Code Set TrdTypeCodeSet Scenario base

SYNOPSIS: Type of trade assigned to a trade.
ELABORATION: Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it.

ID Datatype
828int

Codes

ID Name Value Description Supported Added EP Updated EP Deprecated EP
828001RegularTrade0SYNOPSIS: Regular trade
✓FIX.4.4FIX.5.0SP2141
828002BlockTrade1SYNOPSIS: Block trade
✓FIX.4.4FIX.5.0SP2141
828003EFP2SYNOPSIS: Exchange for physical (EFP)
✓FIX.4.4FIX.5.0SP2141
828004Transfer3SYNOPSIS: Transfer
✓FIX.4.4
828005LateTrade4SYNOPSIS: Late trade
✓FIX.4.4FIX.5.0SP2141
828006TTrade5SYNOPSIS: T trade
✓FIX.4.4FIX.5.0SP2141
828007WeightedAveragePriceTrade6SYNOPSIS: Weighted average price trade
✓FIX.4.4FIX.5.0SP2141
828008BunchedTrade7SYNOPSIS: Bunched trade
✓FIX.4.4FIX.5.0SP2141
828009LateBunchedTrade8SYNOPSIS: Late bunched trade
✓FIX.4.4FIX.5.0SP2141
828010PriorReferencePriceTrade9SYNOPSIS: Prior reference price trade
✓FIX.4.4FIX.5.0SP2141
828011AfterHoursTrade10SYNOPSIS: After hours trade
✓FIX.4.4FIX.5.0SP2141
828012ExchangeForRisk11SYNOPSIS: Exchange for risk (EFR)
✓FIX.4.45FIX.5.0SP2141
828013ExchangeForSwap12SYNOPSIS: Exchange for swap (EFS)
✓FIX.4.45FIX.5.0SP2141
828014ExchangeOfFuturesFor13SYNOPSIS: Exchange of futures for in market futures (EFM)
ELABORATION: For example full sized for mini.
✓FIX.4.45FIX.5.0SP2141
828015ExchangeOfOptionsForOptions14SYNOPSIS: Exchange of options for options (EOO)
✓FIX.4.45FIX.5.0SP2141
828016TradingAtSettlement15SYNOPSIS: Trading at settlement
✓FIX.4.45FIX.5.0SP2141
828017AllOrNone16SYNOPSIS: All or none
✓FIX.4.45FIX.5.0SP2141
828018FuturesLargeOrderExecution17SYNOPSIS: Futures large order execution
✓FIX.4.45FIX.5.0SP2141
828019ExchangeOfFuturesForFutures18SYNOPSIS: Exchange of futures for external market futures (EFF)
✓FIX.4.45FIX.5.0SP2141
828020OptionInterimTrade19SYNOPSIS: Option interim trade
✓FIX.4.45FIX.5.0SP2141
828021OptionCabinetTrade20SYNOPSIS: Option cabinet trade
✓FIX.4.45FIX.5.0SP2141
828022PrivatelyNegotiatedTrades22SYNOPSIS: Privately negotiated trade
✓FIX.4.419FIX.5.0SP2141
828023SubstitutionOfFuturesForForwards23SYNOPSIS: Substitution of futures for forwards
✓FIX.4.419FIX.5.0SP2141
828024NonStandardSettlement48SYNOPSIS: Non-standard settlement
✓FIX.5.047
828025DerivativeRelatedTransaction49SYNOPSIS: Derivative related transaction
✓FIX.5.047FIX.5.0SP2141
828026PortfolioTrade50SYNOPSIS: Portfolio trade
ELABORATION: Identifies a collection/basket of trades. In the context of bonds (e.g. corporate bonds) these are transacted as a single trade at an aggregate price for the entire portfolio and may be traded all-or-none or most-or-none depending on bilateral agreement. In the context of ESMA RTS 1 Article 2(b), may be used to refer to portfolio trades to distinguish between addressable and non-addressable volume. In the context of Market Model Typology (MMT), use of this value applies to SecondaryTrdType(855) or TertiaryTrdType(2896), and when used for MMT market data publication requires MDEntryType(269) = 2 (Trade).
✓FIX.5.047FIX.Latest268
828027VolumeWeightedAverageTrade51SYNOPSIS: Volume weighted average trade
✓FIX.5.047FIX.5.0SP2141
828028ExchangeGrantedTrade52SYNOPSIS: Exchange granted trade
✓FIX.5.047FIX.5.0SP2141
828029RepurchaseAgreement53SYNOPSIS: Repurchase agreement
✓FIX.5.047FIX.5.0SP2141
828030OTC54SYNOPSIS: OTC
ELABORATION: Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules.
✓FIX.5.047FIX.5.0SP2177
828031ExchangeBasisFacility55SYNOPSIS: Exchange basis facility (EBF)
✓FIX.5.055FIX.5.0SP2141
828032OpeningTrade56SYNOPSIS: Opening trade
✓FIX.5.0SP2104FIX.5.0SP2141
828033NettedTrade57SYNOPSIS: Netted trade
✓FIX.5.0SP2141
828034BlockSwapTrade58SYNOPSIS: Block swap trade
ELABORATION: Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules.
✓FIX.5.0SP2161FIX.5.0SP2177
828035CreditEventTrade59SYNOPSIS: Credit event trade
✓FIX.5.0SP2165FIX.5.0SP2169
828036SuccessionEventTrade60SYNOPSIS: Succession event trade
✓FIX.5.0SP2165FIX.5.0SP2169
828037GiveUpGiveInTrade61SYNOPSIS: Give-up Give-in trade
✓FIX.5.0SP2163
828038DarkTrade62SYNOPSIS: Dark trade
ELABORATION: In the context of Market Model Typology (MMT), a dark trade might also come from a lit/hybrid book (e.g. when an aggressive lit order hits a resting dark order). The use of this value applies to TrdType(828), and when used for MMT market data publication requires MDEntryType(269) = 2 (Trade).
✓FIX.5.0SP2163FIX.Latest268
828039TechnicalTrade63SYNOPSIS: Technical trade
✓FIX.5.0SP2163
828040Benchmark64SYNOPSIS: Benchmark
ELABORATION: In the context of ESMA RTS 1 Article 2(a), may be used to refer to benchmark trades. In the context of Market Model Typology (MMT), the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. The use of this value applies to SecondaryTrdType(855) or TertiaryTrdType(2896), and when used for MMT market data publication requires MDEntryType(269) = 2 (Trade).
✓FIX.5.0SP2163FIX.Latest268
828041PackageTrade65SYNOPSIS: Package trade
ELABORATION: Identifies the pseudo-trade of a stream or collection of trades to be transacted, cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. In the context of ESMA RTS 2 Article 1(1)(b), may be used to refer to package transactions (excluding exchange for physicals). In the context of Market Model Typology (MMT), use of this value applies to TrdType(828), and when used for MMT market data publication requires MDEntryType(269) = 2 (Trade).
✓FIX.5.0SP2192FIX.Latest268
828042RollTrade66SYNOPSIS: Roll trade
ELABORATION: Trade is a roll from one contract that is about to expire to a new contract.
✓FIX.5.0SP2258
828043ErrorTrade24SYNOPSIS: Error trade
✓FIX.4.426
828044SpecialCumDividend25SYNOPSIS: Special cum dividend (CD)
✓FIX.4.426
828045SpecialExDividend26SYNOPSIS: Special ex dividend (XD)
✓FIX.4.426
828046SpecialCumCoupon27SYNOPSIS: Special cum coupon (CC)
✓FIX.4.426
828047SpecialExCoupon28SYNOPSIS: Special ex coupon (XC)
✓FIX.4.426
828048CashSettlement29SYNOPSIS: Cash settlement (CS)
✓FIX.4.426
828049SpecialPrice30SYNOPSIS: Special price (SP)
ELABORATION: Usually net or all-in price.
✓FIX.4.426FIX.5.0SP2141
828050GuaranteedDelivery31SYNOPSIS: Guaranteed delivery (GD)
✓FIX.4.426
828051SpecialCumRights32SYNOPSIS: Special cum rights (CR)
✓FIX.4.426
828052SpecialExRights33SYNOPSIS: Special ex rights (XR)
✓FIX.4.426
828053SpecialCumCapitalRepayments34SYNOPSIS: Special cum capital repayments (CP)
✓FIX.4.426
828054SpecialExCapitalRepayments35SYNOPSIS: Special ex capital repayments (XP)
✓FIX.4.426
828055SpecialCumBonus36SYNOPSIS: Special cum bonus (CB)
✓FIX.4.426
828056SpecialExBonus37SYNOPSIS: Special ex bonus (XB)
✓FIX.4.426
828057LargeTrade38SYNOPSIS: Block trade
ELABORATION: The same as large trade.
✓FIX.4.426FIX.5.0SP2141
828058WorkedPrincipalTrade39SYNOPSIS: Worked principal trade
✓FIX.4.426FIX.5.0SP2141
828059BlockTrades40SYNOPSIS: Block trades
✓FIX.4.426FIX.5.0SP2141
828060NameChange41SYNOPSIS: Name change
✓FIX.4.426
828061PortfolioTransfer42SYNOPSIS: Portfolio transfer
✓FIX.4.426
828062ProrogationBuy43SYNOPSIS: Prorogation buy
ELABORATION: Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price.
✓FIX.4.426FIX.5.0SP2141
828063ProrogationSell44SYNOPSIS: Prorogation sell
ELABORATION: See prorogation buy.
✓FIX.4.426FIX.5.0SP2141
828064OptionExercise45SYNOPSIS: Option exercise
✓FIX.4.426
828065DeltaNeutralTransaction46SYNOPSIS: Delta neutral transaction
✓FIX.4.426
828066FinancingTransaction47SYNOPSIS: Financing transaction
✓FIX.4.426FIX.5.0SP2141