Description

TradeAggregationReport <DX> is used to respond to the TradeAggregationRequest <DW> message. It provides the status of the request (e.g. accepted or rejected) and may also provide additional information supplied by the respondent.

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType <35> = DX
2792 TradeAggregationReportID Y

Unique identifier for the report message.

2786 TradeAggregationRequestID N

Unique identifier for the TradeAggregationRequest <DW> message being responded to.

2790 TradeAggregationRequestStatus Y
1003 TradeID N

Conditionally required when TradeAggregationRequestStatus <2790>=0 (Accepted).

The trade identifier for the group of aggregated trades.

2791 TradeAggregationRejectReason N
2789 AggregatedQty N

Conditionally required when TradeAggregationRequestStatus <2790>=0 (Accepted).

6 AvgPx N
2793 AvgSpotRate N
2794 AvgForwardPoints N
64 SettlDate N
Component Block - <Instrument> N

Conditionally required when TradeAggregationRequestStatus <2790>=0 (Accepted).

54 Side N

Conditionally required when TradeAggregationRequestStatus <2790>=0 (Accepted).

1328 RejectText N
1664 EncodedRejectTextLen N

Must be set if EncodedRejectText <1665> field is specified and must immediately precede it.

1665 EncodedRejectText N

Encoded (non-ASCII characters) representation of the RejectText <1328> field in the encoded format specified via the MessageEncoding <347> field.

Component Block - <StandardTrailer> Y