Message TradeCaptureReportRequestAck (AQ)

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.

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 = AQ Y FIX.4.4
568 TradeRequestID Identifier for the trade request Y FIX.4.4
1003 TradeID FIX.4.4
1040 SecondaryTradeID FIX.4.4
1041 FirmTradeID FIX.4.4
1042 SecondaryFirmTradeID FIX.4.4
569 TradeRequestType Y FIX.4.4
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
748 TotNumTradeReports Number of trade reports returned FIX.4.4
749 TradeRequestResult Result of Trade Request Y FIX.4.4
750 TradeRequestStatus Status of Trade Request Y FIX.4.4
Block Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
OptimisedImplicitBlockRepeating UndInstrmtGrp FIX.4.4
OptimisedImplicitBlockRepeating InstrmtLegGrp Number of legs NoLegs > 0 identifies a Multi-leg Execution FIX.4.4
442 MultiLegReportingType Specify type of multileg reporting to be returned. 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
1011 MessageEventSource Used to identify the event or source which gave rise to a message FIX.4.4
Block StandardTrailer Y FIX.4.4