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

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

Used to acknowledge trade capture reports received from a counterparty
Used to reject a trade capture report received from a counterparty

Tag				Field Name	FIXML	Req'd	Comments
<Standard Message Header>						Y	MsgType = AR
571				TradeReportID	@RptID	N	Unique identifier for the Trade Capture Report
1003				TradeID	@TrdID	N
1040				SecondaryTradeID	@TrdID2	N
1041				FirmTradeID	@FirmTrdID	N
1042				SecondaryFirmTradeID	@FirmTrdID2	N
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
1123				TradeHandlingInstr	@TrdHandlInst	N
1124				OrigTradeHandlingInstr	@OrigTrdHandlInst	N
1125				OrigTradeDate	@OrigTrdDt	N	Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer
1126				OrigTradeID	@OrigTrdID	N	Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer
1127				OrigSecondaryTradeID	@OrignTrdID2	N	Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer
830				TransferReason	@TrnsfrRsn	N
<RootParties>						N	Insert here the set of "Root Parties" (firm identification) fields defined in "common components of application messages" Range of values on report:
150				ExecType	@ExecTyp	N	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 cancelation
881				SecondaryTradeReportRefID	@TrdRptRefID2	N	(Deprecated in FIX.5.0)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	@RejRsn	N	Reason for Rejection of Trade Report
818				SecondaryTradeReportID	@TrdRptID2	N	(Deprecated in FIX.5.0)
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	@MtchID	N
17				ExecID	@ExecID	N	Exchanged assigned Execution ID (Trade Identifier)
527				SecondaryExecID	@ExecID2	N
39				OrdStatus	@OrdStat	N
378				ExecRestatementReason	@ExecRstmtRsn	N
570				PreviouslyReported	@PrevlyRpted	N
423				PriceType	@PxTyp	N
822				UnderlyingTradingSessionID	@UndSesID	N
823				UnderlyingTradingSessionSubID	@UndSesSub	N
716				SettlSessID	@SetSesID	N	Intraday(ITD), Regular Trading Hours(EOD),
717				SettlSessSubID	@SetSesSub	N
854				QtyType	@QtyTyp	N
32				LastQty	@LastQty	N
31				LastPx	@LastPx	N
<Instrument>						Y	Insert here the set of "Instrument" fields defined in "Common Components of Application Messages".
669				LastParPx	@LastParPx	N
1056				CalculatedCcyLastQty	@CalcCcyLastQty	N
1071				LastSwapPoints	@LastSwapPnts	N
15				Currency	@Ccy	N	Primary currency of the specified currency pair. Used to qualify LastQty and GrossTradeAmout
120				SettlCurrency	@SettlCcy	N	Contra currency of the deal. Used to qualify CalculatedCcyLastQty
194				LastSpotRate	@LastSpotRt	N
195				LastForwardPoints	@LastFwdPnts	N
30				LastMkt	@LastMkt	N
75				TradeDate	@TrdDt	N
715				ClearingBusinessDate	@BizDt	N
6				AvgPx	@AvgPx	N
819				AvgPxIndicator	@AvgPxInd	N
442				MultiLegReportingType	@MLegRptTyp	N
824				TradeLegRefID	@TrdLegRefID	N
60				TransactTime	@TxnTm	N	Time ACK was issued by matching system, trading system or counterparty
63				SettlType	@SettlTyp	N
711				NoUnderlyings	Undly	N	Number of underlyings
=>	<UnderlyingInstrument>					C	Must be provided if Number of underlyings > 0
573				MatchStatus	@MtchStat	N
574				MatchType	@MtchTyp	N
797				CopyMsgIndicator	@CopyMsgInd	N
1387				NoTrdRepIndicators	TrdRepIndicatorsGrp	N	Number of trade publication indicators following
=>	1388			TrdRepPartyRole	@PtyRole	C
=>	1389			TrdRepIndicator	@TrdRepInd	N
852				PublishTrdIndicator	@PubTrdInd	N	Deprecated in FIX 5.0 SP1
1390				TradePublishIndicator	@TrdPubInd	N
853				ShortSaleReason	@ShrtSaleRsn	N
555				NoLegs	TrdLeg	N	Number of legs. Identifies a Multi-leg Execution if present and non-zero.
=>	<InstrumentLeg>					C	Must be provided if Number of legs > 0
=>	687			LegQty	@Qty	N	Deprecated in FIX.5.0 SP1. LegLastQty (1418) should be used.
=>	690			LegSwapType	@SwapTyp	N	Instead of LegQty (687) requests that the sellside calculate LegQty (687) based on opposite Leg
=>	990			LegReportID	@RptID	N	Additional attribute to store the Trade ID of the Leg.
=>	1152			LegNumber	@LegNo	N	Allow sequencing of Legs for a Strategy to be captured
=>	<LegStipulations>					N
=>	564			LegPositionEffect	@PosEfct	N	Provide if the PositionEffect (77) for the leg is different from that specified for the overall multileg security
=>	565			LegCoveredOrUncovered	@Cover	N	Provide if the CoveredOrUncovered (203) for the leg is different from that specified for the overall multileg security.
=>	<NestedParties>					N	Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages". Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type
=>	654			LegRefID	@RefID	N	Used to identify a specific leg.
=>	587			LegSettlType	@SettlTyp	N
=>	588			LegSettlDate	@SettlDt	C	Takes precedence over LegSettlmntTyp 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
=>	675			LegSettlCurrency	@SettlCcy	N
=>	1073			LegLastForwardPoints	@LegLastFwdPnts	N
=>	1074			LegCalculatedCcyLastQty	@LegCalcCcyLastQty	N
=>	1075			LegGrossTradeAmt	@LegGrossTrdAmt	N	For FX Futures can be used to express the notional value of a trade when LegLastQty and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier (614) is required in this case.
=>	1379			LegVolatility	@LegVolatility	N
=>	1381			LegDividendYield	@LegDividendYield	N
=>	1383			LegCurrencyRatio	@LegCurrencyRatio	N
=>	1384			LegExecInst	@LegExecInst	N
=>	1418			LegLastQty	@LastQty	N
=>	1342			NoOfLegUnderlyings	TradeCapLegUndlyGrp	N	Number of legs for the underlying instrument
=>	=>	1330		UnderlyingLegSymbol	@Sym	C
=>	=>	1331		UnderlyingLegSymbolSfx	@Sfx	N
=>	=>	1332		UnderlyingLegSecurityID	@ID	N
=>	=>	1333		UnderlyingLegSecurityIDSource	@Src	N
=>	=>	1334		NoUnderlyingLegSecurityAltID	AID	N
=>	=>	=>	1335	UnderlyingLegSecurityAltID	@AltID	C
=>	=>	=>	1336	UnderlyingLegSecurityAltIDSource	@AltIDSrc	N
=>	=>	1344		UnderlyingLegCFICode	@CFI	C
=>	=>	1337		UnderlyingLegSecurityType	@SecType	N
=>	=>	1338		UnderlyingLegSecuritySubType	@SubType	N
=>	=>	1339		UnderlyingLegMaturityMonthYear	@MMY	N
=>	=>	1345		UnderlyingLegMaturityDate	@MatDt	N
=>	=>	1405		UnderlyingLegMaturityTime	@MatTm	C
=>	=>	1340		UnderlyingLegStrikePrice	@StrkPx	N
=>	=>	1391		UnderlyingLegOptAttribute	@OptAt	N
=>	=>	1343		UnderlyingLegPutOrCall	@PutCall	N
=>	=>	1341		UnderlyingLegSecurityExchange	@Exch	N
=>	=>	1392		UnderlyingLegSecurityDesc	@Desc	N
<TrdRegTimestamps>						N
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.
1015				AsOfIndicator	@AsOfInd	N	Indicates if the trade is an outtrade from a previous day
635				ClearingFeeIndicator	@ClrFeeInd	N
<PositionAmountData>						N	Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages".
994				TierCode	@TierCD	N	Indicates the algorithm (tier) used to match a trade
1011				MessageEventSource	@MsgEvtSrc	N	Used to identify the event or source which gave rise to a message
779				LastUpdateTime	@LastUpdateTm	N	Used to indicate reports after a specific time
991				RndPx	@RndPx	N	Specifies the rounded price to quoted precision.
552				NoSides	RptSide	Y
=>	54			Side	@Side	Y
=>	37			OrderID	@OrdID	N
=>	198			SecondaryOrderID	@OrdID2	N
=>	11			ClOrdID	@ClOrdID	N
=>	526			SecondaryClOrdID	@ClOrdID2	N
=>	66			ListID	@ListID	N
=>	<Parties>					N	Insert here here the set of "Parties" fields defined in "Common Components of Application Messages".
=>	1			Account	@Acct	N
=>	660			AcctIDSource	@AcctIDSrc	N
=>	581			AccountType	@AcctTyp	N
=>	81			ProcessCode	@ProcCode	N
=>	575			OddLot	@OddLot	N
=>	1093			LotType	@LotTyp	N
=>	576			NoClearingInstructions	ClrInst	N	Nested Repeating Group follows
=>	=>	577		ClearingInstruction	@ClrngInstrctn	C	Required if NoClearingInstructions (576) > 0
=>	578			TradeInputSource	@InptSrc	N
=>	579			TradeInputDevice	@InptDev	N
=>	821			OrderInputDevice	@OrdInptDev	N
=>	376			ComplianceID	@ComplianceID	N
=>	377			SolicitedFlag	@SolFlag	N
=>	528			OrderCapacity	@Cpcty	N
=>	529			OrderRestrictions	@Rstctions	N
=>	582			CustOrderCapacity	@CustCpcty	N
=>	40			OrdType	@OrdTyp	N
=>	18			ExecInst	@ExecInst	N
=>	483			TransBkdTime	@TransBkdTm	N
=>	336			TradingSessionID	@SesID	N
=>	625			TradingSessionSubID	@SesSub	N
=>	943			TimeBracket	@TmBkt	N
=>	430			NetGrossInd	@NetGrossInd	N	Code to represent whether value is net (inclusive of tax) or gross.
=>	1154			SideCurrency	@Ccy	N	Used to Identify the Currency of the Trade Report Side.
=>	1155			SideSettlCurrency	@SettlCcy	N	Used to Identify the Settlement Currency of the Trade Report Side.
=>	<CommissionData>					N	Insert here here the set of "Commission Data" fields defined in "Common Components of Application Messages".
=>	157			NumDaysInterest	@NumDaysInt	N
=>	230			ExDate	@ExDt	N
=>	158			AccruedInterestRate	@AcrdIntRt	N
=>	159			AccruedInterestAmt	@AcrdIntAmt	N
=>	738			InterestAtMaturity	@IntAtMat	N
=>	920			EndAccruedInterestAmt	@EndAcrdIntAmt	N
=>	921			StartCash	@StartCsh	N
=>	922			EndCash	@EndCsh	N
=>	238			Concession	@Concession	N
=>	237			TotalTakedown	@TotTakedown	N
=>	118			NetMoney	@NetMny	N
=>	119			SettlCurrAmt	@SettlCurrAmt	N
=>	155			SettlCurrFxRate	@SettlCurrFxRt	N
=>	156			SettlCurrFxRateCalc	@SettlCurrFxRtCalc	N
=>	77			PositionEffect	@PosEfct	N
=>	752			SideMultiLegReportingType	@MLegRptTyp	N
=>	518			NoContAmts	ContAmt	N	Number of contract details in this message (number of repeating groups to follow)
=>	=>	519		ContAmtType	@ContAmtTyp	C	Must be first field in the repeating group.
=>	=>	520		ContAmtValue	@ContAmtValu	N
=>	=>	521		ContAmtCurr	@ContAmtCurr	N
=>	<Stipulations>					N	Insert here here the set of "Stipulations" fields defined in "Common Components of Application Messages".
=>	136			NoMiscFees	MiscFees	N	Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. Nested Repeating Group follows
=>	=>	137		MiscFeeAmt	@Amt	C	Required if NoMiscFees (136) > 0
=>	=>	138		MiscFeeCurr	@Curr	N
=>	=>	139		MiscFeeType	@Typ	C	Required if NoMiscFees (136) > 0
=>	=>	891		MiscFeeBasis	@Basis	N
=>	825			ExchangeRule	@ExchRule	N
=>	1158			NoSettlDetails	SettlDetails	N
=>	=>	1164		SettlObligSource	@SettlSrc	C
=>	=>	<SettlParties>				N	Carries settlement account information
=>	826			TradeAllocIndicator	@AllocInd	N
=>	591			PreallocMethod	@PreallocMeth	N
=>	70			AllocID	@AllocID	N
=>	78			NoAllocs	Alloc	N	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
=>	=>	<NestedParties2>				N	Insert here the set of "NestedParties2" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages".
=>	=>	80		AllocQty	@Qty	N
=>	=>	993		AllocCustomerCapacity	@CustCpcty	N	Can be used for granular reporting of separate allocation detail within a single trade report or allocation message.
=>	=>	1002		AllocMethod	@Meth	N	Specifies the method under which a trade quantity was allocated.
=>	=>	989		SecondaryIndividualAllocID	@IndAllocID2	N	Provides support for an intermediary assigned allocation ID
=>	=>	1136		AllocClearingFeeIndicator	@ClrFeeInd	N
=>	1072			SideGrossTradeAmt	@SideGrossTradeAmt	N
=>	1057			AggressorIndicator	@AgrsrInd	N
=>	1009			SideQty	@SideQty	N
=>	1005			SideTradeReportID	@RptID	N
=>	1006			SideFillStationCd	@FillStationCd	N
=>	1007			SideReasonCd	@RsnCD	N
=>	83			RptSeq	@RptSeq	N
=>	1008			SideTrdSubTyp	@TrdSubTyp	N
=>	<SideTrdRegTS>					N
1135				RptSys	@RptSys	N
381				GrossTradeAmt	@GrossTrdAmt	N
64				SettlDate	@SettlDt	N
1329				FeeMultiplier	@FeeMult	N
<Standard Message Trailer>						Y

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