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TradeCaptureReportRequestAck <AQ> message – FIX 5.0 – FIX Dictionary

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FIX 5.0 : TradeCaptureReportRequestAck <AQ> message

Structure | Related Messages

Description

The Trade Capture Request Ack message is used to:

  • Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod.
  • Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments.
  • Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request
  • The Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc.

NOTE: A Trade Capture Report Request Ack is not required if one or more Trade Capture Reports will be returned in-band immediately.

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = AQ
568 TradeRequestID Y Identifier for the trade request
569 TradeRequestType Y
263 SubscriptionRequestType N Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
748 TotNumTradeReports N Number of trade reports returned
749 TradeRequestResult Y Result of Trade Request
750 TradeRequestStatus Y Status of Trade Request
Component Block - <Instrument> Y Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
Component Block - <UndInstrmtGrp> N
Component Block - <InstrmtLegGrp> N Number of legs NoLegs > 0 identifies a Multi-leg Execution
442 MultiLegReportingType N Specify type of multileg reporting to be returned.
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.
1011 MessageEventSource N Used to identify the event or source which gave rise to a message
1003 TradeID N
1040 SecondaryTradeID N
1041 FirmTradeID N
1042 SecondaryFirmTradeID N
<MessageTrailer> Y

 
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