AggressorIndicator

Tag: 1057

Created 2 years ago · No revisions

Used to identify whether the order initiator is an aggressor or not in the trade.

Values

Code	Meaning
Y	Order initiator is aggressor
N	Order initiator is passive

Used By

8
Execution Report
AE
Trade Capture Report (via TrdCapRptSideGrp)
AR
Trade Capture Report Ack (via TrdCapRptAckSideGrp)
DC
Trade Match Report (via InstrmtMatchSideGrp > TrdMatchSideGrp)
DO
Market Data Statistics Request (via MDStatisticReqGrp > MDStatisticParameters)

CalculatedCcyLastQty (1056)NoUndlyInstrumentParties (1058)