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FIX 5.0 SP2 : TradeCaptureReportAck <AR> message

Structure | Related Messages

Description

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

Trade Capture Report Ack

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = AR
571 TradeReportID N Unique identifier for the Trade Capture Report
487 TradeReportTransType N Identifies Trade Report message transaction type.
856 TradeReportType N Indicates action to take on trade
828 TrdType N
829 TrdSubType N
855 SecondaryTrdType N
830 TransferReason N
150 ExecType N

Type of Execution being reported:

Uses subset of ExecType for Trade Capture Reports
572 TradeReportRefID N The TradeReportID that is being referenced for some action, such as correction or cancelation
881 SecondaryTradeReportRefID N The SecondaryTradeReportID that is being referenced for some action, such as correction or cancelation
939 TrdRptStatus N Status of Trade Report
751 TradeReportRejectReason N Reason for Rejection of Trade Report
818 SecondaryTradeReportID N
263 SubscriptionRequestType N

Used to subscribe / unsubscribe for trade capture reports

If the field is absent, the value 0 will be the default
820 TradeLinkID N Used to associate a group of trades together. Useful for average price calculations.
880 TrdMatchID N
17 ExecID N Exchanged assigned Execution ID (Trade Identifier)
527 SecondaryExecID N
Component Block - <Instrument> Y Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
60 TransactTime N Time ACK was issued by matching system, trading system or counterparty
Component Block - <TrdRegTimestamps> N
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 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 field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
Component Block - <TrdInstrmtLegGrp> N
635 ClearingFeeIndicator N
378 ExecRestatementReason N
570 PreviouslyReported N
423 PriceType N
822 UnderlyingTradingSessionID N
854 QtyType N
823 UnderlyingTradingSessionSubID N
32 LastQty N
31 LastPx N
669 LastParPx N
194 LastSpotRate N
195 LastForwardPoints N
30 LastMkt N
75 TradeDate N
715 ClearingBusinessDate N
6 AvgPx N
819 AvgPxIndicator N
442 MultiLegReportingType N
824 TradeLegRefID N
63 SettlType N
573 MatchStatus N
574 MatchType N
797 CopyMsgIndicator N
852 PublishTrdIndicator N
853 ShortSaleReason N
64 SettlDate N
716 SettlSessID N
717 SettlSessSubID N
Component Block - <PositionAmountData> N Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
994 TierCode N Indicates the algorithm (tier) used to match a trade
1011 MessageEventSource N Used to identify the event or source which gave rise to a message
779 LastUpdateTime N Used to indicate reports after a specific time
991 RndPx N Specifies the rounded price to quoted precision.
Component Block - <TrdCapRptAckSideGrp> N
1015 AsOfIndicator N Indicates if the trade is an outtrade from a previous day
1003 TradeID N
1040 SecondaryTradeID N
1041 FirmTradeID N
1042 SecondaryFirmTradeID N
1056 CalculatedCcyLastQty N
1071 LastSwapPoints N
381 GrossTradeAmt N (LastQty(32) * LastPx(31) or LastParPx(669)) For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price.
Component Block - <RootParties> N Insert here the set of "Root Parties" (firm identification) fields defined in "common components of application messages" Range of values on report:
1123 TradeHandlingInstr N
1124 OrigTradeHandlingInstr N
1125 OrigTradeDate N Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer
1126 OrigTradeID N Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer
1127 OrigSecondaryTradeID N Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer
Component Block - <UndInstrmtGrp> N
1135 RptSys N
15 Currency N Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout
120 SettlCurrency N Contra currency of the deal. Used to qualify CalculatedCcyLastQty
1329 FeeMultiplier N
Component Block - <TrdRepIndicatorsGrp> N
1390 TradePublishIndicator N
1430 VenueType N
1300 MarketSegmentID N
1301 MarketID N
Component Block - <StandardTrailer> Y

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