| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 159 | DW | TrdAggrtnReq |
| 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: |
| 2786 | TradeAggregationRequestID | ReqID | required | SYNOPSIS:
The message identifier for the trade aggregation request.
|
| 2787 | TradeAggregationRequestRefID | RefID | optional | SYNOPSIS:
Reference identifier to a previously sent trade aggregation message being cancelled or replaced.
|
| 2788 | TradeAggregationTransType | TransTyp | required | SYNOPSIS:
Identifies the trade aggregation transaction type.
|
| 2789 | AggregatedQty | AggQty | optional | SYNOPSIS:
Total quantity of orders or fills quantity aggregated.
|
| 15 | Currency | Ccy | optional | SYNOPSIS:
Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.
|
| 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.
|
| 54 | Side | Side | required | SYNOPSIS:
Side of order (see Volume : "Glossary" for value definitions)
|
| 2349 | PricePrecision | PxPrcsn | optional | SYNOPSIS:
Specifies the price decimal precision of the instrument.
ELABORATION: For FX, this specifies the pip size in which forward points are calculated. Point (pip) size varies by currency pair. Major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01. |
| 1078 | OrderAggregationGrp | OrdAggrtn | optional | SYNOPSIS:
Identifies the orders being aggregated together.
ELABORATION: |
| 1079 | ExecutionAggregationGrp | ExecAggrtn | optional | SYNOPSIS:
Identifies the fills being aggregated together.
ELABORATION: |
| 1 | Account | Acct | optional | SYNOPSIS:
Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.
|
| 1003 | Instrument | Instrmt | required | 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: |
| 1012 | Parties | Pty | optional | SYNOPSIS:
The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.
ELABORATION: |
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |