TradeCaptureReport (MsgType AE)
TradeCaptureReport is the FIX message with MsgType AE, defined in FIX 4.4 and FIX 5.0 SP2. It is an application-level message: it carries a business event rather than managing the session. Its body has 59 top-level members once the standard header and trailer are counted.
A real TradeCaptureReport
| Tag | Field | Wire value | Meaning |
|---|---|---|---|
| 8 | BeginString | FIX.4.4 | |
| 9 | BodyLength | 165 | |
| 35 | MsgType | AE | Trade Capture Report |
| 49 | SenderCompID | BOARTEAM | |
| 56 | TargetCompID | COUNTERPARTY | |
| 34 | MsgSeqNum | 2 | |
| 52 | SendingTime | 20240101-12:00:00.000 | |
| 571 | TradeReportID | EXAMPLE | |
| 570 | PreviouslyReported | N | not reported to counterparty |
| 32 | LastQty | 1000000 | |
| 31 | LastPx | 1.09210 | |
| 75 | TradeDate | 20240101 | |
| 60 | TransactTime | 20240101-12:00:00.000 | |
| 552 | NoSides1 entry | 1 | repeating group |
| 54 | Side | 1 | Buy |
| 37 | OrderID | ORD-10042 | |
| 10 | CheckSum | 175 |
Shown with | separators for readability. On the wire FIX uses SOH (0x01), an invisible control byte — and because BodyLength and CheckSum are computed over the actual bytes, the two forms have different checksums. Both are valid and both decode here.
Generated from the FIX 4.4 dictionary and verified at build time: it parses and validates with no issues. Open the decoder to try your own message.
Message body — FIX 4.4
Components are listed by name and link to their own page rather than being expanded inline; repeating groups are expanded, including where they nest.
- —Standard Message HeadercomponentRequired
- 571TradeReportIDRequired
- 487TradeReportTransTypeOptional
- 856TradeReportTypeOptional
- 568TradeRequestIDOptional
- 828TrdTypeOptional
- 829TrdSubTypeOptional
- 855SecondaryTrdTypeOptional
- 830TransferReasonOptional
- 150ExecTypeOptional
- 748TotNumTradeReportsOptional
- 912LastRptRequestedOptional
- 325UnsolicitedIndicatorOptional
- 263SubscriptionRequestTypeOptional
- 572TradeReportRefIDOptional
- 881SecondaryTradeReportRefIDOptional
- 818SecondaryTradeReportIDOptional
- 820TradeLinkIDOptional
- 880TrdMatchIDOptional
- 17ExecIDOptional
- 39OrdStatusOptional
- 527SecondaryExecIDOptional
- 378ExecRestatementReasonOptional
- 570PreviouslyReportedRequired
- 423PriceTypeOptional
- —InstrumentcomponentRequired
- —FinancingDetailscomponentOptional
- —OrderQtyDatacomponentOptional
- 854QtyTypeOptional
- —YieldDatacomponentOptional
- —UndInstrmtGrpcomponentOptional
- 822UnderlyingTradingSessionIDOptional
- 823UnderlyingTradingSessionSubIDOptional
- 32LastQtyRequired
- 31LastPxRequired
- 669LastParPxConditional
- 194LastSpotRateOptional
- 195LastForwardPointsOptional
- 30LastMktOptional
- 75TradeDateRequired
- 715ClearingBusinessDateOptional
- 6AvgPxOptional
- —SpreadOrBenchmarkCurveDatacomponentOptional
- 819AvgPxIndicatorOptional
- —PositionAmountDatacomponentOptional
- 442MultiLegReportingTypeOptional
- 824TradeLegRefIDOptional
- —TrdInstrmtLegGrpcomponentOptional
- 60TransactTimeRequired
- —TrdRegTimestampscomponentOptional
- 63SettlTypeOptional
- 64SettlDateConditional
- 573MatchStatusOptional
- 574MatchTypeOptional
- —TrdCapRptSideGrpcomponentRequired
- 797CopyMsgIndicatorOptional
- 852PublishTrdIndicatorOptional
- 853ShortSaleReasonOptional
- —Standard Message TrailercomponentRequired
Message body — FIX 5.0 SP2
Components are listed by name and link to their own page rather than being expanded inline; repeating groups are expanded, including where they nest.
- —Standard Message HeadercomponentRequired
- —ApplicationSequenceControlcomponentOptional
- 571TradeReportIDOptional
- 1003TradeIDOptional
- 1040SecondaryTradeIDOptional
- 1041FirmTradeIDOptional
- 1042SecondaryFirmTradeIDOptional
- 487TradeReportTransTypeOptional
- 856TradeReportTypeOptional
- 939TrdRptStatusOptional
- 568TradeRequestIDOptional
- 828TrdTypeOptional
- 829TrdSubTypeOptional
- 855SecondaryTrdTypeOptional
- 1123TradeHandlingInstrOptional
- 1124OrigTradeHandlingInstrOptional
- 1125OrigTradeDateOptional
- 1126OrigTradeIDOptional
- 1127OrigSecondaryTradeIDOptional
- 830TransferReasonOptional
- 150ExecTypeOptional
- 748TotNumTradeReportsOptional
- 912LastRptRequestedOptional
- 325UnsolicitedIndicatorOptional
- 263SubscriptionRequestTypeOptional
- 572TradeReportRefIDOptional
- 881SecondaryTradeReportRefIDOptional
- 818SecondaryTradeReportIDOptional
- 820TradeLinkIDOptional
- 880TrdMatchIDOptional
- 17ExecIDOptional
- 527SecondaryExecIDOptional
- 378ExecRestatementReasonOptional
- 570PreviouslyReportedOptional
- 423PriceTypeOptional
- —RootPartiescomponentOptional
- 1015AsOfIndicatorOptional
- 716SettlSessIDOptional
- 717SettlSessSubIDOptional
- 1430VenueTypeOptional
- 1300MarketSegmentIDOptional
- 1301MarketIDOptional
- —InstrumentcomponentRequired
- —FinancingDetailscomponentOptional
- 854QtyTypeOptional
- —YieldDatacomponentOptional
- —UndInstrmtGrpcomponentOptional
- 822UnderlyingTradingSessionIDOptional
- 823UnderlyingTradingSessionSubIDOptional
- 32LastQtyRequired
- 31LastPxRequired
- 1056CalculatedCcyLastQtyOptional
- 15CurrencyOptional
- 120SettlCurrencyOptional
- 669LastParPxOptional
- 194LastSpotRateOptional
- 195LastForwardPointsOptional
- 1071LastSwapPointsOptional
- 30LastMktOptional
- 75TradeDateOptional
- 715ClearingBusinessDateOptional
- 6AvgPxOptional
- —SpreadOrBenchmarkCurveDatacomponentOptional
- 819AvgPxIndicatorOptional
- —PositionAmountDatacomponentOptional
- 442MultiLegReportingTypeOptional
- 824TradeLegRefIDOptional
- —TrdInstrmtLegGrpcomponentOptional
- 60TransactTimeOptional
- —TrdRegTimestampscomponentOptional
- 63SettlTypeOptional
- 64SettlDateOptional
- 987UnderlyingSettlementDateOptional
- 573MatchStatusOptional
- 574MatchTypeOptional
- —TrdCapRptSideGrpcomponentRequired
- 1188VolatilityOptional
- 1380DividendYieldOptional
- 1190RiskFreeRateOptional
- 1382CurrencyRatioOptional
- 797CopyMsgIndicatorOptional
- —TrdRepIndicatorsGrpcomponentOptional
- 852PublishTrdIndicatorOptional
- 1390TradePublishIndicatorOptional
- 853ShortSaleReasonOptional
- 994TierCodeOptional
- 1011MessageEventSourceOptional
- 779LastUpdateTimeOptional
- 991RndPxOptional
- 1132TZTransactTimeOptional
- 1134ReportedPxDiffOptional
- 381GrossTradeAmtOptional
- 1328RejectTextOptional
- 1329FeeMultiplierOptional
- —Standard Message TrailercomponentRequired
What changed between the dialects
Present in FIX 4.4 only (2)
tag 39, OrderQtyData
Present in FIX 5.0 SP2 only (38)
ApplicationSequenceControl, tag 1003, tag 1040, tag 1041, tag 1042, tag 939, tag 1123, tag 1124, tag 1125, tag 1126, tag 1127, RootParties, tag 1015, tag 716, tag 717, tag 1430, tag 1300, tag 1301, tag 1056, tag 15, tag 120, tag 1071, tag 987, tag 1188, tag 1380, tag 1190, tag 1382, TrdRepIndicatorsGrp, tag 1390, tag 994, tag 1011, tag 779, tag 991, tag 1132, tag 1134, tag 381, tag 1328, tag 1329
Handle TradeCaptureReport in TypeScript
import { createFixEngine } from "@boarteam/fix";import { dictionary } from "@boarteam/fix-dict-fix44";const fix = createFixEngine(dictionary);const { message, issues } = fix.parse(raw);if (message.msgType === "AE") { message.name; // "TradeCaptureReport" // fields are keyed by tag; repeating groups live on message.groups}// Problems come back as data, never as exceptions:issues; // FixIssue[]fix.validate(message); // dictionary-level problemsDecode this in your own code
The same engine that produced the decoded example above is an Apache-2.0 npm package with zero runtime dependencies. It runs in Node and in the browser, and parse() returns problems as data instead of throwing.
npm i @boarteam/fix @boarteam/fix-dict-fix44