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. |
---|
![]() | 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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