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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