Trade capture reports
Duco provides templates for trade capture reports in FIXML from CME, ICE and NYMEX to be used as data input in a reconciliation process. The data in those XML messages are transformed and mapped to list of fields using the following mapping:
Note: see here for details of the similar reports from OCC
| Duco field name | Field type | TrdCaptRpt | Field in XML |
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TrdCaptRpt Attributes
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| RptID | Text |
TrdCaptRpt/@RptID
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| TransTyp | Text |
TrdCaptRpt/@TransTyp
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| RptTyp | Text |
TrdCaptRpt/@RptTyp
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| TrdTyp | Text |
TrdCaptRpt/@TrdTyp
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| TrdSubTyp | Text |
TrdCaptRpt/@TrdSubTyp
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| TrdTyp2 | Text |
TrdCaptRpt/@TrdTyp2
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| TrnsfrRsn | Text |
TrdCaptRpt/@TrnsfrRsn
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| LinkID | Text |
TrdCaptRpt/@LinkID
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| ExecID | Text |
TrdCaptRpt/@ExecID
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| ExecID2 | Text |
TrdCaptRpt/@ExecID2
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| PrevlyRpted | Text |
TrdCaptRpt/@PrevlyRpted
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| PxTyp | Text |
TrdCaptRpt/@PxTyp
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| LastQty | Decimal |
TrdCaptRpt/@LastQty
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| LastPx | Decimal |
TrdCaptRpt/@LastPx
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| TrdDt | Date |
TrdCaptRpt/@TrdDt
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| BizDt | Date |
TrdCaptRpt/@BizDt
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| AvgPx | Decimal |
TrdCaptRpt/@AvgPx
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| AvgPxInd | Text |
TrdCaptRpt/@AvgPxInd
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| MLEGRptTyp | Text |
TrdCaptRpt/@MLEGRptTyp
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| TxnTm | Date / Time |
TrdCaptRpt/@TxnTm
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| SettlDt | Date |
TrdCaptRpt/@SettlDt
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| MtchStat | Text |
TrdCaptRpt/@MtchStat
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| CopyMsgInd | Text |
TrdCaptRpt/@CopyMsgInd
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Non-standard attributes
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| MsgEvtSrc | Text |
TrdCaptRpt/@MsgEvtSrc
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| TrdID | Text |
TrdCaptRpt/@TrdID
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| SettlCcy | Text |
TrdCaptRpt/@SettlCcy
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| PxSubTyp | Text |
TrdCaptRpt/@PxSubTyp
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| VenueTyp | Text |
TrdCaptRpt/@VenueTyp
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| VenuTyp | Text |
TrdCaptRpt/@VenuTyp
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| OfstInst | Text |
TrdCaptRpt/@OfstInst
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| RndPx | Decimal |
TrdCaptRpt/@RndPx
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| OrigTrdDt | Date |
TrdCaptRpt/@OrigTrdDt
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| OrigTrdID | Text |
TrdCaptRpt/@OrigTrdID
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| DiffPx | Decimal |
TrdCaptRpt/@DiffPx
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| TrdPubInd | Text |
TrdCaptRpt/@TrdPubInd
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| PosEfct | Text |
TrdCaptRpt/@PosEfct
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| InptSrc | Text |
TrdCaptRpt/@InptSrc
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| Ccy | Text |
TrdCaptRpt/@Ccy
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| AvgPxGrpID | Text |
TrdCaptRpt/@AvgPxGrpID
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| MtchID | Text |
TrdCaptRpt/@MtchID
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Instrmt Attributes
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| Instrmt Sym | Text |
TrdCaptRpt/Instrmt/@Sym
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| Instrmt ID | Text |
TrdCaptRpt/Instrmt/@ID
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| Instrmt Src | Text |
TrdCaptRpt/Instrmt/@Src
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| Instrmt CFI | Text |
TrdCaptRpt/Instrmt/@CFI
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| Instrmt SecTyp | Text |
TrdCaptRpt/Instrmt/@SecTyp
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| Instrmt SubTyp | Text |
TrdCaptRpt/Instrmt/@SubTyp
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| Instrmt MMY | Text |
TrdCaptRpt/Instrmt/@MMY
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| Instrmt MatDt | Date |
TrdCaptRpt/Instrmt/@MatDt
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| Instrmt Fctr | Decimal |
TrdCaptRpt/Instrmt/@Fctr
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| Instrmt StrkCcy | Text |
TrdCaptRpt/Instrmt/@StrkCcy
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| Instrmt Mult | Decimal |
TrdCaptRpt/Instrmt/@Mult
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| Instrmt Exch | Text |
TrdCaptRpt/Instrmt/@Exch
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| Instrmt Desc | Text |
TrdCaptRpt/Instrmt/@Desc
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Instrmt non-standard attributes
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| Instrmt UOM | Text |
TrdCaptRpt/Instrmt/@UOM
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| Instrmt UOMQty | Decimal |
TrdCaptRpt/Instrmt/@UOMQty
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| Instrmt PxUOM | Text |
TrdCaptRpt/Instrmt/@PxUOM
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| Instrmt PxUOMQty | Decimal |
TrdCaptRpt/Instrmt/@PxUOMQty
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| Instrmt ValMeth | Text |
TrdCaptRpt/Instrmt/@ValMeth
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| Instrmt PxQteCcy | Text |
TrdCaptRpt/Instrmt/@PxQteCcy
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| Instrmt StrkPx | Decimal |
TrdCaptRpt/Instrmt/@StrkPx
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| Instrmt PutCall | Integer |
TrdCaptRpt/Instrmt/@PutCall
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| Instrmt UOMCcy | Text |
TrdCaptRpt/Instrmt/@UOMCcy
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| Instrmt PxUOMCcy | Text |
TrdCaptRpt/Instrmt/@PxUOMCcy
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| Instrmt PCFctr | Decimal |
TrdCaptRpt/Instrmt/@PCFctr
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| Instrmt StrkMult | Decimal |
TrdCaptRpt/Instrmt/@StrkMult
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| Instrmt StrkValu | Decimal |
TrdCaptRpt/Instrmt/@StrkValu
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Amount attributes
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| TradeVariationAmount | Decimal |
TrdCaptRpt/Amt[@Typ='TVAR']/@Amt
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| TradeVariationCurrency | Text |
TrdCaptRpt/Amt[@Typ='TVAR']/@Ccy
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| CashResidualAmount | Decimal |
TrdCaptRpt/Amt[@Typ='CRES']/@Amt
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| CashResidualCurrency | Text |
TrdCaptRpt/Amt[@Typ='CRES']/@Ccy
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| PremiumAmount | Decimal |
TrdCaptRpt/Amt[@Typ='PREM']/@Amt
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| PremiumCurrency | Text |
TrdCaptRpt/Amt[@Typ='PREM']/@Ccy
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| SettlementDate | Date |
TrdCaptRpt/Amt[@Typ='PREM']/@SettlDt
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Buy side attributes (side = 1)
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| Buy RptSide ClOrdID | Text |
TrdCaptRpt/RptSide[@Side='1']/@ClOrdID
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| Buy RptSide CustCpcty | Text |
TrdCaptRpt/RptSide[@Side='1']/@CustCpcty
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| Buy RptSide OrdTyp | Text |
TrdCaptRpt/RptSide[@Side='1']/@OrdTyp
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| Buy RptSide SesID | Text |
TrdCaptRpt/RptSide[@Side='1']/@SesID
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| Buy RptSide SesSub | Text |
TrdCaptRpt/RptSide[@Side='1']/@SesSub
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| Buy RptSide AllocInd | Text |
TrdCaptRpt/RptSide[@Side='1']/@AllocInd
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| Buy RptSide AgrsrInd | Text |
TrdCaptRpt/RptSide[@Side='1']/@AgrsrInd
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| Buy RptSide ClOrdID2 | Text |
TrdCaptRpt/RptSide[@Side='1']/@ClOrdID2
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| Buy RptSide TmBkt | Text |
TrdCaptRpt/RptSide[@Side='1']/@TmBkt
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| Buy RptSide OrdID | Text |
TrdCaptRpt/RptSide[@Side='1']/@OrdID
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| Buy RptSide StrategyLinkID | Text |
TrdCaptRpt/RptSide[@Side='1']/@StrategyLinkID
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| Buy RptSide InptDev | Text |
TrdCaptRpt/RptSide[@Side='1']/@InptDev
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| Buy RptSide Ccy | Text |
TrdCaptRpt/RptSide[@Side='1']/@Ccy
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| Buy RptSide PosEfct | Text |
TrdCaptRpt/RptSide[@Side='1']/@PosEfct
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| Buy RptSide ExchSpeclInstr | Text |
TrdCaptRpt/RptSide[@Side='1']/@ExchSpeclInstr
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| Buy RptSide MLegRptTyp | Text |
TrdCaptRpt/RptSide[@Side='1']/@MLegRptTyp
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| Buy RptSide TrdID | Text |
TrdCaptRpt/RptSide[@Side='1']/@TrdID
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| Buy RptSide Txt | Text |
TrdCaptRpt/RptSide[@Side='1']/@Txt
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Buy side party attributes
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Buy RptSide ExecutingFirm
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Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='1']/@ID
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Buy RptSide BrokerofCredit
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Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='2']/@ID
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| Buy RptSide ClearingFirm | Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='4']/@ID
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| Buy RptSide EnteringFirm | Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='7']/@ID
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Buy RptSide ExecutingTrader
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Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='12']/@ID
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| Buy RptSide ContraFirm | Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='17']/@ID
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Buy RptSide ContraClearingFirm
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Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='18']/@ID
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Buy RptSide ClearingOrganization
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Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='21']/@ID
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| Buy RptSide Exchange | Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='22']/@ID
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Buy RptSide CustomerAcc
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Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='24']/@ID
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Buy RptSide CustomerAcc Sub ID
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Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='24']/Sub/@ID
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Buy RptSide CustomerAcc Sub Typ
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Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='24']/Sub/@Typ
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Buy RptSide CorrespondentBroker
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Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='26']/@ID
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| Buy RptSide Agent | Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='30']/@ID
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Buy RptSide ContraTrader
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Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='37']/@ID
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Buy RptSide PositionAccount
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Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='38']/@ID
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Buy RptSide PositionAcc Sub ID
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Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='38']/Sub/@ID
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Buy RptSide PositionAcc Sub Typ
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Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='38']/Sub/@Typ
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Buy RptSide Order Entry Oprtr ID
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Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='44']/@ID
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| Buy RptSide Session ID | Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='55']/@ID
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| Buy RptSide Report orig | Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='62']/@ID
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Buy RptSide Report orig Sub ID
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Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='62']/Sub/@ID
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Buy RptSide Report orig Sub Typ
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Text |
TrdCaptRpt/RptSide[@Side='1']/Pty[@R='62']/Sub/@Typ
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Buy side RegTrdID attributes
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Buy RptSide RegTrdID RegTrdID ID
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Text |
TrdCaptRpt/RptSide[@Side='1']/RegTrdID/@ID
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Buy RptSide RegTrdID Src
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Text |
TrdCaptRpt/RptSide[@Side='1']/RegTrdID/@Src
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Buy RptSide RegTrdID Typ
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Text |
TrdCaptRpt/RptSide[@Side='1']/RegTrdID/@Typ
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Buy RptSide RegTrdID Evnt
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Text |
TrdCaptRpt/RptSide[@Side='1']/RegTrdID/@Evnt
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Sell side attributes (side = 2)
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| Sell RptSide ClOrdID | Text |
TrdCaptRpt/RptSide[@Side='2']/@ClOrdID
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| Sell RptSide CustCpcty | Text |
TrdCaptRpt/RptSide[@Side='2']/@CustCpcty
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| Sell RptSide OrdTyp | Text |
TrdCaptRpt/RptSide[@Side='2']/@OrdTyp
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| Sell RptSide SesID | Text |
TrdCaptRpt/RptSide[@Side='2']/@SesID
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| Sell RptSide SesSub | Text |
TrdCaptRpt/RptSide[@Side='2']/@SesSub
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| Sell RptSide AllocInd | Text |
TrdCaptRpt/RptSide[@Side='2']/@AllocInd
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| Sell RptSide AgrsrInd | Text |
TrdCaptRpt/RptSide[@Side='2']/@AgrsrInd
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| Sell RptSide ClOrdID2 | Text |
TrdCaptRpt/RptSide[@Side='2']/@ClOrdID2
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| Sell RptSide TmBkt | Text |
TrdCaptRpt/RptSide[@Side='2']/@TmBkt
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| Sell RptSide OrdID | Text |
TrdCaptRpt/RptSide[@Side='2']/@OrdID
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Sell RptSide StrategyLinkID
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Text |
TrdCaptRpt/RptSide[@Side='2']/@StrategyLinkID
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| Sell RptSide InptDev | Text |
TrdCaptRpt/RptSide[@Side='2']/@InptDev
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| Sell RptSide Ccy | Text |
TrdCaptRpt/RptSide[@Side='2']/@Ccy
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| Sell RptSide PosEfct | Text |
TrdCaptRpt/RptSide[@Side='2']/@PosEfct
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Sell RptSide ExchSpeclInstr
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Text |
TrdCaptRpt/RptSide[@Side='2']/@ExchSpeclInstr
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| Sell RptSide MLegRptTyp | Text |
TrdCaptRpt/RptSide[@Side='2']/@MLegRptTyp
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| Sell RptSide TrdID | Text |
TrdCaptRpt/RptSide[@Side='2']/@TrdID
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| Sell RptSide Txt | Text |
TrdCaptRpt/RptSide[@Side='2']/@Txt
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Sell side party attributes
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Sell RptSide ExecutingFirm
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Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='1']/@ID
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Sell RptSide BrokerofCredit
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Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='2']/@ID
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| Sell RptSide ClearingFirm | Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='4']/@ID
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| Sell RptSide EnteringFirm | Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='7']/@ID
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Sell RptSide ExecutingTrader
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Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='12']/@ID
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| Sell RptSide ContraFirm | Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='17']/@ID
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Sell RptSide ContraClearingFirm
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Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='18']/@ID
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| Sell RptSide ClearingOrg | Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='21']/@ID
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| Sell RptSide Exchange | Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='22']/@ID
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Sell RptSide CustomerAcc
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Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='24']/@ID
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Sell RptSide CustomerAcc Sub ID
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Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='24']/*:Sub/@ID
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Sell RptSide CustomerAcc Sub Typ
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Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='24']/*:Sub/@Typ
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Sell RptSide CorrespondentBroker
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Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='26']/@ID
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| Sell RptSide Agent | Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='30']/@ID
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Sell RptSide ContraTrader
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Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='37']/@ID
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| Sell RptSide PositionAcc | Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='38']/@ID
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Sell RptSide PositionAcc Sub ID
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Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='38']/*:Sub/@ID
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Sell RptSide PositionAcc Sub Typ
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Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='38']/*:Sub/@Typ
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Sell RptSide Order Entr Oprtr ID
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Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='44']/@ID
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| Sell RptSide Session ID | Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='55']/@ID
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| Sell RptSide Report orig | Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='62']/@ID
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Sell RptSide Report orig Sub ID
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Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='62']/*:Sub/@ID
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Sell RptSide Report orig Sub Typ
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Text |
TrdCaptRpt/RptSide[@Side='2']/*:Pty[@R='62']/*:Sub/@Typ
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Sell side RegTrdID attributes
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| Sell RptSide RegTrdID ID | Text |
TrdCaptRpt/RptSide[@Side='2']/*:RegTrdID/@ID
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| Sell RptSide Src | Text |
TrdCaptRpt/RptSide[@Side='2']/*:RegTrdID/@Src
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| Sell RptSide Typ | Text |
TrdCaptRpt/RptSide[@Side='2']/*:RegTrdID/@Typ
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| Sell RptSide Evnt | Text |
TrdCaptRpt/RptSide[@Side='2']/*:RegTrdID/@Evnt
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Underlying attributes
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| Undly CFI | Text |
TrdCaptRpt/Undly/@CFI
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| Undly Desc | Text |
TrdCaptRpt/Undly/@Desc
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| Undly ID | Text |
TrdCaptRpt/Undly/@ID
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| Undly Src | Text |
TrdCaptRpt/Undly/@Src
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| Undly MMY | Text |
TrdCaptRpt/Undly/@MMY
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| Undly SecTyp | Text |
TrdCaptRpt/Undly/@SecTyp
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| Undly Exch | Text |
TrdCaptRpt/Undly/@Exch
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RegTrdID attributes
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| RegTrdID ID | Text |
TrdCaptRpt/RegTrdID/@ID
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| RegTrdID Src | Text |
TrdCaptRpt/RegTrdID/@Src
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