This message is used to respond to a Trade Aggregation Request <35=DW>. It states whether the request was accepted or rejected, and may provide additional information about the aggregate trade.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
Component | ||||
2792 | String | Unique identifier for the report message
| ||
2786 | String | Unique identifier for the TradeAggregationRequest(35=DW) message being responded to
| ||
2790 | Int Enum | |||
1003 | String | Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted)
| ||
2791 | Int Enum | |||
2789 | Quantity | Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted)
| ||
6 | Price | |||
2793 | Price | |||
2794 | PriceOffset | |||
64 | LocalMktDate | |||
Component | Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted)
| |||
54 | Char Enum | Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted)
| ||
1328 | String | |||
1664 | Length | Must be set if EncodedRejectText(1665) field is specified and must immediately precede it
| ||
1665 | Data | Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field
| ||
Component |