TradeCaptureReport (AE) - to exchange

This version of the TradeCaptureReport (AE) is used to:

submit a trade report to the exchange
withdraw (decline) a previously submitted report
accept or decline a trade report provided by the exchange

The exchange will respond with a TradeCaptureReportAck (AR) message.

If the trade report is accepted, details will be confirmed in a TradeCaptureReport (AE) - outbound message.

Tag	FieldName	Data type	Req’d	Comments
StandardHeader			Y	MsgType = AE SenderSubID (50) is required (entering trader).
571	TradeReportID	String [20]		Unique client generated identifier for this Trade Capture Report message. Required by NSX.
572	TradeReportRefID	String [20]		The TradeReportID that was originally generated by the exchange that is now being referenced for confirmation or cancellation. Required when accepting or declining a trade report.
856	TradeReportType	int		Type of Trade Report. Required by NSX. Valid values 0 = Submit 2 = Accept 3 = Decline
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. Ignored if SecurityID (48) is specified. If not specified, the main Board for the security.
828	TrdType	char		Type of trade. Required by NSX. 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. Required by NSX. 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
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.
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)
552	NoSides	NumInGroup	Y	Number of TrdCapRptSide repeating group instances. Value values 1 = for a two party report, or report accepting or declining a trade report 2 = for a crossing report (the first side to appear in this block is regarded as the initiator side)
> 54	Side	char	Y	Side of the order. Valid values 1 = Buy 2 = Sell 5 = Short Sell
> 159	AccruedInterestAmt	Amt		Accrued interest amount
> 453	NoPartyIDs	NumInGroup		Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries
>> 448	PartyID	String [*]		Used to identify the Party. Required if NoPartyIDs (453) > 0 See PartyRole (452) for number of characters allowed for each type.
>> 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 3 = Client ID (ASIC MIR Regulatory Data: Origin of order) [32 characters] 5 = Investor ID (ASIC MIR Regulatory Data: Intermediary id) [32 characters] 24 = Customer Account [255 characters] 37 = Contra trader [255 characters]
Standard Trailer			Y