Message TradeCaptureReportAck (AR)

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

Added in protocol FIX.4.4

See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = AR Y FIX.4.4
571 TradeReportID Unique identifier for the Trade Capture Report FIX.4.4
1003 TradeID FIX.4.4
1040 SecondaryTradeID FIX.4.4
1041 FirmTradeID FIX.4.4
1042 SecondaryFirmTradeID FIX.4.4
487 TradeReportTransType Identifies Trade Report message transaction type. FIX.4.4
856 TradeReportType Indicates action to take on trade FIX.4.4
828 TrdType FIX.4.4
829 TrdSubType FIX.4.4
855 SecondaryTrdType FIX.4.4
1123 TradeHandlingInstr FIX.4.4
1124 OrigTradeHandlingInstr FIX.4.4
1125 OrigTradeDate Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer FIX.4.4
1126 OrigTradeID Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer FIX.4.4
1127 OrigSecondaryTradeID Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer FIX.4.4
830 TransferReason FIX.4.4
BlockRepeating RootParties Insert here the set of "Root Parties" (firm identification) fields defined in "common components of application messages" Range of values on report: FIX.4.4
150 ExecType Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports FIX.4.4
572 TradeReportRefID The TradeReportID that is being referenced for some action, such as correction or cancellation FIX.4.4
881 SecondaryTradeReportRefID The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation FIX.4.4 Y
939 TrdRptStatus Status of Trade Report FIX.4.4
751 TradeReportRejectReason Reason for Rejection of Trade Report FIX.4.4
818 SecondaryTradeReportID FIX.4.4 Y
263 SubscriptionRequestType Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default FIX.4.4
820 TradeLinkID Used to associate a group of trades together. Useful for average price calculations. FIX.4.4
880 TrdMatchID FIX.4.4
17 ExecID Exchanged assigned Execution ID (Trade Identifier) FIX.4.4
527 SecondaryExecID FIX.4.4
378 ExecRestatementReason FIX.4.4
570 PreviouslyReported FIX.4.4
423 PriceType FIX.4.4
822 UnderlyingTradingSessionID FIX.4.4
823 UnderlyingTradingSessionSubID FIX.4.4
716 SettlSessID FIX.4.4
717 SettlSessSubID FIX.4.4
854 QtyType FIX.4.4
32 LastQty FIX.4.4
31 LastPx FIX.4.4
1430 VenueType FIX.5.0SP1 (88)
1300 MarketSegmentID FIX.5.0SP1 (88)
1301 MarketID FIX.5.0SP1 (88)
669 LastParPx FIX.4.4
1056 CalculatedCcyLastQty FIX.4.4
1071 LastSwapPoints FIX.4.4
15 Currency Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout FIX.5.0
120 SettlCurrency Contra currency of the deal. Used to qualify CalculatedCcyLastQty FIX.5.0
194 LastSpotRate FIX.4.4
195 LastForwardPoints FIX.4.4
30 LastMkt FIX.4.4
75 TradeDate FIX.4.4
715 ClearingBusinessDate FIX.4.4
6 AvgPx FIX.4.4
819 AvgPxIndicator FIX.4.4
442 MultiLegReportingType FIX.4.4
824 TradeLegRefID FIX.4.4
63 SettlType FIX.4.4
OptimisedImplicitBlockRepeating UndInstrmtGrp FIX.4.4
573 MatchStatus FIX.4.4
574 MatchType FIX.4.4
797 CopyMsgIndicator FIX.4.4
ImplicitBlockRepeating TrdRepIndicatorsGrp FIX.5.0
852 PublishTrdIndicator FIX.4.4 Y
1390 TradePublishIndicator FIX.5.0
853 ShortSaleReason FIX.4.4
ImplicitBlockRepeating TrdInstrmtLegGrp FIX.4.4
BlockRepeating TrdRegTimestamps FIX.4.4
725 ResponseTransportType Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. FIX.4.4
726 ResponseDestination URI destination name. Used if ResponseTransportType is out-of-band. FIX.4.4
58 Text May be used by the executing market to record any execution Details that are particular to that market FIX.4.4
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.4.4
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.4
1015 AsOfIndicator Indicates if the trade is an outtrade from a previous day FIX.4.4
635 ClearingFeeIndicator FIX.4.4
BlockRepeating PositionAmountData Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
994 TierCode Indicates the algorithm (tier) used to match a trade FIX.4.4
1011 MessageEventSource Used to identify the event or source which gave rise to a message FIX.4.4
779 LastUpdateTime Used to indicate reports after a specific time FIX.4.4
991 RndPx Specifies the rounded price to quoted precision. FIX.4.4
ImplicitBlockRepeating TrdCapRptAckSideGrp FIX.4.4
1135 RptSys FIX.4.4
381 GrossTradeAmt (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. FIX.4.4
64 SettlDate FIX.4.4
1329 FeeMultiplier FIX.5.0
Block StandardTrailer Y FIX.4.4