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FIXtags

GROUP · SOURCE ID 2217

InstrmtMatchSideGrp

Definition

The InstrmtMatchSideGrp component is used to convey all trades for a given match event reported by instrument and trade side.

Additional detail from the official source

Each trade match report can contain any number of trades for any number of instruments. This component contains all instruments together with all of the trade sides (possibly more than two) that occurred for each instrument within the same match event.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 1889 NoInstrmtMatchSidesGroup countFrom usage
  2. Instrumentcomponent—

    Required if NoInstrmtMatchSides(1889) > 0.

  3. InstrmtLegGrpgroup—

    LegID(1788) in the InstrmtLegGrp component can be used to reference individual leg executions referenced in the TrdInstrmtLegExecGrp component with LegRefID(654).

  4. UndInstrmtGrpgroup—
  5. 1891 TrdMatchSubIDfield—
  6. 53 Quantityfield—

    Total quantity for this instrument in this match event. This is the cumulative sum of LastQty(32) for all match steps for this instrument.

  7. 15 Currencyfield—
  8. 2897 CurrencyCodeSourcefield—
  9. 120 SettlCurrencyfield—
  10. 2899 SettlCurrencyCodeSourcefield—
  11. 854 QtyTypefield—
  12. 32 LastQtyfield—

    Required if NoInstrmtMatchSides(1889) > 0.

    Trade quantity for this instrument within this match step. The value is the greater of the sum of SideLastQty(1009) of each side (i.e. buy or sell) for each TrdMatchSideGrp instance within the current InstrmtMatchSideGrp instance.

  13. 423 PriceTypefield—
  14. 31 LastPxfield—

    Required if NoInstrmtMatchSides(1889) > 0.

  15. 30 LastMktfield—
  16. TrdMatchSideGrpgroup—

    Required if NoInstrmtMatchSides(1889) > 0.

Used in messages

Direct parent structures

No parent component or group in this snapshot.