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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 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 cancellation
881 SecondaryTradeReportRefID @TrdRptRefID2 N (Deprecated in FIX.5.0)The SecondaryTradeReportID (818) that is being referenced for some action, such as correction or cancellation
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
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
1430 VenueType @VenuTyp N
1300 MarketSegmentID @MktSegID N
1301 MarketID @MktID 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
<UndInstrmtGrp> N
573 MatchStatus @MtchStat N
574 MatchType @MtchTyp N
797 CopyMsgIndicator @CopyMsgInd N
<TrdRepIndicatorsGrp> N
852 PublishTrdIndicator @PubTrdInd N (Deprecated in FIX 5.0)
1390 TradePublishIndicator @TrdPubInd N
853 ShortSaleReason @ShrtSaleRsn N
<TrdInstrmtLegGrp> 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.
<TrdCapRptAckSideGrp> N
1135 RptSys @RptSys N
381 GrossTradeAmt @GrossTrdAmt N ( LastQty (32) * LastPx (31) or LastParPx (669) ) For Fixed Income, LastP arPx (669) is used when LastPx (31) is not expressed as "percent of par" price.
64 SettlDate @SettlDt C
1329 FeeMultiplier @FeeMult N
<Standard Message Trailer> Y

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