TradeCaptureReportRequestAck (MsgType = AQ, FIXML = TrdCaptRptReqAck)

The Trade Capture Request Ack (AQ) message is used to:

Provide an acknowledgement to a Trade Capture ReportRequest (AD) in the case where the Trade Capture ReportRequest (AD) is used to specify a subscription or delivery of reports via anout-of-band ResponseTransmissionMethod.
Provide an acknowledgement to a Trade Capture ReportRequest (AD) in the case when the return of the Trade Capture Reports matching thatrequest will be delayed or delivered asynchronously. This is useful in distributedtrading system environments.
Indicate that no trades were found that matched the selection criteria specified onthe Trade Capture Report Request (AD)
The Trade Capture Request was invalid for some business reason, such as request isnot authorized, invalid or unknown instrument, party, trading session, etc.

NOTE: A Trade Capture Report Request Ack (AQ) is not required ifone 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	Used to identify the event or source which gave rise to a message
1003	TradeID	@TrdID	N	The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.
1040	SecondaryTradeID	@TrdID2	N	Used to carry an internal trade entity ID which may or may not be reported to the firm
1041	FirmTradeID	@FirmTrdID	N	The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary
1042	SecondaryFirmTradeID	@FirmTrdID2	N	Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary
569	TradeRequestType	@ReqTyp	Y	Type of Trade Capture Report.
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>			N
<InstrumentExtension>			N
<UndInstrmtGrp>			N	Free form text to specify additional information or enumeration description when a standard value does not apply.
<InstrmtLegGrp>			N	Number of legs NoLegs > 0 identifies a Multi-leg Execution
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 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 field is specified and must immediately precede it.
355	EncodedText	@EncTxt	C	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
1011	MessageEventSource	@MsgEvtSrc	N	Used to identify the event or source which gave rise to a message
<Standard Message Trailer>			Y

All material contained within the website is copyright of EPAM Systems, Inc. No material contained herein can be copied or otherwise used without the express permission of the copyright holder.