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.5.0SP1, 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 | 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 | |||
39 | OrdStatus | 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 | Intraday(ITD), Regular Trading Hours(EOD), | FIX.4.4 | ||
717 | SettlSessSubID | FIX.4.4 | |||
854 | QtyType | FIX.4.4 | |||
32 | LastQty | FIX.4.4 | |||
31 | LastPx | FIX.4.4 | |||
669 | LastParPx | FIX.4.4 | |||
1056 | CalculatedCcyLastQty | FIX.4.4 | |||
1071 | LastSwapPoints | FIX.4.4 | |||
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 | |||
852 | PublishTrdIndicator | FIX.4.4 | |||
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 | FIX.4.4 | |||
64 | SettlDate | FIX.4.4 | |||
Block | StandardTrailer | Y | FIX.4.4 |