FIX TAG 770
TrdRegTimestampType
Definition
Trading / Regulatory timestamp type.
Additional detail from the official source
Note of applicability: Values are required in various regulatory environments: required for US futures markets to support computerized trade reconstruction, required by MiFID II / MiFIR for transaction reporting and publication, required by FINRA for reporting to the Consolidated Audit Trail (CAT), and required by SEC for recordkeeping requirements in the context of T+1.
Compare versions
Differences between the selected source snapshots, including wording and errata; not a migration guide.
FIX 5.0 SP2 FIX Latest · EP309
| Property | FIX 5.0 SP2 | FIX Latest · EP309 |
|---|---|---|
| Additional source detail | Not marked | Note of applicability: Values are required in various regulatory environments: required for US futures markets to support computerized trade reconstruction, required by MiFID II / MiFIR for transaction reporting and publication, required by FINRA for reporting to the Consolidated Audit Trail (CAT), and required by SEC for recordkeeping requirements in the context of T+1. |
Definition text changed
FIX 5.0 SP2
Traded / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions)
FIX Latest · EP309
Trading / Regulatory timestamp type.
Values only in FIX Latest · EP309 29
8Time priorityAdditional source detail
A timestamp (manually or electronically) assigned by a market to specify time priority for an order or quote.
9Orderbook entry timeAdditional source detail
Timestamp for an order representing the time it was entered in the orderbook of the execution venue. The orderbook entry time cannot change during the lifetime of the order.
10Order submission timeAdditional source detail
Time the order was sent by the submitter.
11Publicly reportedAdditional source detail
In the context of MiFID II, this is used to identify the time at which the transaction was first published to the market.
12Public report updatedAdditional source detail
In the context of MiFID II, this is used to identify the time at which the transaction's publication to the market was last updated
13Non-publicly reported14Non-public report updated15Submitted for confirmation16Updated for confirmation17Confirmed18Updated for clearing19Cleared20Allocations submitted21Allocations updated22Allocations completed23Submitted to repository24Post-trade continuation event25Post-trade valuation26Previous time priorityAdditional source detail
Can be used in conjunction with TrdRegTimestampType(770) = 8 (Time priority) to provide the current and last priority timestamp in a single message.
27Identifier assignedAdditional source detail
Timestamp for the assignment of a (unique) identifier to an entity (e.g. order, quote, trade).
28Previous identifier assignedAdditional source detail
Timestamp of previous assignment of a (unique) identifier to an entity (e.g. order, quote, trade).
29Order cancellation timeAdditional source detail
Timestamp for the cancellation of an order or quote.
30Order modification timeAdditional source detail
Timestamp for the modification of an order or quote.
31Order routing timeAdditional source detail
Timestamp for the routing of an order to another broker or electronic execution venue.
32Trade cancellation timeAdditional source detail
Timestamp for the cancellation of an execution (ExecType(150) = H (Trade Cancel)) or trade (TradeReportType(856) = 6 (Trade Report Cancel)).
33Trade modification timeAdditional source detail
Timestamp for the modification of an execution (ExecType(150) = G (Trade Correct)) or trade (TradeReportType(856) = 5 (No/Was)).
34Reference time for BBOAdditional source detail
Timestamp for a BBO (best bid/offer) reference price at the level of a national or regional jurisdiction. The national or regional jurisdiction scope should be clarified by the implementation(s) using this code value.
35Affirmed36Update timeAdditional source detail
Timestamp for the last update, e.g. to an aggregated book or to the indicative price or volume of an auction.
Value text or deprecation changed 7
| Value | FIX 5.0 SP2 | FIX Latest · EP309 |
|---|---|---|
1 | Execution Time | Execution timeAdditional source detailTimestamp for the order execution. In the context of US futures markets (CFTC regulated) this is the non-qualified reporting time of order execution. |
2 | Time In | Time inAdditional source detailTimestamp for receiving an order, quote or trade. In the context of US futures markets (CFTC) this is the timestamp of when the order was received on the trading floor (booth). |
3 | Time Out | Time outAdditional source detailTimestamp for sending an order, quote or trade. In the context of US futures markets (CFTC) this is the timestamp when the trade was received from the pit. |
4 | Broker Receipt | Broker receiptAdditional source detailTimestamp for a broker receiving an order, quote or trade. In the context of US futures markets (CFTC) this is the time at which the broker received the order. |
5 | Broker Execution | Broker executionAdditional source detailTimestamp for the broker executing an order. In the context of US futures markets (CFTC regulated) this is the time at which a broker executed the order for another broker. |
6 | Desk Receipt | Desk receiptAdditional source detailTimestamp for the transmission of an order to an internal desk or department on the same day the firm received the order. |
7 | Submission to Clearing | Submission to clearingAdditional source detailThe timestamp when the trade was officially acknowledged by the Clearing House. |
Values 36
| Value | Meaning |
|---|---|
1 | Execution time Additional detail from the official sourceTimestamp for the order execution. In the context of US futures markets (CFTC regulated) this is the non-qualified reporting time of order execution. |
2 | Time in Additional detail from the official sourceTimestamp for receiving an order, quote or trade. In the context of US futures markets (CFTC) this is the timestamp of when the order was received on the trading floor (booth). |
3 | Time out Additional detail from the official sourceTimestamp for sending an order, quote or trade. In the context of US futures markets (CFTC) this is the timestamp when the trade was received from the pit. |
4 | Broker receipt Additional detail from the official sourceTimestamp for a broker receiving an order, quote or trade. In the context of US futures markets (CFTC) this is the time at which the broker received the order. |
5 | Broker execution Additional detail from the official sourceTimestamp for the broker executing an order. In the context of US futures markets (CFTC regulated) this is the time at which a broker executed the order for another broker. |
6 | Desk receipt Additional detail from the official sourceTimestamp for the transmission of an order to an internal desk or department on the same day the firm received the order. |
7 | Submission to clearing Additional detail from the official sourceThe timestamp when the trade was officially acknowledged by the Clearing House. |
8 | Time priority Additional detail from the official sourceA timestamp (manually or electronically) assigned by a market to specify time priority for an order or quote. |
9 | Orderbook entry time Additional detail from the official sourceTimestamp for an order representing the time it was entered in the orderbook of the execution venue. The orderbook entry time cannot change during the lifetime of the order. |
10 | Order submission time Additional detail from the official sourceTime the order was sent by the submitter. |
11 | Publicly reported Additional detail from the official sourceIn the context of MiFID II, this is used to identify the time at which the transaction was first published to the market. |
12 | Public report updated Additional detail from the official sourceIn the context of MiFID II, this is used to identify the time at which the transaction's publication to the market was last updated |
13 | Non-publicly reported |
14 | Non-public report updated |
15 | Submitted for confirmation |
16 | Updated for confirmation |
17 | Confirmed |
18 | Updated for clearing |
19 | Cleared |
20 | Allocations submitted |
21 | Allocations updated |
22 | Allocations completed |
23 | Submitted to repository |
24 | Post-trade continuation event |
25 | Post-trade valuation |
26 | Previous time priority Additional detail from the official sourceCan be used in conjunction with TrdRegTimestampType(770) = 8 (Time priority) to provide the current and last priority timestamp in a single message. |
27 | Identifier assigned Additional detail from the official sourceTimestamp for the assignment of a (unique) identifier to an entity (e.g. order, quote, trade). |
28 | Previous identifier assigned Additional detail from the official sourceTimestamp of previous assignment of a (unique) identifier to an entity (e.g. order, quote, trade). |
29 | Order cancellation time Additional detail from the official sourceTimestamp for the cancellation of an order or quote. |
30 | Order modification time Additional detail from the official sourceTimestamp for the modification of an order or quote. |
31 | Order routing time Additional detail from the official sourceTimestamp for the routing of an order to another broker or electronic execution venue. |
32 | Trade cancellation time Additional detail from the official sourceTimestamp for the cancellation of an execution (ExecType(150) = H (Trade Cancel)) or trade (TradeReportType(856) = 6 (Trade Report Cancel)). |
33 | Trade modification time Additional detail from the official sourceTimestamp for the modification of an execution (ExecType(150) = G (Trade Correct)) or trade (TradeReportType(856) = 5 (No/Was)). |
34 | Reference time for BBO Additional detail from the official sourceTimestamp for a BBO (best bid/offer) reference price at the level of a national or regional jurisdiction. The national or regional jurisdiction scope should be clarified by the implementation(s) using this code value. |
35 | Affirmed |
36 | Update time Additional detail from the official sourceTimestamp for the last update, e.g. to an aggregated book or to the indicative price or volume of an auction. |
About the int data type
Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23").
Used in messages 19
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=8ExecutionReportTrdRegTimestamps35=DNewOrderSingleTrdRegTimestamps35=GOrderCancelReplaceRequestTrdRegTimestamps35=JAllocationInstructionTrdRegTimestamps35=SQuoteTrdRegTimestamps35=WMarketDataSnapshotFullRefreshMDFullGrp / TrdRegTimestamps35=XMarketDataIncrementalRefreshMDIncGrp / TrdRegTimestamps35=AETradeCaptureReportTrdRegTimestamps35=AIQuoteStatusReportTrdRegTimestamps35=AKConfirmationTrdRegTimestamps35=APPositionReportTrdRegTimestamps35=ARTradeCaptureReportAckTrdRegTimestamps35=ASAllocationReportTrdRegTimestamps35=AXCollateralRequestTrdRegTimestamps35=AYCollateralAssignmentTrdRegTimestamps35=AZCollateralResponseTrdRegTimestamps35=BACollateralReportTrdRegTimestamps35=BBCollateralInquiryTrdRegTimestamps35=CJMarginRequirementReportTrdRegTimestamps