Client-Bound Messages
Trade Capture Report <AE>
Gemini will send a Trade Capture Report <AE> for all fills against orders placed by the client.
This includes orders from all FIX sessions, REST sessions, and orders entered through the UI. See Party IDs and Roles and Third Party Support for a detailed explanation of how party IDs and roles are used.
Fields
| Tag | Name | Description |
|---|---|---|
| Standard Header | MsgType = AE | |
| 571 | TradeReportID | The TradeID. This is compatible with the trade IDs returned through the REST API as well as the ExecID returned in the ExecutionReports in the Order FIX channel. |
| 570 | PreviouslyReported | Will always be N. Client should use the MsgSeqNum, which will be globally unique. |
| 75 | TradeDate | Required by the FIX spec; will be the date associated with the TransactTime below. |
| 60 | TransactTime | The time that the trade was executed. |
| 552 | NoSides | The number of sides, always 1. |
| => 32 | LastQty | The quantity executed. |
| => 31 | LastPx | The price of the execution. |
| => 11 | ClOrdID | The client-assigned order ID. Tag will not be sent for UI-based orders. |
| => 37 | OrderID | The Gemini-assigned order ID. |
| => 54 | Side | The side of the order. Values: 1 = Buy2 = Sell |
| => 58 | Text | Used to store the liquidity code. Will be the literal string:MAKER = Added LiquidityTAKER = Removed Liquidity |
| => 12 | Commission | Fee charged for trade. Negative for rebates. |
| => 13 | CommType | Type of commission. Allowed values: 3 = absolute (total monetary amount) |
| => 479 | CommCurrency | The currency of the fee. |
| => 453 | NoPartyIDs | The number of parties: - 1 signifies an order placed by your own account — see Party IDs and Roles- 2 or 3 signifies third-party support — see Third Party Support |
| => => 448 | PartyID | This will be the CompID of the session that placed the trade. For UI-based orders, this will be the string UI. For REST API orders, this will be the session identifier. |
| => => 447 | PartyIDSource | The source of the party ID. Values: D = Proprietary/Custom Code |
| => => 452 | PartyRole | The role of the party. Values: 11 = Order Origination Trader1 = Executing Firm (used for Third Party Support)24 = Customer Account (used for Third Party Support)16 = Executing System (used for Third Party Support) |
| Standard Trailer |