Request one or more trade capture reports based upon selection criteria provided on the trade capture report
request
Subscribe for trade capture reports based upon selection criteria provided on the trade capture report
request.
Message Direction
From TT FIX to FIX Client
Tag Directory
Click the links below to navigate to the documentation for that tag.
Using the FIX Tag Directory
Context – Select to filter by context (e.g., “Order routing, FIX client to TT FIX”, “Request by security ID”, “TT Premium Order Types”). Only tags available for the selected context will be displayed.
Show Comments –Select to display text in the Comments column of the table. Clear to display a condensed table without text in the Comments column.
Flat tag list – Select to display all tags for the selected context in one list. Clear to display all tags for the selected context separated by component (e.g., Header, Instrument, Parties)
An asterisk (*) on the tag number button indicates that it appears in the table more than once for the selected context.
For additional information about this component group, consult the documentation.
35=AD (MsgType)
8
BeginString
STRING
Y
FIX protocol version
The tag indicates the beginning of a new message.
This tag must be the first tag in the message.
You must set the value to FIX.4.2 or FIX.4.4.
9
BodyLength
INT
Y
Message length (in characters)
The value represents number of characters in the message following
this tag up to, and including, the delimiter immediately preceding Tag
10 (CheckSum). This tag must be the second field in a message.
35
MsgType
STRING
Y
Type of message contained in the message body
This tag must appear third in the list of header tags.
Possible values:
0: Heartbeat
1: Test Request
2: Resend Request
3: Reject
4: Sequence Reset
5: Logout
8: Execution Report
9: Order Cancel Reject
A: Logon
B: News
c: Security Definition Request
D: Order Single
d: Security Definition
e: Security Status Request
f: Security Status
F: Order Cancel Request
G: Order Cancel Replace Request
H: Order Status Request
Q: Don’t Know Trade (Inbound Drop Copy only)
R: Quote Request
V: Market Data Request
W: Market Data Snapshot Full Refresh
X: Market Data Incremental Refresh
Y: Market Data Request Reject
AD: Trade Capture Report Request
AE: Trade Capture Report
AQ: Trade Capture Report Request Ack
49
SenderCompID
STRING
Y
ID for the FIX client, corresponding to the RemoteCompID specified for the user in TT User Setup
56
TargetCompID
STRING
Y
FIX client ID, corresponding to the SenderCompID specified for the user in TT User Setup
The value is the same as sent in tag 49 (SenderCompID) in FIX client requests.
50
SenderSubID
STRING
N
Unique ID for the message sender
For CME, the value corresponds to the Operator ID.
142
SenderLocationID
STRING
N
Specific message originator’s location (i.e. geographic location and/or
desk, trader)
116
OnBehalfOfSubID
STRING
C
Required when multiple users are associated with the account.
Unique Trader ID
The value maps to the Alias field configured for a user in Setup.
34
MsgSeqNum
SEQNUM
Y
Message sequence number
43
PossDupFlag
BOOLEAN
C
Must send when a FIX client resends messages
Whether the sequence number for this message is already used
Possible values:
N: NO: Original transmission
Y: YES: Possible duplicate
122
OrigSendingTime
UTCTIMESTAMP
C
Sent when TT FIX resends a message
Original time of message transmission, when transmitting orders as the result of a resend request
Always expressed in UTC.
52
SendingTime
UTCTIMESTAMP
Y
Time, in UTC, the message was sent.
57
TargetSubID
STRING
C
If the Target Sub Id field has a value for the FIX Session in Setup, you must supply that value is this tag for a Logon (A) message.
Unique ID for the message receiver.
568
TradeRequestID
STRING
N
Trade Request ID
569
TradeRequestType
INT
N
Type of Trade Capture Report
Possible values:
0: All trades
1: Matched trades matching criteria provided on request
2: Unmatched trades that match criteria
3: Unreported trades that match criteria
4: Advisories that match criteria
263
SubscriptionRequestType
CHAR
Y
Type of request.
Possible values:
0: Snapshot
1: Snapshot plus updates (subscribe)
2: Disable previous (unsubscribe)
779
LastUpdateTime
UTCTIMESTAMP
N
Timestamp of last update to data item (or creation if no updates made since creation).
Parties
N
Information about the entities involved in the financial transaction associated with this FIX message.
For additional information about this component group, consult the full documentation.
453
NoPartyIDs
NUMINGROUP
N
Number of parties in the PartiesGrp repeating group
448
PartyID
STRING
C
Required when NoPartyIds (453) is greater than 0.
Party identifier code
Reserved values when 452=3 (ClientID) and 447=P (Short code):
0: Own account; no client
1: PNAL (Pending allocation)
2: AGGR (Aggregated)
GU: CME give-up code (to override the Give-up code configured in Setup)
SX: SGX give-up code (to override the Give-up code configured in Setup)
Reserved when 452=12 (Executing trader) and 447=P (Short code):
3: NORE: Execution decision outside firm
452
PartyRole
INT
C
Required when NoPartyIds (453) is greater than 0.
Type or role of PartyID (tag 448)
Possible values:
1: Executing firm (formerly FIX 4.2 ExecBroker)
2: Broker of credit
3: Client id (formerly FIX 4.2 ClientID)
4: Clearing firm (formerly FIX 4.2 ClearingFirm)
5: Investor id
6: Introducing firm
7: Entering firm
8: Locate
9: Fund manager client id
10: Settlement location
11: Order origination trader
12: Executing trader (associated with Executing Firm – actually executes)
13: Order origination firm
14: Giveup clearing firm
15: Correspondant clearing firm
16: Executing system
17: Contra firm
18: Contra clearing firm
19: Sponsoring firm
20: Underlying contra firm
21: Clearing organization
22: Exchange
24: Customer account
25: Correspondent clearing organization
26: Correspondent broker
27: Buyer seller
28: Custodian
29: Intermediary
30: Agent
31: Sub custodian
32: Beneficiary
33: Interested party
34: Regulatory body
35: Liquidity provider
36: Entering trader
37: Contra trader
38: Position account
39: Contra investor id
40: Transfer to firm
41: Contra position account
42: Contra exchange
43: Internal carry account
44: Order entry operator id
45: Secondary account number
46: Foreign firm
47: Third party allocation firm
48: Claiming account
49: Asset manager
50: Pledgor account
51: Pledgee account
52: Large trader reportable account
53: Trader mnemonic
54: Sender location
55: Session id
56: Acceptable counterparty
57: Unacceptable counterparty
58: Entering unit
59: Executing unit
60: Introducing broker
61: Quote originator
62: Report originator
63: Systematic internaliser
64: Multilateral trading facility
65: Regulated market
66: Market maker
67: Investment firm
68: Host competent authority
69: Home competent authority
70: Competent authority of the most relevant market in terms of liquidity
71: Competent authority of the transaction
72: Reporting intermediary
73: Execution venue
74: Market data entry originator
75: Location id
76: Desk id
77: Market data market
78: Allocation entity
79: Prime broker providing general trade services
80: Step out firm
81: Brokerclearingid
82: Central registration depository
83: Clearing account
84: Acceptable settling counterparty
85: Unacceptable settling counterparty
118: Party role decision maker
119: Party role client ID house
122: Investment decision maker (IDM)
200: Account code
201: Takeup firm
202: Clearing instruction
203: Customer info
204: Allocation entity ID
205: Account type
206: Giveup firm
207: MIFID ID
208: Composite MIFID ID (ICE only)
209: CTI code
210: LMA clearing account
211: Authorized trader ID (ICE only)
212: Frequent trader ID (CFE only)
213: User (TFEX only)
214: Member (TFEX only)
215: Trading member (TFEX only)
216: Clearing member (TFEX only)
217: Acting user (TFEX only)
218: Trader ID
219: Owner type (TFEX only)
220: Routing Member ID (ICE only)
221: Give-up qualifier (This party role allows FIX orders to override the CME Give-up code configured in TTUS on FIX order messages. Set tag 448 value to “SX” when mutually offsetting to SGX. Set 448 to “GU” for all other Give-ups on CME.)
222: Algo strategy type (For TOCOM only to override the Algo Strategy Type setting configured for FIX messages in Setup.
223: Secondary Client ID
224: Secondary executing trader
300: Investment Decision in Firm
301: Execution Decision in Firm
302: Investment Decision Country
303: Execution Decision Country
304: Party Role Country Code
2376
PartyRoleQualifier
INT
N
Qualifies the PartyRole (tag 452) supplied for this PartyID (tag 448).
Default values are set for this tag when PartyRole (tag 452) is one of the following:
When 452=3 (Client ID), the default is 2376=23 (Firm).
When 452=12 (Execution Decision Maker), the default is 2376=24 (Natural Person).
When 452=122 (Investment Decision Maker), the default is 2376=24 (Natural Person).
Condition: Required when NoPartyIds (453) is greater than 0.
Possible values:
22: Algorithm
23: Firm or legal entity
24: Natural person
447
PartyIDSource
CHAR
C
Required when NoPartyIds (453) is greater than 0.
Identifies class or source of the PartyID (448) value.
