FIX.Latest_EP272 Message

TradeAggregationRequest [type 'DW']

<TrdAggrtnReq>

TradeAggregationRequest(35=DW) is used to request that the identified trades between the initiator and respondent be aggregated together for further processing.

Pedigree Added EP247

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderHdrYMsgType=DWAdded EP247
2786TradeAggregationRequestIDReqIDYUnique identifier for the message.Added EP247
2787TradeAggregationRequestRefIDRefID Required when TradeAggregationTransType(2788)=1 (Cancel) or 2 (Replace)Added EP247
2788TradeAggregationTransTypeTransTypYAdded EP247
2789AggregatedQtyAggQty Added EP247
15CurrencyCcy Added EP247
6AvgPxAvgPx Added EP247
54SideSideYAdded EP247
2349PricePrecisionPxPrcsn Added EP247
ComponentOrderAggregationGrpOrdAggrtn Maybe used to specify the IDs of the orders being aggregated together.Added EP247
ComponentExecutionAggregationGrpExecAggrtn Maybe used to specify the IDs of the execution fills being aggregated together.Added EP247
1AccountAcct Added EP247
ComponentInstrumentInstrmtYAdded EP247
ComponentPartiesPty Added EP247
ComponentStandardTrailerTrlrYAdded EP247