TrdRegTimestampType

Tag 770

TrdRegTimestampType

Abbreviation: Typ
Typeint
Tag770
AddedFIX.4.4
Used in8 messages

Description

Traded / Regulatory timestamp type Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions)

Wire Format & Usage Example

Single field (key=value)
770=1 (ExecutionTime)
In a FIX message (TradeCaptureReport)
8=FIX.4.4 | 9=... | 35=AE | 49=SENDER | 56=TARGET | 34=1 | 52=20240101-09:30:00.000 |  | 770=1 (ExecutionTime) |  | 10=...

Fields are delimited by SOH (ASCII 0x01), shown here as " | ". The highlighted field 770=1 (ExecutionTime) is this field's position in the message.

All valid values
WireNameDescription
770=1ExecutionTimeExecution Time
770=2TimeInTime In
770=3TimeOutTime Out
770=4BrokerReceiptBroker Receipt
770=5BrokerExecutionBroker Execution

Enumerated Values

5
ValueSymbolic NameDescriptionAdded
1ExecutionTimeExecution TimeFIX.4.4
2TimeInTime InFIX.4.4
3TimeOutTime OutFIX.4.4
4BrokerReceiptBroker ReceiptFIX.4.4
5BrokerExecutionBroker ExecutionFIX.4.4