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FIXtags

FIX MESSAGE 35=AQ

TradeCaptureReportRequestAck

MsgType (35) = AQTradeCaptureAdded FIX.4.4

Definition

The Trade Capture Request Ack message is used to:

  • Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod.
  • Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments.
  • Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request or the Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc.

Message structure 3909 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).

  1. StandardHeaderComponentRequired

    MsgType = AQ

    StandardHeader definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  2. 568 TradeRequestIDStringRequired

    Identifier for the trade request

  3. 1003 TradeIDString—
  4. 1040 SecondaryTradeIDString—
  5. 1041 FirmTradeIDString—
  6. 1042 SecondaryFirmTradeIDString—
  7. 569 TradeRequestTypeintRequired
  8. 263 SubscriptionRequestTypechar—

    Used to subscribe / unsubscribe for trade capture reports

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

  9. 748 TotNumTradeReportsint—

    Number of trade reports returned

  10. 749 TradeRequestResultintRequired

    Result of Trade Request

  11. 750 TradeRequestStatusintRequired

    Status of Trade Request

  12. InstrumentComponent—

    Instrument definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  13. InstrumentExtensionComponent—

    InstrumentExtension definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  14. UndInstrmtGrpRepeating groupCount tag 711—

    UndInstrmtGrp definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  15. InstrmtLegGrpRepeating groupCount tag 555—

    Number of legs

    NoLegs > 0 identifies a Multi-leg Execution

    InstrmtLegGrp definition & usage →

    Open this block to load its fields in message context, or follow the definition link.

  16. 442 MultiLegReportingTypechar—

    Specify type of multileg reporting to be returned.

  17. 725 ResponseTransportTypeint—

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

  18. 726 ResponseDestinationString—

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

  19. 58 TextString—

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

  20. 354 EncodedTextLenLength—

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

  21. 355 EncodedTextdata—

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

  22. 1011 MessageEventSourceString—

    Used to identify the event or source which gave rise to a message

  23. StandardTrailerComponentRequired

    StandardTrailer definition & usage →

    Open this block to load its fields in message context, or follow the definition link.