not keep a history of order qty through order operations.
Exchange Leaves Qty Number. 5 09/01/2014 Used to reconcile quantities for exchanges which do not keep a history of leaves qty through order operations.
Exchange Cum Qty Number. 5 09/01/2014 Used to reconcile quantities for exchanges which do not keep a history of cum qty through order operations.
Price Number (possibly with decimal). 12.50 09/01/2014
Last Price Number (possibly with decimal). 12.50 09/01/2014 Price of this fill.
Stop Price Number (possibly with decimal). 12.50 09/01/2014 Price at which price triggered orders trigger.
Execution ID String value. 14528824094 09/01/2014 Exchange defined execution identifier.
Trade Date YYYY/MM/DD 2016/10/14 09/01/2014 Date of the trade.
Account String value. 737B3608 09/01/2014 The account used when placing the order.  The exact meaning of this field can vary by exchange as each exchange defines their account rules.
Sender Sub ID String value. trader9 09/01/2014 The meaning of this field can vary by exchange as each exchange defines their rules for identifying the order's operator.
TT Connection ID Number. 430 12/15/2015 The TT platform connection identifier.  A connection is a container for the information required to interact with an exchange (e.g., username, password, exchange ip address, etc.).
Security Request ID Thirty-two hexadecimal digits grouped with hyphens. 1eef9474-65eb-4774-9b39-f46fe3600bc5 12/15/2015 A TT generated identifier for the security request. Only valid for SecurityDefinitionRequest and SecurityDefinition messages.
Security Definition Status String value. SECURITY_DEFINITION_STATUS_ACCEPTED 12/15/2015 A set of TT defined representations of the security definition status.  Value range: SECURITY_DEFINITION_STATUS_ACCEPTED, SECURITY_DEFINITION_STATUS_REJECTED, SECURITY_DEFINITION_STATUS_PENDING
TT User ID Number. 21417 12/15/2015 The TT platform user identifier.
TT Account ID Number. 3298 04/15/2016 The TT platform account identifier.
User ID String value. trader9 04/15/2016 The meaning of this field can vary by exchange as each exchange defines their rules for identifying the order's operator.
Take Up Member String value. member5 04/15/2016 The meaning of this field can vary by exchange as each exchange defines their rules for take up.
Exchange Account String value. account50 04/15/2016 The meaning of this field can vary by exchange as each exchange defines their rules for specifying account information.
Text 1 String value. account50 04/15/2016 The meaning of this field can vary by exchange as each exchange defines their rules for specifying account information.
Text 3 String value. account50 04/15/2016 The meaning of this field can vary by exchange as each exchange defines their rules for specifying account information.
Account Code String value. account50 04/15/2016 The meaning of this field can vary by exchange as each exchange defines their rules for specifying account information.
ComplianceID Sixty-four bit integer. 4564345433 04/15/2016 Exchange defined identifier for compliance purposes.
Quote Request ID Thirty-two hexadecimal digits grouped with hyphens. 1eef9474-65eb-4774-9b39-f46fe3600bc5 04/15/2016 A TT generated identifier for the quote request. Only valid for QuoteRequest and QuoteRequestResponse messages.
Quote Status String value. QUOTE_REQUEST_STATUS_OK 04/15/2016 A set of TT defined representations of the quote status.  Value range: QUOTE_REQUEST_STATUS_OK, QUOTE_REQUEST_STATUS_REJECTED, QUOTE_REQUEST_STATUS_PENDING, QUOTE_REQUEST_STATUS_SENT
Headline String value. Trading has been halted. 8/11/2017 The headline information of a news message.
TT Current User ID Number. 21417 08/11/2017 The TT platform user identifier.  This value may differ from the TT User ID if another user changes or deletes an order.  This field is not populated on new orders.
IP Address IP Address 10.195.2.49 10/23/2017 An IP address to help identify where the order operation originated.  May not be available on all order operations.
DirectElectronicAccess String value. Y 11/10/2017 Whether or not the order is sent from direct/sponsored access, or from another source.  Value range: Y N
TradingCapacity String value. P 11/10/2017 Indication of a user dealing on own account (DEAL), trading in a matched principal capacity (MATCH), or trading in any other trading capacity (AOTC).  Value range: P (DEAL) R (MATCH) A (AOTC)
LiquidityProvision String value. Y 11/10/2017 Indication of market making.  Value range: Y N
CommodityDerivIndicator String value. Y 11/10/2017 Indication of whether the order is for hedging purposes to reduce risk.  Value range: Y N
InvestmentDecision String value. 121 11/10/2017 Indication of who made the trading decision.
InvestmentDecisionIsAlgo String value. N 11/10/2017 Indicates if the investment decision was made by an algorithm.  Value range: Y N
ExecutionDecision String value. 845 11/10/2017 Indication of who or what algo submitted the order.
ExecutionDecisionIsAlgo String value. N 11/10/2017 Indicates if the execution decision was made by an algorithm.  Value range: Y N
ClientIDCode String value. 999 11/10/2017 Identification of the customer (LEI/Short Code).
CustomerDefinedClientIDCode String value. 547 11/10/2017 Additional identifier information (used by limited exchanges).
 

TT Format (Trade Capture Reports)

Trade capture reports use a distinct format from orders and fills because the vast majority of the fields are different.  
Column Name Value Format Examples Since Notes
Date YYYY/MM/DD 2016/08/01 05/22/2015 UTC
Time HH:MM:SS.dddddddd 09:50:08.21557297 05/22/2015 UTC with nanosecond precision.
Message Type String derived from FIX style messages. TradeCaptureReport 05/22/2015 Value range: TradeCaptureReport, TradeCaptureReportAck
TT Instrument ID Sixty-four bit integer. 4741073286074065548 05/22/2015 Unique identifier for the contract within the TT platform.
Product Type String description. FUT 05/22/2015 TT platform product categorization.  Value range: FUT, OPT, MLEG, and STRA
Product Symbol String description. FESX 05/22/2015 The meaning of this field can vary by exchange as each exchange defines their contracts and symbology.
Maturity Date YYYY-MM-DD 2016-08-14 05/22/2015 The maturity date of the contract.
Sender Sub ID String value. trader9 05/22/2015 The meaning of this field can vary by exchange as each exchange defines their rules for identifying the order's operator.
Report ID Thirty-two hexadecimal digits grouped with hyphens. 1eef9474-65eb-4774-9b39-f46fe3600bc5 05/22/2015 GUID which is an identifier of the trade capture report.
Secondary Report ID String value. 4345433454 05/22/2015 Exchange assigned identifier of the trade capture report.
Transaction Type String value. TRADE_REPORT_TRANS_TYPE_NEW 05/22/2015 A set of TT defined representations of the transaction type.  Value range: TRADE_REPORT_TRANS_TYPE_NEW, TRADE_REPORT_TRANS_TYPE_CANCEL, TRADE_REPORT_TRANS_TYPE_REPLACE, TRADE_REPORT_TRANS_TYPE_RELEASE, TRADE_REPORT_TRANS_TYPE_REVERSE, TRADE_REPORT_TRANS_TYPE_CANCEL_DUE_TO_BACK_OUT_OF_TRADE, TRADE_REPORT_TRANS_TYPE_INQUIRE, TRADE_REPORT_TRANS_TYPE_ACCEPT, TRADE_REPORT_TRANS_TYPE_REGISTER
Report Type String value. TRADE_REPORT_TYPE_ACCEPT 05/22/2015 A set of TT defined representations of the report type.  Value range: TRADE_REPORT_TYPE_SUBMIT, TRADE_REPORT_TYPE_ALLEGED, TRADE_REPORT_TYPE_ACCEPT, TRADE_REPORT_TYPE_DECLINE, TRADE_REPORT_TYPE_NO_WAS, TRADE_REPORT_TYPE_CANCEL, TRADE_REPORT_TYPE_ALLEGED_NEW, TRADE_REPORT_TYPE_ALLEGED_NO_WAS, TRADE_REPORT_TYPE_UNKNOWN, TRADE_REPORT_TYPE_CLEARING, TRADE_REPORT_TYPE_PENDING
Handling Instruction String value. TRADE_HANDLING_INSTR_TRADE_CONFIRMATION 05/22/2015 A set of TT defined representations of the handling instruction.  Value range: TRADE_HANDLING_INSTR_TRADE_CONFIRMATION, TRADE_HANDLING_INSTR_TWO_PARTY_REPORT, TRADE_HANDLING_INSTR_ONE_PARTY_REPORT_FOR_MATCHING, TRADE_HANDLING_INSTR_ONE_PARTY_REPORT_FOR_PASS_THROUGH, TRADE_HANDLING_INSTR_AUTOMATED_FLOOR_ORDER_ROUTING, TRADE_HANDLING_INSTR_THIRD_PARTY_REPORT_FOR_PASS_THROUGH, TRADE_HANDLING_INSTR_PENDING_TRADE_REPORT, TRADE_HANDLING_INSTR_COMPLETED_TRADE_REPORT, TRADE_HANDLING_INSTR_EXPIRED_TRADE_REPORT
Trade Type String value. TRD_TYPE_REGULAR_TRADE 05/22/2015 TRD_TYPE_REGULAR_TRADE, TRD_TYPE_BLOCK_TRADE, TRD_TYPE_EXCHANGE_FOR_PHYSICAL, TRD_TYPE_TRANSFER, TRD_TYPE_EXCHANGE_FOR_RISK, TRD_TYPE_EXCHANGE_FOR_SWAP, TRD_TYPE_EXCHANGE_OF_OPTIONS_FOR_OPTIONS, TRD_TYPE_VOLATILITY, TRD_TYPE_EFP_FINANCIAL, TRD_TYPE_EFP_INDEX_FUTURES, TRD_TYPE_STRATEGY_BLOCK_TRADE, TRD_TYPE_BLOCK_STANDARD_CF, TRD_TYPE_BLOCK_COMBINATION_CF, TRD_TYPE_EFS_EFP_CF, TRD_TYPE_BLOCK_INTERNAL_CF, TRD_TYPE_PORTFOLIO_CF, TRD_TYPE_CORRECTION_CF, TRD_TYPE_BLOCK_COMBINATION_BUYER_CF, TRD_TYPE_BLOCK_COMBINATION_SELLER_CF, TRD_TYPE_EFS_EFP_COMBINATION_CF, TRD_TYPE_EFS_EFP_COMBINATION_BUYER_CF, TRD_TYPE_EFS_EFP_COMBINATION_SELLER_CF, TRD_TYPE_OTC_STANDARD_CIO, TRD_TYPE_OTC_COMBINATION_CIO, TRD_TYPE_OTC_COMBINATION_BUYER_CIO, TRD_TYPE_OTC_COMBINATION_SELLER_CIO, TRD_TYPE_STANDARD_TRADE_CD, TRD_TYPE_STANDARD_OUTSIDE_SPREAD_CD, TRD_TYPE_COMBINATION_CD, TRD_TYPE_OLD_CD, TRD_TYPE_INTERNAL_CD, TRD_TYPE_PORTFOLIO_CD, TRD_TYPE_CORRECTION_CD, TRD_TYPE_EXCHANGE_GRANTED_FD, TRD_TYPE_STANDARD_OUTSIDE_FD, TRD_TYPE_OFF_HOURS_FD, TRD_TYPE_BLOCK_FD, TRD_TYPE_EXCH_GRANTED_EXCEED_MAX_LOT_FD, TRD_TYPE_EXCH_GRANTED_EML_OFF_HOURS_FD, TRD_TYPE_EXCH_GRANTED_LATE_FD, TRD_TYPE_FLEX_CONTRACT_CONVERSION_FD, TRD_TYPE_ICE_EFRP, TRD_TYPE_ICEBLK, TRD_TYPE_BASIS, TRD_TYPE_VOLATILITY_CONTINGENT, TRD_TYPE_STOCK_CONTINGENT, TRD_TYPE_CCX_EFP, TRD_TYPE_OTHER_CLEARING_VALUE, TRD_TYPE_N2EX, TRD_TYPE_EEX, TRD_TYPE_EFS_EFP_CONTRA, TRD_TYPE_EFM, TRD_TYPE_NG_EFP_EFS, TRD_TYPE_CONTRA, TRD_TYPE_CPBLK, TRD_TYPE_BILATERAL_OFF_EXCH, TRD_TYPE_OTC_PRIVATELY_NEGOTIATED_TRADES, TRD_TYPE_OTC_LARGE_NOTIONAL_OFF_FACILITY_SWAP, TRD_TYPE_BLOCK_SWAP_TRADE, TRD_TYPE_LARGE_IN_SCALE, TRD_TYPE_AGAINST_ACTUAL, TRD_TYPE_LARGE_IN_SCALE_PACKAGE, TRD_TYPE_GUARANTEED_CROSS, TRD_TYPE_REQUEST_FOR_CROSS
Price Number (possibly with decimal). 12.50 05/22/2015
Quantity Number. 15 05/22/2015
Trade ID String value. trade87 05/22/2015 Exchange trade identifier.
Trade Match ID String value. trade99 05/22/2015 Exchange matching engine identifier.
Trade Link ID String value trade888 05/22/2015 Exchange provided link to all child trade capture reports that may be generated by the exchange for all the report sides of this trade capture report.
Report Ref ID Thirty-two hexadecimal digits grouped with hyphens. 1eef9474-65eb-4774-9b39-f46fe3600bc5 05/22/2015 Serves as a reference to a permanent trade capture report identifier in cases where additional actions are taken on an existing trade capture report.
Secondary Report Ref ID String value. trade43 05/22/2015 Serves as a reference to a exchange provided permanent trade capture report identifier in cases where additional actions are taken on an existing trade capture report.
Status String value. TRD_RPT_STATUS_ACCEPTED 05/22/2015 A set of TT defined representations of the trade report status.  Value range: TRD_RPT_STATUS_ACCEPTED, TRD_RPT_STATUS_REJECTED, TRD_RPT_STATUS_CANCELLED, TRD_RPT_STATUS_ACCEPTED_WITH_ERRORS
Sides A string value.  A repeating collection of: side:<SIDE> executing_firm:<EF> customer_account:<CA> side:SIDE_SELL executing_firm:NFTTG2 customer_account:8 side:SIDE_BUY executing_firm:NFTTG3 customer_account:13 05/22/2015 The sides participating in the trade capture report.
TT Account ID Number. 3298 05/22/2015 The TT platform account identifier.
TT User ID Number. 21417 05/22/2015 The TT platform user identifier.
TT Current User ID Number. 21417 05/22/2015 Only populated if the user requesting change/delete of the trade capture report is different that the user from the last trade capture report.
TT Connection ID Number. 430 08/20/2015 The TT platform connection identifier.  A connection is a container for the information required to interact with an exchange (e.g., username, password, exchange ip address, etc.).
Transaction Booked Time YYYY/MM/DD HH:MM:SS.dddddddd 2016/10/14 09:05:12.25438723 08/20/2015 Time of trade agreement, in UTC.
IP Address IP Address 10.195.2.49 10/23/2017 An IP address to help identify where the order operation originated.  May not be available on all order operations.