Definition
The Trade Capture Report Ack message can be:
- Used to acknowledge trade capture reports received from a counterparty.
- Used to reject a trade capture report received from a counterparty.
Message structure 4421 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.
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StandardHeaderComponentRequired
MsgType = AR
StandardHeader definition & usage →
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Indicates action to take on trade.
RootPartiesRepeating groupCount tag 1116—
RootParties definition & usage →
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Type of execution being reported. Uses subset of ExecType(150) for trade capture reports.
The TradeReportID(571) that is being referenced for trade correction or cancelation.
The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation
Status of trade report.
Reason description for rejecting the TradeCaptureReport(35=AE).
Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default.
Exchanged assigned execution identifier (trade identifier).
PriceQualifierGrpRepeating groupCount tag 2709—
PriceQualifierGrp definition & usage →
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InstrumentComponentRequired
Instrument definition & usage →
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InstrumentExtensionComponent—
InstrumentExtension definition & usage →
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FinancingDetailsComponent—
FinancingDetails definition & usage →
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Dealer's markup of market price to LastPx(31).
AveragePriceDetailComponent—
AveragePriceDetail definition & usage →
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Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmt(381).
Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056).
Time this message was issued by matching system, trading system or counterparty.
UndInstrmtGrpRepeating groupCount tag 711—
UndInstrmtGrp definition & usage →
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TrdRepIndicatorsGrpRepeating groupCount tag 1387—
TrdRepIndicatorsGrp definition & usage →
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TrdInstrmtLegGrpRepeating groupCount tag 555—
TrdInstrmtLegGrp definition & usage →
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TrdRegTimestampsRepeating groupCount tag 768—
TrdRegTimestamps definition & usage →
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Must be set if EncodedText(355) field is specified and must immediately precede it.
PositionAmountDataRepeating groupCount tag 753—
PositionAmountData definition & usage →
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Indicates the algorithm (tier) used to match a trade.
Used to indicate reports after a specific time.
Specifies the rounded price to quoted precision.
TradeQtyGrpRepeating groupCount tag 1841—
TradeQtyGrp definition & usage →
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TrdCapRptAckSideGrpRepeating groupCount tag 552—
TrdCapRptAckSideGrp definition & usage →
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(LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price.
StandardTrailerComponentRequired
StandardTrailer definition & usage →
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