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FIXtags

FIX MESSAGE 35=DC

TradeMatchReport

MsgType (35) = DCTradeCaptureAdded FIX.5.0SP2

Definition

The TradeMatchReport(35=DC) message is used by exchanges and ECN’s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments.

Message structure 4118 distinct fields

Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.

Nested fields load when needed. Open the full static layout (also works without JavaScript).

  1. StandardHeaderComponentRequired

    MsgType = DC

    StandardHeader definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  2. ApplicationSequenceControlComponent—

    ApplicationSequenceControl definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  3. 880 TrdMatchIDStringRequired

    Unique identifier common for all trades included in a match event.

  4. 574 MatchTypeString—
  5. 856 TradeReportTypeint—
  6. 715 ClearingBusinessDateLocalMktDate—
  7. 828 TrdTypeint—
  8. 829 TrdSubTypeint—
  9. 75 TradeDateLocalMktDate—

    Used when reporting other than current day trades.

  10. 1301 MarketIDExchange—
  11. 1300 MarketSegmentIDString—
  12. 336 TradingSessionIDString—
  13. 625 TradingSessionSubIDString—
  14. 1430 VenueTypechar—
  15. 1888 TradeMatchTimestampUTCTimestamp—
  16. 60 TransactTimeUTCTimestamp—

    Time of the match event or transaction that resulted in this match report.

  17. 442 MultiLegReportingTypechar—

    Differentiates match events involving complex instruments (MultiLegReportingType(442)=3(multileg security)) from those only involving simple instruments (MultiLegReportingType(442)=1(single security)). MultiLegReportingType(442)=2(individual leg of multileg security) should not be used.

  18. InstrmtMatchSideGrpRepeating groupCount tag 1889—

    Conditionally required when TradeReportType(856) = Submit(0).

    InstrmtMatchSideGrp definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  19. StandardTrailerComponentRequired

    StandardTrailer definition & usage →

    Open this block to load its fields in message context, or follow the definition link.