FXSpot

Pure Deal-Type (569) == '2'

501

Spot

FXFwd

Pure Deal-Type (569) == '4' and not exists(Fixing Date 1 (554))

Outright

FXSwap

Pure Deal-Type (569) == '8' and not exists(Fixing Date 1 (554)) and not exists(Fixing Date 2 (555))

502

Swap

NDF

(Pure Deal-Type (569) == '4' and exists(Fixing Date 1 (554)) or (Pure Deal-Type (569) == '8' and exists(Fixing Date 1 (554)) and exists(Fixing Date 2 (555)))

501/502

NDF Outright or NDF Swap

FXDeposit

Pure Deal-Type (569) == '16'

503

Deposit

FXFRA

Pure Deal-Type (569) == '32'

505

FRA

TOF field

TOF tag

FIX field

FIX tag

Req'd

Valid Values

Data Type

-

-

TradeReportID

571

Y

-

String

FIX 571 = tcid#N, where tcid is four-character code.

tcid#N is extracted from header …<US>…<GS>tcid#N<US>…

Unique identifier of Trade Capture Report ('AE')

-

-

SenderSubID

50

Y

-

String

FIX 50 = 'REUTERS'

Assigned value used to identify specific message originator

-

-

TradeReportTransType

487

N

0 = New

1 = Cancel

2 = Replace

int

FIX 487 = '0'

Identifies Trade Capture Report (AE) message transaction type

Direction

514

TrdSubType

829

N

0 = Regular Trade

12 = Exchange for Swap

22 = Privately Negotiated Trades

51 = Deposits

52 = Blank credit

53 = Repurchase agreement

int

if DealType == FXDeposit or DealType == FXFRA FIX 829=51

-

-

-

ExecID

17

N

-

String

FIX 17 = tcid#N, where tcid is four-character code.

tcid#N is extracted from header …<US>…<GS>tcid#N<US>…

Unique identifier of Execution Report

-

-

SecondaryExecID

527

N

-

String

Not mapped

Identifier of original Swap for MICEX Spot

-

-

PreviouslyReported

570

Y

N = Not reported

Boolean

FIX(570) = 'N'

-

ID of the original it this is a Contra

567

TradeReportRefID

572

N

-

String

• if TOF 567 != tcid#0, FIX 572 = TOF 567

• if TOF 568 != tcid#0, FIX 572 = TOF 568

The TradeReportID (571) that is being referenced for correction or cancelation. For REPO Margin Calls in MICEX: reference to tag 818 tag of original REPO deal

ID of previous if this is a next

568

Rate Direction

524

PriceType

423

N

-

int

• if TOF 524 = '1', FIX 423 = '20'

• if TOF 524 = '2', FIX 423 = '21'

-

Price Convention

573

PriceSubType

10423

N

-

int

If Exists(TOF 573), FIX 10423 = TOF 573

-

-

-

ExecType

150

N

F = Trade

G = Trade Correct

H = Trade Cancel

char

 FIX 150 = 'F'

-

Currency 1

517

Symbol

55

Y

Format: Crncy1/Crncy2

String

FIX 55 = concat (TOF 517, '/', TOF 518)

Crncy1, Crncy2 - 3 character ISO Currency code. Example: 'USD/JPY', 'EUR/USD'

Currency 2

518

-

-

SecurityID

48

N

-

String

Not mapped

-

-

-

SecurityIDSource

22

N

4 = ISIN Code

String

Not mapped

-

-

-

Product

460

N

2 = Commodity

4 = Currency

5 = Equity

6 = Government

8 = Loan

11 = Municipal

int

• if DealType = FXDeposit || DealType = FXFRA FIX 460 = '9'

• else FIX 460 = '4'

-

-

-

CFICode

461

N

MRCXXX = Currency

ESXXXX = Common stock

EPXXXX = Preferred stock

DBXXXX = Bonds

EUXXXX = Mutual fund

"OgsCXN" = Non-standardized Option on Currency.

g: C=Call / P=Put,

s: A=American / E=European.

String

• if DealType = FXDeposit || DealType = FXFRA FIX 461 = 'DCXXXX'

• else FIX FIX 461 = 'MRCXXX'

Indicates the type of security using ISO standard, Classification of Financial Instruments (CFI code) values. 

-

-

SecurityType

167

Y

CS = Common stock

PS = Preferred stock

EUSOV = Eurobond

MUNI = Municipal bond

BN = Bank notes

CORP = Corporate bond

MF = Mutual fund

FOR = Foreign Exchange Contract

OPT = Options

String

• if DealType = FXDeposit || DealType = FXFRA FIX 167 = 'CD'

• else FIX FIX 167 = 'FOR'

Settlement

674

SecuritySubType

762

N

‘DELIVERABLE’
‘NON-DELIVERABLE’

String

• if TOF 674 == '1', FIX 762 == 'DELIVERABLE'

• if TOF 674 == '2', FIX 762 == 'NON-DELIVERABLE'

• else don't map

-

Pure-Deal type

569

SecurityDesc

107

N

 -

String

• If Deal type = 'FXSpot', FIX 107 = 'FXSPOT'

• If Deal type = 'FXSwap', FIX 107 = 'FXSWAP'

• If Deal type = 'FXFwd', FIX 107 = 'FXFORW'

• If Deal type = 'NDF', FIX 107 = 'NDF'

• If Deal type = 'FXFRA', FIX 107 = 'FXFRA'

• If Deal type = 'FXDeposit', FIX 107 = 'DEPZ'

Please see Deal Types recognition rules for details of Deal type recognition.

Security description

FRA Fixing Date/Fixing Date Period 1

554

FRA Settlement Date/Fixing Date Period 2

555

Source Reference

501

TradeID

1003

N

-

String

FIX 1003 = TOF 501

-

Secondary Source Reference

539

SecondaryTradeID

1040

N

-

String

FIX 1040 = TOF 539

-

 -

 -

NoEvents

864

N

-

NumInGroup

• If NoEvents repeating group is not empty/absent, create new repeating group entry NoEvents (864) = 1

• else NoEvents (864) = current tag value + 1

-

FRA Fixing Date/Fixing Date Period 1

554

EventType

=> 865

Y

 -

 int

FIX 865 [1] = '101'

 -

EventDate

 => 866

Y

 -

 LocalMktDate

FIX 866 [1] = convert2LocalMktDate(TOF 554)

 -

-

-

NoUnderlyings