TradeCaptureReport(AE) — Production FIX API

TradeCaptureReport(AE) delivers executed trade details on the Deribit production FIX API in response to a TradeCaptureReportRequest or as unsolicited updates.

Used to report trades between counterparties.

Tag	Name	Type	Required	Comments
568	TradeRequestId	String	No	Request ID if the Trade Capture Report AE is in response to a Trade Capture Report Request AD
570	PreviouslyReported	Boolean	Yes	Indicates if the trade capture report was previously reported to the counterparty
55	Symbol	String	Yes	Common, “human understood” representation of the security, e.g., BTC-28JUL17, see instrument naming convention for more details
32	LastQty	Qty	Yes	Trade Quantity
31	LastPx	Price	Yes	Trade Price
1003	TradeId	String	Yes	The unique ID assigned to the trade
1040	SecondaryTradeId	String	No	Block Trade ID or Combo Trade ID
75	TradeDate	LocalMktDate	Yes	Indicates date of trade referenced in this message in YYYYMMDD format.
60	TransactTime	UTCTimestamp	Yes	Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as “GMT”)
555	NoLegs	NumInGroup	No	Number of legs. Identifies a Multi-leg Execution if present and non-zero.
600	LegSymbol	String	No	Multileg instrument’s individual security’s Symbol.
687	LegQty	Qty	Yes	Quantity of the leg
566	LegPrice	Price	Yes	Price for leg of a multileg
624	LegSide	Char	Yes	The side of this individual leg (multileg security). Valid values: 1 - Buy 2- Sell
552	NoSides	NumInGroup	Yes	Number of sides
54	Side	Char	Yes	Side of order. Valid values: 1 - Buy 2- Sell
37	OrderId	String	Yes	Unique identifier for Order as assigned by sell-side
12	Commission	Amt	Yes	Commission deducted from the requesting party
479	CommCurrency	Currency	Yes	Specifies currency to be use for Commission 12