Description
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
Trade Capture Report Ack
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType <35> = AR | ||
| 571 | TradeReportID | N | Unique identifier for the Trade Capture Report | |
| 1003 | TradeID | N | ||
| 1040 | SecondaryTradeID | N | ||
| 1041 | FirmTradeID | N | ||
| 1042 | SecondaryFirmTradeID | N | ||
| 487 | TradeReportTransType | N | Identifies Trade Report message transaction type. | |
| 856 | TradeReportType | N | Indicates action to take on trade | |
| 828 | TrdType | N | ||
| 829 | TrdSubType | N | ||
| 855 | SecondaryTrdType | N | ||
| 1849 | OffsetInstruction | N | ||
| 1123 | TradeHandlingInstr | N | ||
| 1124 | OrigTradeHandlingInstr | N | ||
| 1125 | OrigTradeDate | N | Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer | |
| 1126 | OrigTradeID | N | Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer | |
| 1127 | OrigSecondaryTradeID | N | Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer | |
| 830 | TransferReason | N | ||
| Component Block - <RootParties> | N | Insert here the set of "Root Parties" (firm identification) fields defined in "common components of application messages" Range of values on report: | ||
| 150 | ExecType | N |
Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports |
|
| 572 | TradeReportRefID | N | The TradeReportID that is being referenced for some action, such as correction or cancellation | |
| 881 | SecondaryTradeReportRefID | N | The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation | |
| 939 | TrdRptStatus | N | Status of Trade Report | |
| 1523 | TrdAckStatus | N | ||
| 751 | TradeReportRejectReason | N | Reason for Rejection of Trade Report | |
| 1328 | RejectText | N |
Reason description for rejecting the TradeCaptureReport <AE>. |
|
| 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. |
|
| 818 | SecondaryTradeReportID | N | ||
| 263 | SubscriptionRequestType | N |
Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default |
|
| 820 | TradeLinkID | N | Used to associate a group of trades together. Useful for average price calculations. | |
| 880 | TrdMatchID | N | ||
| 17 | ExecID | N | Exchanged assigned Execution ID (Trade Identifier) | |
| 527 | SecondaryExecID | N | ||
| 378 | ExecRestatementReason | N | ||
| 570 | PreviouslyReported | N | ||
| 423 | PriceType | N | ||
| Component Block - <PriceQualifierGrp> | N | |||
| 549 | CrossType | N | ||
| 822 | UnderlyingTradingSessionID | N | ||
| 823 | UnderlyingTradingSessionSubID | N | ||
| 716 | SettlSessID | N | ||
| 717 | SettlSessSubID | N | ||
| 854 | QtyType | N | ||
| 32 | LastQty | N | ||
| 31 | LastPx | N | ||
| 1430 | VenueType | N | ||
| 1300 | MarketSegmentID | N | ||
| 1301 | MarketID | N | ||
| Component Block - <Instrument> | Y | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | ||
| Component Block - <InstrumentExtension> | N | |||
| Component Block - <FinancingDetails> | N | |||
| 669 | LastParPx | N | ||
| 1056 | CalculatedCcyLastQty | N | ||
| 1071 | LastSwapPoints | N | ||
| 2762 | PriceMarkup | N |
Dealer's markup of market price to LastPx <31>. |
|
| Component Block - <AveragePriceDetail> | N | |||
| 15 | Currency | N | Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout | |
| 2897 | CurrencyCodeSource | N | ||
| 120 | SettlCurrency | N | Contra currency of the deal. Used to qualify CalculatedCcyLastQty | |
| 2899 | SettlCurrencyCodeSource | N | ||
| 194 | LastSpotRate | N | ||
| 195 | LastForwardPoints | N | ||
| 30 | LastMkt | N | ||
| 75 | TradeDate | N | ||
| 715 | ClearingBusinessDate | N | ||
| 6 | AvgPx | N | ||
| 1731 | AvgPxGroupID | N | ||
| 819 | AvgPxIndicator | N | ||
| 442 | MultiLegReportingType | N | ||
| 824 | TradeLegRefID | N | ||
| 60 | TransactTime | N | Time ACK was issued by matching system, trading system or counterparty | |
| 63 | SettlType | N | ||
| Component Block - <UndInstrmtGrp> | N | |||
| 573 | MatchStatus | N | ||
| 574 | MatchType | N | ||
| 797 | CopyMsgIndicator | N | ||
| Component Block - <TrdRepIndicatorsGrp> | N | |||
| 852 | PublishTrdIndicator | N | ||
| 1390 | TradePublishIndicator | N | ||
| 853 | ShortSaleReason | N | ||
| Component Block - <TrdInstrmtLegGrp> | N | |||
| Component Block - <TrdRegTimestamps> | N | |||
| 725 | ResponseTransportType | N | Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. | |
| 726 | ResponseDestination | N | URI destination name. Used if ResponseTransportType is out-of-band. | |
| 58 | Text | N | May be used by the executing market to record any execution Details that are particular to that market | |
| 354 | EncodedTextLen | N | Must be set if EncodedText field is specified and must immediately precede it. | |
| 355 | EncodedText | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | |
| 1015 | AsOfIndicator | N | Indicates if the trade is an outtrade from a previous day | |
| 635 | ClearingFeeIndicator | N | ||
| Component Block - <PositionAmountData> | N | Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" | ||
| 994 | TierCode | N | Indicates the algorithm (tier) used to match a trade | |
| 1011 | MessageEventSource | N | Used to identify the event or source which gave rise to a message | |
| 779 | LastUpdateTime | N | Used to indicate reports after a specific time | |
| 991 | RndPx | N | Specifies the rounded price to quoted precision. | |
| Component Block - <TradeQtyGrp> | N | |||
| Component Block - <TrdCapRptAckSideGrp> | N | |||
| 1135 | RptSys | N | ||
| 381 | GrossTradeAmt | N | (LastQty <32> * LastPx <31> or LastParPx <669>) For Fixed Income, LastParPx <669> is used when LastPx <31> is not expressed as "percent of par" price. | |
| 64 | SettlDate | N | ||
| 1329 | FeeMultiplier | N | ||
| 2343 | RiskLimitCheckStatus | N | ||
| Component Block - <StandardTrailer> | Y | |||