Trade Capture Report Ack

TagField NameReq'dComments
Component Block <Standard Header> Y MsgType = AR
571 TradeReportID Y Unique identifier for the Trade Capture Report
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 for Trade Capture Reports
572 TradeReportRefID N The TradeReportID that is being referenced for some action, such as correction or cancelation
881 SecondaryTradeReportRefID N The SecondaryTradeReportID 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 defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
60 TransactTime N Time ACK was issued by matching system, trading system or counterparty
Component Block <Trd Reg Timestamps> 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 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 field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
555 NoLegs N Number of legs Identifies a Multi-leg Execution if present and non-zero.
Component Block <Instrument Leg> N Must be provided if Number of legs > 0
687 LegQty N
690 LegSwapType N Instead of LegQty – requests that the sellside calculate LegQty based on opposite Leg
Component Block <Leg Stipulations> N
564 LegPositionEffect N Provide if the PositionEffect for the leg is different from that specified for the overall multileg security
565 LegCoveredOrUncovered N Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.
Component Block <Nested Parties> N Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Used for NestedPartyRole=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 is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg Price.
587 LegSettlType N
588 LegSettlDate N Takes precedence over LegSettlType value and conditionally required/omitted for specific LegSettlType 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 > 0. Must be first field in repeating group.
661 AllocAcctIDSource N
736 AllocSettlCurrency N
467 IndividualAllocID N
Component Block <Nested Parties 2> N Insert here the second instance set of "Nested Parties #2" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" Used for NestedPartyRole=Clearing Firm
80 AllocQty N
Component Block <Standard Trailer> Y
XML DTD
<!ENTITY % TrdCaptRptAckCustom "" >
<!ENTITY % TrdCaptRptAckContent "TrdRptID, TrdRptTransTyp?, TrdRptTyp?, TrdTyp?, TrdSubTyp?, ScndTrdTyp?, TransferRsn?, ExecTyp, TrdRptRefID?, ScndTrdRptRefID?, TrdRptStat?, TrdRptRejRsn?, ScndTrdRptID?, SubReqTyp?, TrdLinkID?, TrdMtchID?, ExecID?, ScndExecID?, Instrmt, TransactTm?, TrdRegTmstamps?, RspTransportTyp?, RspDest?, Text?, EncTextLen?, EncText?, TrdInstrmtLegGrp*, ClrngFeeInd?, OrdCpcty?, OrdRstctions?, CustOrdCpcty?, Acct?, AcctIDSrc?, AcctTyp?, PosEfct?, PreallocMethod?, TrdAllocGrp* %TrdCaptRptAckCustom;" >
<!ELEMENT TrdCaptRptAck (%TrdCaptRptAckContent;)>
<!ATTLIST TrdCaptRptAck
FIXMsgType_ENUM CDATA #FIXED "AR"
Category CDATA #FIXED "TradeCapture"
FIXSpecVolume CDATA #FIXED 'Volume5'
FullName CDATA #FIXED "TradeCaptureReportAck"
ComponentType CDATA #FIXED "Message" >