This message is used to request that the identified trades between the initiator and respondent be aggregated together for further processing. It results in a Trade Aggregation Report <35=DX>.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| Component | ||||
| 2786 | String | Unique identifier for the message | ||
| 2787 | String | Required when TradeAggregationTransType(2788)=1 (Cancel) or 2 (Replace) | ||
| 2788 | Int Enum | |||
| 2789 | Quantity | |||
| 15 | Currency | |||
| 2897 | String Enum | |||
| 6 | Price | |||
| 54 | Char Enum | |||
| 2349 | Int | |||
| Component | Maybe used to specify the IDs of the orders being aggregated together | |||
| Component | Maybe used to specify the IDs of the execution fills being aggregated together | |||
| 1 | String | |||
| Component | ||||
| Component | ||||
| Component |