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Trade Capture Report Ack (MsgType = AR, FIXML = TrdCaptRptAck)

The Trade Capture Report Ack (AR) message can be:

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = AR
571 TradeReportID @RptID Y Unique identifier for the Trade Capture Report (AE)
487 TradeReportTransType @TransTyp N Identifies Trade Capture Report (AE) message transaction type.
856 TradeReportType @RptTyp N Indicates action to take on trade
828 TrdType @TrdTyp N
829 TrdSubType @TrdSubTyp N
855 SecondaryTrdType @TrdTyp2 N
830 TransferReason @TrnsfrRsn N
150 ExecType @ExecTyp Y Type of Execution being reported: Uses subset of ExecType (150) for Trade Capture Reports
572 TradeReportRefID @RptRefID N The TradeReportID (571) that is being referenced for some action, such as correction or cancellation
881 SecondaryTradeReportRefID @TrdRptRefID2 N The SecondaryTradeReportID (818) that is being referenced for some action, such as correction or cancelation
939 TrdRptStatus @TrdRptStat N Status of Trade Report
751 TradeReportRejectReason @RptRejRsn Y Reason for Rejection of Trade Report (AE) .
818 SecondaryTradeReportID @TrdRptID2 N
263 SubscriptionRequestType @SubReqTyp N Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default.
820 TradeLinkID @LinkID N Used to associate a group of trades together. Useful for average price calculations.
880 TrdMatchID @TrdMtchID N
17 ExecID @ExecID N Exchanged assigned Execution ID (Trade Identifier)
527 SecondaryExecID @ExecID2 N
<Instrument> Y
60 TransactTime @TxnTm N Time ACK was issued by matching system, trading system or counterparty
725 ResponseTransportType @RspTransportTyp N Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
726 ResponseDestination @RspDest N URI destination name. Used if ResponseTransportType (725) is out-of-band.
58 Text @Txt N May be used by the executing market to record any execution. Details that are particular to that market.
354 EncodedTextLen @EncTxtLen C Must be set if EncodedText (355) field is specified and must immediately precede it.
355 EncodedText @EncTxt C Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
555 NoLegs TrdLeg N Number of legs Identifies a Multi-leg Execution if present and non-zero.
=> <Instrument Leg> C Must be provided if Number of legs > 0
=> 687 LegQty @Qty N
=> 690 LegSwapType @SwapTyp N Instead of LegQty (687) - requests that the sellside calculate LegQty (687) based on opposite Leg
=> <Leg Stipulations> N
=> 564 LegPositionEffect @PosEfct N Provide if the PositionEffect for the leg is different from that specified for the overall multileg security
=> 565 LegCoveredOrUncovered @Cover N Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.
=> <Nested Parties> N Used for NestedPartyRole (538) =Leg Clearing Firm/Account, Leg Account/Account Type
=> 654 LegRefID @RefID N Used to identify a specific leg.
=> 566 LegPrice @Px N Provide only if a Price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg Price.
=> 587 LegSettlType @SettlTyp N
=> 588 LegSettlDate @SettlDt C Takes precedence over LegSettlType (587) value and conditionally required/omitted for specific LegSettlType (587) values.
=> 637 LegLastPx @LastPx N Used to report the execution price assigned to the leg of the multileg instrument
635 ClearingFeeIndicator @ClrFeeInd N
528 OrderCapacity @Cpcty N The capacity of the participant for this trade ( principal or agent for example).
529 OrderRestrictions @Rstctions N Restrictions associated with the participant and their capacity for this trade.
582 CustOrderCapacity @CustCpcty N The customer capacity for this trade
1 Account @Acct N Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
660 AcctIDSource @AcctIDSrc N
581 AccountType @AcctTyp N Specifies type of account
77 PositionEffect @PosEfct N For use in derivatives omnibus accounting
591 PreallocMethod @PreallocMeth N
78 NoAllocs Alloc C Number of repeating groups for trade allocation
=> 79 AllocAccount @Acct C Required if NoAllocs (78) > 0. Must be first field in repeating group.
=> 661 AllocAcctIDSource @ActIDSrc N
=> 736 AllocSettlCurrency @AllocSettlCcy N
=> 467 IndividualAllocID @IndAllocID N
=> <Nested Parties 2> N Used for NestedPartyRole (538) =Clearing Firm
=> 80 AllocQty @Qty N
<Standard Message Trailer> Y

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