FIX 4.4. ExecutionReport tag for Eurex field posTrnTyp

, ,
1

Imported from previous forum

2

Hi all,

could anybody suggest which FIX 4.4 field is appropriate to represent this Eurex field (possibly a question for Hanno Klein from Deutsche Börse):

Message: 5.2.15 Subscribe Trade Confirmation
Field: 7.461 posTrnTyp
Description:
This field contains a code that identifies what type of position transaction is being sent. It is possible that in the future additional types of position transactions will be used.

Eurex Release 10.0
VALUES API Member Front End Development Guide
Volume 2 - Eurex Application Requests
Final Version

I did not find any user defined field in the repository.

Many thanks, Jörg

3

The best fit is still tag 829=TrdSubType in conjunction with tag 828=TrdType which both also allow user-defined values above 1000 as of FIX 5.0 SP1. Within market data, there is also tag 277=TradeCondition but it does not allow user-defined values.

Regards,
Hanno.

Hi all,

could anybody suggest which FIX 4.4 field is appropriate to
represent this Eurex field (possibly a question for Hanno Klein from
Deutsche Börse):

Message: 5.2.15 Subscribe Trade Confirmation Field: 7.461 posTrnTyp
Description: This field contains a code that identifies what type of
position transaction is being sent. It is possible that in the future
additional types of position transactions will be used.

Eurex Release 10.0 VALUES API Member Front End Development Guide Volume
2 - Eurex Application Requests Final Version

I did not find any user defined field in the repository.

Many thanks, Jörg

4

The best fit is still tag 829=TrdSubType in conjunction with tag
828=TrdType which both also allow user-defined values above 1000 as of
FIX 5.0 SP1. Within market data, there is also tag 277=TradeCondition
but it does not allow user-defined values.

Many thanks, Hanno.

Please, could you advise how we could incorporate it into a FIX 4.4 ExecutionReport. Tags 828 and 829 are only allowed for TradeCapture stuff. Are you aware of any user-defined field, e.g. for Xentric Gateway?

Cheers, Jörg

Hi all,

could anybody suggest which FIX 4.4 field is appropriate to
represent this Eurex field (possibly a question for Hanno Klein from
Deutsche Börse):

Message: 5.2.15 Subscribe Trade Confirmation Field: 7.461 posTrnTyp
Description: This field contains a code that identifies what type of
position transaction is being sent. It is possible that in the future
additional types of position transactions will be used.

Eurex Release 10.0 VALUES API Member Front End Development Guide
Volume 2 - Eurex Application Requests Final Version

I did not find any user defined field in the repository.

Many thanks, Jörg

5

Xentric FIX Gateway only covers order handling and execution, no trade confirmations. I believe the FIX ExecutionReport is not intended to capture information about post trade transactions. That is rather the area of TradeCaptureReport messages and therefore the two fields are only part of the TCR and not the ER. What exactly are you trying to convey with the ER? Is it primarily about avoiding the addition of TCR as message type to the scope of your FIX interface?

In terms of user-defined fields there are a few that go into the direction you are looking at and some were intended for the ExecutionReport as well:

6520=TradeTypeCodeList
6533=PublicTradeTypeCodeList
5053=TradeType2
6524=TransactionType
5014=TradeMode

Have a look to see if they fit in one way or another.

Regards,
Hanno.

The best fit is still tag 829=TrdSubType in conjunction with tag
828=TrdType which both also allow user-defined values above 1000 as of
FIX 5.0 SP1. Within market data, there is also tag 277=TradeCondition
but it does not allow user-defined values.

Many thanks, Hanno.

Please, could you advise how we could incorporate it into a FIX
4.4 ExecutionReport. Tags 828 and 829 are only allowed for
TradeCapture stuff. Are you aware of any user-defined field, e.g.
for Xentric Gateway?

Cheers, Jörg

Hi all,

could anybody suggest which FIX 4.4 field is appropriate to
represent this Eurex field (possibly a question for Hanno Klein from
Deutsche Börse):

Message: 5.2.15 Subscribe Trade Confirmation Field: 7.461 posTrnTyp
Description: This field contains a code that identifies what type of
position transaction is being sent. It is possible that in the
future additional types of position transactions will be used.

Eurex Release 10.0 VALUES API Member Front End Development Guide
Volume 2 - Eurex Application Requests Final Version

I did not find any user defined field in the repository.

Many thanks, Jörg

6

Xentric FIX Gateway only covers order handling and execution, no trade
confirmations. I believe the FIX ExecutionReport is not intended to
capture information about post trade transactions. That is rather the
area of TradeCaptureReport messages and therefore the two fields are
only part of the TCR and not the ER. What exactly are you trying to
convey with the ER? Is it primarily about avoiding the addition of TCR
as message type to the scope of your FIX interface?

It is for a customer specific interface, and our customer just wants the ExecutionReport, nothing else.

In terms of user-defined fields there are a few that go into the
direction you are looking at and some were intended for the
ExecutionReport as well:

6520=TradeTypeCodeList 6533=PublicTradeTypeCodeList 5053=TradeType2
6524=TransactionType 5014=TradeMode

Have a look to see if they fit in one way or another.

Many thanks for your suggestions!

Cheers, Jörg