| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 160 | DX | TrdAggrtnRpt |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 247 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | BaseHeader | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 2792 | TradeAggregationReportID | RptID | required | SYNOPSIS:
Unique identifier for the TradeAggregationReport(35=DX).
|
| 2786 | TradeAggregationRequestID | ReqID | optional | SYNOPSIS:
The message identifier for the trade aggregation request.
|
| 2790 | TradeAggregationRequestStatus | ReqStat | required | SYNOPSIS:
Status of the trade aggregation request.
|
| 1003 | TradeID | TrdID | optional | SYNOPSIS:
The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.
|
| 2791 | TradeAggregationRejectReason | RejRsn | optional | SYNOPSIS:
Reason for trade aggregation request being rejected.
|
| 2789 | AggregatedQty | AggQty | optional | SYNOPSIS:
Total quantity of orders or fills quantity aggregated.
|
| 6 | AvgPx | AvgPx | optional | SYNOPSIS:
Calculated average price of all fills on this order.
For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.
|
| 2793 | AvgSpotRate | AvgSpotRt | optional | SYNOPSIS:
The average FX spot rate.
|
| 2794 | AvgForwardPoints | AvgFwdPnts | optional | SYNOPSIS:
The average forward points. May be a negative value.
|
| 64 | SettlDate | SettlDt | optional | SYNOPSIS:
Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement)
|
| 1003 | Instrument | Instrmt | optional | SYNOPSIS:
The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.
ELABORATION: |
| 54 | Side | Side | optional | SYNOPSIS:
Side of order (see Volume : "Glossary" for value definitions)
|
| 1328 | RejectText | RejTxt | optional | SYNOPSIS:
Identifies the reason for rejection.
|
| 1664 | EncodedRejectTextLen | EncRejTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field.
|
| 1665 | EncodedRejectText | EncRejTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field.
|
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |