| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2786 | TradeAggregationRequestID | String | ReqID | 0 | The message identifier for the trade aggregation request. | ||||||
| 2787 | TradeAggregationRequestRefID | String | RefID | 0 | Reference identifier to a previously sent trade aggregation message being cancelled or replaced. | ||||||
| 2788 | TradeAggregationTransType | int | TransTyp | 0 | Identifies the trade aggregation transaction type. | ||||||
| 2789 | AggregatedQty | Qty | AggQty | 0 | Total quantity of orders or fills quantity aggregated. | ||||||
| 2790 | TradeAggregationRequestStatus | int | ReqStat | 0 | Status of the trade aggregation request. | ||||||
| 2791 | TradeAggregationRejectReason | int | RejRsn | 0 | Reserved100Plus | Reason for trade aggregation request being rejected. | |||||
| 2792 | TradeAggregationReportID | String | RptID | 0 | Unique identifier for the TradeAggregationReport(35=DX). | ||||||
| 2793 | AvgSpotRate | Price | AvgSpotRt | 0 | The average FX spot rate. | ||||||
| 2794 | AvgForwardPoints | PriceOffset | AvgFwdPnts | 0 | The average forward points. May be a negative value. | ||||||
| 2795 | OffshoreIndicator | int | OffshrInd | 0 | Indicates the type of the currency rate being used. This is relevant for currencies that have offshore rate that different from onshore rate. | ||||||
| 2796 | FXBenchmarkRateFix | String | BnchmkRtFix | 0 | Specifies the foreign exchange benchmark rate fixing to be used in valuing the transaction. For example "London 4 p.m." or "Tokyo 3 p.m." |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration |
|---|---|---|---|---|---|---|
| 2788 | 0 | New | 0 | New | ||
| 2788 | 1 | Cancel | 1 | Cancel | ||
| 2788 | 2 | Replace | 2 | Replace | ||
| 2790 | 0 | Accepted | 0 | Accepted | ||
| 2790 | 1 | Rejected | 1 | Rejected | ||
| 2791 | 0 | UnknownOrders | 0 | Unknown order(s) | ||
| 2791 | 1 | UnknownExecutionFills | 1 | Unknown execution/fill(s) | ||
| 2791 | 99 | Other | 99 | Other | ||
| 2795 | 0 | Regular | 0 | Regular - Default if not specified. | The notion of onshore and offshore rates does not apply. | |
| 2795 | 1 | Offshore | 1 | Offshore | Used to indicate that the rate specified is an offshore rate which differs from its onshore rate. | |
| 2795 | 2 | Onshore | 2 | Onshore | Used to indicate that the rate specified is an onshore rate which differs from its offshore rate. |
| MsgType | ComponentID | Name | CategoryID | SectionID | AbbrName | NotReqXML | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|
| DW | 159 | TradeAggregationRequest | TradeManagement | PostTrade | TrdAggrtnReq | 0 | TradeAggregationRequest(35=DW) is used to request that the identified trades between the initiator and respondent be aggregated together for further processing. | |
| DX | 160 | TradeAggregationReport | TradeManagement | PostTrade | TrdAggrtnRpt | 0 | TradeAggregationReport(35=DX) is used to respond to the TradeAggregationRequest(35=DW) message. It provides the status of the request (e.g. accepted or rejected) and may also provide additional information supplied by the respondent. |
| ComponentID | ComponentType | CategoryID | Name | AbbrName | NotReqXML | Volume | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|
| 1078 | BlockRepeating | Common | OrderAggregationGrp | OrdAggrtn | 0 | Identifies the orders being aggregated together. | ||
| 1079 | BlockRepeating | Common | ExecutionAggregationGrp | ExecAggrtn | 0 | Identifies the fills being aggregated together. |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 1062 | 1448 | May be used when RateSource(1446)=99 (Other) |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 1078 | 73 | 0 | 1 | 0 | |
| 1078 | 11 | 1 | 2 | 0 | Required if NoOrders(73) > 0. |
| 1078 | 37 | 1 | 3 | 0 | |
| 1078 | 38 | 1 | 4 | 0 | Required if NoOrders(73) > 0. |
| 1078 | 799 | 1 | 5 | 0 | |
| 1079 | 124 | 0 | 1 | 0 | |
| 1079 | 32 | 1 | 2 | 0 | Required if NoExecs(124) > 0 |
| 1079 | 17 | 1 | 3 | 0 | Either ExecID(17) or TradeID(1003) must be specified. |
| 1079 | 1003 | 1 | 4 | 0 | Either ExecID(17) or TradeID(1003) must be specified. |
| 1079 | 31 | 1 | 5 | 0 | |
| 1062 | 2796 | 1 | 6 | 0 | |
| 159 | StandardHeader | 0 | 1 | 1 | MsgType=DW |
| 159 | 2786 | 0 | 2 | 1 | Unique identifier for the message. |
| 159 | 2787 | 0 | 3 | 0 | Required when TradeAggregationTransType(2788)=1 (Cancel) or 2 (Replace) |
| 159 | 2788 | 0 | 4 | 1 | |
| 159 | 2789 | 0 | 5 | 0 | |
| 159 | 15 | 0 | 6 | 0 | |
| 159 | 6 | 0 | 7 | 0 | |
| 159 | 54 | 0 | 8 | 1 | |
| 159 | 2349 | 0 | 9 | 0 | |
| 159 | OrderAggregationGrp | 0 | 10 | 0 | Maybe used to specify the IDs of the orders being aggregated together. |
| 159 | ExecutionAggregationGrp | 0 | 11 | 0 | Maybe used to specify the IDs of the execution fills being aggregated together. |
| 159 | 1 | 0 | 12 | 0 | |
| 159 | Instrument | 0 | 13 | 1 | |
| 159 | Parties | 0 | 14 | 0 | |
| 159 | StandardTrailer | 0 | 15 | 1 | |
| 160 | StandardHeader | 0 | 1 | 1 | MsgType=DX |
| 160 | 2792 | 0 | 2 | 1 | Unique identifier for the report message. |
| 160 | 2786 | 0 | 3 | 0 | Unique identifier for the TradeAggregationRequest(35=DW) message being responded to. |
| 160 | 2790 | 0 | 4 | 1 | |
| 160 | 1003 | 0 | 5 | 0 | Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted). The trade identifier for the group of aggregated trades. |
| 160 | 2791 | 0 | 6 | 0 | |
| 160 | 2789 | 0 | 7 | 0 | Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted). |
| 160 | 6 | 0 | 8 | 0 | |
| 160 | 2793 | 0 | 9 | 0 | |
| 160 | 2794 | 0 | 10 | 0 | |
| 160 | 64 | 0 | 11 | 0 | |
| 160 | Instrument | 0 | 12 | 0 | Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted). |
| 160 | 56 | 0 | 13 | 0 | Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted). |
| 160 | 1328 | 0 | 14 | 0 | |
| 160 | 1664 | 0 | 15 | 0 | Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. |
| 160 | 1665 | 0 | 16 | 0 | Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. |
| 160 | StandardTrailer | 0 | 17 | 1 | |
| 14 | RateSource | 0 | 67.5 | 0 | |
| 14 | 2795 | 0 | 67.75 | 0 | |
| 17 | RateSource | 0 | 72.5 | 0 | |
| 17 | 2795 | 0 | 72.75 | 0 | |
| 19 | 2795 | 0 | 52.5 | 0 | |
| 9 | 2795 | 0 | 115.55 | 0 |