TradeCaptureReportAck <AR> message – FIX 5.0 – FIX Dictionary

FIX 5.0 : TradeCaptureReportAck <AR> message

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
<MessageHeader>		Y	MsgType <35> = 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
39	OrdStatus	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	Intraday(ITD), Regular Trading Hours(EOD),
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
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
<MessageTrailer>		Y

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