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.5.0, FIX.5.0SP1, FIX.5.0SP2, 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 | Y | 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 | |||
| 830 | TransferReason | FIX.4.4 | |||
| 150 | ExecType | Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports |
Y | 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 | ||
| 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 | |||
| 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 | |||
| Block | Instrument | Insert here the set of “Instrument” (symbology) fields defined in “Common Components of Application Messages” | Y | FIX.4.4 | |
| 60 | TransactTime | Time ACK was issued by matching system, trading system or counterparty | 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 | ||
| ImplicitBlockRepeating | TrdInstrmtLegGrp | Number of legs Identifies a Multi-leg Execution if present and non-zero. |
FIX.4.4 | ||
| 635 | ClearingFeeIndicator | FIX.4.4 | |||
| 528 | OrderCapacity | The capacity of the participant for this trade (principal or agent for example). | FIX.4.4 | ||
| 529 | OrderRestrictions | Restrictions associated with the participant and their capacity for this trade. | FIX.4.4 | ||
| 582 | CustOrderCapacity | The customer capacity for this trade | FIX.4.4 | ||
| 1 | Account | Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary | FIX.4.4 | ||
| 660 | AcctIDSource | FIX.4.4 | |||
| 581 | AccountType | Specifies type of account | FIX.4.4 | ||
| 77 | PositionEffect | For use in derivatives omnibus accounting | FIX.4.4 | ||
| 591 | PreallocMethod | FIX.4.4 | |||
| ImplicitBlockRepeating | TrdAllocGrp | Number of repeating groups for trade allocation | FIX.4.4 | ||
| Block | StandardTrailer | Y | FIX.4.4 |