Description
TradeAggregationRequest <DW> is used to request that the identified trades between the initiator and respondent be aggregated together for further processing.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType <35> = DW | ||
| 2786 | TradeAggregationRequestID | Y |
Unique identifier for the message. |
|
| 2787 | TradeAggregationRequestRefID | N |
Required when TradeAggregationTransType <2788>=1 (Cancel) or 2 (Replace) |
|
| 2788 | TradeAggregationTransType | Y | ||
| 2789 | AggregatedQty | N | ||
| 15 | Currency | N | ||
| 2897 | CurrencyCodeSource | N | ||
| 6 | AvgPx | N | ||
| 54 | Side | Y | ||
| 2349 | PricePrecision | N | ||
| Component Block - <OrderAggregationGrp> | N |
Maybe used to specify the IDs of the orders being aggregated together. |
||
| Component Block - <ExecutionAggregationGrp> | N |
Maybe used to specify the IDs of the execution fills being aggregated together. |
||
| 1 | Account | N | ||
| Component Block - <Instrument> | Y | |||
| Component Block - <Parties> | N | |||
| Component Block - <StandardTrailer> | Y | |||