Definition
TradeAggregationRequest(35=DW) is used to request that the identified trades between the initiator and respondent be aggregated together for further processing.
Message structure 1314 distinct fields
Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.
Nested fields load when needed. Open the full static layout (also works without JavaScript).
StandardHeaderComponentRequired
MsgType = DW
StandardHeader definition & usage →
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Unique identifier for the message.
Required when TradeAggregationTransType(2788)=1 (Cancel) or 2 (Replace)
OrderAggregationGrpRepeating groupCount tag 73—
Maybe used to specify the IDs of the orders being aggregated together.
OrderAggregationGrp definition & usage →
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ExecutionAggregationGrpRepeating groupCount tag 124—
Maybe used to specify the IDs of the execution fills being aggregated together.
ExecutionAggregationGrp definition & usage →
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InstrumentComponentRequired
Instrument definition & usage →
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PartiesRepeating groupCount tag 453—
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StandardTrailerComponentRequired
StandardTrailer definition & usage →
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