FIX 5.0 : Confirmation <AK> message

Structure | Related Messages

Description

The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message.

Confirmation Ack (aka Affirmation)

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = AK
664 ConfirmID Y Unique ID for this message
772 ConfirmRefID N Mandatory if ConfirmTransType is Replace or Cancel
859 ConfirmReqID N Only used when this message is used to respond to a confirmation request (to which this ID refers)
666 ConfirmTransType Y New, Cancel or Replace
773 ConfirmType Y Denotes whether this message represents a confirmation or a trade status message
797 CopyMsgIndicator N Denotes whether or not this message represents copy confirmation (or status message) Absence of this field indicates message is not a drop copy.
650 LegalConfirm N Denotes whether this message represents the legally binding confirmation Absence of this field indicates message is not a legal confirm.
665 ConfirmStatus Y
Component Block - <Parties> N Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Required for fixed income Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades) Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details)
Component Block - <OrdAllocGrp> N Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
70 AllocID N Used to refer to an earlier Allocation Instruction.
793 SecondaryAllocID N Used to refer to an earlier Allocation Instruction via its secondary identifier
467 IndividualAllocID N Used to refer to an allocation account within an earlier Allocation Instruction.
60 TransactTime Y Represents the time this message was generated
75 TradeDate Y
Component Block - <TrdRegTimestamps> N Time of last execution being confirmed by this message
Component Block - <Instrument> Y Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
Component Block - <InstrumentExtension> N Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
Component Block - <FinancingDetails> N Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
Component Block - <UndInstrmtGrp> Y Indicates number of repeating entries. ** Nested Repeating Group follows **
Component Block - <InstrmtLegGrp> Y Indicates number of repeating entries. ** Nested Repeating Group follows **
Component Block - <YieldData> N If traded on Yield, price must be calculated "to worst" and the component block must specify how calculated, redemption date and price (if not par). If traded on Price, the component block must specify how calculated - "Worst", and include redemptiondate and price (if not par).
80 AllocQty Y The quantity being confirmed by this message (this is at a trade level, not block or order level)
854 QtyType N
54 Side Y
15 Currency N
30 LastMkt N
Component Block - <CpctyConfGrp> Y Indicates number of repeating entries. ** Nested Repeating Group follows **
79 AllocAccount Y Account number for the trade being confirmed by this message
661 AllocAcctIDSource N
798 AllocAccountType N
6 AvgPx Y Gross price for the trade being confirmed Always expressed in percent-of-par for Fixed Income
74 AvgPxPrecision N Absence of this field indicates that default precision arranged by the broker/institution is to be used
423 PriceType N Price type for the AvgPx field
860 AvgParPx N
Component Block - <SpreadOrBenchmarkCurveData> N Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
861 ReportedPx N Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade)
58 Text N
354 EncodedTextLen N
355 EncodedText N
81 ProcessCode N Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above.
381 GrossTradeAmt Y
157 NumDaysInterest N
230 ExDate N Optional "next coupon date" for Fixed Income
158 AccruedInterestRate N
159 AccruedInterestAmt N Required for Fixed Income products that trade with accrued interest
738 InterestAtMaturity N Required for Fixed Income products that pay lump sum interest at maturity
920 EndAccruedInterestAmt N For repurchase agreements the accrued interest on termination.
921 StartCash N For repurchase agreements the start (dirty) cash consideration
922 EndCash N For repurchase agreements the end (dirty) cash consideration
238 Concession N
237 TotalTakedown N
118 NetMoney Y
890 MaturityNetMoney N Net Money at maturity if Zero Coupon and maturity value is different from par value
119 SettlCurrAmt N
120 SettlCurrency N
155 SettlCurrFxRate N
156 SettlCurrFxRateCalc N
63 SettlType N
64 SettlDate N
Component Block - <SettlInstructionsData> N Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this Confirmation.
Component Block - <CommissionData> N
858 SharedCommission N Used to identify any commission shared with a third party (e.g. directed brokerage)
Component Block - <Stipulations> N
Component Block - <MiscFeesGrp> N Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows **
<MessageTrailer> Y

 

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