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 in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = AR | Y | FIX.4.4 | |
| 571 | TradeReportID | Unique identifier for the Trade Capture Report | FIX.4.4 | ||
| 1003 | TradeID | FIX.4.4 | |||
| 1040 | SecondaryTradeID | FIX.4.4 | |||
| 1041 | FirmTradeID | FIX.4.4 | |||
| 1042 | SecondaryFirmTradeID | FIX.4.4 | |||
| 487 | TradeReportTransType | Identifies Trade Report message transaction type. | FIX.4.4 | ||
| 856 | TradeReportType | Indicates action to take on trade | FIX.4.4 | ||
| 828 | TrdType | FIX.4.4 | |||
| 829 | TrdSubType | FIX.4.4 | |||
| 855 | SecondaryTrdType | FIX.4.4 | |||
| 1123 | TradeHandlingInstr | FIX.4.4 | |||
| 1124 | OrigTradeHandlingInstr | FIX.4.4 | |||
| 1125 | OrigTradeDate | Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer | FIX.4.4 | ||
| 1126 | OrigTradeID | Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer | FIX.4.4 | ||
| 1127 | OrigSecondaryTradeID | Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer | FIX.4.4 | ||
| 830 | TransferReason | FIX.4.4 | |||
| BlockRepeating | RootParties | Insert here the set of "Root Parties" (firm identification) fields defined in "common components of application messages" Range of values on report: | FIX.4.4 | ||
| 150 | ExecType | Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports |
FIX.4.4 | ||
| 572 | TradeReportRefID | The TradeReportID that is being referenced for some action, such as correction or cancellation | FIX.4.4 | ||
| 881 | SecondaryTradeReportRefID | The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation | FIX.4.4 | Y | |
| 939 | TrdRptStatus | Status of Trade Report | FIX.4.4 | ||
| 751 | TradeReportRejectReason | Reason for Rejection of Trade Report | FIX.4.4 | ||
| 818 | SecondaryTradeReportID | FIX.4.4 | Y | ||
| 263 | SubscriptionRequestType | Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default |
FIX.4.4 | ||
| 820 | TradeLinkID | Used to associate a group of trades together. Useful for average price calculations. | FIX.4.4 | ||
| 880 | TrdMatchID | FIX.4.4 | |||
| 17 | ExecID | Exchanged assigned Execution ID (Trade Identifier) | FIX.4.4 | ||
| 527 | SecondaryExecID | FIX.4.4 | |||
| 378 | ExecRestatementReason | FIX.4.4 | |||
| 570 | PreviouslyReported | FIX.4.4 | |||
| 423 | PriceType | FIX.4.4 | |||
| 822 | UnderlyingTradingSessionID | FIX.4.4 | |||
| 823 | UnderlyingTradingSessionSubID | FIX.4.4 | |||
| 716 | SettlSessID | FIX.4.4 | |||
| 717 | SettlSessSubID | FIX.4.4 | |||
| 854 | QtyType | FIX.4.4 | |||
| 32 | LastQty | FIX.4.4 | |||
| 31 | LastPx | FIX.4.4 | |||
| 1430 | VenueType | FIX.5.0SP1 (EP 88) | |||
| 1300 | MarketSegmentID | FIX.5.0SP1 (EP 88) | |||
| 1301 | MarketID | FIX.5.0SP1 (EP 88) | |||
| 669 | LastParPx | FIX.4.4 | |||
| 1056 | CalculatedCcyLastQty | FIX.4.4 | |||
| 1071 | LastSwapPoints | FIX.4.4 | |||
| 15 | Currency | Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout | FIX.5.0 | ||
| 120 | SettlCurrency | Contra currency of the deal. Used to qualify CalculatedCcyLastQty | FIX.5.0 | ||
| 194 | LastSpotRate | FIX.4.4 | |||
| 195 | LastForwardPoints | FIX.4.4 | |||
| 30 | LastMkt | FIX.4.4 | |||
| 75 | TradeDate | FIX.4.4 | |||
| 715 | ClearingBusinessDate | FIX.4.4 | |||
| 6 | AvgPx | FIX.4.4 | |||
| 819 | AvgPxIndicator | FIX.4.4 | |||
| 442 | MultiLegReportingType | FIX.4.4 | |||
| 824 | TradeLegRefID | FIX.4.4 | |||
| 63 | SettlType | FIX.4.4 | |||
| OptimisedImplicitBlockRepeating | UndInstrmtGrp | FIX.4.4 | |||
| 573 | MatchStatus | FIX.4.4 | |||
| 574 | MatchType | FIX.4.4 | |||
| 797 | CopyMsgIndicator | FIX.4.4 | |||
| ImplicitBlockRepeating | TrdRepIndicatorsGrp | FIX.5.0 | |||
| 852 | PublishTrdIndicator | FIX.4.4 | Y | ||
| 1390 | TradePublishIndicator | FIX.5.0 | |||
| 853 | ShortSaleReason | FIX.4.4 | |||
| ImplicitBlockRepeating | TrdInstrmtLegGrp | FIX.4.4 | |||
| BlockRepeating | TrdRegTimestamps | FIX.4.4 | |||
| 725 | ResponseTransportType | Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. | FIX.4.4 | ||
| 726 | ResponseDestination | URI destination name. Used if ResponseTransportType is out-of-band. | FIX.4.4 | ||
| 58 | Text | May be used by the executing market to record any execution Details that are particular to that market | FIX.4.4 | ||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.4.4 | ||
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.4 | ||
| 1015 | AsOfIndicator | Indicates if the trade is an outtrade from a previous day | FIX.4.4 | ||
| 635 | ClearingFeeIndicator | FIX.4.4 | |||
| BlockRepeating | PositionAmountData | Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" | FIX.4.4 | ||
| 994 | TierCode | Indicates the algorithm (tier) used to match a trade | FIX.4.4 | ||
| 1011 | MessageEventSource | Used to identify the event or source which gave rise to a message | FIX.4.4 | ||
| 779 | LastUpdateTime | Used to indicate reports after a specific time | FIX.4.4 | ||
| 991 | RndPx | Specifies the rounded price to quoted precision. | FIX.4.4 | ||
| ImplicitBlockRepeating | TrdCapRptAckSideGrp | FIX.4.4 | |||
| 1135 | RptSys | FIX.4.4 | |||
| 381 | GrossTradeAmt | (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. | FIX.4.4 | ||
| 64 | SettlDate | FIX.4.4 | |||
| 1329 | FeeMultiplier | FIX.5.0 | |||
| Block | StandardTrailer | Y | FIX.4.4 |