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FIX 4.4 : Trade Capture Report Request Ack <AQ> message

Structure | Related Messages

Description

The Trade Capture Request Ack message is used to:

  • Provide an acknowledgement to a Trade Capture Report Request <AD> in the case where the Trade Capture Report Request <AD> is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod.
  • Provide an acknowledgement to a Trade Capture Report Request <AD> in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments.
  • Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request <AD>
  • The Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc.

NOTE: A Trade Capture Report Request Ack <AQ> is not required if one or more Trade Capture Reports will be returned in-band immediately.

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = AQ
568 TradeRequestID Y

Identifier for the trade request
569 TradeRequestType Y
263 SubscriptionRequestType N

Used to subscribe / unsubscribe for trade capture reports

If the field is absent, the value 0 will be the default
748 TotNumTradeReports N

Number of trade reports returned
749 TradeRequestResult Y

Result of Trade Request
750 TradeRequestStatus Y

Status of Trade Request
Component Block - <Instrument> Y

Insert here the set of "<Instrument>" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

711 NoUnderlyings N
=> Component Block - <UnderlyingInstrument> N

Required when NoUnderlyings <711> > 0

555 NoLegs N

Number of legs

NoLegs <555> > 0 identifies a Multi-leg Execution

=> Component Block - <InstrumentLeg> N

Must be provided if NoLegs <555> > 0

442 MultiLegReportingType N

Specify type of multileg reporting to be returned.
725 ResponseTransportType N

Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726 ResponseDestination N

URI destination name. Used if ResponseTransportType <725> is out-of-band.

58 Text N

May be used by the executing market to record any execution Details that are particular to that market
354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

<MessageTrailer> Y  

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