Description
TradeAggregationReport <DX> is used to respond to the TradeAggregationRequest <DW> message. It provides the status of the request (e.g. accepted or rejected) and may also provide additional information supplied by the respondent.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y |
MsgType=DX |
||
| 2792 | TradeAggregationReportID | Y |
Unique identifier for the report message. |
|
| 2786 | TradeAggregationRequestID | N |
Unique identifier for the TradeAggregationRequest <DW> message being responded to. |
|
| 2790 | TradeAggregationRequestStatus | Y | ||
| 1003 | TradeID | N |
Conditionally required when TradeAggregationRequestStatus <2790>=0 (Accepted). The trade identifier for the group of aggregated trades. |
|
| 2791 | TradeAggregationRejectReason | N | ||
| 2789 | AggregatedQty | N |
Conditionally required when TradeAggregationRequestStatus <2790>=0 (Accepted). |
|
| 6 | AvgPx | N | ||
| 2793 | AvgSpotRate | N | ||
| 2794 | AvgForwardPoints | N | ||
| 64 | SettlDate | N | ||
| Component Block - <Instrument> | N |
Conditionally required when TradeAggregationRequestStatus <2790>=0 (Accepted). |
||
| 54 | Side | N |
Conditionally required when TradeAggregationRequestStatus <2790>=0 (Accepted). |
|
| 1328 | RejectText | N | ||
| 1664 | EncodedRejectTextLen | N |
Must be set if EncodedRejectText <1665> field is specified and must immediately precede it. |
|
| 1665 | EncodedRejectText | N |
Encoded (non-ASCII characters) representation of the RejectText <1328> field in the encoded format specified via the MessageEncoding <347> field. |
|
| Component Block - <StandardTrailer> | Y | |||