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DX Trade Aggregation Report

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.

Structure

TagNameTypeRequiredDescription
Component
Required
2792String
Required
Unique identifier for the report message
2786String
Unique identifier for the TradeAggregationRequest(35=DW) message being responded to
2790Int Enum
Required
1003String
Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted)
2791Int Enum
2789Quantity
Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted)
6Price
2793Price
2794PriceOffset
64LocalMktDate
Component
Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted)
54Char Enum
Conditionally required when TradeAggregationRequestStatus(2790)=0 (Accepted)
1328String
1664Length
Must be set if EncodedRejectText(1665) field is specified and must immediately precede it
1665Data
Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field
Component
Required