TradeCaptureReport (AE) - from exchange

The TradeCaptureReport (AE) - from exchange is used by the exchange to:

inform the initiation of a trade report
update the status of a trade report to all parties

Tag	FieldName	Data type	Req’d	Comments
StandardHeader			Y	MsgType = AE TargetSubID (57) is identifies the trader.
571	TradeReportID	String [20]		Unique client generated identifier for this Trade Capture Report message.
17	ExecID	String [20]	Y	Unique identifier of execution message as assigned by exchange.
487	TradeReportTransType	int		Identifies Trade Report message transaction type. Valid values 0 = New 1 = Cancel 2 = Replace
856	TradeReportType	int		Type of Trade Report Valid values 0 = Submit 1 = Alleged (requires confirmation) 2 = Accept 3 = Decline 6 = Trade Report Cancel 8 = Defaulted (timed out)
574	MatchType	String		The point in the matching process at which this trade was matched. Valid values 1 = One-Party Trade Report (crossing) 2 = Two-Party Trade Report
880	TrdMatchID	String [18]		Identifier assigned by the trading engine - Trade ID.
55	Symbol	String [100]		Marketplace text identifier for a security. This corresponds to the ‘Security Code’ field from the ITCH Orderbook Directory message. Ignored if SecurityID (48) is specified.
48	SecurityID	String [10]		Unique marketplace assigned integer identifier for an orderbook, providing fast lookup. This corresponds to the ‘Orderbook’ field from the ITCH Orderbook Directory message. Required if Symbol (55) is not specified.
22	SecurityIDSource	String		Identifies the source of the SecurityID (48) value. Required if SecurityID (48) specified. Valid values M = Marketplace assigned identifier
762	SecurityISubType	String [20]		The Board on which the Symbol is listed. Corresponds to the Board field from the ITCH Orderbook Directory [R] message.
207	SecurityExchange	Exchange		Identifies the market Valid values XNEC = National Stock Exchange of Australia XSPS = South Pacific Stock Exchange
828	TrdType	char		Type of trade. Valid values 22 = Privately negotiated trade
855	SecondaryTrdType	int		Type of trade assigned to a trade. Used in addition to TrdType(828). Used by NSX to indicate trade source. Valid values 1065 = (A) Autotrade - Normal status condition 1066 = (B) Best Execution 1067 = (C) Off Market Automatic - Crossing 1068 = (D) Directed Reporting or Off Market Trades - Crossing 1069 = (E) Special Crossing – less than a marketable parcel - Crossing 1070 = (F) Forward Delivery 1073 = (I) Approved Index - Crossing 1075 = (K) Buy Back Sales 1077 = (M) Marriage - Crossing 1078 = (N) Trades including crossings - outside of market hours 1079 = (O) Foreign Residents or Recognised Overseas Exchange 1080 = (P) Block Special Crossing or Loan Securities 1081 = (Q) Special Crossing less than a marketable parcel 1082 = (R) Strategy 1083 = (S) Short Sales 1085 = (U) FOR - Foreign to Foreign Securities 1086 = (V) Book Value Switch Sales 1088 = (X) Portfolio Special Crossing 1089 = (Y) Special 1090 = (Z) Special Crossing – Underwriting Disposal or Exchange Approval
150	ExecType	char	Y	Describes the type of trade being reported. Valid values F = Trade (partial fill or fill) H = Trade Cancel
572	TradeReportRefID	String [20]		The TradeReportID (571) that was originally generated by the exchange that is now being referenced for confirmation or cancellation.
31	LastPx	Price		Price of this trade
32	LastQty	Qty		Quantity (e.g. shares) bought/sold on this trade.
60	TransactTime	UTCTimeStamp	Y	Timestamp when the business transaction represented by the message occurred.
64	SettlDate	LocalMktDate		Specific date of trade settlement - settlement date.
75	TradeDate	LocalMktDate		Indicates date of trading day.
1390	TradePublishIndicator	int		Indicates if a trade has been published via a market publication service. Valid values 0 = Trade not published 1 = Trade published
381	GrossTradeAmt	Amt		Total amount executed for a matched trade, expressed in units of currency.
552	NoSides	NumInGroup	Y	Number of TrdCapRptSide repeating group instances. Always set to 2, for 2 sides. The first side to appear belongs to the recipient of the message, the second to the counterparty.
> 54	Side	char	Y	Side of the order. Valid values 1 = Buy 2 = Sell 5 = Short Sell
> 159	AccruedInterestAmt	Amt		Accrued interest amount
> 528	OrderCapacity	char	N	ASIC MIR Regulatory data: Capacity of participant Valid values A = Agency P = Principal M = Mixed
> 20013	WholesaleIndicator	char	N	ASIC MIR Regulatory data: Directed wholesale indicator for agency orders and transactions. Valid values Y = Yes N = No (Default)
> 453	NoPartyIDs	NumInGroup		Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries
>> 448	PartyID	String [255]		Used to identify the Party. Required if NoPartyIDs (453) > 0
>> 447	PartyIDSource	char		Used to identify the class of PartyID (448). Required if NoPartyIDs (453) > 0 Valid values C = Participant identifier
>> 452	PartyRole	int		Identifies the type or role of the PartyID (448) specified. Required if NoPartyIDs (453) > 0 Valid values 1 = Executing Firm: The firm of the trader that placed the order. 3 = Client ID (ASIC MIR Regulatory Data: Origin of order) 4 = Clearing Firm 5 = Investor ID (ASIC MIR Regulatory Data: Intermediary id) 24 = Customer Account 37 = Contra trader 90 = Settlement Firm
797	CopyMsgIndicator	Boolean		Indicates whether or not this message is a drop copy of another message. Valid values N = Message is not a drop copy (default) Y = Message is a drop copy
Standard Trailer			Y