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The Trade Capture Request Ack (AQ) message is used to:
NOTE: A Trade Capture Report Request Ack (AQ) is not required if one or more Trade Capture Reports will be returned in-band immediately.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = AQ | |||||
| 568 | TradeRequestID | @ReqID | Y | Identifier for the trade request | |||
| 1003 | TradeID | @TrdID | N | ||||
| 1040 | SecondaryTradeID | @TrdID2 | N | ||||
| 1041 | FirmTradeID | @FirmTrdID | N | ||||
| 1042 | SecondaryFirmTradeID | @FirmTrdID2 | N | ||||
| 569 | TradeRequestType | @ReqTyp | Y | ||||
| 263 | SubscriptionRequestType | @SubReqTyp | N | Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default | |||
| 748 | TotNumTradeReports | @TotNumTrdRpts | N | Number of trade reports returned | |||
| 749 | TradeRequestResult | @ReqRslt | Y | Result of Trade Request | |||
| 750 | TradeRequestStatus | @ReqStat | Y | Status of Trade Request | |||
| <Instrument> | Y | Insert here the set of "Instrument" fields defined in "Common Components of Application Messages". | |||||
| 711 | NoUnderlyings | Undly | N | Number of underlyings | |||
| => | <UnderlyingInstrument> | C | Must be provided if Number of underlyings > 0 | ||||
| 555 | NoLegs | Leg | N | Number of legs. Identifies a Multi-leg Execution if present and non-zero. | |||
| => | <InstrumentLeg> | C | Must be provided if Number of legs > 0 | ||||
| 442 | MultiLegReportingType | @MLegRptTyp | N | Specify type of multileg reporting to be returned. | |||
| 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. | |||
| 1011 | MessageEventSource | @MsgEvtSrc | N | Used to identify the event or source which gave rise to a message | |||
| <Standard Message Trailer> | Y | ||||||
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