Log in

AQ Trade Capture Report Request Ack

This message is used as as response to a Trade Capture Report Request <35=AD>, in these scenarios:

  • When the request is used to specify an out-of-band subscription or delivery of reports
  • When the return of the matching Trade Capture Report <35=AE>s will be delayed or delivered asynchronously
  • When no trades were found that matched the criteria in the request
  • When the request was invalid for some business reason, such as request not being authorized, unknown instrument, etc.

A Trade Capture Report Request Ack is not required if one or more Trade Capture Report <35=AE>s will be returned in-band immediately.

Structure

TagNameTypeRequiredDescription
StandardHeader
Component
Required
568
TradeRequestID
String
Required
Identifier for the trade request
569
TradeRequestType
Int Enum
Required
263
SubscriptionRequestType
Char Enum
Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
748
TotNumTradeReports
Int
Number of trade reports returned
749
TradeRequestResult
Int Enum
Required
Result of Trade Request
750
TradeRequestStatus
Int Enum
Required
Status of Trade Request
Instrument
Component
Required
The set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrp
Component
InstrmtLegGrp
Component
Number of legs NoLegs > 0 identifies a Multi-leg Execution
442
MultiLegReportingType
Char Enum
Specify type of multileg reporting to be returned
725
ResponseTransportType
Int Enum
Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport
726
ResponseDestination
String
URI destination name. Used if ResponseTransportType is out-of-band
58
Text
String
May be used by the executing market to record any execution Details that are particular to that market
354
EncodedTextLen
Length
Must be set if EncodedText field is specified and must immediately precede it
355
EncodedText
Data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field
StandardTrailer
Component
Required