FIX 4.4 : Trade Capture Report Ack <AR> message

Structure | Related Messages

Description

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

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = AR
571 TradeReportID Y

Unique identifier for the Trade Capture Report <AE>

487 TradeReportTransType N

Identifies Trade Report message transaction type.

856 TradeReportType N

Indicates action to take on trade

828 TrdType N
829 TrdSubType N
855 SecondaryTrdType N
830 TransferReason N
150 ExecType Y

Type of Execution being reported:

Uses subset of ExecType <150> for Trade Capture Reports

572 TradeReportRefID N

The TradeReportID <571> that is being referenced for some action, such as correction or cancelation

881 SecondaryTradeReportRefID N

The SecondaryTradeReportID <818> that is being referenced for some action, such as correction or cancelation

939 TrdRptStatus N

Status of Trade Report

751 TradeReportRejectReason N

Reason for Rejection of Trade Report

818 SecondaryTradeReportID N
263 SubscriptionRequestType N

Used to subscribe / unsubscribe for trade capture reports

If the field is absent, the value 0 will be the default

820 TradeLinkID N

Used to associate a group of trades together. Useful for average price calculations.

880 TrdMatchID N
17 ExecID N

Exchanged assigned Execution ID (Trade Identifier)

527 SecondaryExecID N
Component Block - <Instrument> Y

Insert here the set of "<Instrument>" (symbology) fields"

60 TransactTime N

Time ACK was issued by matching system, trading system or counterparty

Component Block - <TrdRegTimestamps> N
725 ResponseTransportType N

Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.

726 ResponseDestination N

URI destination name. Used if ResponseTransportType <725> is out-of-band.

58 Text N

May be used by the executing market to record any execution Details that are particular to that market

354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

555 NoLegs N

Number of legs

Identifies a Multi-leg Execution if present and non-zero.

=> Component Block - <InstrumentLeg> N

Must be provided if Number of legs > 0

=> 687 LegQty N
=> 690 LegSwapType N

Instead of LegQty <687> - requests that the sellside calculate LegQty <687> based on opposite Leg

=> Component Block - <LegStipulations> N
=> 564 LegPositionEffect N

Provide if the PositionEffect <77> for the leg is different from that specified for the overall multileg security

=> 565 LegCoveredOrUncovered N

Provide if the CoveredOrUncovered <203> for the leg is different from that specified for the overall multileg security.

=> Component Block - <NestedParties> N

Insert here the set of "<NestedParties>" (firm identification "nested" within additional repeating group) fields"

Used for NestedPartyRole <538>=Leg Clearing Firm/Account, Leg Account/Account Type

=> 654 LegRefID N

Used to identify a specific leg.

=> 566 LegPrice N

Provide only if a Price <44> is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg Price <44>.

=> 587 LegSettlType N
=> 588 LegSettlDate N

Takes precedence over LegSettlType <587> value and conditionally required/omitted for specific LegSettlType <587> values.

=> 637 LegLastPx N

Used to report the execution price assigned to the leg of the multileg instrument

635 ClearingFeeIndicator N
528 OrderCapacity N

The capacity of the participant for this trade (principal or agent for example).

529 OrderRestrictions N

Restrictions associated with the participant and their capacity for this trade.

582 CustOrderCapacity N

The customer capacity for this trade

1 Account N

Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary

660 AcctIDSource N
581 AccountType N

Specifies type of account

77 PositionEffect N

For use in derivatives omnibus accounting

591 PreallocMethod N
78 NoAllocs N

Number of repeating groups for trade allocation

=> 79 AllocAccount N

Required if NoAllocs <78> > 0. Must be first field in repeating group.

=> 661 AllocAcctIDSource N
=> 736 AllocSettlCurrency N
=> 467 IndividualAllocID N
=> Component Block - <NestedParties2> N

Insert here the second instance set of "<NestedParties> #2" (firm identification "nested" within additional repeating group) fields"

Used for NestedPartyRole <538>=Clearing Firm

=> 80 AllocQty N
<MessageTrailer> Y

 

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