The Trade Capture Report Ack message can be:
• Used to acknowledge trade capture reports received from a counterparty
• Used to reject a trade capture report received from a counterparty
Added
FIX.4.4
Expand Components | Collapse Components
Field or Component | Field Name | FIXML name | Req'd | Comments | Depr. |
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Component | StandardHeader |
MsgType = AR |
571 | TradeReportID | @RptID |
Unique identifier for the Trade Capture Report | |||
487 | TradeReportTransType | @TransTyp |
Identifies Trade Report message transaction type. | |||
856 | TradeReportType | @RptTyp |
Indicates action to take on trade | |||
828 | TrdType | @TrdTyp | ||||
829 | TrdSubType | @TrdSubTyp | ||||
855 | SecondaryTrdType | @TrdTyp2 | ||||
830 | TransferReason | @TrnsfrRsn | ||||
150 | ExecType | @ExecTyp |
Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports | |||
572 | TradeReportRefID | @RptRefID |
The TradeReportID that is being referenced for some action, such as correction or cancellation | |||
881 | SecondaryTradeReportRefID | @RptRefID2 |
The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation | |||
939 | TrdRptStatus | @TrdRptStat |
Status of Trade Report | |||
751 | TradeReportRejectReason | @RptRejRsn |
Reason for Rejection of Trade Report | |||
818 | SecondaryTradeReportID | @RptID2 | ||||
263 | SubscriptionRequestType | @SubReqTyp |
Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default | |||
820 | TradeLinkID | @LinkID |
Used to associate a group of trades together. Useful for average price calculations. | |||
880 | TrdMatchID | @TrdMtchID | ||||
17 | ExecID | @ExecID |
Exchanged assigned Execution ID (Trade Identifier) | |||
527 | SecondaryExecID | @ExecID2 |
Component | Instrument | Instrmt |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
60 | TransactTime | @TxnTm |
Time ACK was issued by matching system, trading system or counterparty |
Component | TrdRegTimestamps | TrdRegTS |
725 | ResponseTransportType | @RspTransportTyp |
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. | |||
726 | ResponseDestination | @RspDest |
URI destination name. Used if ResponseTransportType is out-of-band. | |||
58 | Text | @Txt |
May be used by the executing market to record any execution Details that are particular to that market | |||
354 | EncodedTextLen | @EncTxtLen |
Must be set if EncodedText field is specified and must immediately precede it. | |||
355 | EncodedText | @EncTxt |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
Component | TrdInstrmtLegGrp | TrdLeg |
Number of legs Identifies a Multi-leg Execution if present and non-zero. |
635 | ClearingFeeIndicator | @ClrFeeInd | ||||
528 | OrderCapacity | @Cpcty |
The capacity of the participant for this trade (principal or agent for example). | |||
529 | OrderRestrictions | @Rstctions |
Restrictions associated with the participant and their capacity for this trade. | |||
582 | CustOrderCapacity | @CustCpcty |
The customer capacity for this trade | |||
1 | Account | @Acct |
Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary | |||
660 | AcctIDSource | @AcctIDSrc | ||||
581 | AccountType | @AcctTyp |
Specifies type of account | |||
77 | PositionEffect | @PosEfct |
For use in derivatives omnibus accounting | |||
591 | PreallocMethod | @PreallocMeth |
Component | TrdAllocGrp | Alloc |
Number of repeating groups for trade allocation |
Component | StandardTrailer |
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