TradeCaptureReportAck Message

<TrdCaptRptAck/>

Tag Field Name AbbrName Req'd Comments
StandardHeader Hdr Yes MsgType = AR
571 TradeReportID RptID Unique identifier for the Trade Capture Report
1003 TradeID TrdID
1040 SecondaryTradeID TrdID2
1041 FirmTradeID FirmTrdID
1042 SecondaryFirmTradeID FirmTrdID2
487 TradeReportTransType TransTyp Identifies Trade Report message transaction type.
856 TradeReportType RptTyp Indicates action to take on trade
828 TrdType TrdTyp
829 TrdSubType TrdSubTyp
855 SecondaryTrdType TrdTyp2
1123 TradeHandlingInstr TrdHandlInst
1124 OrigTradeHandlingInstr OrigTrdHandlInst
1125 OrigTradeDate OrigTrdDt Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer
1126 OrigTradeID OrigTrdID Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer
1127 OrigSecondaryTradeID OrignTrdID2 Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer
830 TransferReason TrnsfrRsn
RootParties Pty Insert here the set of "Root Parties" (firm identification) fields defined in "common components of application messages" Range of values on report:
150 ExecType ExecTyp Type of Execution being reported:
Uses subset of ExecType for Trade Capture Reports
572 TradeReportRefID RptRefID The TradeReportID that is being referenced for some action, such as correction or cancelation
881 SecondaryTradeReportRefID (Deprecated in FIX.5.0) TrdRptRefID2 (Deprecated from this message as of FIX.5.0) The SecondaryTradeReportID that is being referenced for some action, such as correction or cancelation
939 TrdRptStatus TrdRptStat Status of Trade Report
751 TradeReportRejectReason RejRsn Reason for Rejection of Trade Report
818 SecondaryTradeReportID (Deprecated in FIX.5.0) TrdRptID2 (Deprecated from this message as of FIX.5.0)
263 SubscriptionRequestType SubReqTyp Used to subscribe / unsubscribe for trade capture reports
If the field is absent, the value 0 will be the default
820 TradeLinkID LinkID Used to associate a group of trades together. Useful for average price calculations.
880 TrdMatchID MtchID
17 ExecID ExecID Exchanged assigned Execution ID (Trade Identifier)
527 SecondaryExecID ExecID2
39 OrdStatus OrdStat
378 ExecRestatementReason ExecRstmtRsn
570 PreviouslyReported PrevlyRpted
423 PriceType PxTyp
822 UnderlyingTradingSessionID UndSesID
823 UnderlyingTradingSessionSubID UndSesSub
716 SettlSessID SetSesID Intraday(ITD), Regular Trading Hours(EOD),
717 SettlSessSubID SetSesSub
854 QtyType QtyTyp
32 LastQty LastQty
31 LastPx LastPx
Instrument Instrmt Yes Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
669 LastParPx LastParPx
1056 CalculatedCcyLastQty CalcCcyLastQty
1071 LastSwapPoints LastSwapPnts
15 Currency Ccy Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout
120 SettlCurrency SettlCcy Contra currency of the deal. Used to qualify CalculatedCcyLastQty
194 LastSpotRate LastSpotRt
195 LastForwardPoints LastFwdPnts
30 LastMkt LastMkt
75 TradeDate TrdDt
715 ClearingBusinessDate BizDt
6 AvgPx AvgPx
819 AvgPxIndicator AvgPxInd
442 MultiLegReportingType MLegRptTyp
824 TradeLegRefID TrdLegRefID
60 TransactTime TxnTm Time ACK was issued by matching system, trading system or counterparty
63 SettlType SettlTyp
UndInstrmtGrp Undly
573 MatchStatus MtchStat
574 MatchType MtchTyp
797 CopyMsgIndicator CopyMsgInd
TrdRepIndicatorsGrp TrdRepIndicatorsGrp
852 PublishTrdIndicator (Deprecated in FIX.5.0) PubTrdInd (Deprecated from this message as of FIX.5.0)
1390 TradePublishIndicator TrdPubInd
853 ShortSaleReason ShrtSaleRsn
TrdInstrmtLegGrp TrdLeg
TrdRegTimestamps TrdRegTS
725 ResponseTransportType RspTransportTyp Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726 ResponseDestination RspDest URI destination name. Used if ResponseTransportType is out-of-band.
58 Text Txt May be used by the executing market to record any execution Details that are particular to that market
354 EncodedTextLen EncTxtLen Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText EncTxt Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
1015 AsOfIndicator AsOfInd Indicates if the trade is an outtrade from a previous day
635 ClearingFeeIndicator ClrFeeInd
PositionAmountData Amt Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
994 TierCode TierCD Indicates the algorithm (tier) used to match a trade
1011 MessageEventSource MsgEvtSrc Used to identify the event or source which gave rise to a message
779 LastUpdateTime LastUpdateTm Used to indicate reports after a specific time
991 RndPx RndPx Specifies the rounded price to quoted precision.
TrdCapRptAckSideGrp RptSide
1135 RptSys RptSys
381 GrossTradeAmt GrossTrdAmt
64 SettlDate SettlDt
1329 FeeMultiplier FeeMult
StandardTrailer Trlr Yes